Structured Products Calendar

BANK OF AMERICA CORP.

• 0% Currency Market Index Target-Term Securities due January 2012 based on the Brazilian real, the Russian ruble, the Indian rupee and the South Korean won against the dollar; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in January

• Floating-rate notes due February 2020 based on the 10-year Constant Maturity Swap rate; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in January

• 0% Market Index Target-Term Securities due January 2015 based on the Dow Jones Industrial Average; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in January

• 0% Capped Leveraged Index Return Notes due February 2012 linked to the Rogers International Commodity Index - Excess Return; 90% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in January

• 10% STEP Income Securities linked to Boeing Co. common stock; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in January or February

• Zero-coupon 90% principal-protected conditional participation notes due January 2012 based on the dollar/euro exchange rate measure; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in January or February

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

• Six-month 0% Bear 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 January or February

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

• Two-year 0% Capped Leveraged Index Return Notes linked to the S&P BRIC 40 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in January or February

• 0% Accelerated Return Notes due March 2011 linked to the Dow Jones U.S. Real Estate index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co. LLC;

BARCLAYS BANK PLC

• 8.75%-10.75% yield optimization notes with contingent protection due Jan. 31, 2012 linked to Alpha Natural Resources, Inc. stock; 70% trigger; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Jan. 27

• 8%-10% yield optimization notes with contingent protection due Jan. 31, 2012 linked to ING Groep NV American Depositary Shares; 65% trigger; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Jan. 27

• 0% Buffered Super Track Digital Notes due Aug. 8, 2011 linked to the Australian dollar, Brazilian real, Canadian dollar and Norwegian krone; via Barclays Capital Inc.; pricing Feb. 3

• 0% bearish notes due Feb. 6, 2015 linked to the Barclays Capital 10Y Treasury Futures index; via Barclays Capital Inc.; pricing Feb. 3

• Zero-coupon Buffered Super Track Notes due Feb. 7, 2013 linked to the Dow Jones-UBS Commodity index; via Barclays Capital Inc.; pricing Feb. 3

• 0% Buffered iSuperTrack Notes due Feb. 8, 2012 linked to the iShares Dow Jones U.S. Real Estate index fund; via Barclays Capital Inc.; pricing Feb. 3

• 15.25% reverse convertible notes due May 6, 2010 linked to Savvis, Inc. stock; via Barclays Capital; pricing Feb. 3

• 16.5% reverse convertible notes due May 6, 2010 linked to Savvis, Inc. stock; via Barclays Capital; pricing Feb. 3

• 10% reverse convertible notes due Feb. 7, 2011 linked to Seagate Technology stock; via Barclays Capital; pricing Feb. 3

• 11% reverse convertible notes due Feb. 7, 2011 linked to Seagate Technology stock; via Barclays Capital; pricing Feb. 3

• 10% reverse convertible notes due Feb. 7, 2011 linked to Simon Property Group, Inc. stock; via Barclays Capital; pricing Feb. 3

• 11% reverse convertible notes due Feb. 7, 2011 linked to Simon Property Group, Inc. stock; via Barclays Capital; pricing Feb. 3

• 12% reverse convertible notes due May 6, 2010 linked to Southwestern Energy Co. stock; via Barclays Capital; pricing Feb. 3

• 10.25% reverse convertible notes due May 6, 2010 linked to Southwestern Energy Co. stock; via Barclays Capital; pricing Feb. 3

• 10% reverse convertible notes due Aug. 6, 2010 linked to Superior Energy Services, Inc. stock; via Barclays Capital; pricing Feb. 3

• 11% reverse convertible notes due Aug. 6, 2010 linked to Superior Energy Services, Inc. stock; via Barclays Capital; pricing Feb. 3

• Zero-coupon principal-protected notes due Feb. 20, 2015 based on the performance of the S&P 500 index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing Feb. 17

• 0% Buffered Performance Leveraged Upside Securities due Feb. 27, 2012 linked to the iShares MSCI EAFE index fund; via Morgan Stanley Smith Barney LLC and Barclays Capital Inc.; pricing Feb. 22

