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Published on 11/10/2008 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• 0% commodity-linked buffered enhanced appreciation notes due Nov. 29, 2010 linked to the Dow Jones - AIG Commodity index; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing Nov. 24

• 0% buffered Strategic Equity Exposure Performance Linked Securities due May 28, 2010 linked to the Dow Jones Industrial Average, S&P MidCap 400, Dow Jones Euro Stoxx 50, Nikkei 225 and S&P SmallCap 600 indexes; via Banc of America Securities LLC and Bank of America Investment Services, Inc.; pricing Nov. 24

• 0% Minimum Return Equity Appreciation Growth Linked Securities due Nov. 29, 2013 linked to the S&P 500 index; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing Nov. 24

• Floating-rate notes linked to the Consumer Price Index due between Nov. 28, 2011 and Nov. 27, 2013; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; settlement Nov. 28

• 0% Minimum Return Equity Appreciation Growth LinkEd Securities due Nov. 29, 2013 linked to the Dow Jones Industrial Average with a 68% weight, the S&P MidCap 400 index with a 10% weight, the S&P SmallCap 600 index with a 7% weight and the Dow Jones Euro Stoxx and Nikkei 225, each with a 7.5% weight; via Banc of America Securities LLC and Banc of America Investment Services, Inc. pricing in November

BARCLAYS BANK PLC

• 18.5% reverse convertible notes due May 15, 2009 linked to Caterpillar Inc. stock; 70% trigger; via Barclays Capital; pricing Nov. 12

• 10% reverse convertible notes due May 15, 2009 linked to Coca-Cola Co. stock; 75% trigger; via Barclays Capital; pricing Nov. 12

• 11.5% reverse convertible notes due May 15, 2009 linked to McDonald's Corp. stock; 75% trigger; via Barclays Capital; pricing Nov. 12

• Zero-coupon 100% principal protection notes due Nov. 30, 2010 linked to equal weights of the Brazilian real, Russian ruble, Indian rupee and Chinese yuan, all against the dollar; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Nov. 24

• 0% performance securities with partial protection due Nov. 30, 2011 linked to the Rogers International Commodity Index ­ Excess Return; 70% trigger; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Nov. 24

• 0% Buffered Super Track Notes due Dec. 30, 2009 linked to the S&P 500 index; via Barclays Capital Inc.; pricing Nov. 24

CITIGROUP FUNDING INC.

• Zero-coupon principal-protected notes due 2011 linked to any decline in the euro relative to the dollar; via Citigroup Global Markets Inc.; pricing in November

• Principal-protected contingent coupon notes due 2011 linked to shares of the iShares S&P Latin America 40 index fund; via Citigroup Global Markets Inc.; pricing in November

• Zero-coupon principal-protected trust certificates due 2014 linked to the S&P 500 index through the Safety First Trust Series 2008-6; via Citigroup Global Markets Inc.; pricing in November

• 0% buffer notes due 2010 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing in November

• 0% notes due 2010 linked to the price of gold; 85% trigger; via Citigroup Global Markets

• 0% buffer notes due 2010 linked to shares of the iShares Russell 1000 Growth index fund; via Citigroup Global Markets Inc.

• 0% buffer notes due 2010 linked to shares of the iShares Russell 1000 Value index fund; via Citigroup Global Markets Inc.

• 0% equity-linked notes due 2013 linked to the MSCI EAFE, Russell 2000 and iShares MSCI Emerging Markets index fund; via Citigroup Global Markets Inc.

• 0% buffer notes due 2010 linked to the Russell 2000 index; via Citigroup Global Markets Inc.

• 0% buffer notes due 2010 linked to the S&P MidCap 400 index; via Citigroup Global Markets Inc.

CREDIT SUISSE, NASSAU BRANCH

• 0% capped Buffered Underlying Securities due May 19, 2010 linked to the MSCI Emerging Markets index; 90% trigger; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Nov. 14

• 0% Capped Buffered Underlying Securities due Nov. 22, 2010 linked S&P 500, MSCI EAFE, Russell 2000 and DBLCI MR Plus indexes; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Nov. 17

• Principal-protected upside knock-out notes due May 26, 2011 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 21

• Principal-protected upside knock-out notes due Nov. 28, 2011 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 21

• 18.5% callable yield notes due Nov. 27, 2009 linked to the S&P 500, Russell 2000 and Dow Jones Euro Stoxx 50 indexes; via Credit Suisse Securities (USA) LLC; pricing Nov. 21

• 16.25% callable yield notes due Nov. 27, 2009 linked to the S&P 500, Russell 2000 and Dow Jones Euro Stoxx 50 indexes; via Credit Suisse Securities (USA) LLC; pricing Nov. 21

