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Published on 8/28/2009 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• 100% principal-protected notes due September 2019 linked to the 30-year Constant Maturity Swap rate and the two-year CMS rate; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in August or September

• One-year 10% STEP Income Securities linked to Apple Inc. common stock; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in August or September

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

• Two-year zero-coupon 95% principal-protected step up notes linked to the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in August or September

• 0% Capped Leveraged Index Return Notes linked to the Financial Select Sector index; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in August or September

• 0% Market Index Target-Term Securities due September 2013 linked to the spot price of gold; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in August or September

• Five-year 0% Market Index Target-Term Securities linked to the Hang Seng China Enterprises index; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in August or September

• Two-year 0% Capped Leveraged Index Return Notes linked to the Hang Seng China Enterprises, Bovespa and Russian Depositary indexes; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in August or September

• Two-year 0% Accelerated Return Notes linked to the Merrill Lynch Commodity index eXtra Agriculture Index - Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in August or September

• 0% Accelerated Return Notes due November 2010 linked to the Rogers International Commodity Index - Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in August or September

• 0% Capped Leveraged Index Return Notes due in August 2011 linked to the Russell 2000 index; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in August or September

• 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 August or September

• 14-month 0% Accelerated 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 August or September

• Two-year 0% Currency Market Index Target-Term Securities linked to the Brazilian real, Australian dollar and Canadian dollar relative to the U.S. dollar; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in September

• 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 September

• 0% Accelerated Return Notes due December 2010 linked to the gold spot price; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co. LLC; pricing in September

• 10% STEP Income Securities due September 2010 linked to the common stock of Goldman Sachs Group, Inc.; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co. LLC; pricing in September

• 0% Accelerated Return Notes due November 2010 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 September

• Two-year 0% Capped Leveraged Index 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 Securities, Inc.; pricing in September

• 0% Strategic Accelerated Redemption Securities due in October 2011 linked to the Russell 2000 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in September

• 18-month 0% Bear Market 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 September or October

• Two-year 0% notes linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in September or October

• 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 September or October

BARCLAYS BANK PLC

• Medium-term notes due Sept. 20, 2012 linked to the Barclays Capital Corals Total Return index; via Barclays Capital Inc.; pricing Sept. 21

• 0% Performance Leveraged Upside Securities due Oct. 27, 2010 linked to the S&P 500 index; via Morgan Stanley Smith Barney LLC and Barclays Capital Inc.; pricing Sept. 23

• 0% Buffered Super Track Notes due Sept. 29, 2011 linked to the iShares MSCI Emerging Markets index fund; via Barclays Capital Inc.; pricing Sept. 24

• Zero-coupon 100% principal-protected notes due Oct. 7, 2014 linked to Pimco High Yield fund shares; via Barclays Capital Inc.; pricing Sept. 28

CITIGROUP FUNDING INC.

• 13-month 11%-14% Equity LinKed Securities linked to American Express Co. stock; via Citigroup Global Markets Inc.; pricing in September

• 2% minimum coupon principal-protected notes due 2014 linked to the price of gold; via Citigroup Global Markets Inc.; pricing in September

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

• 9%-12% Equity LinKed Securities due 2010 linked to Yahoo! Inc. common stock; 65% trigger; via Citigroup Global Markets Inc.; pricing in September

• 2% 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 Accelerated Return Equity Securities due Dec. 3, 2010 linked to the S&P 500 index; via Credit Suisse (USA) LLC; pricing Aug. 31

• 0% callable Cert PLUS Securities due Sept. 6, 2011 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 31

• 0% Cert PLUS securities due March 5, 2012 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 31

• 11.5%-14% callable yield notes due March 3, 2010 linked to the S&P 500 index and Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 31

• 12%-14% callable yield notes due Sept. 3, 2010 linked to the S&P 500 index and Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 31

• 7.5%-9.5% callable yield notes due Sept. 3, 2010 linked to the S&P 500 index and Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 31

• 0% Buffered Accelerated Return Equity Securities due Sept. 15, 2011 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Sept. 10

• 0% Buffered Accelerated Return Equity Securities due March 30, 2011 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Sept. 25

• 0% Buffered Accelerated Return Equity Securities due Jan. 5, 2011 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Sept. 30

EKSPORTFINANS ASA

• 0% Accelerated Return Notes due October 2010 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 August or September

• 15%-16%% enhanced yield securities due March 5, 2010 linked to Bank of America Corp. common stock; 70% trigger; via Wells Fargo Securities, LLC

• 14%-16% enhanced yield securities due March 5, 2010 linked to Goodyear Tire & Rubber Co. common stock; 70% trigger; via Wells Fargo Securities, LLC

• 10%-11% enhanced yield securities due March 5, 2010 linked to the iShares MSCI Brazil index fund; 75% trigger; via Wells Fargo Securities, LLC

• 17%-19% enhanced yield securities due March 5, 2010 linked to Massey Energy Co. common stock; 70% trigger; via Wells Fargo Securities, LLC

• 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.

