Structured Products Calendar

BANK OF AMERICA CORP.

• Step-up callable notes due Feb. 24, 2026; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in February; Cusip: 06048WFF2

• 0% Accelerated Return Notes due March 2013 linked to ArcelorMittal shares; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in February

• 0% market-linked step-up notes due February 2013 linked to the DAX Price Return index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in February

• 0% Market Index Target-Term Securities due February 2016 linked to the Dow Jones Industrial Average; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in February

• 0% Leveraged Index Return Notes due Feb. 2013 with a participation rate of 120%-135% linked to the Dow Jones Global Titans 50 Index; via Merrill Lynch & Co.; pricing in February

• 0% autocallable access securities due March 4, 2013 linked to the iShares MSCI Emerging Markets index fund; via Wells Fargo Securities; pricing in February

• 0% autocallable access securities due March 4, 2013 linked to the iShares Russell 2000 index fund; via Wells Fargo Securities, LLC; pricing in February

• One-year 0% Strategic Accelerated Redemption Securities linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in February

• 0% Capped Leveraged Index Return Notes due February 2013 linked to the S&P 500 index; via Merrill Lynch & Co., pricing in February

• 0% Accelerated Return Notes due March 2012 linked to S&P 500 index, the MSCI EAFE index and the MSCI Emerging Markets index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in February

• One-year 0% Strategic Accelerated Redemption Securities linked to the iShares MSCI Brazil index fund; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in February or March

• One-year 0% Strategic Accelerated Redemption Securities linked to the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in February or March

• Three-year 0% currency-linked step-up notes tied to the Norwegian krone, Swedish krona and Turkish lira; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in February or March

• One-year 0% Strategic Accelerated Redemption Securities linked to the Russell 2000 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in February or March

• Two-year 0% Capped Leveraged Index Return Notes linked to the spot price of silver; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in February or March

• Six-month 0% Strategic Accelerated Redemption Securities linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in February or March

• Callable capped notes due March 4, 2031 linked to the 10-year Constant Maturity Swap rate and two-year CMS rate; via Merrill Lynch, Pierce, Fenner & Smith Inc.; settlement on March 4; Cusip: 06048WFJ4

• 0% currency-linked step-up notes due April 2014 linked to equal weights of the Chinese renminbi, the Indonesian rupiah, the Malaysian ringgit and the Philippine peso relative to the dollar; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March

• 8% coupon-bearing notes due March 2012 linked to the common stock of Whole Foods Market, Inc.; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March

• Six-year variable coupon notes linked to the common stocks of American Express Co., Apple Inc., Barrick Gold Corp., Cisco Systems, Inc., Citigroup Inc., Corning Inc., Ford Motor Co., Goldcorp, Inc., Halliburton Co., Home Depot Inc., Las Vegas Sands Corp., Qualcomm, Inc., SanDisk Corp., UnitedHealth Group Inc., Walgreen Stores, Inc. and Yahoo! Inc.; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March or April

BANK OF AMERICA NA

• Variable-coupon certificates of deposit due February 2016 linked to crude oil, soybeans, sugar, copper and gold; via Merrill Lynch, Pierce, Fenner & Smith Inc. and distributor Incapital LLC; pricing in February

BARCLAYS BANK PLC

• 0% notes due Dec. 20, 2013 linked to the S&P 500 VIX Short-Term Futures Index Excess Return and the S&P 500 VIX Mid-Term Futures Index Excess Return; via Barclays Capital Inc.; pricing March 17; Cusip 06738KCJ8

CITIGROUP FUNDING INC.