• 0% double short leverage securities due Feb. 28, 2011 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Feb. 23

• 0% double short leverage securities due Feb. 28, 2013 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Feb. 23

• Principal-protected notes with variable coupon due Feb. 20, 2015 linked to the stocks of General Electric Co., Bank of America Corp., Pfizer Inc., Procter & Gamble Co., PepsiCo, Inc., Teva Pharmaceutical Industries Ltd., United Technologies Corp., Hewlett-Packard Co., Microsoft Corp. and FPL Group, Inc.; via JPMorgan Chase Bank, NA and JPMorgan Securities Inc.; pricing Feb. 17

• 0% double short leverage securities due April 1, 2011 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing March 26

• 0% double short leverage securities due March 28, 2013 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing March 26

CITIBANK, NA

• Market-linked certificates of deposit due Jan. 27, 2016 linked to West Texas Intermediate crude oil, natural gas, corn, soybeans, copper - grade A, gold, silver, platinum, the S&P GSCI Aluminum Excess Return index and the S&P GSCI Wheat Excess Return index; via Citigroup Global Markets Inc. and distributor Morgan Stanley Smith Barney; pricing in January

CITIGROUP FUNDING, INC.

• 0% buffer notes due 2011 linked to the iShares MSCI Emerging Markets index fund; via Citigroup Global Markets, Inc.; pricing Feb. 2

• 8%-10% Equity LinKed Securities due July 2010 linked to Apple Inc. stock; via Citigroup Global Markets, Inc.; pricing in January

• 12%-15% annualized Equity LinKed Securities due July 21, 2010 based on the common stock of Barrick Gold Corp.; 75% trigger; via Citigroup Global Markets, Inc.; pricing in January

• Callable CMS spread range accrual notes due 2030; via Citigroup Global Markets Inc.; pricing in January

• 0% Index Leading Stockmarket Return Securities due Jan. 29, 2013 linked to the Russell 2000 index; via Citigroup Global Markets Inc. and Morgan Stanley Smith Barney LLC; pricing in January

• 0% buffered Performance Leveraged Upside Securities due Jan. 27, 2012 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing in January

• 2% minimum coupon principal-protected notes due January 2015 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing in January

• 8%-10% Equity LinKed Securities due March 23, 2011 linked to Alcoa Inc. common stock; 75% trigger; via Citigroup Global Markets Inc.; pricing in February

• 8% to 10% annualized Equity LinKed Securities due Aug. 25, 2010 linked to the common stock of Chesapeake Energy Corp.; via Citigroup Global Markets Inc.; pricing in February

• 0% Index Leading Stockmarket Return Securities due Feb. 26, 2013 linked to the Dow Jones Industrial Average; via Citigroup Global Markets Inc. and Morgan Stanley Smith Barney LLC; pricing in February

• 0% buffered Performance Leveraged Upside Securities due Feb. 27, 2012 linked to the iShares MSCI Emerging Markets index fund; via Citigroup Global Markets Inc.; pricing in February

• 0% principal-protected notes due Aug. 26, 2015 linked to the S&P 500 index; pricing in February

• Buffered Performance Leveraged Upside Securities due Feb. 27, 2012 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing in February

CREDIT SUISSE, NASSAU BRANCH

• Contingent coupon principal-protected ProNotes due Feb. 4, 2013 linked to the stocks of Arch Coal, Inc., Caterpillar, Inc., Chevron Corp., Exxon Mobil Corp., Freeport-McMoRan Copper & Gold Inc., Monsanto Co., Newmont Mining Corp., Potash Corp. of Saskatchewan Inc., Schlumberger NV (Schlumberger Ltd.) and United States Steel Corp.; via Credit Suisse Securities (USA) LLC; pricing Jan. 29

• 0% Buffered Accelerated Return Equity Securities due Aug. 3, 2011 based on the performance of the Dow Jones-UBS Commodity index; 90% trigger; via Credit Suisse Securities (USA) LLC; pricing Jan. 29

