Structured Products Calendar

ABN AMRO BANK NV

• 10% Knock-in Reverse Exchangeable Securities due Aug. 31, 2009 linked to 3M Co. common stock; 75% trigger; via ABN Amro Inc.; pricing Feb. 24

• 10.5% Knock-in Reverse Exchangeable Securities due May 29, 2009 linked to Alcoa Inc. common stock; 55% trigger; via ABN Amro Inc.; pricing Feb. 24

• 15% Knock-in Reverse Exchangeable Securities due May 29, 2009 linked to Apache Corp. common stock; 75% trigger; via ABN Amro Inc.; pricing Feb. 24

• 10% Knock-in Reverse Exchangeable Securities due Aug. 31, 2009 linked to Bristol-Myers Squibb Co. common stock; 75% trigger; via ABN Amro Inc.; pricing Feb. 24

• 10% Knock-in Reverse Exchangeable Securities due Aug. 31, 2009 linked to Caterpillar Inc. common stock; 60% trigger; via ABN Amro Inc.; pricing Feb. 24

• 11.5% Knock-in Reverse Exchangeable Securities due May 29, 2009 linked to Chesapeake Energy Corp. common stock; 60% trigger; via ABN Amro Inc.; pricing Feb. 24

• 12% Knock-in Reverse Exchangeable Securities due Aug. 31, 2009 linked to ConocoPhillips common stock; 70% trigger; via ABN Amro Inc.; pricing Feb. 24

• 15% Knock-in Reverse Exchangeable Securities due May 29, 2009 linked to Deere & Co. common stock; 70% trigger; via ABN Amro Inc.; pricing Feb. 24

• 10.75% Knock-in Reverse Exchangeable Securities due Aug. 31, 2009 linked to Exxon Mobil Corp. common stock; 80% trigger; via ABN Amro Inc.; pricing Feb. 24

• 10% Knock-in Reverse Exchangeable Securities due May 29, 2009 linked to Freeport-McMoRan Copper & Gold Inc. common stock; 55% trigger; via ABN Amro Inc.; pricing Feb. 24

• 11.5% Knock-in Reverse Exchangeable Securities due Aug. 31, 2009 linked to Goldman Sachs Group, Inc. common stock; 50% trigger; via ABN Amro Inc.; pricing Feb. 24

• 20% Knock-in Reverse Exchangeable Securities due Aug. 31, 2009 linked to JPMorgan Chase & Co. common stock; 50% trigger; via ABN Amro Inc.; pricing Feb. 24

• 10% Knock-in Reverse Exchangeable Securities due Aug. 31, 2009 linked to McDonald's Corp. common stock; 80% trigger; via ABN Amro Inc.; pricing Feb. 24

• 12.5% Knock-in Reverse Exchangeable Securities due May 29, 2009 linked to Pfizer Inc. common stock; 80% trigger; via ABN Amro Inc.; pricing Feb. 24

• 11.5% Knock-in Reverse Exchangeable Securities due Aug. 31, 2009 linked to Target Corp. common stock; 60% trigger; via ABN Amro Inc.; pricing Feb. 24

• 10% Knock-in Reverse Exchangeable Securities due Aug. 31, 2009 linked to Wal-Mart Stores, Inc. common stock; 80% trigger; via ABN Amro Inc.; pricing Feb. 24

BANK OF AMERICA CORP.

• 42-month 0% Currency Market Index Target-Term Securities linked to the dollar/Japanese yen exchange rate; via Merrill Lynch & Co., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in February or March

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

• Five-year 0% Market Index Target-Term Securities linked to the Dow Jones - AIG Commodity Index - Excess Return; via Merrill Lynch & Co., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in February or March

• 18-month 0% Capped Leveraged Index Return Notes linked to the gold spot price; via Merrill Lynch & Co., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in February or March

• 14-month 0% Accelerated Return Notes linked to the PHLX Defense Sector index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in February or March

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

• Three-year zero-coupon 100% principal-protected conditional participation notes linked to the S&P 500 index; via Merrill Lynch & Co. 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 & Co., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in February or March

