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Published on 7/14/2009 in the Prospect News Structured Products Daily.

Structured Products Calendar

ABN AMRO BANK NV

• 12.25% reverse convertible notes due Oct. 30, 2009 linked to Aetna Inc. stock; 80% trigger; via ABN Amro Inc.; pricing July 28

• 21% reverse convertible notes due Oct. 30, 2009 linked to Baidu, Inc. stock; 80% trigger; via ABN Amro Inc.; pricing July 28

• 13.75% reverse convertible notes due Oct. 30, 2009 linked to Bank of America Corp. stock; 60% trigger; via ABN Amro Inc.; pricing July 28

• 12.9% reverse convertible notes due Jan. 29, 2010 linked to Best Buy Co., Inc. stock; 75% trigger; via ABN Amro Inc.; pricing July 28

• 13.5% reverse convertible notes due Jan. 29, 2010 linked to Caterpillar Inc. stock; 65% trigger; via ABN Amro Inc.; pricing July 28

• 11% reverse convertible notes due July 30, 2010 linked to CME Group Inc. stock; 65% trigger; via ABN Amro Inc.; pricing July 28

• 14.25% reverse convertible notes due Oct. 30, 2009 linked to ConocoPhillips stock; 80% trigger; via ABN Amro Inc.; pricing July 28

• 11.5% reverse convertible notes due Jan. 29, 2010 linked to CSX Corp. stock; 65% trigger; via ABN Amro Inc.; pricing July 28

• 11.9% reverse convertible notes due Jan. 29, 2010 linked to Diamond Offshore Drilling, Inc. stock; 75% trigger; via ABN Amro Inc.; pricing July 28

• 12.1% reverse convertible notes due Jan. 29, 2010 linked to E.I. Du Pont De Nemours And Co. stock; 80% trigger; via ABN Amro Inc.; pricing July 28

• 15.5% reverse convertible notes due Jan. 29, 2010 linked to Freeport-McMoRan Copper & Gold Inc. stock; 65% trigger; via ABN Amro Inc.; pricing July 28

• 13.5% reverse convertible notes due Jan. 29, 2010 linked to General Electric Co. stock; 65% trigger; via ABN Amro Inc.; pricing July 28

• 11.5% reverse convertible notes due Jan. 29, 2010 linked to Goodyear Tire & stock; 65% trigger; via ABN Amro Inc.; pricing July 28

• 11% reverse convertible notes due Oct. 30, 2009 linked to Intel Corp. stock; 80% trigger; via ABN Amro Inc.; pricing July 28

• 16.4% reverse convertible notes due July 30, 2010 linked to J.C Penney Co., Inc. stock; 70% trigger; via ABN Amro Inc.; pricing July 28

• 13% reverse convertible notes due Jan. 29, 2010 linked to JPMorgan Chase & Co. stock; 65% trigger; via ABN Amro Inc.; pricing July 28

• 16% reverse convertible notes due Oct. 30, 2009 linked to Lowe's Cos., Inc. stock; 80% trigger; via ABN Amro Inc.; pricing July 28

• 13.5% reverse convertible notes due Jan. 29, 2010 linked to MetLife, Inc. stock; 65% trigger; via ABN Amro Inc.; pricing July 28

• 12% reverse convertible notes due Jan. 29, 2010 linked to Palm, Inc. stock; 65% trigger; via ABN Amro Inc.; pricing July 28

• 15.25% reverse convertible notes due Oct. 30, 2009 linked to Potash Corp. of Saskatchewan Inc. stock; 70% trigger; via ABN Amro Inc.; pricing July 28

• 15% reverse convertible notes due Oct. 30, 2009 linked to Prudential Financial, Inc. stock; 65% trigger; via ABN Amro Inc.; pricing July 28

• 0% digital buffer securities due July 29, 2011 linked to the S&P 500 index; via ABN Amro Inc.; pricing July 28

• 12.5% reverse convertible notes due Oct. 30, 2009 linked to Sprint Nextel Corp. stock; 60% trigger; via ABN Amro Inc.; pricing July 28

• 13.5% reverse convertible notes due Jan. 29, 2010 linked to T. Rowe Price Group, Inc. stock; 75% trigger; via ABN Amro Inc.; pricing July 28

• 13.75% reverse convertible notes due Oct. 30, 2009 linked to Titanium Metals Corp. stock; 65% trigger; via ABN Amro Inc.; pricing July 28

• 12.5% reverse convertible notes due Jan. 29, 2010 linked to U.S. Bancorp stock; 65% trigger; via ABN Amro Inc.; pricing July 28

• 15% reverse convertible notes due Jan. 29, 2010 linked to United States Steel stock; 65% trigger; via ABN Amro Inc.; pricing July 28

• 10.5% reverse convertible notes due Oct. 30, 2009 linked to Wells Fargo & Co. stock; 60% trigger; via ABN Amro Inc.; pricing July 28

• 17% reverse convertible notes due July 30, 2010 linked to Wells Fargo & Co. stock; 70% trigger; via ABN Amro Inc.; pricing July 28

• 15.7% reverse convertible notes due Jan. 29, 2010 linked to Weyerhaeuser Co. stock; 75% trigger; via ABN Amro Inc.; pricing July 28

BANK OF AMERICA CORP.

