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Published on 5/1/2009 in the Prospect News Structured Products Daily.

Structured Products Calendar

ABN AMRO BANK NV

• Zero-coupon digital buffer securities due Nov. 15, 2010 linked to the S&P 500 index; via ABN Amro Inc.; pricing May 12

• Zero-coupon digital buffer securities due May 15, 2012 linked to the S&P 500 index; via ABN Amro Inc.; pricing May 12

BANK OF AMERICA CORP.

• Two-year 0% Currency Market Index Target-Term Securities linked to the Brazilian real, Chinese renminbi, Indian rupee and Indonesian rupiah; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in May or June

• Four-year 0% Market Index Target-Term Securities linked to the Dow Jones Industrial Average; via Merrill Lynch, Pierce, Fenner & Smith Inc. and Banc of America Investment Services, Inc.; pricing in May or June

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

• 18-month 0% Accelerated Return Notes linked to Merrill Lynch Commodity index eXtra Brent 4-Series - Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in May or June

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

• Two-year 0% Strategic Accelerated Redemption Securities linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in May or June

• 36- to 42-month 0% Leveraged Index Return Notes due 2012 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and Banc of America Investment Services, Inc.; pricing in May or June

BARCLAYS BANK PLC

• 0% buffered return enhanced notes due Nov. 12, 2010 linked to the Australian dollar, Brazilian real and Norwegian krone relative to the U.S. dollar; via JPMorgan Chase Bank, NA and JPMorgan Securities Inc.; pricing May 5

• 0% buffered return enhanced notes due Nov. 12, 2010 linked to Brazilian real, Norwegian krone, Australian dollar and Chinese yuan; 90% trigger; via JPMorgan Chase Bank, NA and JPMorgan Securities Inc.; pricing May 5

• 10% reverse convertible notes due Nov. 12, 2009 linked to Black & Decker Corp. stock; 65% trigger; via Barclays Capital; pricing May 7

• 10% reverse convertible notes due Nov. 12, 2009 linked to Burger King Holdings, Inc. stock; 65% trigger; via Barclays Capital; pricing May 7

• 17.5% reverse convertible notes due Nov. 12, 2009 linked to Chesapeake Energy Corp. stock; 65% trigger; via Barclays Capital; pricing May 7

• 19% reverse convertible notes due Aug. 12, 2009 linked to Consol Energy Inc. stock; 70% trigger; via Barclays Capital; pricing May 7

• 0% Knock-Out Buffered Super Track Notes due May 11, 2010 linked to Dell Inc.; via Barclays Capital Inc.; pricing May 7

• 19% reverse convertible notes due Nov. 12, 2009 linked to Freeport-McMoRan Copper & Gold Inc. stock; 65% trigger; via Barclays Capital; pricing May 7

• 14% reverse convertible notes due Nov. 12, 2009 linked to General Electric Co. stock; 60% trigger; via Barclays Capital; pricing May 7

• 0% Knock-Out Buffered Super Track Notes due May 11, 2010 linked to General Electric Co.; via Barclays Capital Inc.; pricing May 7

• 14.25% reverse convertible notes due Nov. 12, 2009 linked to Goldcorp Inc. stock; 65% trigger; via Barclays Capital; pricing May 7

• 14.75% reverse convertible notes due Nov. 12, 2009 linked to Goldman Sachs Group, Inc. stock; 65% trigger; via Barclays Capital; pricing May 7

• 0% Knock-Out Buffered Super Track Notes due May 11, 2010 linked to JPMorgan & Chase Co.; via Barclays Capital Inc.; pricing May 7

• 17.75% reverse convertible notes due Aug. 12, 2009 linked to JPMorgan Chase & Co. stock; 65% trigger; via Barclays Capital; pricing May 7

• 13% reverse convertible notes due Nov. 12, 2009 linked to McGraw-Hill Cos., Inc. stock; 70% trigger; via Barclays Capital; pricing May 7

• 0% Knock-Out Buffered Super Track Notes due May 11, 2010 linked to Peabody Energy Corp.; via Barclays Capital Inc.; pricing May 7

• 15% reverse convertible notes due Aug. 12, 2009 linked to Superior Energy Services, Inc. stock; 65% trigger; via Barclays Capital; pricing May 7