• 18-month 0% Bear Market Strategic Accelerated Redemption Securities linked to the S&P Small Cap Regional Banks index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in February or March

BARCLAYS BANK PLC

• 13% reverse convertible notes due Aug. 27, 2009 linked to Amazon.com, Inc. stock; 60% trigger; via Barclays Capital Inc.; pricing Feb. 24

• 12.75% reverse convertible notes due May 28, 2009 linked to Apple Inc. stock; 75% trigger; via Barclays Capital Inc.; pricing Feb. 24

• 16.5% reverse convertible notes due Aug. 27, 2009 linked to Arch Coal, Inc. stock; 50% trigger; via Barclays Capital Inc.; pricing Feb. 24

• 10.55% reverse convertible notes due Aug. 27, 2009 linked to Archer Daniels Midland Co. stock; 60% trigger; via Barclays Capital Inc.; pricing Feb. 24

• 10% reverse convertible notes due Feb. 24, 2010 linked to AT&T Inc. stock; 65% trigger; via Barclays Capital Inc.; pricing Feb. 24

• 18% reverse convertible notes due Aug. 27, 2009 linked to the common stocks of Bank of America Corp., Goldman Sachs Group, Inc., JPMorgan Chase & Co. and Wells Fargo & Co.; 50% trigger; via Barclays Capital Inc.; pricing Feb. 24

• 11% reverse convertible notes due Aug. 27, 2009 linked to Boeing Co. stock; 70% trigger; via Barclays Capital Inc.; pricing Feb. 24

• Zero-coupon 100% principal-protected notes due Feb. 27, 2013 linked to British pound sterling, Australian dollar and New Zealand dollar; via Barclays Capital Inc.; pricing Feb. 24

• 10.6% reverse convertible notes due Feb. 24, 2010 linked to Burger King Holdings, Inc. stock; 65% trigger; via Barclays Capital Inc.; pricing Feb. 24

• 20% reverse convertible notes due Aug. 27, 2009 linked to Chicago Bridge & Iron Co. N.V. stock; 50% trigger; via Barclays Capital Inc.; pricing Feb. 24

• 10% reverse convertible notes due Aug. 27, 2009 linked to Cisco Systems, Inc. stock; 70% trigger; via Barclays Capital Inc.; pricing Feb. 24

• 12.5% reverse convertible notes due Aug. 27, 2009 linked to ConocoPhillips stock; 70% trigger; via Barclays Capital Inc.; pricing Feb. 24

• 20% reverse convertible notes due Aug. 27, 2009 linked to Consol Energy Inc. stock; 50% trigger; via Barclays Capital Inc.; pricing Feb. 24

• 20% reverse convertible notes due Aug. 27, 2009 linked to the common stocks of Continental Airlines, Inc., Harley-Davidson, Inc., JetBlue Airways Corp., KB Home and Toll Brothers, Inc.; 50% trigger; via Barclays Capital Inc.; pricing Feb. 24

• Zero-coupon 100% principal-protected notes due Feb. 27, 2014 linked to copper, tin, gold, S&P GSCI Natural Gas Index Excess Return, S&P GSCI Crude Oil Excess Index Return, S&P GSCI Livestock Excess Index Return and S&P GSCI Agriculture Index Excess Return; via Barclays Capital Inc.; pricing Feb. 24

• 11% reverse convertible notes due Aug. 27, 2009 linked to Corning Inc. stock; 50% trigger; via Barclays Capital Inc.; pricing Feb. 24

• 10.5% reverse convertible notes due Aug. 27, 2009 linked to Dell Inc. stock; 60% trigger; via Barclays Capital Inc.; pricing Feb. 24

• 13% reverse convertible notes due Aug. 27, 2009 linked to Devon Energy Corp. stock; 65% trigger; via Barclays Capital Inc.; pricing Feb. 24

• 18.65% Buffered Reverse Convertible Notes due Aug. 27, 2009 linked to Dow Chemical Co. stock; pricing Barclays Capital Inc.; pricing Feb. 24

• Zero-coupon 100% principal-protected notes due Feb. 27, 2014 linked to the Dow Jones - AIG Commodity index; via Barclays Capital Inc.; pricing Feb. 24

