Structured Products Calendar

BANK OF AMERICA CORP.

• 8.5% coupon-bearing notes due November 2012 linked to the common stock of General Electric Co.; via Bank of America Merrill Lynch; pricing in November

• 0% bear Accelerated Return Notes due January 2013 linked to the Hang Seng China Enterprises index; via Bank of America Merrill Lynch; pricing in November

• Callable range accrual notes due Dec. 14, 2026 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing Dec. 6; Cusip: 06048WJR2

• 0% Strategic Accelerated Redemption Securities due March 2013 linked to corn futures contracts; via Bank of America Merrill Lynch; pricing in December

• 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

• Autocallable range accrual notes due December 2026 linked to the S&P 500 index; 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 gold; 90% trigger; via Bank of America Merrill Lynch; pricing in January

• 0% Capped Leveraged Index Return Notes due November 2013 linked to the MSCI Emerging Markets index; 90% trigger; via Bank of America Merrill Lynch; pricing in November

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

BANK OF MONTREAL

• 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% enhanced market-linked step-up notes with buffer due November 2014 linked to the Dow Jones industrial average; via Bank of America Merrill Lynch; pricing in November

• 0% annual autocallable notes due November 2014 linked to the iShares MSCI Emerging Markets index fund; via Barclays Capital Inc.; pricing in November

• 0% Accelerated Return Notes due December 2012 linked to the NYSE Arca Gold Miners index; via Bank of America Merrill Lynch; pricing in November

• 0% Accelerated Return Notes due January 2013 linked to the PHLX Oil Service Sector index; via Bank of America Merrill Lynch; pricing in November

• 0% Accelerated Return Notes due January 2013 linked to the Russell 2000 index; via Bank of America Merrill Lynch; pricing in November

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

• 0% Barclays Perpetual Rolling Open Structure Protecting Equity Returns exchange-traded fund notes due Dec. 1, 2016 linked to the Barclays Prosper ETF portfolio; via Barclays Capital Inc.; settlement Dec. 1; Cusip: 06738KYG0

• 0% notes due Dec. 23, 2014 linked to the EquityCompass Share Buyback index; via Barclays Capital Inc.; pricing Dec. 16; Cusip: 06738KZS3

• 0% Strategic Accelerated Redemption Securities due January 2013 linked to an equally weighted basket that includes the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; 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

• Callable fixed-to-inverse floating-rate market-linked certificates of deposit due 2031 linked to six-month Libor; via Citigroup Global Markets Inc.; Cusip: 172986FU0

CREDIT SUISSE AG, NASSAU BRANCH

• High/low coupon callable yield notes due Dec. 5, 2012 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 30; Cusip: 22546THJ3

DEUTSCHE BANK AG, LONDON BRANCH

• 0% market contribution securities due Jan. 10, 2013 linked to the Deutsche Bank Liquid Commodity Index-Mean Reversion Plus Total Return; via Deutsche Bank Securities Inc.; pricing Dec. 5; Cusip: 2515A1EU1

EKSPORTFINANS ASA

• Zero-coupon Capped Leveraged Index Return Notes due February 2013 linked to the price of gold; 95% trigger; via Bank of America Merrill Lynch; pricing in November

• 18- to 21-month 0% leveraged buffered index-linked notes tied to the MSCI EAFE index; via Goldman, Sachs & Co.

• Zero-coupon Capped Leveraged Index Return Notes due January 2013 linked to front month palladium futures contract; 90% trigger; via Bank of America Merrill Lynch; pricing in November

• 0% Strategic Accelerated Redemption Securities due December 2012 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in November

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

GOLDMAN SACHS GROUP, INC.

• Callable step-up fixed-rate notes due November 2014; via Goldman Sachs & Co. and Incapital LLC; pricing in November; Cusip: 38143UZX2

• Callable step-up fixed-rate notes due November 2014; via Goldman Sachs & Co. and Incapital LLC; settlement in November; Cusip: 38143UYPO

• Callable step-up fixed-rate notes due November 2016; via Goldman Sachs & Co. and Incapital LLC; pricing in November; Cusip: 38143UZU8

• Fixed-to-floating notes due Dec. 5, 2014; via Goldman Sachs & Co.; settlement Dec. 5; Cusip: 38143UH20

• Six-year 0% equity index-linked notes tied to the Dow Jones industrial average; via Goldman Sachs & Co.; Cusip: 38143UZJ3

• 0% notes due Dec. 5, 2012 linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143UG88

• 0% buffered equity index-linked notes due in 13 to 15 months linked to the S&P 500 index; via Goldman Sachs & Co.

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

• 18- to 21-month 0% leveraged buffered index-linked notes tied to the S&P 500 index; 80% trigger; via Goldman Sachs & Co.

• 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

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

• 15-year callable quarterly index-linked range accrual notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38146R477

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

• 15-year callable quarterly range accrual notes linked to the S&P 500 index and Libor; via Goldman Sachs & Co.; Cusip: 38143UZF1

HSBC USA INC.

