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Published on 4/21/2009 in the Prospect News Structured Products Daily.

Structured Products Calendar

ABN AMRO BANK NV

• 13% Knock-in Reverse Exchangeable Securities due Oct. 30, 2009 linked to Boeing Co. common stock; 70% trigger; via ABN Amro Inc.; pricing April 27

• 14% Knock-in Reverse Exchangeable Securities due Oct. 30, 2009 linked to Caterpillar Inc. common stock; 60% trigger; via ABN Amro Inc.; pricing April 27

• 12% Knock-in Reverse Exchangeable Securities due Oct. 30, 2009 linked to Exxon Mobil Corp. common stock; 80% trigger; via ABN Amro Inc.; pricing April 27

• 14.5% Knock-in Reverse Exchangeable Securities due Oct. 30, 2009 linked to Freeport-McMoRan Copper & Gold Inc. common stock; 55% trigger; via ABN Amro Inc.; pricing April 27

• 15.5% Knock-in Reverse Exchangeable Securities due July 31, 2009 linked to General Electric Co. common stock; 60% trigger; via ABN Amro Inc.; pricing April 27

• 16% Knock-in Reverse Exchangeable Securities due July 31, 2009 linked to Intel Corp. common stock; 75% trigger; via ABN Amro Inc.; pricing April 27

• 20% Knock-in Reverse Exchangeable Securities due July 31, 2009 linked to JPMorgan Chase & Co. common stock; 60% trigger; via ABN Amro Inc.; pricing April 27

• 14.25% Knock-in Reverse Exchangeable Securities due July 31, 2009 linked to Merck & Co., Inc. common stock; 75% trigger; via ABN Amro Inc.; pricing April 27

• 16.25% Knock-in Reverse Exchangeable Securities due July 31, 2009 linked to United States Steel Corp. common stock; 55% trigger; via ABN Amro Inc.; pricing April 27

• 20% Knock-in Reverse Exchangeable Securities due Oct. 30, 2009 linked to Wells Fargo & Co. common stock; 50% trigger; via ABN Amro Inc.; pricing April 27

• 0% digital buffer securities due Oct. 29, 2010 linked to the S&P 500 index; via ABN Amro Inc.; pricing April 28

BANK OF AMERICA CORP.

• 18-month 0% Accelerated Return Notes linked to the Russell 3000 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in April or May

• 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

• 18-month 0% Capped Leveraged Index Return Notes linked to the S&P 500 index, MSCI EAFE index and MSCI Emerging Markets index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; 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

• 0% buffered return enhanced notes due April 29, 2010 linked to the performance of gold; 85% trigger; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing April 23

• 0% Buffered Super Track Notes due May 27, 2010 linked to the S&P 500 index; via Barclays Capital Inc.; pricing April 24

• 0% buffered return enhanced notes due May 6, 2011 linked to the S&P GSCI Agricultural Excess Return index; 80% trigger; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing April 24

• Zero-coupon 100% principal-protected notes due April 30, 2014 linked to aluminum, copper, gold, nickel, palladium, platinum, soybeans, sugar, West Texas Intermediate crude oil and zinc; via Barclays Capital Inc.; pricing April 27

• 18.25% reverse convertible notes due July 30, 2009 linked to Arch Coal, Inc. stock; 70% trigger; 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

• 16.75% reverse convertible notes due Oct. 30, 2009 linked to Barrick Gold Corp. stock; 70% trigger; via Barclays Capital Inc.; pricing April 27

• 11.25% reverse convertible notes due April 29, 2010 linked to Boeing Co. stock; 70% trigger; via Barclays Capital; pricing April 27

• 11.25% reverse convertible notes due April 29, 2010 linked to Boeing Co. stock; 70% trigger; via Barclays Capital Inc.; pricing April 27

• 0% Buffered Super Track Notes due April 29, 2010 linked to the Brazilian real against the dollar; via Barclays Capital Inc.; pricing April 27

• 10.5% reverse convertible notes due April 29, 2010 linked to Burger King Holdings, Inc. stock; 75% trigger; via Barclays Capital Inc.; pricing April 27

• 11.25% reverse convertible notes due Oct. 30, 2009 linked to Charles Schwab Corp. stock; 65% trigger; via Barclays Capital Inc.; pricing April 27