• 0% annual autocallable notes due Feb. 27, 2013 linked to the euro against the dollar; via Barclays Capital Inc.; pricing Feb. 24

• 12.5% reverse convertible notes due May 28, 2009 linked to Garmin Ltd. stock; 60% trigger; via Barclays Capital Inc.; pricing Feb. 24

• 20% reverse convertible notes due May 28, 2009 linked to General Electric Co. stock; 60% trigger; via Barclays Capital Inc.; pricing Feb. 24

• 14% Callable One Observation Reverse Convertible Notes due Aug. 27, 2009 linked to General Electric Co. common stock; 60% trigger; via Barclays Capital Inc.; pricing Feb. 24

• 20% reverse convertible notes due Aug. 27, 2009 linked to General Electric Co. stock; 60% trigger; via Barclays Capital Inc.; pricing Feb. 24

• 14% reverse convertible notes due Aug. 27, 2009 linked to General Electric Co., Caterpillar Inc., Microsoft Corp., CSX Corp., Schlumberger Ltd., Lockheed Martin Corp., Charles Schwab Corp., Fresh Del Monte Produce Inc., Archer Daniels Midland Co. and Quest Diagnostics Inc.; 65% trigger; via Barclays Capital Inc.; pricing Feb. 24

• Variable-coupon 100% principal protection notes due Feb. 27, 2014, linked to Gilead Sciences, Inc., First Solar, Inc., Google Inc., Coca-Cola Co., the Mosaic Co., National Oilwell Varco, Inc., Nucor Corp., Philip Morris International Inc., Qualcomm Inc. and United Technologies Corp.; via Barclays Capital Inc.; pricing Feb. 24

• 0% Buffered Super Track Digital Plus Notes due March 2, 2010 linked to the price of gold; via Barclays Capital Inc.; pricing Feb. 24

• 13.25% Callable One Observation Reverse Convertible Notes due Aug. 27, 2009 linked to Goldman Sachs Group, Inc. common stock; 50% trigger; via Barclays Capital Inc.; pricing Feb. 24

• 20% reverse convertible notes due Aug. 27, 2009 linked to Goldman Sachs Group, Inc. stock; 50% trigger; via Barclays Capital Inc.; pricing Feb. 24

• 13.75% reverse convertible notes due Feb. 24, 2010 linked to Intel Corp. stock; 70% trigger; via Barclays Capital Inc.; pricing Feb. 24

• 0% barrier optimization securities with partial protection due March 10, 2010 linked to the iShares MSCI EAFE index fund; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Feb. 24

• 13% callable reverse convertible notes due Aug. 27, 2009 linked to the iShares MSCI EAFE index fund, iShares MSCI Emerging Markets index fund, Financial Select Sector SPDR fund and the Energy Select Sector SPDR fund; via Barclays Capital Inc.; pricing Feb. 24

• 20% buffered reverse convertible notes due Aug. 27, 2009 linked to JPMorgan Chase & Co. stock; pricing Barclays Capital Inc.; pricing Feb. 24

• 20% reverse convertible notes due Aug. 27, 2009 linked to JPMorgan Chase & Co. stock; 50% trigger; via Barclays Capital Inc.; pricing Feb. 24

• 10.7% reverse convertible notes due Feb. 24, 2010 linked to Merck & Co., Inc. stock; 75% trigger; via Barclays Capital Inc.; pricing Feb. 24

• 10.25% reverse convertible notes due May 28, 2009 linked to Microsoft Corp. stock; 75% trigger; via Barclays Capital Inc.; pricing Feb. 24

• 13.4% reverse convertible notes due Aug. 27, 2009 linked to Monsanto Co. stock; 65% trigger; via Barclays Capital Inc.; pricing Feb. 24

• 20% reverse convertible notes due Aug. 27, 2009 linked to Mosaic Co. stock; 60% trigger; via Barclays Capital Inc.; pricing Feb. 24

• 15.25% reverse convertible notes due May 28, 2009 linked to Noble Energy, Inc. stock; 65% trigger; via Barclays Capital Inc.; pricing Feb. 24

