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Published on 4/6/2009 in the Prospect News Structured Products Daily.

Structured Products Calendar

ABN AMRO BANK NV

• 12.5% annualized Knock-in Reverse Exchangeable Securities due Oct. 23, 2009 linked to the common stock of Dell Inc.; 60% trigger; via ABN Amro Inc.; pricing April 21

• 16.5% annualized Knock-in Reverse Exchangeable Securities S-Notes due July 24, 2009 linked to the common stock of General Electric Co.; 50% trigger; via ABN Amro Inc.; pricing April 21

• 10.5% annualized Knock-in Reverse Exchangeable Securities due Oct. 23, 2009 linked to the common stock of Home Depot, Inc.; 60% trigger; via ABN Amro Inc.; pricing April 21

• 27.75% annualized Knock-in Reverse Exchangeable Securities due Oct. 23, 2009 linked to the common stock of United States Steel Corp.; 50% trigger; via ABN Amro Inc.; pricing April 21

BANK OF AMERICA CORP.

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

• 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 April or May

• 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 April or May

• Two-year 0% Strategic Accelerated Redemption Securities linked to the SPDR Gold Trust; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in April or May

BARCLAYS BANK PLC

• 11% reverse convertible notes due Oct. 14, 2009 linked to Archer Daniels Midland Co. stock; 70% trigger; via Barclays Capital; pricing April 8

• 16.5% reverse convertible notes due Oct. 14, 2009 linked to Barrick Gold Corp. stock; 65% trigger; via Barclays Capital; pricing April 8

• 10.5% reverse convertible notes due July 13, 2009 linked to ConocoPhillips stock; 75% trigger; via Barclays Capital; pricing April 8

• 19% reverse convertible notes due Oct. 14, 2009 linked to Consol Energy Inc. stock; 50% trigger; via Barclays Capital; pricing April 8

• 13% reverse convertible notes due Oct. 14, 2009 linked to Deere & Co. stock; 60% trigger; via Barclays Capital; pricing April 8

• 18% reverse convertible notes due Oct. 14, 2009 linked to Freeport-McMoRan Copper & Gold Inc. stock; 60% trigger; via Barclays Capital; pricing April 8

• 20% reverse convertible notes due July 13, 2009 linked to General Electric Co. stock; 60% trigger; via Barclays Capital; pricing April 8

• 0% Knock-Out Buffered Super Track Notes due April 8, 2010 linked to General Electric Co. common stock; via Barclays Capital Inc.; pricing April 8

• 0% Knock-Out Buffered Super Track Notes due April 8, 2010 linked to Goldcorp Inc. common stock; via Barclays Capital Inc.; pricing April 8

• 11% reverse convertible notes due Oct. 14, 2009 linked to Intel Corp. stock; 65% trigger; via Barclays Capital; pricing April 8

• 14.5% reverse convertible notes due Oct. 14, 2009 linked to Ingersoll-Rand Co. Ltd. stock; 60% trigger; via Barclays Capital; pricing April 8

• 0% Buffered Super Track Digital Notes due April 8, 2010 linked to the iShares Russell 2000 index fund; via Barclays Capital Inc.; pricing April 8

• 10% reverse convertible notes due Oct. 14, 2009 linked to Lockheed Martin Corp. stock; 75% trigger; via Barclays Capital; pricing April 8

• 13% reverse convertible notes due Oct. 14, 2009 linked to Lowe's Cos., Inc. stock; 65% trigger; via Barclays Capital; pricing April 8

• 12% reverse convertible notes due July 13, 2009 linked to Microsoft Corp. stock; 75% trigger; via Barclays Capital; pricing April 8

• 0% Buffered Super Track Digital Notes due April 8, 2010 linked to the SPDR Trust, series 1; via Barclays Capital Inc.; pricing April 8

• 20% reverse convertible notes due Oct. 14, 2009 linked to Wells Fargo & Co. stock; 50% trigger; via Barclays Capital; pricing April 8

• 0% Knock-Out Buffered Super Track Notes due April 8, 2010 linked to Wells Fargo & Co. common stock; via Barclays Capital Inc.; pricing April 8

• Zero-coupon 96% principal-protected notes due April 20, 2010 linked to the dollar versus the yen; via JPMorgan Chase Bank, NA and JPMorgan Securities Inc.; pricing April 15

• 0% Buffered Super Track Notes due April 20, 2012 linked to the S&P 500 index; via Barclays Capital Inc.; pricing April 17

• Zero-coupon 100% principal-protected notes due May 7, 2014 linked to the Pimco High Yield fund; via Barclays Capital Inc.; pricing April 27

• Zero-coupon 100% principal-protected notes due May 7, 2014 linked to the Pimco Total Return fund; via Barclays Capital Inc.; pricing April 27