• 16.75% reverse convertible notes due Oct. 30, 2009 linked to Chesapeake Energy Corp. stock; 60% trigger; via Barclays Capital Inc.; pricing April 27

• 10.5% reverse convertible notes due April 29, 2010 linked to ConocoPhillips stock; 70% trigger; via Barclays Capital Inc.; pricing April 27

• 18% reverse convertible notes due July 30, 2009 linked to Consol Energy Inc. stock; 65% trigger; via Barclays Capital Inc.; pricing April 27

• 0% Buffered Super Track Digital Notes due April 29, 2010 linked to the common stock of Deere & Co.; via Barclays Capital Inc.; pricing April 27

• 14.5% reverse convertible notes due Oct. 30, 2009 linked to Deere & Co. stock; 65% trigger; via Barclays Capital Inc.; pricing April 27

• 0% Knock-Out Buffered Super Track Digital Notes due April 29, 2010 linked to the common stock of Dell Inc.; 80% trigger; via Barclays Capital Inc.; pricing April 27

• 0% Knock-Out Buffered Super Track Digital Notes due April 29, 2010 linked to the common stock of Devon Energy Corp.; 80% trigger; via Barclays Capital Inc.; pricing April 27

• 11.5% reverse convertible notes due Oct. 30, 2009 linked to Devon Energy Corp. stock; 65% trigger; via Barclays Capital Inc.; pricing April 27

• 11% reverse convertible notes due Oct. 30, 2009 linked to Diamond Offshore Drilling, Inc. stock; 70% trigger; 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

• 12% reverse convertible notes due Oct. 30, 2009 linked to FedEx Corp. stock; 70% trigger; via Barclays Capital Inc.; pricing April 27

• 0% Buffered Super Track Digital notes due April 29, 2010 linked to the Financial Select Sector SPDR fund; via Barclays Capital Inc.; pricing April 27

• 0% Knock-Out Buffered Super Track Digital Notes due April 29, 2010 linked to the common stock of General Electric Co.; 80% trigger; via Barclays Capital Inc.; pricing April 27

• 14% Callable One Observation Reverse Convertible Notes due Oct. 30, 2009 linked to General Electric Co. stock; via Barclays Capital Inc.; pricing April 27

• 0% Buffered Super Track Digital Notes due April 29, 2010 linked to the price of gold; via Barclays Capital Inc.; pricing April 27

• 16% reverse convertible notes due Oct. 30, 2009 linked to Goldcorp Inc. stock; 65% trigger; via Barclays Capital Inc.; pricing April 27

• 12% reverse convertible notes due Oct. 30, 2009 linked to Goldman Sachs Group, Inc. stock; 60% trigger; via Barclays Capital Inc.; pricing April 27

• 12.5% reverse convertible notes due Oct. 30, 2009 linked to Halliburton Co. stock; 65% trigger; via Barclays Capital Inc.; pricing April 27

• 10.5% reverse convertible notes due April 29, 2010 linked to Hewlett-Packard Co. stock; 70% trigger; via Barclays Capital Inc.; pricing April 27

• 0% Knock-Out Buffered Super Track Digital Notes due April 29, 2010 linked to the common stock of JPMorgan Chase & Co.; 80% trigger; via Barclays Capital Inc.; pricing April 27

• 15% reverse convertible notes due Oct. 30, 2009 linked to JPMorgan Chase & Co. stock; 50% trigger; via Barclays Capital Inc.; pricing April 27

• 18.25% Callable One Observation Reverse Convertible Notes due Oct. 30, 2009 linked to JPMorgan Chase & Co. stock; via Barclays Capital Inc.; pricing April 27

• 11% reverse convertible notes due Oct. 30, 2009 linked to Lowe's Cos., Inc. stock; 70% trigger; via Barclays Capital Inc.; pricing April 27

• 0% Buffered Super Track Notes due April 29, 2010 linked to the Mexican peso against the dollar; via Barclays Capital Inc.; pricing April 27

• 13.5% annualized buffered reverse convertible notes due Oct. 30, 2009 linked to Morgan Stanley shares; via Barclays Capital Inc.; pricing April 27

• 15.75% reverse convertible notes due Oct. 30, 2009 linked to Morgan Stanley stock; 50% trigger; via Barclays Capital Inc.; pricing April 27