• 16% reverse convertible notes due Aug. 27, 2009 linked to Nucor Corp. stock; 60% trigger; via Barclays Capital Inc.; pricing Feb. 24

• 16% reverse convertible notes due Aug. 27, 2009 linked to Peabody Energy Corp. stock; 50% trigger; via Barclays Capital Inc.; pricing Feb. 24

• Zero-coupon 100% principal-protected notes due March 7, 2014 linked to the Pimco Total Return fund; via Barclays Capital Inc.; pricing Feb. 24

• 17% reverse convertible notes due May 28, 2009 linked to Research In Motion Ltd. stock; 65% trigger; via Barclays Capital Inc.; pricing Feb. 24

• 11% reverse convertible notes due Aug. 27, 2009 linked to Schering-Plough Corp. stock; 70% trigger; via Barclays Capital Inc.; pricing Feb. 24

• 13.2% reverse convertible notes due Aug. 27, 2009 linked to Schlumberger NV (Schlumberger Ltd.) stock; 65% trigger; via Barclays Capital Inc.; pricing Feb. 24

• Annual autocallable notes due Feb. 27, 2014 linked to the S&P 500 index; via Barclays Capital Inc.; pricing Feb. 24

• 0% Knock-Out Buffered Super Track Notes due March 2, 2010 linked to S&P GSCI Excess Return index; via Barclays Capital Inc.; pricing Feb. 24

• 17.5% Callable One Observation Reverse Convertible Notes due Aug. 27, 2009 linked to Sears Holdings Corp. common stock; 50% trigger; via Barclays Capital Inc.; pricing Feb. 24

• 20% reverse convertible notes due Aug. 27, 2009 linked to SunPower Corp. stock; 50% trigger; via Barclays Capital Inc.; pricing Feb. 24

• 20% reverse convertible notes due Aug. 27, 2009 linked to U.S. Bancorp stock; 50% trigger; via Barclays Capital Inc.; pricing Feb. 24

• 13.2% reverse convertible notes due Aug. 27, 2009 linked to United States Oil Fund, LP stock; 65% trigger; via Barclays Capital Inc.; pricing Feb. 24

• 19.25% reverse convertible notes due Aug. 27, 2009 linked to United States Steel Corp. stock; 50% trigger; via Barclays Capital Inc.; pricing Feb. 24

• 15.45% reverse convertible notes due Aug. 27, 2009 linked to Valero Energy Corp. stock; 60% trigger; via Barclays Capital Inc.; pricing Feb. 24

• 20% reverse convertible notes due Feb. 24, 2010 linked to Wells Fargo & Co. stock; 50% trigger; via Barclays Capital Inc.; pricing Feb. 24

• 19.25% Buffered Reverse Convertible Notes due Aug. 27, 2009 linked to Wells Fargo & Co. stock; pricing Barclays Capital Inc.; pricing Feb. 24

• Zero-coupon 100% principal-protected notes due Feb. 27, 2014 linked to the Barclays Capital Q-BES Large Cap US Excess Return index; via Barclays Capital Inc.; pricing Feb. 27

CITIGROUP FUNDING INC.

• 8% to 11% Equity LinKed Securities due August 2009 linked to Coca-Cola Co. common stock; 75% trigger; via Citigroup Global Markets Inc.; pricing in February

• 8% to 10% Equity LinKed Securities linked to International Business Machines Corp.; via Citigroup Global Markets Inc.; pricing in February

• 2% minimum coupon principal-protected notes due 2014 linked to the Russell 2000 index; via Citigroup Global Markets Inc.; pricing in February

• 1.5% fixed coupon principal-protected notes due 2014 linked to the Consumer Price Index; via Citigroup Global Markets Inc.