• 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.

• 36- to 42-month 0% leveraged equity index-linked notes linked to the S&P 500 index; via Goldman, Sachs & Co.

HSBC BANK USA, NA

• 21 separate offerings of 0% return optimization securities with maturity dates from Aug. 18, 2011 through Sept. 16, 2011 linked to the dollar-adjusted return of the Dow Jones Euro Stoxx 50 index; via UBS Financial Services Inc. and HSBC USA Inc.; pricing from Aug. 13 through Sept. 11

• 21 separate offerings of 0% return optimization securities with maturity dates from Aug. 18, 2011 through Sept. 16, 2011 linked to the dollar-adjusted return of the FTSE/Xinhua China 25 index fund; via UBS Financial Services Inc. and HSBC USA Inc.; pricing from Aug. 13 through Sept. 11

• Contingent annual income certificates of deposit due Sept. 30, 2015 linked to the common stocks of Abbott Laboratories, Amazon.com, Inc., Amgen Inc., Apache Corp., AT&T Inc., Bank of America Corp., Burlington Northern Santa Fe Corp., CVS Caremark Corp., eBay Inc., Exelon Corp., FPL Group, Inc., General Electric Co., Intel Corp., Newmont Mining Corp., Nucor Corp., Philip Morris International Inc., Schlumberger Ltd., State Street Corp., Target Corp. and Verizon Communications Inc.; via distributor Morgan Stanley; pricing Sept. 23

JPMORGAN CHASE BANK, NA

• Callable range certificates of deposit due Sept. 17, 2024 linked to six-month Libor; via J.P. Morgan Securities Inc.

MORGAN STANLEY

• 0% Performance Leveraged Upside Securities due Oct. 29, 2010 linked to the Dow Jones - UBS Commodity index; via Morgan Stanley & Co. Inc.; pricing in September

• 0% buffered Performance Leveraged Upside Securities due Sept. 28, 2011 linked to the iShares MSCI EAFE Index Fund; via Morgan Stanley & Co. Inc.; pricing in September

• 0% jump securities due Oct. 27, 2010 linked to the MSCI India index; via Morgan Stanley & Co. Inc.; pricing in September

• Zero-coupon capital-protected notes due March 27, 2015 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in September

ROYAL BANK OF CANADA

• 0% direct investment notes due Oct. 8, 2010 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets Corp.; pricing Sept. 3

SUNTRUST BANK

• 0% certificates of deposit due Sept. 30, 2014 linked to the price of gold; via distributor Advisors Asset Management, Inc.; pricing Sept. 23

AB SVENSK EXPORTKREDIT

• Two-year 0% Capped 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 August or September

UBS AG

• 15 separate note offerings of 0% performance securities due with maturity dates from Aug. 29, 2011 through Sept. 23, 2011 linked to the Australian dollar, Canadian dollar and Brazilian real against the U.S. dollar; via UBS Financial Services Inc. and UBS Investment Bank; pricing dates from Aug. 28 through Sept. 18

• 100% principal protection callable CMS spread steepener notes due Sept. 4, 2024; via UBS Investment Bank; pricing Sept. 2

WELLS FARGO BANK, NA

• 0% certificates of deposit due Sept. 30, 2013 linked to the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; via distributor Morgan Stanley; pricing Sept. 23

WELLS FARGO & CO.

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

• 0% participation securities with contingent principal protection due March 2013 linked to the Rogers International Commodity Index - Excess Return; via Wells Fargo Securities, LLC

• 0% notes due 2012 linked to the S&P 500 index; via Wells Fargo Securities, LLC

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

• 0% participation securities with contingent principal protection due September 2013 linked to the S&P 500 index; via Wells Fargo Securities, LLC


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