• 0% Accelerated Return Notes due October 2010 linked to the Nikkei 225 index; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in July

• Four-year 0% Market Index Target-Term Securities linked to the Dow Jones - UBS 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 July or August

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

• Three-year 0% Leveraged Index Return Notes linked to the MSCI EAFE index; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in July or August

• Two-year 0% Capped Leveraged Index Return Notes linked to the MSCI Emerging Markets index; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in July or August

• 36- to 42-month 0% Leveraged Index Return Notes linked to the Rogers International Commodity Index - Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in July or August

• Two-year zero-coupon 97% principal-protected step up notes linked to the Russian ruble, Indonesian rupiah and Indian rupee; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in July or August

• 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 July or August

• Three-year 0% Leveraged Index Return Notes 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 July or August

• Four-year 0% Market Index Target-Term 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 July or August

• 14-month 0% Accelerated Return Notes linked to the Technology Select Sector index; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in July or August

• Zero-coupon 97% principal-protected step-up notes due August 2011 linked to Indonesian rupiah, Indian rupee and Russian ruble; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; settlement in August

BARCLAYS BANK PLC

• 8.3%-10.3% yield optimization notes with contingent protection due July 21, 2011 linked to Apple Inc. common stock; 75% trigger; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing July 15

• 9%-11% yield optimization notes with contingent protection due July 21, 2011 linked to Deere & Co. common stock; 60% trigger; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing July 15

• Zero-coupon 100% principal-protected notes due July 19, 2012 linked to the Barclays Capital Trade-Weighted Dollar Diversification Index USD Excess Return; via Barclays Capital Inc.; pricing July 16

• 0% return optimization securities due Jan. 21, 2011 linked to the Hang Seng China Enterprises, Hang Seng, MSCI Singapore and SET50 indexes; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing July 16

• 0% barrier optimization securities with partial protection due Oct. 22, 2010 linked to the S&P 500 index; 85% trigger; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing July 16

• Zero-coupon 100% principal-protected notes due July 24, 2012 linked to the Dow Jones - UBS Commodity Index, along with the Brazilian real, Russian ruble, Indian rupee and Chinese yuan, all against the dollar; via Barclays Capital Inc.; pricing July 17

• Zero-coupon 100% principal-protected notes due July 24, 2012 linked to the Brazilian real, Russian ruble, Indian rupee and Chinese yuan, all against the dollar; via Barclays Capital Inc.; pricing July 21

• 11% reverse convertible notes due July 23, 2010 linked to Cash America International, Inc. stock; 60% trigger; via Barclays Capital Inc.; pricing July 21

• Zero-coupon 100% principal-protected notes due July 24, 2014 linked to the Dow Jones - UBS Commodity index; via Barclays Capital Inc.; pricing July 21

• Zero-coupon 100% principal-protected notes due July 24, 2014 linked to Financial Select Sector SPDR fund; via Barclays Capital Inc.; pricing July 21

• Zero-coupon 100% principal-protected notes due July 24, 2014 linked to General Electric Co. stock; via Barclays Capital Inc.; pricing July 21

• 0% Buffered Super Track Notes due July 26, 2011 linked to the iShares MSCI Emerging Markets index fund; via Barclays Capital Inc.; pricing July 21

• Zero-coupon 100% principal-protected notes due July 24, 2014 linked to the iShares MSCI Emerging Markets index fund; via Barclays Capital Inc.; pricing July 21

• Zero-coupon 100% principal-protected notes due July 24, 2014 linked to the iShares Russell 2000 index fund; via Barclays Capital Inc.; pricing July 21

• Zero-coupon 100% principal-protected notes due July 24, 2013 linked to the price of gold; via Barclays Capital Inc.; pricing July 21

• Zero-coupon 100% principal-protected notes due Aug. 7, 2014 linked to the Pimco High Yield fund; via Barclays Capital Inc.; pricing July 21

• Zero-coupon 100% principal-protected notes due Aug. 7, 2014 linked to the Pimco Total Return fund; via Barclays Capital Inc.; pricing July 21

• SPX coupon plus notes due July 26, 2011 linked to the S&P 500 index; via Barclays Capital Inc.; pricing July 21

• Zero-coupon 100% principal-protected notes due July 24, 2014 linked to the S&P 500 index; via Barclays Capital Inc.; pricing July 21