• 10%-12% callable yield notes due Feb. 3, 2011 linked to the Energy Select Sector SPDR fund and the SPDR Gold Trust; via Credit Suisse Securities (USA) LLC; pricing Jan. 29

• 9.75% callable yield notes due Feb. 3, 2011 linked to the iShares Silver Trust and the Utilities Select Sector SPDR fund; via Credit Suisse Securities (USA) LLC; pricing Jan. 29

• 8%-10% callable yield notes due Aug. 3, 2010 linked to the Russell 2000 and S&P 500 indexes; via Credit Suisse Securities (USA) LLC; pricing Jan. 29

• Zero-coupon principal-protected ProNotes due Feb. 3, 2015 linked to the S&P 500 index, iShares MSCI EAFE index fund, iShares MSCI Emerging Markets index fund, SPDR Gold trust and PowerShares DB US Dollar Index Bearish fund; via Credit Suisse Securities (USA) LLC; pricing Jan. 29

• 8%-10.5% callable yield notes due Feb. 3, 2011 based on the S&P 500 index and Russell 2000 index; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing Jan. 29

• 11.5%-14% callable yield notes due Feb. 3, 2011 linked to the S&P 500 index, Russell 2000 index and iShares MSCI Emerging Markets index fund; via Credit Suisse Securities (USA) LLC; pricing Jan. 29

DEUTSCHE BANK AG, LONDON BRANCH

• 0% alpha overlay securities due March 3, 2011 linked the Deutsche Bank Commodity Booster - Dow Jones - UBS 14 TV Index Excess Return and the Deutsche Bank Commodity Harvest - 10 Index USD Total Return; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Jan. 29

• 0% alpha overlay securities due Feb. 25, 2011 linked to S&P 500 Total Return index and the Deutsche Bank Equity Mean Reversion Alpha Index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Jan. 29

• 0% market contribution securities due July 29, 2011 linked to the Deutsche Bank Liquid Alpha USD 5 Total Return index; via Deutsche Bank Securities Inc.; pricing Jan. 29

• 0% five-year market contribution securities due Feb. 23, 2015 linked to the Deutsche Bank Liquid Alpha USD 5 Total Return index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Feb. 18

EKSPORTFINANS ASA

• 0% enhanced growth securities with leveraged upside and buffered downside due Feb. 1, 2012 linked to the Market Vectors Gold Miners exchange-traded fund; via Wells Fargo Securities, LLC; pricing in January

• 0% enhanced growth securities with leveraged upside and buffered downside due April 5, 2012 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing in January

• 16%-17% enhanced yield securities due May 5, 2010 linked to CBS Corp. common stock; 80% trigger; via Wells Fargo Securities, LLC

• 10%-11% enhanced yield securities due May 5, 2010 linked to Cigna Corp. common stock; 80% trigger; via Wells Fargo Securities, LLC

• 12%-13% enhanced yield securities due Aug. 5, 2010 linked to First Solar, Inc. common stock; 75% trigger; via Wells Fargo Securities, LLC

• 8%-9% enhanced yield securities due April 26, 2010 linked to the Market Vectors Gold Miners exchange-traded fund; via Wells Fargo Securities, LLC

• 14.5%-15.5% enhanced yield securities due Aug. 5, 2010 linked to MGM Mirage common stock; 65% trigger; via Wells Fargo Securities, LLC

• 12%-13% enhanced yield securities due Aug. 5, 2010 linked to Tesoro Corp. common stock; 75% trigger; via Wells Fargo Securities, LLC

• 12%-13% enhanced yield securities due Aug. 5, 2010 linked to Vertex Pharmaceuticals Inc. common stock; 70% trigger; via Wells Fargo Securities, LLC

GOLDMAN SACHS GROUP, INC.

• 15-year range accrual notes linked to six-month Libor; via Goldman, Sachs & Co.