• 0% Knock-Out Buffered Super Track Digital Notes due April 29, 2010 linked to the common stock of Peabody Energy Corp.; 80% trigger; via Barclays Capital Inc.; pricing April 27

• 15.5% reverse convertible notes due Oct. 30, 2009 linked to Peabody Energy Corp. stock; 60% trigger; via Barclays Capital Inc.; pricing April 27

• 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

• 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 Super Track Digital Notes due April 29, 2010 linked to the S&P GSCI Crude Oil index; via Barclays Capital Inc.; pricing April 27

• 10.5% reverse convertible notes due Oct. 30, 2009 linked to Schlumberger N.V. (Schlumberger Ltd.) stock; 70% trigger; via Barclays Capital Inc.; pricing April 27

• 12% reverse convertible notes due Oct. 30, 2009 linked to Southern Copper Corp. stock; 60% trigger; via Barclays Capital Inc.; pricing April 27

• 20% reverse convertible notes due July 30, 2009 linked to SunPower Corp. stock; 60% trigger; via Barclays Capital Inc.; pricing April 27

• 11.5% annualized buffered reverse convertible notes due Oct. 30, 2009 linked to Superior Energy Services, Inc. shares; via Barclays Capital Inc.; pricing April 27

• 12% reverse convertible notes due Oct. 30, 2009 linked to Union Pacific Corp. stock; 70% trigger; via Barclays Capital Inc.; pricing April 27

• 13.75% reverse convertible notes due Oct. 30, 2009 linked to Urban Outfitters, Inc. stock; 60% trigger; via Barclays Capital Inc.; pricing April 27

• 19.5% reverse convertible notes due Oct. 30, 2009 linked to U.S. Bancorp stock; 50% trigger; via Barclays Capital Inc.; pricing April 27

• 11% reverse convertible notes due Oct. 30, 2009 linked to Valero Energy Corp. stock; 60% trigger; via Barclays Capital Inc.; pricing April 27

• 12.75% annualized buffered reverse convertible notes due Oct. 30, 2009 linked to Vornado Realty Trust shares; via 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

• Callable Libor range accrual principal-protected notes due 2024; 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 return enhanced notes due May 6, 2010 linked to Hang Seng China Enterprises index, KOSPI 200, MSCI Taiwan index, Hang Seng index and MSCI Singapore index; via J.P. Morgan Securities Inc. and JPMorgan Chase Bank, NA; pricing April 24

• 0% ProNotes due April 30, 2014 linked to the HS Market Neutral index powered by HOLT; via Credit Suisse Securities (USA) LLC; pricing April 24

• 0% buffered return-enhanced notes due May 6, 2010 linked to the S&P 500 index; 90% trigger; via J.P. Morgan Securities Inc. and JPMorgan Chase Bank, NA; pricing April 24

• 0% optimal entry return enhanced notes due July 28, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc. and JPMorgan Chase Bank, NA; pricing April 24

• 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

• Equity basket notes due April 30, 2014 linked to the common stocks of Apple Inc., AT&T Inc., Chevron Corp., Cisco Systems, Inc., Coca-Cola Co., Exxon Mobil Corp., General Electric Co., Google Inc., International Business Machines Corp., Johnson & Johnson, JPMorgan Chase & Co., Microsoft Corp., Procter & Gamble Co., Verizon Communications Inc. and Wal-Mart Stores, Inc.; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing April 27

• 0% buffered barrier rebate securities due Nov. 1, 2010 linked to the price of gold; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing April 27

• 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% barrier optimization securities with partial protection due May 3, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; 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

• 0% double opportunity securities due Nov. 12, 2010 linked to the Deutsche Bank Liquid Commodity Index - Mean Reversion Excess Return; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing May 7

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

• 0% enhanced growth securities with leveraged upside and buffered downside due May 5, 2011 linked to the iShares MSCI EAFE index fund; 90% trigger; 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; 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

• 18- to 21-month 0% notes linked to the iShares MSCI Emerging Markets index fund; via Goldman, Sachs & Co.

• 16- to 18-month 0% notes with buffer linked to the S&P Homebuilding Select Industry index; via Goldman, Sachs & Co.