• 0% autocallable notes due Aug. 8, 2011 linked to the iShares MSCI Germany index fund; via Barclays Capital Inc.; pricing July 24

• 0% Buffered Super Track Notes due July 27, 2012 linked to the S&P 500 index; via Barclays Capital Inc.; pricing July 24

• 0% Buffered Super Track Notes due July 28, 2011 linked to the PowerShares QQQ Trust index; via Barclays Capital Inc.; pricing July 24

• 0% Performance Leveraged Upside Securities due Aug. 27, 2010 linked to the S&P 500 index; via Morgan Stanley Smith Barney LLC and Barclays Capital Inc.; pricing in July

• Medium-term notes due July 25, 2012 linked to the best performing among three baskets of the same components: the SPDR Trust, Series 1, the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; via Barclays Capital Inc.; pricing in July

BARCLAYS BANK DELAWARE

• 0% certificates of deposit due July 22, 2014 linked to the S&P 500 index; via Barclays Capital Inc. and distributor Advisors Asset Management, Inc.; pricing July 17

CITIGROUP FUNDING INC.

• Two-year zero-coupon principal-protected notes linked to the Brazilian real, Russian ruble, Indian rupee and Chinese yuan; via Citigroup Global Markets Inc.; pricing in July

• 3% minimum coupon principal-protected notes due 2014 linked to the price of gold; via Citigroup Global Markets Inc.; pricing in July

• 0% buffer notes due 2011 linked to the iShares FTSE/Xinhua China 25 index fund; via Citigroup Global Markets Inc.; pricing in July

• 0% fixed upside return notes due 2010 linked to the iShares Russell 2000 index fund; via Citigroup Global Markets Inc.; pricing in July

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

• Callable six-month Libor range accrual principal-protected notes due 2024; via Citigroup Global Markets Inc.

CREDIT SUISSE, NASSAU BRANCH

• 0% notes due Aug. 5, 2010 linked to three buffered return enhanced components consisting of the Dow Jones Euro Stoxx 50 index, the Topix index and the FTSE 100 index; via J.P. Morgan Securities Inc. and JPMorgan Chase Bank, NA; pricing July 17

• 0% Buffered Accelerated Return Equity Securities due Feb. 1, 2011 linked to the Russell 2000 index; via Credit Suisse (USA) LLC; pricing July 24

• 0% Buffered Accelerated Return Equity Securities due Feb. 2, 2011 linked to the S&P 500 index; 90% trigger; via Credit Suisse Securities (USA) LLC; pricing July 28

• Callable yield notes due Feb. 2, 2010 linked to the S&P 500 index and Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing July 28

• Callable yield notes due Aug. 2, 2010 linked to the S&P 500 index and Russell 2000 index; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing July 28

• Callable yield notes due Feb. 5, 2010 linked to the S&P 500 index and Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing July 31

• Callable yield notes due Aug. 5, 2010 linked to the S&P 500 index and Russell 2000 index; 55% trigger; via Credit Suisse Securities (USA) LLC; pricing July 31

• 0% Buffered Accelerated Return Equity Securities due Nov. 4, 2010 linked to the S&P 500 index; 90% trigger; via Credit Suisse Securities (USA) LLC; pricing July 31

• 0% Cert PLUS securities due Feb. 3, 2012 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing July 31

DEUTSCHE BANK AG, LONDON BRANCH

• 0% overlay strategy securities due July 19, 2012 linked to the Deutsche Bank Liquid Alpha USD 5 Total Return and Deutsche Bank Liquid Alpha USD 5 Excess Return indexes; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing July 15

• Zero-coupon 100% principal-protected notes due July 23, 2015 linked to the S&P 500, Deutsche Bank Liquid Commodity Index - Mean Reversion Plus Excess Return, iShares MSCI Emerging Markets index fund and iShares Dow Jones U.S. Real Estate Index Fund; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing July 20

• Zero-coupon 100% principal-protected notes due July 23, 2015 linked the S&P 500 index, iShares MSCI Emerging Markets index fund, iShares Dow Jones U.S. Real Estate index fund and the Deutsche Bank Liquid Commodity Index - Mean Reversion Plus Excess Return; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing July 20

• 0% buffered barrier rebate securities due March 31, 2011 linked to the S&P 500, S&P MidCap 400, Russell 2000 and the iShares MSCI EAFE index fund; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing July 28

• 0% Buffered Underlying Securities due July 31, 2013 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing July 28

EKSPORTFINANS ASA

• 0% enhanced growth securities with leveraged upside and buffered downside due Feb. 10, 2011 linked to the iShares Russell 2000 index fund; via Wells Fargo Securities, LLC; pricing in July

• 0% enhanced growth securities with leveraged upside and buffered downside due Aug. 5, 2011 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing in July