• 17.25% reverse convertible notes due Nov. 12, 2009 linked to U.S. Bancorp stock; 50% trigger; via Barclays Capital; pricing May 7

• 0% Buffered Super Track Notes due May 13, 2014 linked to the Dow Jones - AIG Commodity Excess Return index; via Barclays Capital; pricing May 8

• Zero-coupon 100% principal-protected notes due May 31, 2012 linked to the Barclays Intelligent Carry Index Excess Return; via Barclays Capital Inc.; pricing May 26

• Zero-coupon 100% principal-protected notes due Nov. 29, 2012 linked to the Dow Jones - AIG Commodity index; Barclays Capital; pricing May 26

• 0% performance securities with contingent protection due May 30, 2014 linked to the S&P 500 index; UBS Financial Services Inc. and Barclays Capital, Inc.; pricing May 26

• 0% annual autocallable notes due May 30, 2012 linked to the S&P 500 index; via Barclays Capital Inc.; pricing May 26

CITIGROUP FUNDING INC.

• 11%-14% Equity LinKed Securities due May 2010 linked to Intel Corp. stock; via Citigroup Global Markets Inc.; pricing in May

• 8%- 9% Equity LinKed Securities due May 2010 linked to McDonald's Corp. stock; via Citigroup Global Markets Inc.; pricing in May

• 3% minimum coupon principal-protected notes due 2014 linked to the Russell 2000 index; via Citigroup Global Markets Inc.

CREDIT SUISSE, NASSAU BRANCH

• 0% Buffered Accelerated Return Equity Securities due June 29, 2010 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 22

• 11% to 13% callable yield notes due June 1, 2010 linked to the S&P 500 index and Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 26

• 14% to 16% callable yield notes due Nov. 30, 2010 linked to the S&P 500 index and Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 26

• 0% Buffered Accelerated Return Equity Securities due Aug. 31, 2010 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing May 26

• 0% Buffered Accelerated Return Equity Securities due Aug. 31, 2010 linked to the S&P 500 index; 85% trigger; via Credit Suisse Securities (USA) LLC; pricing May 26

• 0% Buffered Accelerated Return Equity Securities due July 2, 2010 linked to the Russell 2000 index; 90% trigger; via Credit Suisse Securities (USA) LLC; pricing May 29

• 17% to 19% callable yield notes due Dec. 3, 2009 linked to the S&P 500 index and Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 29

• 15% to 18% callable yield notes due June 3, 2010 linked to the S&P 500 index and Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 29

• 0% Buffered Accelerated Return Equity Securities due July 2, 2010 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing May 29

DEUTSCHE BANK AG, LONDON BRANCH

• 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

• 0% buffered barrier rebate notes due June 1, 2011 linked to the price of gold; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing May 26

• 0% buffered barrier rebate notes due Nov. 29, 2010 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing May 26

• 0% buffered barrier rebate notes due Aug. 30, 2010 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing May 26

• 0% buffered barrier rebate notes due Nov. 29, 2010 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing May 26

EKSPORTFINANS ASA

• 17%-21% reverse convertible notes due Nov. 13, 2009 linked to the iShares MSCI Brazil index fund; 70% trigger; via Morgan Stanley & Co. Inc.; pricing May 8

• 20.75%-24.75% reverse convertible notes due Nov. 13, 2009 linked to the SPDR S&P Homebuilders exchange-traded fund; via Morgan Stanley & Co. Inc.; pricing May 8

• 0% Performance Leveraged Upside Securities due June 21, 2010 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in May

• Two-year 0% Strategic Accelerated Redemption Securities linked to the MSCI Brazil index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in May or June

• 14-month 0% Accelerated Return Notes linked to the Rogers International Commodity Index - Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in May or June

• 18-month 0% Bear Market Strategic Accelerated Redemption Securities linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in May or June

• 14-month 0% Accelerated Return Notes linked to the S&P MidCap 400 index; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in May or June

• 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 GROUP, INC.

• 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.

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

• 24- to 27-month 0% leveraged buffered equity index-linked notes linked to the MSCI EAFE index; via Goldman, Sachs & Co.

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

• 24- to 27-month 0% leveraged buffered equity index-linked notes linked to the S&P 500 index; via Goldman, Sachs & Co.

HARRIS NA

• Zero-coupon principal-protected certificates of deposit due May 29, 2014 linked to the S&P 500 index; via distributor Incapital LLC; pricing May 26

HSBC INC.