CREDIT SUISSE, NASSAU BRANCH

• 0% Buffered Accelerated Return Equity Securities due Aug. 27, 2010 linked to the S&P 500 index; 90% trigger; via Credit Suisse Securities (USA) LLC; pricing Feb. 24

• 0% Buffered Accelerated Return Equity Securities due March 29, 2010 linked to the S&P 500 index; via Credit Suisse (USA) LLC; pricing Feb. 24

• 0% Buffered Accelerated Return Equity Securities due May 27, 2010 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 24

• 0% Buffered Accelerated Return Equity Securities due Oct. 29, 2010 linked to the S&P 500 index; via Credit Suisse (USA) LLC; pricing Feb. 24

• 0% Cert Plus securities due Feb. 29, 2012 linked to the S&P 500 index with 105% to 115% leverage; via Credit Suisse Securities (USA) LLC; pricing Feb. 24

• 0% Cert Plus securities due Feb. 29, 2012 linked to the S&P 500 index with 115% to 125% leverage; via Credit Suisse Securities (USA) LLC; pricing Feb. 24

DEUTSCHE BANK AG, LONDON BRANCH

• 0% capped Buffered Underlying Securities due Aug. 27, 2010 linked to the iShares MSCI EAFE index fund; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Feb. 24

• 0% capped Buffered Underlying Securities due Feb. 26, 2010 linked to the ProShares UltraShort 20+ Year Treasury fund; 90% trigger; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Feb. 24

• 0% buffered absolute return barrier securities due March 29, 2010 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Feb. 24

• 0% buffered absolute return barrier securities due March 29, 2010 linked to the S&P 500 index; 80% trigger; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Feb. 24

• 0% buffered barrier rebate notes due May 27, 2010 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Feb. 24

• 0% capped Buffered Underlying Securities due Aug. 27, 2010 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Feb. 24

• 0% capped Buffered Underlying Securities due Aug. 27, 2010 linked to the S&P 500, Russell 2000 and S&P 400 Midcap indexes; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Feb. 24

EKSPORTFINANS ASA

• 0% enhanced growth securities with leveraged upside and buffered downside due Dec. 10, 2009 linked to the S&P 500 index; via Wachovia Capital Markets, LLC; pricing in February

• 13% to 14% enhanced yield securities due Sept. 10, 2009 linked to the common stock of Boeing Co.; 70% trigger; via Wachovia Capital Markets, LLC

• 14% to 15% enhanced yield securities due Sept. 10, 2009 linked to the common stock of ConocoPhillips; 70% trigger; via Wachovia Capital Markets, LLC

• 14% to 15% enhanced yield securities due Sept. 10, 2009 linked to the common stock of Microsoft Corp.; 70% trigger; via Wachovia Capital Markets, LLC

• 0% enhanced growth securities with leveraged upside and buffered downside due Sept. 10, 2010 linked to the SPDR Gold Trust; via Wachovia Capital Markets, LLC

• 13% to 14% enhanced yield securities due Sept. 10, 2009 linked to the common stock of Walt Disney Co.; 70% trigger; via Wachovia Capital Markets, LLC

GOLDMAN SACHS GROUP, INC.

• six- to eight-month 0% buffered leveraged equity index-linked notes linked to the S&P 500 index; 80% trigger; via Goldman, Sachs & Co.

• 12- to 14-month 0% leveraged buffered equity index-linked notes tied to the S&P 500 index; via Goldman, Sachs & Co.

• 13- to 15-month 0% leveraged index-linked notes tied to the performance of the S&P 500 Consumer Staples and S&P 500 Health Care indexes relative to the S&P 500 Consumer Discretionary index; via Goldman, Sachs & Co.

HARRIS NA

• Zero-coupon principal-protected certificates of deposit due Feb. 27, 2014 linked to the S&P 500 index; via distributor Incapital LLC; pricing Feb. 24

HSBC USA INC.

• 0% return optimization securities due March 3, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and HSBC USA Inc.; pricing Feb. 24

• 0% enhanced market participation notes due Aug. 27, 2010 linked the S&P 500 and iShares MSCI EAFE index fund; via HSBC Securities (USA) Inc.; pricing Feb. 24

• 0% quarter-annual review notes due March 17, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing Feb. 26

• 0% bearish autocallable optimization securities with contingent protection due Sept. 13, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and HSBC USA Inc.; pricing March 6

JPMORGAN CHASE & CO.