DEUTSCHE BANK AG, LONDON BRANCH

• 0% Capped Buffered Underlying Securities due Nov. 25, 2011 linked to the iShares MSCI EAFE index fund; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Nov. 21

• 0% Capped Buffered Underlying Securities due May 26, 2010 linked to S&P 100 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Nov. 21

• 0% Capped Buffered Underlying Securities due May 26, 2010 linked to S&P 500, MSCI EAFE, Russell 2000 and S&P Midcap 400; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Nov. 21

• 0% performance securities with contingent return due Nov. 30, 2011 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities; pricing Nov. 24

• 0% performance securities with contingent protection due Nov. 30, 2011 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Nov. 24

EKSPORTFINANS ASA

• 0% buffered return enhanced notes due May 26, 2010 linked to the Energy Select Sector SPDR fund; via Natixis Securities North America Inc.; Nov. 21

• 0% enhanced growth securities with leveraged upside and buffered downside due Nov. 30, 2010 linked to the S&P 500 index; 85% trigger; via underwriter Wachovia Capital Markets, LLC; pricing in November

• 0% equity index-linked notes due 18 months after issue linked to the MSCI EAFE index; via Goldman, Sachs & Co.

• 12% to 14% enhanced yield securities with contingent downside protection due May 1, 2009 linked to PowerShares QQQ Trust, Series 1; 80% trigger; via Wachovia Capital Markets, LLC

• 13% to 15% enhanced yield securities due May 29, 2009 linked to the SPDR Trust, Series 1; 80% trigger; via Wachovia Capital Markets, LLC

• 12% to 14% enhanced yield securities with contingent downside protection due May 1, 2009 linked to SPDR Trust, Series 1; 80% trigger; via Wachovia Capital Markets, LLC

GOLDMAN SACHS GROUP, INC.

• Two-year notes linked to annual changes in the Consumer Price Index; via Goldman, Sachs & Co.

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

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

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

• 0% leveraged notes due 16 to 20 months after issue linked to the S&P 500 index; via Goldman, Sachs & Co.

• 0% leveraged notes due 24 to 25 months after issue linked to the S&P 500 index; via Goldman, Sachs & Co.

• Basket-linked notes due between 24 and 27 months after issue linked to the S&P 500 index, MSCI EAFE index and iShares MSCI Emerging Markets index fund; via Goldman, Sachs & Co.

• 0% contingent payment trigger notes due nine to nine-and-a-half months after issue linked to the S&P 500 and Russell 2000 indexes; via Goldman, Sachs & Co.

HARRIS NA

• Zero-coupon principal-protected certificates of deposit due Nov. 28, 2011 linked to the S&P 500 index; via distributor Incapital LLC; pricing Nov. 25

• Zero-coupon principal-protected certificates of deposit due Nov. 28, 2013 linked to the S&P 500 index; via distributor Incapital LLC; pricing Nov. 25

HSBC USA, INC.

• 0% return optimization securities due May 14, 2010 linked to the S&P 500 index; via UBS Financial Services Inc.; pricing Nov. 11

• 0% return optimization securities due May 17, 2010 linked to the S&P 500 index; via UBS Financial Services Inc.; pricing Nov. 12

• 0% return optimization securities due May 18, 2010 linked to the S&P 500 index; via UBS Financial Services Inc.; pricing Nov. 13

• 0% return optimization securities due May 19, 2010 linked to the S&P 500 index; via UBS Financial Services Inc.; pricing Nov. 14

• Callable leveraged steepener certificates of deposit due Nov. 20, 2023; via HSBC Securities (USA) Inc. and Incapital LLC; pricing Nov. 17

• 0% return optimization securities due May 20, 2010 linked to the S&P 500 index; via UBS Financial Services Inc.; pricing Nov. 17

• 0% return optimization securities due May 21, 2010 linked to the S&P 500 index; via UBS Financial Services Inc.; pricing Nov. 18

• 0% return optimization securities due May 24, 2010 linked to the S&P 500 index; via UBS Financial Services Inc.; pricing Nov. 19

• 0% return optimization securities due May 25, 2010 linked to the S&P 500 index; via UBS Financial Services Inc.; pricing Nov. 20

• 0% return optimization securities due May 26, 2010 linked to the S&P 500 index; via UBS Financial Services Inc.; pricing Nov. 21

• 0% equity buffer notes due May 28, 2010 linked to the Dow Jones Industrial Average; via HSBC Securities (USA) Inc.; pricing Nov. 24

• 0% equity buffer notes due Jan. 28, 2010 linked to shares of the Financial Select Sector SPDR exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Nov. 24

• Digital equity buffer notes due May 28, 2010 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Nov. 24

• 0% equity buffer notes due Dec. 22, 2009 linked to equal weights of the S&P 500 index, Russell 2000 index and the iShares MSCI EAFE index fund; via HSBC Securities (USA) Inc.; pricing Nov. 24

JPMORGAN CHASE & CO.