• 7%-9% Equity LinKed Securities due Aug. 24, 2011 linked to Amazon.com, Inc. stock; via Citigroup Global Markets Inc.; pricing in February

• 0% Performance Leveraged Upside Securities due February 2013 linked to the common stock of ArcelorMittal; via Citigroup Global Markets Inc.; pricing in February; Cusip: 17316G339

• Callable leveraged market-linked certificates of deposit due 2031 linked to the 30-year and two-year Constant Maturity Swap rates; via Citigroup Global Markets Inc.; pricing in February; Cusip: 172986CS8

• 0.50% market-linked notes due Aug. 24, 2016 linked to the Dow Jones Industrial Average; via Citigroup Global Markets Inc.; pricing in February; Cusip: 17316G420

• 0% index Leading Stockmarket Return Securities due Feb. 25, 2015 linked to S&P 500 index; 75% trigger; via Citigroup Global Markets Inc.; settlement in February; Cusip: 17316G453

• 0% notes due 2013 linked to the Brazilian real, Indian rupee, Chinese yuan and Singapore dollar; via Citigroup Global Markets Inc.; Cusip 1730T0LT4

• Callable leveraged CMS spread notes due Jan. 26, 2026 linked to the 30-year and two-year Constant Maturity Swap rates; via Citigroup Global Markets Inc.; Cusip: 1730T0LN7

• Callable CMS spread range accrual notes due 2031 linked to the 30-year and two-year Constant Maturity Swap rates; via Citigroup Global Markets Inc.; Cusip: 1730T0LQ0

CREDIT SUISSE AG, NASSAU BRANCH

• Contingent coupon autocallable notes due March 11, 2015 linked to the stocks of Amazon.com, Inc., Apple Inc., Family Dollar Stores, Inc., Intel Corp. and Vale SA; via Credit Suisse Securities (USA) LLC; pricing Feb. 25

• 0% notes due March 14, 2012 linked to a basket of the Euro Stoxx 50 index, the FTSE 100 index and the Topix index and their related currencies; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing Feb. 25; Cusip 22546EX74

• 0% review notes due March 1, 2013 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing Feb. 25; Cusip 22546EZ72

• 9% callable yield notes due March 2, 2012 linked to the performance of the Russell 2000 index, United States Natural Gas Fund, LP and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Feb. 25; Cusip: 22546EV92

• 0% return enhanced notes due March 14, 2012 linked to the S&P 500 index; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing Feb. 25; Cusip: 22546EX82

• 0% capped knock-out notes due March 7, 2012 linked to the S&P GSCI Brent Crude Index Excess Return; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing Feb. 25; Cusip 22546EW42

• 8%-10% annualized callable yield notes due Sept. 6, 2011 linked to the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; 77.5% trigger; via Credit Suisse Securities (USA) LLC; pricing Feb. 28; Cusip: 22546ET38

• 10.5%-12.5% callable yield notes due March 5, 2012 linked to the Russell 2000 index and the SPDR S&P Metals & Mining exchange-traded fund; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Feb. 28; Cusip: 22546ET53

• 0% callable Cert PLUS securities due March 4, 2013 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 28; Cusip: 22546ER89

• 0% callable Cert PLUS securities due March 5, 2012 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 28; Cusip: 22546ER97

• High/low coupon callable yield notes due March 5, 2012 linked to the S&P 500 and Russell 2000 indexes; via Credit Suisse Securities (USA) LLC; pricing Feb. 28; Cusip: 22546ES21

• 0% exchange-traded notes due March 7, 2031 linked on a leveraged basis to the Credit Suisse Merger Arbitrage Liquid Index (Net); via Credit Suisse Securities (USA) LLC; pricing March 1; Cusip 22542D753

• 0% Buffered Accelerated Return Equity Securities due March 18, 2013 linked to the S&P MidCap 400 index; via Credit Suisse Securities (USA) LLC; pricing March 11; Cusip: 22546EW34

DEUTSCHE BANK AG, LONDON BRANCH

• 0% leveraged notes due May 31, 2012 based on Brazilian real, the Indian rupee and the Indonesian rupiah; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing Feb. 25; Cusip 2515A14P3

• 0% market contribution securities due March 13, 2014 linked to the Deutsche Bank Liquid Commodity Index - Mean Reversion Total Return; via Deutsche Bank Securities Inc.; pricing March 9; Cusip: 2515A14B4