• 21% reverse exchangeable notes due Aug. 27, 2009 linked to Alcoa Inc. stock; via J.P. Morgan Securities Inc.; pricing Feb. 24

• 11% to 15% yield generator certificates of deposit due Feb. 27, 2015 linked to Apple Inc., Coca-Cola Co., ConocoPhillips, Eli Lilly and Co., General Mills, Inc., Google Inc., McDonald's Corp., Monsanto Co., Union Pacific Corp. and Wells Fargo & Co.; via J.P. Morgan Securities Inc.; pricing Feb. 24• 0% semiannual review notes due March 1, 2011 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing Feb. 24

• 10.5% reverse exchangeable notes due Feb. 26, 2010 linked to Caterpillar Inc. stock; via J.P. Morgan Securities Inc.; pricing Feb. 24

• 17% reverse exchangeable notes due Aug. 27, 2009 linked to Companhia Vale do Rio Doce American Depositary Shares; via J.P. Morgan Securities Inc.; pricing Feb. 24

• 23% reverse exchangeable notes due May 27, 2009 linked to Freeport-McMoRan Copper & Gold Inc. stock; via J.P. Morgan Securities Inc.; pricing Feb. 24

• 0% knock-out certificates of deposit due Feb. 29, 2012 linked to gold; via J.P. Morgan Securities Inc.; pricing Feb. 24

• 20% reverse exchangeable notes due May 27, 2009 linked to Goldman Sachs Group, Inc. stock; via J.P. Morgan Securities Inc.; pricing Feb. 24

• 15% reverse exchangeable notes due Aug. 27, 2009 linked to General Electric Co. stock; via J.P. Morgan Securities Inc.; pricing Feb. 24

• 17.25% reverse exchangeable notes due Feb. 26, 2010 linked to the General Electric Co.; via J.P. Morgan Securities Inc.; pricing Feb. 24

• 10% reverse exchangeable notes due Feb. 26, 2010 linked to the Intel Corp.; via J.P. Morgan Securities Inc.; pricing Feb. 24

• 0% return optimization securities due March 3, 2010 linked to the iShares MSCI EAFE index fund; via UBS Financial Services Inc. and J.P. Morgan Securities Inc.; pricing Feb. 24

• Zero-coupon principal-protected notes due Feb. 27, 2014 linked to the JPMorgan Efficiente (USD) index; via J.P. Morgan Securities Inc.; pricing Feb. 24

• Zero-coupon principal-protected notes due Feb. 27, 2015 linked to the JPMorgan Efficiente (USD) index; via J.P. Morgan Securities Inc.; pricing Feb. 24

• 20% reverse exchangeable notes due Aug. 27, 2009 linked to NYSE Euronext stock; via J.P. Morgan Securities Inc.; pricing Feb. 24

• 0% buffered return enhanced notes due March 29, 2010 linked to the Russell 2000 index; via J.P. Morgan Securities Inc.; pricing Feb. 24

• 0% buffered return enhanced notes due March 29, 2010 linked to the Russell 2000 index; via J.P. Morgan Securities Inc.; pricing Feb. 24

• Zero-coupon 100% principal-protected notes due Feb. 27, 2014 linked to S&P 500 index, Dow Jones Euro Stoxx 50, Nikkei 225 and S&P GSCI Excess Return indexes; via J.P. Morgan Securities Inc.; pricing Feb. 24

• 0% single review notes due Aug. 27, 2009 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing Feb. 24

• 0% buffered return enhanced notes due March 29, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing Feb. 24

• 0% buffered return enhanced notes due Aug. 31, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing Feb. 24

• 0% semiannual review notes due March 1, 2011 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing Feb. 24

• Zero-coupon 100% principal-protected notes due Feb. 27, 2012 linked to S&P 500 index, Dow Jones Euro Stoxx 50, Nikkei 225 and S&P GSCI Excess Return indexes; via J.P. Morgan Securities Inc.; pricing Feb. 24

• 25% reverse exchangeable notes due May 27, 2009 linked to U.S. Steel Corp. stock; via J.P. Morgan Securities Inc.; pricing Feb. 24