• 14-month 0% Accelerated Return Notes linked to the Rogers International Commodity Index - Agriculture Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in July or August

• 13%-14% enhanced yield securities due Jan. 5, 2010 linked to the common stock of General Electric Co.; 70% trigger; via Wachovia Capital Markets, LLC

• 13.25%-14.25% annualized enhanced yield securities due Oct. 23, 2009 linked to Halliburton Co. common stock; 75% trigger; via Wells Fargo Securities, LLC

• 9%-10% annualized enhanced yield securities due Oct. 23, 2009 linked to IntercontinentalExchange, Inc. common stock; 70% trigger; via Wells Fargo Securities, LLC

• 9%-10% annualized enhanced yield securities due Jan. 26, 2010 linked to the iShares Russell index fund; via Wells Fargo Securities, LLC

• 15%-16% enhanced yield securities due Jan. 5, 2010 linked to the common stock of Morgan Stanley; 70% trigger; via Wachovia Capital Markets, LLC

• 9%-10% annualized enhanced yield securities due Oct. 23, 2009 linked to the Nike, Inc. common stock; 80% trigger; via Wells Fargo Securities, LLC

• 14%-15% enhanced yield securities due Jan. 5, 2010 linked to the common stock of Nordstrom, Inc.; 60% trigger; via Wachovia Capital Markets, LLC

• 14%-16% annualized enhanced yield securities due Oct. 23, 2009 linked to Palm, Inc. common stock; 60% trigger; via Wells Fargo Securities, LLC

• 14.5%-15.5% enhanced yield securities due Oct. 5, 2010 linked to the American Depository Receipts of Petrσleo Brasileiro SA - Petrobras; 75% trigger; via Wachovia Capital Markets, LLC

• 17%-18% enhanced yield securities due Jan. 5, 2010 linked to the common stock of Research in Motion Ltd.; 70% trigger; via Wachovia Capital Markets, LLC

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

• 0% access securities with contingent downside protection due Aug. 5, 2014 linked to the S&P 500 index; via Wells Fargo Securities, LLC

GOLDMAN SACHS GROUP, INC.

• 18-month 0% notes with no buffer linked to the Australian dollar, Brazilian real, Chinese renminbi and Norwegian krone; via Goldman, Sachs & Co.

• 18- to 21-month 0% leveraged equity index-linked notes denominated in Canadian dollars linked to the S&P 500 index and the Canadian dollar/U.S. dollar exchange rate; via Goldman, Sachs & Co.

• 15-year callable CMS spread notes; via Goldman, Sachs & Co.

• 36- to 42-month 0% leveraged basket-linked notes tied to equal weights of the S&P GSCI Enhanced Commodity Index Excess Return and the iShares MSCI Emerging Markets index fund; via Goldman, Sachs & Co.

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

• 28- to 30-month 0% equity index-linked notes tied to the S&P 500 index; via Goldman, Sachs & Co.

• 30- to 32-month 0% leveraged equity index-linked notes linked to the S&P 500 index; via Goldman, Sachs & Co

• 13-month 0% leveraged buffered commodity index-linked notes linked to the S&P GSCI Enhanced Commodity Index Excess Return; 90% trigger; via Goldman, Sachs & Co.

• 24- to 27-month 0% buffered commodity index-linked notes tied to the S&P GSCI Enhanced Commodity Index Excess Return; via Goldman, Sachs & Co.

HARRIS NA

• Principal-protected contingent annual payout certificates of deposit due July 31, 2014 linked to the common stocks of Costco Wholesale Corp., CVS Caremark Corp., Exxon Mobil Corp., Home Depot, Inc., Honeywell International Inc., McDonald's Corp., Microsoft Corp., Monsanto Corp., Nokia Corp. and Wells Fargo & Co.; via distributor InCapital; pricing July 28

• Principal-protected contingent annual payout certificates of deposit due July 31, 2015 linked to the common stocks of Costco Wholesale Corp., CVS Caremark Corp., Exxon Mobil Corp., Home Depot, Inc., Honeywell International Inc., McDonald's Corp., Microsoft Corp., Monsanto Corp., Nokia Corp. and Wells Fargo & Co.; via distributor InCapital; pricing July 28

HSBC BANK USA, NA

• Six-year upcapped certificates of deposit with quarterly averaging and minimum return linked to the Dow Jones Industrial Average; pricing July 15

• 0% barrier rebate certificates of deposit due July 25, 2013 linked to the Russell 2000 index; via agent HSBC Securities (USA) Inc. and distributor Advisors Asset Management; pricing July 22