• 24- to 28-month 0% leveraged buffered equity index-linked notes based on the MSCI EAFE index; 90% trigger; via Goldman, Sachs & Co.

• 0% trigger notes due Aug. 4, 2011 based on performance of the S&P 500 index; 85% trigger; via J.P. Morgan Securities Inc.

• 19- to 22-month 0% leveraged index-linked notes tied to the S&P 500 index; via Goldman, Sachs & Co.

• 24- to 28-month 0% leveraged buffered equity index-linked notes based on the S&P 500 index; 90% trigger; 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.

• Five-year 0% autocallable index-linked notes tied to the S&P 500 index; via Goldman, Sachs & Co.

HSBC USA INC.

• 0% buffered return enhanced notes due Feb. 17, 2011 linked to the S&P 500 index; pricing Jan. 29

JPMORGAN CHASE BANK, NA

• Callable leveraged spread certificates of deposit due Jan. 27, 2025 based on the spread between the 10-year and two-year Constant Maturity Swap rates; via J.P. Morgan Securities Inc.; settlement Jan. 27

• Callable countdown CMS range accrual certificates of deposit due Jan. 29, 2025; via J.P. Morgan Securities Inc. and distributor Incapital LLC; pricing Jan. 27

• Callable six-month Libor range accrual certificates of deposit due Jan. 28, 2025; via J.P. Morgan Securities Inc.; settlement Jan. 28

JPMORGAN CHASE & CO.

• At least 8.5% annualized yield optimization notes with contingent protection due April 30, 2010 linked to Cigna Corp. stock; via UBS Financial Services Inc. and J.P. Morgan Securities Inc.; pricing Jan. 27

• At least 7% annualized yield optimization notes with contingent protection due April 30, 2010 linked to Goldcorp Inc. stock; via UBS Financial Services Inc. and J.P. Morgan Securities Inc.; pricing Jan. 27

• 0% return enhanced notes due July 30, 2010 linked to the Oil Service Holdrs Trust Depositary Receipts; pricing Jan. 29

• 0% buffered return enhanced notes due Aug. 8, 2011 based on the performance of the iShares Emerging Markets index fund; 85% trigger; via J.P. Morgan Securities Inc.; pricing Feb. 3

• 0% buffered return enhanced notes due Aug. 8, 2011 based on the performance of the iShares Emerging Markets index fund; 85% trigger; via J.P. Morgan Securities Inc.; pricing Feb. 3

• 0% jump securities due Jan. 27, 2012 linked to the iShares Dow Jones U.S. Real Estate index fund; via J.P. Morgan Securities Inc.; pricing in January

• 0% buffered Performance Leveraged Upside Securities due Jan. 27, 2012 based on the iShares MSCI EAFE index fund; via J.P. Morgan Securities Inc. and Morgan Stanley Smith Barney LLC; pricing in January

• 0% Performance Leveraged Upside Securities due March 29, 2011 based on S&P 500 index; via J.P. Morgan Securities Inc.; pricing in February

MORGAN STANLEY

• 8%-11% Equity LinKed Securities Feb. 14, 2011 linked to the common stock of Amazon.com, Inc.; 75% trigger; via Morgan Stanley & Co. Inc.; pricing in January

• Zero-coupon 95% principal-protected currency-linked notes due July 29, 2013 linked to Australian dollar, British pound, Canadian dollar, Eurozone euro, Japanese yen, Swiss franc, Brazilian real, Chinese renminbi and Indian rupee, all against the dollar; via Morgan Stanley & Co. Inc.; pricing in January

• 100% principal-protected CMS curve and S&P 500 index-linked range accrual notes due January 2025; via Morgan Stanley & Co.; settling in January

• 0% Performance Leveraged Upside Securities due July 27, 2011 based on the Dow Jones - UBS Commodity index; via Morgan Stanley & Co. Inc.; pricing in January

• 0% jump securities due Feb. 24, 2011 linked to the iShares MSCI Brazil index fund; via Morgan Stanley & Co. Inc.; pricing in January