• 10% reverse exchangeable notes due Feb. 26, 2010 linked to the Walt Disney Co.; via J.P. Morgan Securities Inc.; pricing Feb. 24

• 30% reverse exchangeable notes due May 27, 2009 linked to Wells Fargo & Co. stock; via J.P. Morgan Securities Inc.; pricing Feb. 24

• Floating-rate principal-at-risk notes due March 10, 2010 linked to the JPMorgan Core Commodity Investable Global Asset Rotator Long-Short Index; via J.P. Morgan Securities Inc.; pricing March 2

MORGAN STANLEY

• 12% Stock Participation Accreting Redemption Quarterly-pay Securities due April 20, 2010 mandatorily exchangeable for Apple Inc. stock; via Morgan Stanley & Co. Inc.; pricing in March

• Zero-coupon protected absolute return barrier notes due March 31, 2011 linked to the euro/dollar exchange rate; via Morgan Stanley & Co. Inc.; pricing in March

• 0% Buffered Performance Leveraged Upside Securities due March 31, 2011 linked to the price of gold; 85% trigger; via Morgan Stanley & Co. Inc.; pricing in March

ROYAL BANK OF CANADA

• 12.25% annualized reverse convertible notes due Aug. 31, 2009 linked to the common stock of 3M Co.; 75% trigger; via RBC Capital Markets Corp.; pricing Feb. 24

• 17.5% annualized reverse convertible notes due May 29, 2009 linked to the common stock of Amazon.com, Inc.; 65% trigger; via RBC Capital Markets Corp.; pricing Feb. 24

• 15.5% annualized reverse convertible notes due May 29, 2009 linked to the common stock of Apple Inc.; 75% trigger; via RBC Capital Markets Corp.; pricing Feb. 24

• 13.5% annualized reverse convertible notes due Aug. 31, 2009 linked to the common stock of CA Inc.; 75% trigger; via RBC Capital Markets Corp.; pricing Feb. 24

• 13% annualized reverse convertible notes due May 29, 2009 linked to the common stock of Caterpillar Inc.; 65% trigger; via RBC Capital Markets Corp.; pricing Feb. 24

• 11.5% annualized reverse convertible notes due Aug. 31, 2009 linked to the common stock of Chevron Corp.; 75% trigger; via RBC Capital Markets Corp.; pricing Feb. 24

• 18.75% annualized reverse convertible notes due May 29, 2009 linked to the common stock of Deere & Co.; 65% trigger; via RBC Capital Markets Corp.; pricing Feb. 24

• 12% annualized reverse convertible notes due May 29, 2009 linked to the common stock of Devon Energy Corp.; 65% trigger; via RBC Capital Markets Corp.; pricing Feb. 24

• 11% annualized reverse convertible notes due Aug. 31, 2009 linked to the common stock of Exxon Mobil Corp.; 75% trigger; via RBC Capital Markets Corp.; pricing Feb. 24

• 32% annualized reverse convertible notes due May 29, 2009 linked to the common stock of Freeport-McMoRan Copper & Gold, Inc.; 65% trigger; via RBC Capital Markets Corp.; pricing Feb. 24

• 23.75% annualized reverse convertible notes due May 29, 2009 linked to the common stock of Frontier Oil Corp.; 65% trigger; via RBC Capital Markets Corp.; pricing Feb. 24

• 28.5% annualized reverse convertible notes due May 29, 2009 linked to the common stock of General Electric Co.; 75% trigger; via RBC Capital Markets Corp.; pricing Feb. 24

• 0% buffered bullish digital notes due March 29, 2010 linked to gold; 90% trigger; via RBC Capital Markets Corp.; pricing Feb. 24

• 12% annualized reverse convertible notes due May 29, 2009 linked to the common stock of Hewlett-Packard Co.; 75% trigger; via RBC Capital Markets Corp.; pricing Feb. 24

• 20% annualized reverse convertible notes due May 29, 2009 linked to the common stock of Home Depot, Inc.; 75% trigger; via RBC Capital Markets Corp.; pricing Feb. 24