• 0% alpha overlay securities due April 16, 2012 linked to 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 March 11; Cusip: 2515A14H1

• 0% alpha overlay securities due April 16, 2012 linked to a basket holding the Deutsche Bank Liquid Alpha USD 5 Total Return index and the Deutsche Bank Equity Mean Reversion Alpha index (Emerald); via Deutsche Bank Securities Inc.; pricing March 11; Cusip: 2515A14M0

• 0% S&P plus tracker notes due April 16, 2012 linked to a basket of indexes that includes the S&P 500 Total Return index and the Deutsche Bank Equity Mean Reversion Alpha index (Emerald); via Deutsche Bank Securities Inc.; pricing March 11; Cusip: 2515A14J7

• 0% performance securities due March 19, 2013 linked to the Chinese renminbi, Indonesian rupiah, Korean won, Malaysian ringgit, Philippine peso and Thai baht; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing March 14; Cusip: 25154P337

• 0% alpha overlay securities due April 26, 2012 linked to a basket holding the Deutsche Bank Liquid Commodity Index - Mean Reversion Plus 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 March 22; Cusip 2515A14N8

EKSPORTFINANS ASA

• 0% autocallable access securities with fixed percentage buffered downside due March 4, 2013 linked to the SPDR S&P Metals and Mining fund; via Wells Fargo Securities, LLC; pricing in February

• 0% Accelerated Return Notes due June 2012 linked to the spot price of gold; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March

• 0% Accelerated Return Notes due May 2012 linked to the spot price of palladium; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March

GOLDMAN SACHS GROUP, INC.

• Callable step-up fixed-rate notes due Feb. 28, 2016; via Goldman Sachs & Co.; pricing in February; Cusip: 38143URP8

• Callable step-up fixed-rate notes due Feb. 28, 2026; via Goldman Sachs & Co. and Incapital LLC; pricing in February; Cusip: 38143URQ6

• 0% leveraged buffered commodity strategy-linked notes based on the Goldman Sachs Strategy E90 on the S&P GSCI Agriculture Excess Return; via Goldman Sachs & Co.

• Six- to seven-month 0% autocallable buffered index-linked notes tied to the MSCI EAFE index; via Goldman Sachs & Co.

• 15- to 17-month 0% leveraged index-linked notes based on MSCI EAFE index; via Goldman Sachs & Co.

• 18- to 21-month 0% leveraged index-linked notes tied to the MSCI EAFE index; via Goldman Sachs & Co.

• 18- to 21-month 0% buffered index-linked notes based on MSCI EAFE index; 85% trigger; via Goldman, Sachs & Co.

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

• 26- to 29-month 0% leveraged buffered index-linked notes based on MSCI EAFE index; 85% trigger; via Goldman Sachs & Co.

• 0% leveraged buffered index-linked notes due April 3, 2013 on the Russell 2000 index; 90% trigger; via Goldman, Sachs & Co.; Cusip 38143URZ6

• 31- to 35-month 0% buffered notes tied to S&P 100; via Goldman, Sachs & Co.

• 18- to 21-month 0% buffered index-linked notes based on S&P 500 index; 85% trigger; via Goldman, Sachs & Co.

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

• Six-year 0% callable index-linked notes tied to the S&P 500 index; via Goldman, Sachs & Co.; Cusip: 38143URJ2

• 15-year callable quarterly index-linked range accrual notes tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143URH6

• 15-year callable quarterly range accrual notes linked to the S&P 500 index and Libor; 70%-75% trigger; via Goldman Sachs & Co.; Cusip: 38143URG8

• 18- to 21-month 0% leveraged buffered basket-linked notes linked to S&P 500 index and the MSCI EAFE index; 90% trigger; via Goldman Sachs & Co.

HARRIS, NA

• Redeemable range accrual certificates of deposit due March 2, 2026 linked to six-month Libor and the S&P 500 index; pricing Feb. 25; Cusip: 41456TMR7

HSBC USA INC.