• Principal-protected contingent annual income certificates of deposit due July 31, 2015 linked to an equally weighted basket of common stocks, including Amazon.com, Inc., Lowe's Cos., Inc., Philip Morris International Inc., Wal-Mart Stores, Inc., Chevron Corp., Schlumberger Ltd., Bank of New York Mellon Corp., JPMorgan Chase & Co., Gilead Sciences, Inc., Johnson & Johnson, Lockheed Martin Corp., Union Pacific Corp., Apple Inc., Oracle Corp. Freeport-McMoRan Copper & Gold, Inc., Monsanto Corp., AT&T Inc., Verizon Communications Inc., Entergy Corp. and FPL Group, Inc.; via HSBC Securities (USA) Inc.; pricing July 24

• 0% "bullish skewed" absolute return certificates of deposit due Nov. 30, 2011 linked to the Russell 2000 index; via agent HSBC Securities (USA) Inc. and distributor Advisors Asset Management; pricing July 27

• 0% absolute return certificates of deposit due Nov. 30, 2011 linked to the S&P 500 index; via agent HSBC Securities (USA) Inc. and distributor Advisors Asset Management; pricing July 27

• Annual income opportunity certificates of deposit due July 31, 2015 linked to the stocks of Abbott Laboratories, Amgen Inc., General Electric Co., Kimberly-Clark Corp., Medtronic Inc., Nike Inc., Schlumberger Ltd., Target Corp., Walgreen Co. and Yahoo! Inc.; via agent HSBC Securities (USA) Inc. and distributor Advisors Asset Management; pricing July 28

• 0% sector selector certificates of deposit with minimum return due July 31, 2014 linked to the Market Vectors Gold Miners, Energy Select Sector SPDR fund, Financial Select Sector SPDR fund, Healthcare Select Sector SPDR fund and Semiconductor Holdrs Trust; via HSBC Securities (USA) Inc.; pricing July 28

HSBC USA INC.

• 0% return enhanced notes due Jan. 22, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing July 17

• 0% knock-out buffer notes due Jan. 20, 2011 linked to the S&P 500 index via J.P. Morgan Securities Inc.; pricing July 17

• 0% enhanced market participation notes due Oct. 25, 2010 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing July 20

• 0% callable return enhanced notes with contingent protection due July 27, 2011 linked to the iShares MSCI Emerging Markets index fund; 70% trigger; via HSBC Securities (USA) Inc.; pricing July 22

• 0% callable return enhanced notes with contingent protection due July 27, 2011 linked to the iShares MSCI Emerging Markets index fund; 90% trigger; via HSBC Securities (USA) Inc.; pricing July 22

• 0% best-of performance notes due July 28, 2014 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing July 22

• 0% best-of performance notes due July 31, 2014 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing July 22

• 0% autocallable optimization securities with contingent protection due Aug. 3, 2010 linked to the Energy Select Sector SPDR fund; via UBS Financial Services Inc. and HSBC USA Inc.; pricing July 28

• 0% return optimization securities with contingent protection due July 31, 2012 linked to Standard & Poor's Depositary Receipts, the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; via UBS Financial Services Inc. and HSBC USA Inc.; pricing July 28

• 0% performance securities with contingent protection due July 31, 2014 linked to the S&P 500 index; via UBS Financial Services Inc. and HSBC USA Inc.; pricing July 28

JPMORGAN CHASE BANK, NA

• Callable leveraged spread certificates of deposit due July 24, 2024 linked to the 10-year and two-year Constant Maturity Swap rates; via J.P. Morgan Securities Inc.; settlement July 24

• 0% certificates of deposit due July 31, 2015 linked to the Dow Jones - UBS Commodity and S&P 500 indexes; via J.P. Morgan Securities Inc. and distributor Advisors Asset Management, Inc.; pricing July 28

• 0% certificates of deposit due Oct. 31, 2013 linked to the JPMorgan Optimax Market-Neutral index; via J.P. Morgan Securities Inc.; pricing July 28

• 0% certificates of deposit due July 31, 2015 linked to the JPMorgan Efficiente (USD) index; via J.P. Morgan Securities Inc.; pricing July 28

• Callable range certificates of deposit due July 16, 2029 linked to six-month Libor; pricing in July

JPMORGAN CHASE & CO.