• 0% buffered bullish digital notes due March 29, 2010 linked to the iShares Russell 2000 index fund; 80% trigger; via RBC Capital Markets Corp.; pricing Feb. 24

• 33.5% annualized reverse convertible notes due May 29, 2009 linked to the common stock of JPMorgan Chase & Co.; 65% trigger; via RBC Capital Markets Corp.; pricing Feb. 24

• 14% annualized reverse convertible notes due May 29, 2009 linked to the common stock of Microsoft Corp.; 75% trigger; via RBC Capital Markets Corp.; pricing Feb. 24

• 11.25% annualized reverse convertible notes due May 29, 2009 linked to the common stock of Monsanto Co.; 65% trigger; via RBC Capital Markets Corp.; pricing Feb. 24

• 21% annualized reverse convertible notes due May 29, 2009 linked to the common stock of Nucor Corp.; 65% trigger; via RBC Capital Markets Corp.; pricing Feb. 24

• 0% buffered bullish digital notes due March 29, 2010 linked to the ProShares UltraShort 20+ Year Treasury exchange-traded fund; via RBC Capital Markets Corp.; pricing Feb. 24

• 19% annualized reverse convertible notes due May 29, 2009 linked to the common stock of Union Pacific Corp.; 75% trigger; via RBC Capital Markets Corp.; pricing Feb. 24

• 0% buffered bullish digital notes due March 29, 2010 linked to the United States Oil Fund, LP; 80% trigger; via RBC Capital Markets Corp.; pricing Feb. 24

• 34.5% annualized reverse convertible notes due May 29, 2009 linked to the common stock of U.S. Bancorp; 65% trigger; via RBC Capital Markets Corp.; pricing Feb. 24

• 10% annualized reverse convertible notes due Aug. 31, 2009 linked to the common stock of Wal-Mart Stores, Inc.; 75% trigger; via RBC Capital Markets Corp.; pricing Feb. 24

• 33% annualized reverse convertible notes due May 29, 2009 linked to the common stock of Wells Fargo & Co.; 65% trigger; via RBC Capital Markets Corp.; pricing Feb. 24

• 0% buffered bullish digital notes due Sept. 9, 2010 linked to the S&P 500 index; via RBC Capital Markets Corp.; pricing March 4

AB SVENSK EXPORTKREDIT

• 0% fixed upside return notes due 2010 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing in February

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

• 18-month 0% Capped Leveraged Index Return Notes linked to the Merrill Lynch Commodity Index eXtra Brent 4-Series - Excess Return; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in February or March

• 0% buffer notes due 2011 linked to the Russell 2000 index; via Citigroup Global Markets Inc.

• Index-linked notes linked to the S&P 500 index; 90% trigger; via Goldman, Sachs & Co.

UBS AG

• Zero-coupon 100% principal protection barrier notes due Feb. 28, 2011 linked to the euro/dollar exchange rate; via UBS Financial Services, Inc. and UBS Investment Bank; pricing Feb. 24

• 0% barrier optimization securities with partial protection due March 3, 2010 linked to the S&P 500 index; UBS Financial Services Inc. and UBS Securities LLC; pricing Feb. 24

• 0% return optimization securities with partial protection due Aug. 31, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 24

• Zero-coupon 100% principal protection barrier notes due Feb. 28, 2011 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 24

• 0% return optimization securities due Feb. 28, 2013 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 24

• 0% performance securities with contingent protection due Feb. 28, 2014 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 24

• 0% autocallable optimization securities with contingent protection due Aug. 31, 2010 linked to the UBS Bloomberg CMCI Components USD Excess Return WTI Crude Oil index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 24

• 12% to 13.25% yield optimization notes with contingent protection due Feb. 28, 2011 linked to the Market Vectors Gold Miners exchange-traded fund; 65% trigger; via UBS Investment Bank and UBS Financial Services Inc.; pricing Feb. 25

© 2015 Prospect News.
All content on this website is protected by copyright law in the U.S. and elsewhere. For the use of the person downloading only.
Redistribution and copying are prohibited by law without written permission in advance from Prospect News.
Redistribution or copying includes e-mailing, printing multiple copies or any other form of reproduction.