• 18.5% reverse exchangeable notes due May 18, 2009 linked to General Electric Co. common stock; 50% trigger; via J.P. Morgan Securities Inc.; pricing Nov. 12

• 0% return enhanced notes due May 18, 2010 linked to the common stocks of Baxter International Inc., CA, Inc., Colgate-Palmolive Co., Devon Energy Corp., General Mills, Inc., Gilead Sciences, Inc., Google Inc., Hewlett-Packard Co., McDonald's Corp., 3M Co., Monsanto Co., Merck & Co., Inc., Nucor Corp., Philip Morris International Inc. and Union Pacific Corp.; via J.P. Morgan Securities Inc.; pricing Nov. 13

• 0% buffered return enhanced notes due May 18, 2010 linked to the common stocks of Baxter International Inc., CA, Inc., Colgate-Palmolive Co., Devon Energy Corp., General Mills, Inc., Gilead Sciences, Inc., Google Inc., Hewlett-Packard Co., McDonald's Corp., 3M Co., Monsanto Co., Merck & Co., Inc., Nucor Corp., Philip Morris International Inc. and Union Pacific Corp.; via J.P. Morgan Securities Inc.; pricing Nov. 13

• 0% buffered return enhanced notes due May 18, 2010 linked to Russell 3000 index, MSCI EAFE index and iShares MSCI Emerging Markets index fund; 90% trigger; via J.P. Morgan Securities Inc.; pricing Nov. 13

• 12% reverse exchangeable notes due Nov. 19, 2009 linked to Apple Inc. common stock; 50% trigger; via J.P. Morgan Securities Inc.; pricing Nov. 14

• 15% reverse exchangeable notes due Nov. 19, 2009 linked to Bank of America Corp. common stock; 50% trigger; via J.P. Morgan Securities Inc.; pricing Nov. 14

• 13% reverse exchangeable notes due Nov. 19, 2009 linked to General Electric Co. common stock; 50% trigger; via J.P. Morgan Securities Inc.; pricing Nov. 14

• 0% buffered equity notes due Nov. 17, 2011 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing Nov. 14

• 0% buffered return enhanced notes due Nov. 17, 2011 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing Nov. 14

• 0% principal-protected asset allocation notes due May 29, 2015 linked to the best performer of three reference portfolios each comprising four asset classes; via J.P. Morgan Securities Inc.; pricing Nov. 24

• 0% principal-protected asset allocation notes due Nov. 28, 2014 linked to the best performer of three reference portfolios each comprising four asset classes; via J.P. Morgan Securities Inc.; pricing Nov. 24

• Contingent coupon principal-protected notes due Nov. 29, 2013 linked Colgate-Palmolive Co., General Mills, Inc., Google Inc., McDonald's Corp., 3M Co., Monsanto Co., Merck & Co., Inc., Nucor Corp., Philip Morris International Inc. and Union Pacific Corp.; via J.P. Morgan Securities Inc.; pricing Nov. 24

• 0% buffered return enhanced notes due May 28, 2010 linked to the MSCI EAFE index; 90% trigger; via J.P. Morgan Securities Inc.; pricing Nov. 24

• Zero-coupon principal-protected dual directional knock-out notes due Dec. 28, 2009 linked to the Russell 2000 index; via J.P. Morgan Securities Inc.; pricing Nov. 24

• 0% head-start buffered equity notes due Nov. 30, 2010 linked to the S&P 500 index; 70% trigger; via J.P. Morgan Securities Inc.; pricing Nov. 24

• 0% buffered return enhanced notes due May 28, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing Nov. 24

• Zero-coupon principal-protected knock-out notes due May 31, 2011 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing Nov. 24

• 0% Performance Leveraged Upside Securities due Dec. 28, 2009 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing in November

MERRILL LYNCH & CO., INC.

• Principal-protected Strategic Accelerated Redemption Securities due December 2010 linked to the two-year Constant Maturity Swap Rate; via Merrill Lynch, Pierce, Fenner & Smith Inc. and its affiliate First Republic Securities Co., LLC; pricing in November

• 0% Accelerated Return Notes due January 2010 linked to the Consumer Staples Select Sector index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and its affiliate First Republic Securities Co., LLC; pricing in November

• Zero-coupon 100% principal-protected conditional participation notes due December 2009 linked to the dollar versus euro; via Merrill Lynch, Pierce, Fenner & Smith Inc. and its affiliate First Republic Securities Co., LLC; pricing in November

• 0% Bear Market Strategic Accelerated Redemption Securities due June 2010 linked to the Dow Jones - AIG Commodity index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and its affiliate First Republic Securities Co., LLC; pricing in November