• 16- to 18-month 0% notes with no buffer linked to the S&P Homebuilding Select Industry index; via Goldman, Sachs & Co.

GOLDMAN SACHS

• Four-year 0% leveraged buffered strategy-linked notes tied to the Goldman Sachs Enhanced Strategy on the Dow Jones - AIG Commodity Excess Return 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% best of airbag notes due April 28, 2014 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing April 23

• 0% knock-out buffer notes due Oct. 29, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing April 24

• Autocallable optimization securities due April 29, 2011 linked to the iShares MSCI Brazil index fund; 50% trigger; via HSBC Securities (USA) Inc.; pricing April 27

• 16% to 19% callable yield notes due April 30, 2010 linked to the S&P 500 index and the Russell 2000 index; 60% trigger; via HSBC Securities (USA) Inc.; pricing April 27

• 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

• 0% up and out buffer notes due Nov. 1, 2010 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing April 27

• 0% autocallable notes due May 2, 2011 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing April 27

• 0% enhanced market participation notes with contingent protection due June 14, 2010 linked to the Financial Select Sector SPDR fund; 80% trigger; via HSBC Securities (USA) Inc.; pricing May 7

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.

• 22% reverse exchangeable notes due July 31, 2009 linked to Alcoa Inc. common stock; 60% trigger; via J.P. Morgan Securities Inc.; pricing April 27

• 22% reverse exchangeable notes due July 31, 2009 linked to Bank of America Corp. common stock; 50% trigger; via J.P. Morgan Securities Inc.; pricing April 27

• 12.5% reverse exchangeable notes due April 30, 2010 linked to Caterpillar Inc. common stock; 50% trigger; via J.P. Morgan Securities Inc.; pricing April 27

• 20% reverse exchangeable notes due Oct. 30, 2009 linked to Freeport-McMoRan Copper & Gold Inc. common stock; 60% trigger; via J.P. Morgan Securities Inc.; pricing April 27

• 15% reverse exchangeable notes due Oct. 30, 2009 linked to Goldcorp Inc. common stock; 60% trigger; via J.P. Morgan Securities Inc.; pricing April 27

• 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

• 10% reverse exchangeable notes due April 30, 2010 linked to Microsoft Corp. common stock; 60% trigger; via J.P. Morgan Securities Inc.; pricing April 27

• 15% reverse exchangeable notes due July 31, 2009 linked to Peabody Energy Corp. common stock; 65% trigger; 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

• 10.75% reverse exchangeable notes due April 30, 2010 linked to Walt Disney Co. common stock; 60% trigger; via J.P. Morgan Securities Inc.; pricing April 27

• 16% reverse exchangeable notes due Oct. 30, 2009 linked to Wells Fargo & Co. common stock; 50% trigger; 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% buffered equity notes due Nov. 5, 2010 linked to the iShares MSCI Emerging Markets index fund; 80% trigger; via J.P. Morgan Securities Inc.; pricing May 1

• 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

• 14% to 18% reverse convertible securities due Oct. 28, 2009 linked to Target Corp. stock; via Morgan Stanley & Co. Inc.; pricing April 23

• 16% to 20% reverse convertible securities due Oct. 28, 2009 linked to United States Oil Fund LP shares; via Morgan Stanley & Co. Inc.; pricing April 23

• 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

• 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% buffered Performance Leveraged Upside Securities due May 2010 linked to the Russell 2000 index; 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 capital-protected notes due April 27, 2012 linked to the Morgan Stanley Enhanced Eurodollar Rate Bias USD 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

• Floating-rate non-callable U.S. inflation index-linked notes due May 1, 2014; via Morgan Stanley & Co. Inc.; pricing in April

ROYAL BANK OF CANADA

• 0% buffered bullish enhanced return notes due April 29, 2013 linked to the S&P 500 index; 85% trigger; via RBC Capital Markets Corp.; pricing April 24

• 24.25% annualized reverse convertible notes due July 31, 2009 linked to the common stock of Aflac Inc.; 60% trigger; via RBC Capital Markets Corp.; pricing April 27

• 10% annualized reverse convertible notes due July 31, 2009 linked to the common stock of Amazon.com.; 65% trigger; via RBC Capital Markets Corp.; pricing April 27