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

• 0% barrier optimization securities with partial protection due Aug. 20, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and HSBC USA Inc.; pricing May 15

JPMORGAN CHASE BANK, NA

• Contingent coupon certificates of deposit due May 29, 2015 linked to the common stocks of Boeing Co., Caterpillar Inc., Clorox Co., Costco Wholesale Corp., Eli Lilly and Co., Exxon Mobil Corp., General Electric Co., Hewlett-Packard Co., Walt Disney Co. and Wells Fargo & Co.; via J.P. Morgan Securities Inc.; pricing May 26

JPMORGAN CHASE & CO.

• 17% reverse exchangeable notes due Nov. 13, 2009 linked to the common stock of Alcoa Inc.; 50% trigger; via J.P. Morgan Securities Inc.; pricing May 8

• 13.25% reverse exchangeable notes due Nov. 13, 2009 linked to the common stock of Caterpillar Inc.; 60% trigger; via J.P. Morgan Securities Inc.; pricing May 8

• 18% reverse exchangeable notes due Nov. 13, 2009 linked to the common stock of Freeport-McMoRan Copper & Gold Inc.; 60% trigger; via J.P. Morgan Securities Inc.; pricing May 8

• 13% reverse exchangeable notes due May 13, 2010 linked to the common stock of General Electric Co.; 50% trigger; via J.P. Morgan Securities Inc.; pricing May 8

• 10% reverse exchangeable notes due May 13, 2010 linked to the common stock of Microsoft Corp.; 65% trigger; via J.P. Morgan Securities Inc.; pricing May 8

• 11% reverse exchangeable notes due May 13, 2010 linked to the common stock of Walt Disney Co.; 65% trigger; via J.P. Morgan Securities Inc.; pricing May 8

• 0% callable leveraged floating-rate notes due May 27, 2014 linked to the 10-year U.S. Constant Maturity Swap rate; via J.P. Morgan Securities Inc.; pricing May 22

• 0% return optimization securities with partial protection due Nov. 30, 2010 linked to the iShares MSCI EAFE index fund; via UBS Financial Services Inc. and J.P. Morgan Securities Inc.; pricing May 26

• 0% buffered return enhanced notes due June 30, 2010 linked to the S&P 500 index; 90% trigger; via J.P. Morgan Securities Inc.; pricing May 26

• 0% buffered return enhanced notes due June 30, 2010 linked to the S&P 500 index; 90% trigger; via J.P. Morgan Securities Inc.; pricing May 26

• 0% return optimization securities with partial protection due Nov. 30, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and J.P. Morgan Securities Inc.; pricing May 26

• 0% buffer notes due 2010 linked to the S&P 500 index; 90% trigger; via J.P. Morgan Securities Inc.

MORGAN STANLEY

• Zero-coupon capital-protected notes due May 29, 2012 linked to the Brazilian real, Chinese renminbi, Indian rupee, Australian dollar, British pound, Canadian dollar, euro, Japanese yen and Swiss franc relative to the dollar; via Morgan Stanley & Co. Inc.; pricing in May

• Zero-coupon 90% capital-protected notes due May 29, 2012 linked to the Dow Jones - AIG Commodity index; via Morgan Stanley & Co. Inc.; pricing in May

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

• 0% Performance Leveraged Upside Securities due June 21, 2010 linked to the iShares FTSE/Xinhua China 25 index fund; via Morgan Stanley & Co. Inc.; pricing in May

• 0% buffered Performance Leveraged Upside Securities due May 20, 2011 linked to the iShares MSCI EAFE index fund; via Morgan Stanley & Co. Inc.; pricing in May

• 0% Bear Market Performance Leveraged Upside Securities due Nov. 20, 2009 linked inversely to the S&P 500 index; 80% trigger; via Morgan Stanley & Co. Inc.; pricing in May

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

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

• Zero-coupon capital-protected notes due May 20, 2014 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in May

ROYAL BANK OF CANADA

• 0% buffered bullish digital notes due Nov. 19, 2010 linked to the S&P 500 index; via RBC Capital Markets Corp.; pricing May 15

UBS AG

• Zero-coupon 100% principal protection absolute return barrier notes due May 31, 2011 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 26

• 0% return optimization securities due June 2, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 26


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