• Zero-coupon 100% principal-protected notes due April 30, 2014 linked to the Barclays Capital Q-BES Large Cap U.S. Excess Return index; via Barclays Capital Inc.; pricing April 27

• 100% principal-protected annual conditional coupon notes due April 30, 2012 linked to the performance of the euro versus the dollar; via Barclays Capital; pricing April 27

• 0% variable participation principal-protected notes due April 25, 2014 linked to the S&P 500 index; via Barclays Capital Inc.; pricing April 27

• 0% performance securities with contingent protection due April 30, 2014 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays Capital, Inc.; pricing April 27

• 0% Buffered Performance Leveraged Upside Securities due May 28, 2010 linked to the Nasdaq 100 index; via Morgan Stanley & Co. Inc.; pricing in April

• 0% Performance Leveraged Upside Securities due May 28, 2010 linked to the S&P 500 index; via Morgan Stanley & Co. Inc. and Barclays Capital Inc.; pricing in April

CITIBANK, NA

• 18-month 0% contingent absolute return market-linked certificates of deposit linked to the S&P 500 index; via Citigroup; pricing in April

CITIGROUP FUNDING INC.

• 10%-13% Equity LinKed Securities due April 2010 linked to Celgene Corp. common stock; 60% trigger; via Citigroup Global Markets Inc.; pricing in April

• Zero-coupon principal-protected trust certificates due 2014 linked to the Dow Jones Industrial Average via issuer Safety First Trust Series 2009-2 and underwriter Citigroup Global Markets Inc.; pricing in April

• 0% buffer notes due 2010 linked to the price of gold; 90% trigger; via Citigroup Global Markets Inc.; pricing in April

• 10%-13% Equity LinKed Securities due April 2010 linked to Nike, Inc. common stock; 70% trigger; via Citigroup Global Markets Inc.; pricing in April

• 3% minimum coupon principal-protected notes due 2014 linked to the S&P 500 index; via Citigroup Global Markets Inc.

CREDIT SUISSE, NASSAU BRANCH

• 0% buffered securities due Oct. 14, 2010 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing April 9

• 0% Buffered Accelerated Return Equity Securities due June 2, 2010 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing April 27

• 0% Buffered Accelerated Return Equity Securities due July 30, 2010 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing April 27

• 0% Buffered Accelerated Return Equity Securities due May 5, 2011 linked to the iShares MSCI Emerging Markets index fund; via Credit Suisse Securities (USA) LLC; pricing April 30

• 0% Buffered Accelerated Return Equity Securities due May 7, 2010 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing April 30

• 0% Market Neutral Barrier ProNotes due Nov. 5, 2010 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing April 30

• 13% to 15% callable yield notes due April 30, 2010 linked to the S&P 500 index and Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing April 30

• 16% to 19% callable yield notes due May 5, 2010 linked to the S&P 500 index and Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing April 30

DEUTSCHE BANK AG, LONDON BRANCH

• 0% capped Buffered Underlying Securities due May 17, 2010 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing April 9

• 0% Capped Buffered Underlying Securities due July 30, 2010 linked to the Russell 2000, S&P 400 Midcap and S&P 500 indexes; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing April 27

• 0% buffered barrier rebate notes due July 30, 2010 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing April 27

• 0% return optimization securities due Oct. 29, 2010 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing April 27

• 0% buffered barrier rebate notes due Sept. 30, 2010 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing April 27

• 0% market contribution securities due May 5, 2014 linked to the Deutsche Bank Liquid Alpha USD 5 Total Return index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing April 30

EKSPORTFINANS ASA

• Enhanced growth securities with capped upside due Nov. 5, 2010 linked to the Dow Jones Industrial Average; via Wachovia Capital Markets, LLC; pricing in April

• Enhanced growth securities with contingent downside protection and capped upside due Nov. 5, 2010 linked to the S&P 500 index; 90% trigger; via Wachovia Capital Markets, LLC; pricing in April

• 14-month 0% Accelerated 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 April or May

• 18-month 0% Bear Market Strategic Accelerated Redemption Securities linked to the Dow Jones Euro Stoxx 50 index; via Merrill Lynch & Co. and First Republic Securities Co.; pricing in April or May

• 14-month 0% Accelerated Return Notes linked to the MSCI EAFE index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in April or May

• 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 April or May

• Two-year 0% Strategic Accelerated Redemption Securities linked to the S&P 500 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in April or May

GOLDMAN SACHS GROUP, INC.