• Zero-coupon 100% principal-protected conditional participation notes due December 2010 linked to the Dow Jones - AIG Commodity Index - Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc. and its affiliate First Republic Securities Co., LLC; pricing in November

• 0% Accelerated Return Notes due January 2010 linked to the MSCI EAFE index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and its affiliate First Republic Securities Co., LLC; pricing in November

• 0% Capped Leveraged Index Return Notes due May 2010 linked to Technology Select Sector index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and its affiliate First Republic Securities Co., LLC; pricing in November

• 0% 18-month Bear Market Strategic Accelerated Redemption Securities linked to the iShares Dow Jones U.S. Real Estate index fund; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in November or December

• Zero-coupon one-year 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 November or December

MORGAN STANLEY

• 25% to 27% reverse convertible securities due May 26, 2009 linked to the common stock of Amazon.com Inc.; 70% trigger; via Morgan Stanley & Co. Inc.; pricing Nov. 20

• 12% to 14% reverse convertible securities due May 26, 2009 linked to the common stock of Chevron Corp.; 70% trigger; via Morgan Stanley & Co. Inc.; pricing Nov. 20

• 12% to 14% reverse convertible securities due May 26, 2009 linked to the common stock of Philip Morris International Inc.; 70% trigger; via Morgan Stanley & Co. Inc.; pricing Nov. 20

• 13% Stock Participation Accreting Redemption Quarterly-pay Securities due Dec. 20, 2009 mandatorily exchangeable for AT&T Inc. stock; via Morgan Stanley & Co. Inc.; pricing in November

• Zero-coupon capital-protected notes due Nov. 30, 2011 linked to the bullish performance of the dollar relative to the euro; via Morgan Stanley & Co. Inc.; pricing in November

• 0% Performance Leveraged Upside Securities due May 20, 2010 linked to the Healthcare Select Sector SPDR fund; via Morgan Stanley & Co. Inc.; pricing in November

• 0% enhanced participation securities due Jan. 5, 2011 linked to the Radar Logic Residential Property Index (Composite 25); via Morgan Stanley & Co. Inc.; pricing in November

• 0% participation securities due Jan. 5, 2011 linked to the Radar Logic Residential Property Index; via Morgan Stanley & Co. Inc.; pricing in November

• Zero-coupon protected absolute return barrier notes due May 20, 2010 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in November

ROYAL BANK OF CANADA

• 0% enhanced return notes due May 29, 2009 linked to the iShares Russell 2000 index fund; via RBC Capital Markets Corp.; pricing Nov. 24

• Zero-coupon principal-protected bullish barrier notes due May 28, 2010 linked to the iShares Russell 2000 index fund; via RBC Capital Markets Corp.; pricing Nov. 24

• 0% enhanced return notes due May 29, 2009 linked to the S&P 500 index; via RBC Capital Markets Corp.; pricing in Nov. 24

• Zero-coupon principal-protected bullish barrier notes due May 28, 2010 linked to the S&P 500 index; via RBC Capital Markets Corp.; pricing Nov. 24

SUNTRUST BANK

• 1% to 2% certificates of deposit due Nov. 27, 2013 linked to equal weights of the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500 indexes; via distributor Incapital LLC; pricing Nov. 21

• 0% certificates of deposit due May 20, 2011 linked to the S&P 500 index; via distributor Incapital LLC; pricing Nov. 21

AB SVENSK EXPORTKREDIT

• 0% index-linked notes due 22 to 26 months after issue linked to the MSCI EAFE index; via Goldman, Sachs & Co.

UBS AG

• 11.25% to 15.25% yield optimization notes with contingent protection due May 29, 2009 linked to the common stock of AT&T Inc.; 65% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing Nov. 21

• 9% to 13% yield optimization notes with contingent protection due May 29, 2009 linked to the common stock of Coca-Cola Co.; 65% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing Nov. 21

• 7.25% to 11.25% yield optimization notes with contingent protection due May 29, 2009 linked to the common stock of Colgate-Palmolive Co.; 65% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing Nov. 21

• 8.5% to 12.5% yield optimization notes with contingent protection due May 29, 2009 linked to Standard & Poor's Depositary Receipts issued by the SPDR Trust, Series 1; via UBS Financial Services Inc. and UBS Investment Bank; pricing Nov. 21

• 9.75% - 13.75% yield optimization notes with contingent protection due May 29, 2009 linked to the common stock of Wal-Mart Stores, Inc.; 65% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing Nov. 21

• Callable spread daily range accrual notes due Nov. 29, 2013 linked to the spread of the 30-year swap rate over the two-year swap rate; via UBS Financial Services Inc. and UBS Investment Bank; pricing Nov. 24

• 0% return optimization securities with partial protection due May 28, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Nov. 24

• 0% return optimization securities due May 28, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Nov. 24


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