• Capped knock-out buffer notes due March 14, 2012 based on iShares MSCI Brazil index fund; 75% trigger; via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip 4042K1EB5

• 0% knock-out buffer notes due March 14, 2012 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip: 4042K1EC3

• Three-year 0% enhanced buffer market-linked step-up notes tied to the Dow Jones Industrial Average; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in February

• One-year 0% gold participation notes linked to the price of gold; via HSBC Securities (USA) Inc.; Cusip: 4042K1CQ4

JPMORGAN CHASE BANK, NA

• Callable variable-rate range accrual certificates of deposit due Feb. 28, 2026 linked to Libor and the S&P 500 index; via J.P. Morgan Securities LLC; settling Feb. 28; Cusip: 48123YUF1

JPMORGAN CHASE & CO.

• 0% capped daily observation return enhanced knock-out notes due March 14, 2012 linked to Broadcom Corp. common stock; via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip 48125XFJ0

• 0% notes due March 14, 2012 based on a basket of three buffered return enhanced components, consisting of the Euro Stoxx 50 index, the FTSE 100 index and the Topix index; via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip: 48125XFK7

• 0% trigger autocallable review notes due Aug. 30, 2011 linked to the price of palladium; via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip: 48125XFG6

• 0% semiannual review notes due March 18, 2013 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing March 11; Cusip 48125XFE1

MORGAN STANLEY

• 0% knock-out notes due Aug. 30, 2012 linked to the ordinary shares of Telefonica, SA; via Morgan Stanley & Co. Inc. and J.P. Morgan Securities LLC; pricing Feb. 25; Cusip 617482RU0

• Senior floating-rate conversion notes due Feb. 28, 2016 with Libor plus 200 bps rate, convertible to a 4% fixed rate on any interest payment date; via Morgan Stanley & Co. Inc.; settling Feb. 28; Cusip: 6174E5K3

• Turkish lira-denominated senior fixed-rate step-up notes due March 9, 2016 with 9% initial coupon; via Morgan Stanley & Co. International plc; pricing in February; Cusip 059466470

• Multi-asset allocation market-linked notes due February 2018 linked the Barclays Capital U.S. Aggregate Bond index, Dow Jones - UBS Commodity index and S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in February; Cusip: 61760E309

• Leveraged CMS curve and S&P 500 index-linked accrual notes due Feb. 14, 2031 with issuer fixed-rate conversion right; via Morgan Stanley & Co. Inc.; pricing in February; Cusip: 61745E3D1

• 0% autocallable access securities due March 4, 2013 linked to the iShares Russell 2000 index fund; via Wells Fargo Securities, LLC; pricing in February

• 0% autocallable access securities due March 4, 2013 linked to the iShares MSCI Emerging Markets index fund; via Wells Fargo Securities; pricing in February

• 0% buffered performance securities due August 2013 linked to the S&P 100 index; via Morgan Stanley & Co. Inc.; pricing in February; Cusip: 61760E606

• Autocallable securities due February 2014 linked to the common stock of Wells Fargo & Co. with contingent income payment of 3.35%-4.1%; via Morgan Stanley & Co. Inc.; pricing in February; Cusip: 61760E754

• 0% buffered jump securities due March 7, 2014 linked to iShares MSCI EAFE index fund; 85% trigger; via Morgan Stanley & Co. Inc.; pricing March 4; Cusip 617482RJ5

• 8%-10% variable-coupon notes due March 30, 2016 linked to the Brazilian real; via Morgan Stanley & Co. Inc.; pricing March 25; Cusip: 61750VAH8

• 0% buffered jump securities due Sept. 24, 2012 linked to the Financial Select Sector SPDR fund; 85% trigger; via Morgan Stanley & Co. Inc.; pricing March 25; Cusip 61760E762

• 9%-11% ELKS due Sept. 26, 2011 linked to Netflix, Inc. stock; via Morgan Stanley & Co. Inc.; pricing March 25; Cusip: 61760E788

• 0% equity-linked notes due Sept. 29, 2017 tied to the S&P 500 index; via Morgan Stanley & Co.; pricing March 25; Cusip: 617482RL0