• 0% Currency Accelerated Return Securities due November 2013 linked to a basket of currencies; via HSBC Securities (USA) Inc.; pricing in November; Cusip: 4042K1RB1

• 0% trigger digital optimization securities due Dec. 16, 2013 linked to a basket of currencies relative to the dollar (Brazilian real, Russian ruble, Indian rupee and Chinese renminbi); via HSBC Securities (USA) Inc. (underwriter) and UBS Financial Services Inc. (agent); pricing Dec. 9; Cusip: 40433C114

• Fixed-to-floating notes due Dec. 15, 2014; via HSBC Securities (USA) Inc.; settlement Dec. 15; Cusip: 4042K1TT0

• Contingent income autocallable securities due Dec. 28, 2012 linked to iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc. with Morgan Stanley Smith Barney LLC as distributor; pricing Dec. 22; Cusip: 40433K884

• Annual income opportunity notes with auto cap due Dec. 29, 2014 linked to the common stocks of Altria Group, Inc., Amazon.com, Inc., Amgen Inc., Archer-Daniels-Midland Co., AT&T Inc., Barrick Gold Corp., General Mills, Inc., Halliburton Co., Intel Corp. and Mattel, Inc.; via HSBC Securities (USA) Inc.; pricing Dec. 23; Cusip: 4042K1TD5

• Annual income opportunity notes with auto cap due Dec. 29, 2015 linked to the common stocks of Altria Group, Inc., Amazon.com, Inc., Amgen Inc., Archer-Daniels-Midland Co., AT&T Inc., Barrick Gold Corp., General Mills, Inc., Halliburton Co., Intel Corp. and Mattel, Inc.; via HSBC Securities (USA) Inc.; pricing Dec. 23; Cusip: 4042K1TE3

• Head start annual income opportunity notes with auto cap due Dec. 29, 2016 linked to the common stocks of Altria Group, Inc., Amazon.com, Inc., Amgen Inc., Archer-Daniels-Midland Co., AT&T Inc., Barrick Gold Corp., General Mills, Inc., Halliburton Co., Intel Corp. and Mattel, Inc.; via HSBC Securities (USA) Inc.; pricing Dec. 23; Cusip: 4042K1TU7

• 10% to 13% autocallable yield notes due Jan. 2, 2013 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Dec. 27; Cusip: 4042K1TH6

• 13% to 16% autocallable yield notes due Jan. 2, 2013 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Dec. 27; Cusip: 4042K1TJ2

• 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

• Return optimization securities due 2013 linked to the iShares FTSE/Xinhua China 25 index fund; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; Cusip: 40433C494

JPMORGAN CHASE & CO.

• 0% dual directional knock-out buffered equity notes due June 3, 2013 linked to the iShares MSCI Emerging Markets index fund; via J.P. Morgan Securities LLC; pricing Nov. 29; Cusip: 48125VDN7

• 0% buffered equity notes due in May 2013 linked to the iShares Russell 3000 index fund with a 70% weight, the iShares MSCI EAFE index fund with a 15% weight and the iShares MSCI Emerging Markets index fund with a 15% weight; via J.P. Morgan Securities LLC; pricing in November; Cusip: 48125VDT4

• 0% notes due Dec. 6, 2013 linked to the S&P 500 index and the J.P. Morgan Strategic Volatility index; via J.P. Morgan Securities LLC; pricing Dec. 1; Cusip: 48125VDG2

• 0% dual directional knock-out buffered equity notes due June 20, 2013 linked to the iShares MSCI Emerging Markets index fund; via J.P. Morgan Securities LLC; pricing Dec. 15; Cusip: 48125VDF4

MORGAN STANLEY

• 10%-14% Equity Linked Securities due June 25, 2012 linked to Cummins Inc. common stock; via Morgan Stanley & Co. LLC; pricing Dec. 22; Cusip: 61760T223

• 0% commodity-linked notes due Dec. 28, 2016 linked to the Dow Jones-UBS Commodity index; via Morgan Stanley & Co. LLC; pricing Dec. 22; Cusip: 617482L36

• 0% commodity-linked notes due Dec. 28, 2015 linked to gold; via Morgan Stanley & Co. LLC; pricing Dec. 22; Cusip: 617482L28

• 0% trigger jump securities due December 2014 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in December; Cusip: 61760T231

• 0% trigger jump securities due December 2014 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in December; Cusip: 61760T256

• 0% market-linked notes due December 2017 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in December; Cusip: 61760T249

ROYAL BANK OF CANADA

• Redeemable step-up notes due Nov. 30, 2027; via RBC Capital Markets, LLC; settlement Nov. 30; Cusip: 78008TYX6

• 0% growth securities due June 2, 2015 linked to the S&P 500 index; 90% trigger; via Wells Fargo Securities, LLC; pricing in November; Cusip: 78008TYQ1

• 0% direct investment notes due Jan. 9, 2013 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing Dec. 5; Cusip: 78008TXR0

• Range accrual notes due Dec. 9, 2027 linked to the six-month Libor rate; via RBC Capital Markets, LLC; settlement Dec. 9; Cusip: 78008TZE7

AB SVENSK EXPORTKREDIT

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

• 23- to 27-month 0% leveraged buffered index-linked notes tied to the S&P 500 index; 80% trigger; via Goldman Sachs & Co.

UBS AG, JERSEY BRANCH

• Callable step-up fixed-rate notes due Dec. 8, 2021; via UBS Investment Bank; settlement Dec. 8; Cusip: 90261JHU0

UBS AG, LONDON BRANCH

• 0% double short leverage securities linked to the S&P 500 Total Return index; via UBS Financial Services Inc. and UBS Investment Bank

WELLS FARGO & CO.

• Market-linked notes due June 2018 tied to the Dow Jones industrial average; via Wells Fargo Securities, LLC; pricing in December; Cusip: 94986RGE5

• 0% growth securities due June 2015 linked to the iShares MSCI Emerging Markets index fund; 85% trigger; via Wells Fargo Securities, LLC; settlement in December; Cusip: 94986RGK1

• 0% growth securities due June 2015 linked to SPDR S&P 500 ETF trust with a 50% weight, the iShares Russell 2000 index fund with a 25% weight and the SPDR S&P MidCap 400 ETF trust with a 25% weight; 85% trigger; via Wells Fargo Securities, LLC; settlement in December; Cusip: 94986RGJ4

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