• Zero-coupon 100% principal-protected notes due July 23, 2014 linked to S&P 500 and MSCI EAFE indexes; via J.P. Morgan Securities Inc.; pricing July 21

• Zero-coupon capital-protected notes due July 31, 2014 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing July 24

• 20% reverse convertible notes due Oct. 30, 2009 linked to Bank of America Corp. stock; 70% trigger; via JPMorgan; pricing July 28

• 10% reverse convertible notes due July 30, 2010 linked to Boeing Co. stock; 70% trigger; via JPMorgan; pricing July 28

• 10% reverse convertible notes due July 30, 2010 linked to Caterpillar Inc. stock; 60% trigger; via JPMorgan; pricing July 28

• 15% reverse convertible notes due Jan. 29, 2010 linked to Dow Chemical Co. stock; 70% trigger; via JPMorgan; pricing July 28

• 11% reverse convertible notes due July 30, 2010 linked to General Electric Co. stock; 60% trigger; via JPMorgan; pricing July 28

• 14% reverse convertible notes due Jan. 29, 2010 linked to General Electric Co. stock; 70% trigger; via JPMorgan; pricing July 28

• 0% buffered equity notes due Aug. 31, 2010 linked to the iShares MSCI Emerging Markets index fund; J.P. Morgan Securities Inc.; pricing July 28

• 0% buffered equity notes due July 31, 2012 linked to the iShares MSCI Emerging Markets index fund; J.P. Morgan Securities Inc.; pricing July 28

• 25% reverse convertible notes due Oct. 30, 2009 linked to Palm, Inc. stock; 70% trigger; via JPMorgan; pricing July 28

• 0% buffered return enhanced notes due Oct. 29, 2010 linked to the Russell 2000 index; 90% trigger; via J.P. Morgan Securities Inc.; pricing July 28

• 0% return optimization securities due Jan. 31, 2011 linked to the S&P 500 index; 90% trigger; via UBS Financial Services Inc. and J.P. Morgan Securities Inc.; pricing July 28

• 0% buffered return enhanced notes due Jan. 31, 2011 linked to the S&P 500 index with 16%-19% cap; via J.P. Morgan Securities Inc.; pricing July 28

• 0% buffered return enhanced notes due Jan. 31, 2011 linked to the S&P 500 index with 19%-22% cap; via J.P. Morgan Securities Inc.; pricing July 28

• 0% buffered equity notes due July 29, 2011 linked to the S&P MidCap 400 index; J.P. Morgan Securities Inc.; pricing July 28

• 20% reverse convertible notes due Oct. 30, 2009 linked to United States Steel Corp. stock; 70% trigger; via JPMorgan; pricing July 28

• 15% reverse convertible notes due Jan. 29, 2010 linked to Wells Fargo & Co. stock; 60% trigger; via JPMorgan; pricing July 28

• 0% buffered return enhanced notes due January 2010 linked to a 60% weight of the iShares MSCI Emerging Markets index fund and a 40% weight of the iShares MSCI EAFE index fund; via J.P. Morgan Securities Inc.; pricing in July

• Range accrual notes linked to Constant Maturity Swap rates and the S&P 500 due July 31, 2029; via Morgan Stanley & Co. Inc.; pricing in July

MORGAN STANLEY

• Zero-coupon capital-protected notes due Oct. 31, 2012 linked to the Australian dollar, British pound, Canadian dollar, euro, Japanese yen, Swiss franc, Brazilian real, Chinese renminbi and Indian rupee; via Morgan Stanley & Co. Inc.; pricing July 24

• Zero-coupon capital-protected notes due Oct. 31, 2011 linked to the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; via Morgan Stanley & Co. Inc.; pricing July 24

• Zero-coupon 90% capital-protected notes due July 31, 2013 linked to the Dow Jones - UBS Commodity index; via Morgan Stanley & Co. Inc.; pricing July 24

• 0% buffered auto-callable securities due Aug. 9, 2011 linked to the iShares FTSE/Xinhua China 25 index fund; via Morgan Stanley & Co. Inc.; pricing July 24

• 0% buffered Performance Leveraged Upside Securities due July 27, 2011 linked to the iShares MSCI EAFE Index Fund; via Morgan Stanley & Co. Inc.; pricing July 24

• 0% Performance Leveraged Upside Securities due Aug. 27, 2010 linked to the iShares MSCI Emerging Markets Index Fund; via Morgan Stanley & Co. Inc.; pricing July 24

• 0% Performance Leveraged Upside Securities due Jan. 27, 2011 linked to the iShares Russell 2000 index fund, Technology Select Sector SPDR fund, iShares MSCI Emerging Markets index fund, iBoxx USD Liquid High-Yield Index, iBoxx USD Liquid Investment-Grade Index, iShares Dow Jones U.S. Real Estate index fund and PowerShares DB Commodity Index Tracking Fund; via Morgan Stanley & Co. Inc.; pricing July 24

• Zero-coupon protected absolute return barrier notes due July 27, 2011 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing July 24

• 0% Performance Leveraged Upside Securities due Aug. 27, 2010 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing July 24

• 0% buffered Performance Leveraged Upside Securities due July 27, 2011 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing July 24

• 0% buffered Performance Leveraged Upside Securities due July 29, 2011 linked to the S&P GSCI Brent Crude Index - Excess Return; via Morgan Stanley & Co. Inc.; pricing July 24