• 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 April 30, 2014 linked to the Dow Jones Industrial Average; via Morgan Stanley & Co. Inc.; pricing April 23

• Principal-protected annual income generator certificates of deposit due April 30, 2015 linked to equal weights of JPMorgan Chase & Co., Pepsico Inc., Procter & Gamble Co., Abbott Laboratories, Home Depot Inc., Caterpillar Inc., Kraft Foods Inc., General Electric Co., Dell Inc. and Exxon Mobil Corp.; via distributor Incapital LLC; pricing April 27

• Zero-coupon principal-protected certificates of deposit due April 30, 2014 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing April 27

HSBC INC.

• 0% return optimization securities due May 3, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and HSBC USA Inc.; pricing April 27

JPMORGAN CHASE BANK, NA

• 0% certificates of deposit due April 30, 2015 linked to the JPMorgan Efficiente (USD) index; via J.P. Morgan Securities Inc.; pricing April 27

JPMORGAN CHASE & CO.

• 12% reverse exchangeable notes due Oct. 13, 2009 linked to Caterpillar Inc. common stock; 50% trigger; via J.P. Morgan Securities Inc.; pricing April 7

• 20% reverse exchangeable notes due Oct. 13, 2009 linked to General Electric Co. common stock; 50% trigger; via J.P. Morgan Securities Inc.; pricing April 7

• 20.25% reverse exchangeable notes due Oct. 13, 2009 linked to Goldman Sachs Group, Inc. common stock; 50% trigger; via J.P. Morgan Securities Inc.; pricing April 7

• 0% semiannual review notes due April 13, 2011 linked to the price of gold; via J.P. Morgan Securities Inc.; pricing April 9

• Floating-rate notes due April 17, 2014 linked to the Consumer Price Index; via J.P. Morgan Securities Inc.; pricing April 14

• 0% return optimization securities due April 17, 2012 linked to the PHLX Housing Sector index; via UBS Financial Services Inc. and J.P. Morgan Securities Inc.; pricing April 14

• 0% single review notes due Oct. 25, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing April 17

• Zero-coupon principal-protected notes due Jan. 31, 2013 linked to the JPMorgan Optimax Market-Neutral index; via J.P. Morgan Securities Inc.; pricing April 27

• 0% buffered return enhanced notes due May 28, 2010 linked to the S&P 500 index with 18%-20% cap; via J.P. Morgan Securities Inc.; pricing April 27

• 0% buffered return enhanced notes due May 28, 2010 linked to the S&P 500 index with 20%-22% cap; via J.P. Morgan Securities Inc.; pricing April 27

• 0% buffered return enhanced notes due May 28, 2010 linked to the S&P 500 index with a 20% to 23% cap; via J.P. Morgan Securities Inc.; pricing April 27

• 11% to 15% contingent coupon certificates of deposit due April 30, 2015 linked to Barrick Gold, GlaxoSmithKline plc, Berkshire Hathaway, Google Inc., Billiton Ltd., Nokia, China Mobile, Petroleo Brasileiro, Cisco Systems and Wal-Mart Stores; via J.P. Morgan Securities Inc.; pricing April 28

• 0% autocallable optimization securities with partial protection due April 29, 2011 linked to the iShares FTSE/Xinhua China 25 index fund; 90% trigger; via J.P. Morgan Securities Inc.; pricing in April

MORGAN STANLEY

• 13% to 17% reverse convertible securities due Oct. 15, 2009 linked to the Boeing Co. stock; via Morgan Stanley & Co. Inc.; pricing April 9

• 11% to 15% reverse convertible securities due Oct. 15, 2009 linked to shares of the Financial Select Sector SPDR Fund; Morgan Stanley & Co. Inc.; pricing April 9

• Zero-coupon capital-protected notes due April 30, 2012 linked to the Brazilian real, Chinese renminbi, Hungarian forint, Indian rupee, Mexican peso and Turkish lira versus the dollar; via Morgan Stanley & Co. Inc.; pricing in April

• Leveraged callable CMS curve-linked notes due April 23, 2024; via Morgan Stanley & Co. Inc.; pricing in April

• Zero-coupon 90% capital-protected notes due April 30, 2012 linked to the Dow Jones - AIG Commodity index; via Morgan Stanley & Co. Inc.; pricing in April

• 14.5% Stock Participation Accreting Redemption Quarterly-pay Securities due May 20, 2010 mandatorily exchangeable for Lowe's Cos., Inc. stock; via Morgan Stanley & Co. Inc.; pricing in April

• 0% Bear Market Performance Leveraged Upside Securities due Oct. 20, 2009 linked inversely to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in April

• Zero-coupon protected absolute return barrier notes due April 20, 2011 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in April

• 0% buffered Performance Leveraged Upside Securities due April 20, 2011 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in April