• 11% annualized reverse convertible notes due July 31, 2009 linked to the common stock of Apple Inc.; 75% trigger; via RBC Capital Markets Corp.; pricing April 27

• 34% annualized reverse convertible notes due July 31, 2009 linked to the common stock of Bank of America Corp.; 60% trigger; via RBC Capital Markets Corp.; pricing April 27

• 10% annualized reverse convertible notes due July 31, 2009 linked to the common stock of CA Inc.; 75% trigger; via RBC Capital Markets Corp.; pricing April 27

• 14.5% annualized reverse convertible notes due July 31, 2009 linked to the common stock of Caterpillar Inc.; 65% trigger; via RBC Capital Markets Corp.; pricing April 27

• 10.25% annualized reverse convertible notes due Oct. 30, 2009 linked to the common stock of Chevron Corp.; 75% trigger; via RBC Capital Markets Corp.; pricing April 27

• 14.5% annualized reverse convertible notes due July 31, 2009 linked to the common stock of Deere & Co.; 65% trigger; via RBC Capital Markets Corp.; pricing April 27

• 16.2% annualized reverse convertible notes due July 31, 2009 linked to the common stock of Devon Energy Corp.; 75% trigger; via RBC Capital Markets Corp.; pricing April 27

• 20.3% annualized reverse convertible notes due July 31, 2009 linked to the common stock of Freeport-McMoRan Copper & Gold, Inc.; 65% trigger; via RBC Capital Markets Corp.; pricing April 27

• 24% annualized reverse convertible notes due July 31, 2009 linked to the common stock of Frontier Oil Corp.; 65% trigger; via RBC Capital Markets Corp.; pricing April 27

• 23.75% annualized reverse convertible notes due July 31, 2009 linked to the common stock of General Electric Co.; 65% trigger; via RBC Capital Markets Corp.; pricing April 27

• 12% annualized reverse convertible notes due July 31, 2009 linked to the common stock of Home Depot Inc.; 75% trigger; via RBC Capital Markets Corp.; pricing April 27

• 21% annualized reverse convertible notes due July 31, 2009 linked to the common stock of JPMorgan Chase & Co.; 60% trigger; via RBC Capital Markets Corp.; pricing April 27

• 14.5% annualized reverse convertible notes due July 31, 2009 linked to the common stock of Lowe's Cos., Inc.; 75% trigger; via RBC Capital Markets Corp.; pricing April 27

• 10% annualized reverse convertible notes due July 31, 2009 linked to the common stock of Microsoft Corp.; 75% trigger; via RBC Capital Markets Corp.; pricing April 27

• 12.25% annualized reverse convertible notes due July 31, 2009 linked to the common stock of Monsanto Co.; 75% trigger; via RBC Capital Markets Corp.; pricing April 27

• 18.5% annualized reverse convertible notes due July 31, 2009 linked to the common stock of Nucor Corp.; 65% trigger; via RBC Capital Markets Corp.; pricing April 27

• Buffered bullish enhanced return notes with digital coupons due April 30, 2012 linked to the S&P 500 index; 80% trigger; via RBC Capital Markets Corp.; pricing April 27

• 11% annualized reverse convertible notes due July 31, 2009 linked to the common stock of Union Pacific Corp.; 65% trigger; via RBC Capital Markets Corp.; pricing April 27

• 23.25% annualized reverse convertible notes due July 31, 2009 linked to the common stock of U.S. Bancorp; 60% trigger; via RBC Capital Markets Corp.; pricing April 27

• 23.25% annualized reverse convertible notes due July 31, 2009 linked to the common stock of Wells Fargo & Co.; 60% trigger; via RBC Capital Markets Corp.; pricing April 27

• Zero-coupon principal-protected notes due April 30, 2012 linked to the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi versus the dollar; via RBC Capital Markets Corp.; pricing April 28

UBS AG

• 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

• 9.5% to 11.85% yield optimization notes with contingent protection due April 29, 2011 linked to the common stock of Goldman Sachs Group, Inc.; 50% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing April 28

• 9.35% to 11.6% annualized yield optimization notes with contingent protection due April 29, 2011 linked to the common stock of Intel Corp.; 60% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing April 28

• 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

• 8% to 9.5% annualized yield optimization notes with contingent protection due April 29, 2011 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 28

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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