• 0% Bear Market Performance Leveraged Upside Securities due Jan. 27, 2010 linked to the Financial Select Sector SPDR fund; via Morgan Stanley & Co. Inc.; pricing in July

• Callable CMS curve and S&P 500 index-linked notes due July 16, 2029; via Morgan Stanley & Co. Inc.; pricing in July

• Six-month Libor and S&P 500 index range accrual notes due July 29, 2024; via Morgan Stanley & Co. Inc.; pricing in July

ROYAL BANK OF CANADA

• 25.5% reverse convertible notes due Oct. 20, 2009 linked to Aflac, Inc. stock; via RBC Capital Markets Corp.; pricing July 15

• 18.5% reverse convertible notes due Oct. 20, 2009 linked to Alcoa Inc. stock; via RBC Capital Markets Corp.; pricing July 15

• 13.25% reverse convertible notes due Jan. 20, 2010 linked to Amazon.com, Inc. stock; via RBC Capital Markets Corp.; pricing July 15

• 11% reverse convertible notes due Oct. 20, 2009 linked to American Express Co. stock; via RBC Capital Markets Corp.; pricing July 15

• 9% reverse convertible notes due Jan. 20, 2010 linked to Apple Inc. stock; via RBC Capital Markets Corp.; pricing July 15

• 24.75% reverse convertible notes due Jan. 20, 2010 linked to Arch Coal, Inc. stock; via RBC Capital Markets Corp.; pricing July 15

• 10% reverse convertible notes due Jan. 20, 2010 linked to Archer-Daniels-Midland Co. stock; via RBC Capital Markets Corp.; pricing July 15

• 17.25% reverse convertible notes due Oct. 20, 2009 linked to Bank of America Corp. stock; via RBC Capital Markets Corp.; pricing July 15

• 14.5% reverse convertible notes due Jan. 20, 2010 linked to Canadian Natural Resources Ltd. stock; via RBC Capital Markets Corp.; pricing July 15

• 14% reverse convertible notes due Oct. 20, 2009 linked to Caterpillar Inc. stock; via RBC Capital Markets Corp.; pricing July 15

• 24.25% reverse convertible notes due Oct. 20, 2009 linked to Cemex SAB de CV stock; via RBC Capital Markets Corp.; pricing July 15

• 24.75% reverse convertible notes due Oct. 20, 2009 linked to Chesapeake Energy Corp. stock; via RBC Capital Markets Corp.; pricing July 15

• 16.5% reverse convertible notes due Oct. 20, 2009 linked to Companhia Siderurgica Nacional SA stock; via RBC Capital Markets Corp.; pricing July 15

• Fixed to floating inflation-linked notes due April 20, 2015 tied to the Consumer Price Index; via RBC Capital Markets Corp.; pricing July 15

• 13.75% reverse convertible notes due Oct. 20, 2009 linked to Deere & Co. stock; via RBC Capital Markets Corp.; pricing July 15

• 14% reverse convertible notes due Jan. 20, 2010 linked to Devon Energy Corp. stock; via RBC Capital Markets Corp.; pricing July 15

• 24.15% reverse convertible notes due Oct. 20, 2009 linked to Ford Motor Co. stock; via RBC Capital Markets Corp.; pricing July 15

• 22.25% reverse convertible notes due Jan. 20, 2010 linked to Freeport-McMoRan Copper & Gold Inc. stock; via RBC Capital Markets Corp.; pricing July 15

• 20.5% reverse convertible notes due Oct. 20, 2009 linked to Freeport-McMoRan Copper & Gold Inc. stock; via RBC Capital Markets Corp.; pricing July 15

• 26.3% reverse convertible notes due Oct. 20, 2009 linked to Frontier Oil Corp. stock; via RBC Capital Markets Corp.; pricing July 15

• 13% reverse convertible notes due Oct. 20, 2009 linked to General Electric Co. stock; via RBC Capital Markets Corp.; pricing July 15

• 23.5% reverse convertible notes due Oct. 20, 2009 linked to Gerdau SA stock; via RBC Capital Markets Corp.; pricing July 15

• 15.75% reverse convertible notes due Jan. 20, 2010 linked to Goldcorp, Inc. stock; via RBC Capital Markets Corp.; pricing July 15

• 10.5% reverse convertible notes due Jan. 20, 2010 linked to Goldman Sachs Group, Inc. stock; via RBC Capital Markets Corp.; pricing July 15

• 10.5% reverse convertible notes due Jan. 20, 2010 linked to Home Depot, Inc. stock; via RBC Capital Markets Corp.; pricing July 15

• 13.25% reverse convertible notes due Oct. 20, 2009 linked to JPMorgan Chase & Co. stock; via RBC Capital Markets Corp.; pricing July 15

• 33.85% reverse convertible notes due Oct. 20, 2009 linked to Lennar Corp. stock; via RBC Capital Markets Corp.; pricing July 15