• Zero-coupon capital-protected notes due Oct. 20, 2012 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in April

• Zero-coupon capital-protected notes due April 21, 2014 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in April

ROYAL BANK OF CANADA

• 12.75% reverse convertible notes due July 17, 2009 linked to Apple Inc. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing April 14

• 15.75% reverse convertible notes due July 17, 2009 linked to Amazon.com, Inc. common stock; 65% trigger; via RBC Capital Markets Corp.; pricing April 14

• 23% reverse convertible notes due July 17, 2009 linked to Bank of America Corp. common stock; 60% trigger; via RBC Capital Markets Corp.; pricing April 14

• 21.75% reverse convertible notes due July 17, 2009 linked to Caterpillar Inc. common stock; 65% trigger; via RBC Capital Markets Corp.; pricing April 14

• 19.25% reverse convertible notes due July 17, 2009 linked to Deere & Co. common stock; 65% trigger; via RBC Capital Markets Corp.; pricing April 14

• 20.5% reverse convertible notes due July 17, 2009 linked to Devon Energy Corp. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing April 14

• 25% reverse convertible notes due July 17, 2009 linked to Freeport-McMoRan Copper & Gold Inc. common stock; 65% trigger; via RBC Capital Markets Corp.; pricing April 14

• 27.75% reverse convertible notes due July 17, 2009 linked to Frontier Oil Corp. common stock; 65% trigger; via RBC Capital Markets Corp.; pricing April 14

• 20.75% reverse convertible notes due July 17, 2009 linked to General Electric Co. common stock; 60% trigger; via RBC Capital Markets Corp.; pricing April 14

• 16% reverse convertible notes due July 17, 2009 linked to Home Depot, Inc. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing April 14

• 23.25% reverse convertible notes due July 17, 2009 linked to JPMorgan Case & Co. common stock; 60% trigger; via RBC Capital Markets Corp.; pricing April 14

• 18.25% reverse convertible notes due July 17, 2009 linked to Lowe's Cos., Inc. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing April 14

• 12.25% reverse convertible notes due July 17, 2009 linked to Microsoft Corp. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing April 14

• 25.5% reverse convertible notes due July 17, 2009 linked to Nucor Corp. common stock; 65% trigger; via RBC Capital Markets Corp.; pricing April 14

• 12% reverse convertible notes due Oct. 19, 2009 linked to Pfizer Inc. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing April 14

• 10.75% reverse convertible notes due July 17, 2009 linked to Union Pacific Corp. common stock; 65% trigger; via RBC Capital Markets Corp.; pricing April 14

• 23.5% reverse convertible notes due July 17, 2009 linked to U.S. Bancorp common stock; 60% trigger; via RBC Capital Markets Corp.; pricing April 14

• 23.5% reverse convertible notes due July 17, 2009 linked to Wells Fargo & Co. common stock; 60% trigger; via RBC Capital Markets Corp.; pricing April 14

SUNTRUST BANK

• 1% certificates of deposit due April 24, 2014 linked to the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500 indexes; via distributor Incapital LLC; pricing April 16

• Certificates of deposit due April 23, 2014 linked to gold; via distributor Incapital LLC; pricing April 16

• 0% certificates of deposit due April 18, 2013 linked to the S&P 500 index; via distributor Incapital LLC; pricing April 16

AB SVENSK EXPORTKREDIT

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

UBS AG

• 8.75% to 11% yield optimization notes with contingent protection due April 21, 2011 linked to the common stock of Microsoft Corp.; 65% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing April 16

• 10.75% to 13.25% annualized yield optimization notes with contingent protection due Oct. 21, 2009 linked to the performance of S&P Depositary Receipts issued by the SPDR Trust, Series I.; 75% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing April 16

• 0% return optimization securities due Oct. 20, 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 April 16

• Zero-coupon 100% principal protection barrier notes due April 29, 2011 linked to the euro/dollar exchange rate; via UBS Financial Services, Inc. and UBS Investment Bank; pricing April 27

• Zero-coupon 100% principal protection absolute return barrier notes due April 29, 2011 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing April 27

• 0% return optimization securities due April 30, 2013 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing April 27

• 10.75% to 13% yield optimization notes with contingent protection due April 29, 2011 linked to the depositary receipts of the Oil Service Holdrs Trust; 70% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing April 28

• 9.5% to 11.65% yield optimization notes with contingent protection due April 21, 2011 linked to the common stock of Walt Disney Co.; 65% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing April

WELLS FARGO BANK, NA

• Zero-coupon barrier return rebate certificates of deposit due Oct. 30, 2012 linked to the Nasdaq 100 index; via Morgan Stanley & Co. Inc.; pricing April 23


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