• 0% buffered Performance Leveraged Upside Securities due Jan. 27, 2012 linked to the iShares MSCI Emerging Markets index fund; via Morgan Stanley Smith Barney LLC; pricing in January

• Floating-rate Libor range accrual notes due Feb. 1, 2020; via Morgan Stanley & Co. Inc.; pricing in January

• Six-month Libor and S&P 500 index linked range accrual notes due Jan. 27, 2025; via Morgan Stanley & Co.; pricing in January

• 0% Performance Leveraged Upside Securities due Aug. 29, 2011 linked to the Brazilian real, Korean won and Mexican peso; via Morgan Stanley & Co. Inc.; pricing in February

• 0% Performance Leveraged Upside Securities due Aug. 29, 2011 based on the Dow Jones - UBS Commodity index; via Morgan Stanley & Co. Inc.; pricing in February

• 0% jump securities due Feb. 27, 2012 based on the performance of iShares Dow Jones U.S. Real Estate index fund; Morgan Stanley & Co. Inc.; pricing in February

ROYAL BANK OF CANADA

• Redeemable range accrual notes due Jan. 28, 2025 based on six-month Libor; via RBC Capital Markets Corp.; settlement Jan. 28

• Redeemable range accrual notes due Feb. 12, 2020 based on Libor; via RBC Capital Markets Corp.; pricing in February

• 0% direct investment notes due March 8, 2011 based on the performance of the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets Corp.; pricing Feb. 3

• 10.5% annualized reverse convertible notes due May 6, 2010 based on the performance of Freeport-McMoRan Copper & Gold Inc. shares; 75% trigger; via RBC Capital Markets Corp.; pricing Feb. 3

• 10.65% annualized reverse convertible notes due May 6, 2010 based on the performance of Hartford Financial Services Group, Inc. shares; 75% trigger; via RBC Capital Markets Corp.; pricing Feb. 3

• 0% buffered bullish enhanced return notes due Feb. 8, 2012 linked to the S&P 500 index; via RBC Capital Markets Corp.; pricing Feb. 3

• 22% annualized reverse convertible notes due May 6, 2010 based on the performance of Sprint Nextel Corp. shares; 75% trigger; via RBC Capital Markets Corp.; pricing Feb. 3

• Fixed to floating inflation-linked notes due Jan. 28, 2020 tied to the Consumer Price Index; via RBC Capital Markets Corp.; pricing in January

AB SVENSK EXPORTKREDIT

• Floating-rate notes due March 2, 2011 linked to the Dow Jones - UBS Commodity Index Total Return; via Morgan Stanley; pricing in January

• 14-month 0% Accelerated Return Notes linked to the Financial Select Sector index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in January or February

• 14-month 0% Accelerated Return Notes linked to the Russell 2000 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in January or February

UBS AG

• 0% exchange-traded access securities due Jan. 30, 2040 linked to the S&P 500 Gold Hedged index; via UBS Investment Bank; pricing Jan. 27

• 0% double long leverage securities due Feb. 28, 2011 linked to the S&P 500 Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 23

• One-year 0% double short leverage securities due Feb. 28, 2011 linked inversely to the performance of the S&P 500 Total Return index; via UBS Investment Bank and UBS Financial Services Inc.; pricing Feb. 23

• 0% double long leverage securities due April 4, 2011 linked to the S&P 500 Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 26

• One-year 0% double short leverage securities due April 4, 2011 linked inversely to the performance of the S&P 500 Total Return index; via UBS Investment Bank and UBS Financial Services Inc.; pricing March 26

WELLS FARGO & CO.

• 0% enhanced growth securities with contingent protection due February 2015 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing in January

• 0% enhanced growth securities with partial principal protection due February 2012 linked to the Russell 2000 index; via Wells Fargo Securities

• 0% enhanced growth securities with partial principal protection due August 2013 linked to the S&P 500 index, S&P MidCap 400 index and Russell 2000 index; via Wells Fargo Securities

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