• 11.25% reverse convertible notes due Jan. 20, 2010 linked to Lowe's Cos., Inc. stock; via RBC Capital Markets Corp.; pricing July 15

• 10.5% reverse convertible notes due Jan. 20, 2010 linked to Monsanto Co. stock; via RBC Capital Markets Corp.; pricing July 15

• 11.5% reverse convertible notes due Oct. 20, 2009 linked to Nasdaq OMX Group, Inc. stock; via RBC Capital Markets Corp.; pricing July 15

• 18.75% reverse convertible notes due Oct. 20, 2009 linked to Nucor Corp. stock; via RBC Capital Markets Corp.; pricing July 15

• 15.5% reverse convertible notes due Oct. 20, 2009 linked to NYSE Euronext stock; via RBC Capital Markets Corp.; pricing July 15

• 25.75% reverse convertible notes due Oct. 20, 2009 linked to Peabody Energy Corp. stock; via RBC Capital Markets Corp.; pricing July 15

• 14% reverse convertible notes due Jan. 20, 2010 linked to Petroleo Brasileiro S.A. stock; via RBC Capital Markets Corp.; pricing July 15

• 22.25% reverse convertible notes due Oct. 20, 2009 linked to Potash Corp. of Sasketchewan Inc. stock; via RBC Capital Markets Corp.; pricing July 15

• 14.25% reverse convertible notes due Oct. 20, 2009 linked to Research in Motion Ltd. stock; via RBC Capital Markets Corp.; pricing July 15

• 22.25% reverse convertible notes due Oct. 20, 2009 linked to Rowan Cos., Inc. stock; via RBC Capital Markets Corp.; pricing July 15

• 12.25% reverse convertible notes due Jan. 20, 2010 linked to Union Pacific Corp. stock; via RBC Capital Markets Corp.; pricing July 15

• 0% buffered bullish digital notes due Jan. 20, 2011 linked to the United States Natural Gas Fund LP; via RBC Capital Markets Corp.; pricing July 15

• 26.25% reverse convertible notes due Oct. 20, 2009 linked to United States Steel Corp. stock; via RBC Capital Markets Corp.; pricing July 15

• 14.5% reverse convertible notes due Oct. 20, 2009 linked to U.S. Bancorp stock; via RBC Capital Markets Corp.; pricing July 15

• 12.85% reverse convertible notes due Oct. 20, 2009 linked to Vale SA stock; via RBC Capital Markets Corp.; pricing July 15

• 26.25% reverse convertible notes due Oct. 20, 2009 linked to Wells Fargo & Co. stock; via RBC Capital Markets Corp.; pricing July 15

• 0% buffered bullish commodity notes due July 31, 2013 linked to the S&P GSCI Excess Return index; via RBC Capital Markets Corp.; pricing July 28

SUNTRUST BANK

• 0% certificates of deposit due July 30, 2013 linked to the S&P 500 index; via agent SunTrust and distributor InCapital; pricing July 24

• 0% certificates of deposit due July 31, 2014 linked to the price of gold; via agent SunTrust and distributor InCapital; pricing July 24

AB SVENSK EXPORTKREDIT

• 14-month 0% Accelerated Return Notes linked to the gold spot price; via Merril Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in July or August

• 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 July or August

• Two-year 90% principal-protected notes linked to the spot price of gold; via Citigroup Global Markets Inc.

UBS AG

• 100% principal protection notes due July 20, 2013 linked to the Consumer Price Index; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 15

• 10.75%-13% annualized yield optimization notes with contingent protection due Jan. 22, 2010 linked to the common stock of Dow Chemical Co.; 60% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 15

• 7.75%-10% annualized yield optimization notes with contingent protection due Jan. 22, 2010 linked to the common stock of Microsoft Corp.; 75% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 15

• 0% return optimization securities due July 26, 2010 linked to the price of gold; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 16

• Zero-coupon 100% principal protection absolute return barrier notes due July 29, 2011 linked to the Russell 2000 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 28

WELLS FARGO & CO.

• 0% participation securities with partial principal protection due August 2011 linked to the iShares MSCI Emerging Markets index fund; via Wells Fargo Securities, LLC

• 0% participation securities with contingent principal protection due August 2014 linked to the S&P 500 index; via Wells Fargo Securities, LLC

• 0% enhanced participation securities with partial principal protection due August 2011 linked to the S&P 500 index; via Wells Fargo Securities, LLC

• 0% enhanced participation securities with partial principal protection due August 2011 linked to the S&P MidCap 400 index; via Wells Fargo Securities, LLC

WELLS FARGO BANK, NA

• Certificates of deposit due Aug. 1, 2019 linked to the 10-year and two-year Constant Maturity Swap rates; via distributor Morgan Stanley; pricing July 24


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