• 0% buffered Performance Leveraged Upside Securities due March 22, 2013 linked to the S&P 500 index; 90% trigger; via Morgan Stanley & Co. Inc.; pricing March 25; Cusip 61760E770

• 0% buffered jump securities due March 30, 2015 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing March 25; Cusip: 617482RM8

ROYAL BANK OF CANADA

• 14-month 0% Accelerated Return Notes linked to the MSCI EAFE index; via Merrill Lynch, Pierce, Fenner and Smith Inc.; pricing in February

• Zero-coupon Accelerated Return Notes due April 2012 linked to Nasdaq 100; via Merrill Lynch & Co.; pricing in February

• 0% direct investment notes due April 10, 2012 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing March 3; Cusip: 78008KM42

SUNTRUST BANKS, INC.

• Fixed to contingent coupon notes due March 16, 2016 based on S&P 500 index; via SunTrust Robinson Humphrey Inc.; pricing March 10; Cusip 86802WAD0

AB SVENSK EXPORTKREDIT

• 7% STEP Income Securities due March 2012 linked to the performance of Apple Inc. shares; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in February

• 0% Accelerated Return Notes due April 2012 linked to copper; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in February

• 0% enhanced growth securities with leveraged upside and fixed percentage buffered downside due Sept. 5, 2014 linked to crude oil, platinum, copper, corn and cotton; via Wells Fargo Securities, LLC; pricing in February

• 0% Accelerated Return Notes due April 2012 linked to Energy Select Sector index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in February

• 0% Accelerated Return Notes due April 2012 linked to Industrial Select Sector index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in February

• 7% STEP Income Securities due March 2012 linked to the performance of International Paper Co. shares; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in February

• Zero-coupon Accelerated Return Notes due May 2012 tied to Rogers International Commodity Index - Excess Return, capped at 11%-15%; via Merrill Lynch & Co.; pricing in February

• 0% Accelerated Return Notes due April 2012 linked to S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in February

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

• 13- to 15-month 0% equity index-linked notes tied to the Topix index; via Goldman Sachs & Co.

UBS AG, JERSEY BRANCH

• Callable step-up fixed-rate notes due Feb. 28, 2023 with 5% initial rate; via UBS Securities LLC; settlement Feb. 28; Cusip: 90261JGK3

• Floating-rate notes due March 9, 2018; via UBS Investment Bank; settlement March 9; Cusip 90261JGL1

WELLS FARGO & CO.

• 0.125% exchangeable notes due March 2016 linked to the common stocks of Danaher Corp. with a 35% weight, Textron Inc. with a 35% weight and Ingersoll-Rand plc with a 30% weight; via Wells Fargo Securities, LLC; pricing in February; Cusip: 94986RCZ2

• Fixed-to-floating notes due March 2016; via Wells Fargo Securities, LLC; pricing in March; Cusip: 94986RCY5

• Floating-rate notes due March 2021 with 2% floor and 7% cap; via Wells Fargo Securities LLC; settlement in March; Cusip: 94986RCX7

• 0% enhanced growth securities due March 2014 linked to the iShares Dow Jones U.S. Real Estate index fund; via Wells Fargo Securities, LLC; settlement in March; Cusip: 94986RCS8

• 0% enhanced growth securities due September 2014 linked to iShares MSCI Emerging Markets index fund; 85% trigger; via Wells Fargo Securities, LLC; settlement in March; Cusip: 94986RCR0

• 0% enhanced growth securities due September 2013 linked to Russell 2000 index; 90% trigger; via Wells Fargo Securities, LLC; settlement in March; Cusip: 94986RCF6

• 0% enhanced growth securities due December 2014 linked to the SPDR S&P 500 exchange-traded fund trust, iShares Russell 2000 index fund, iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; 85% trigger; via Wells Fargo Securities, LLC; settlement in March; Cusip: 94986RCT6

• 0% enhanced growth securities due March 2015 linked to the SPDR S&P 500 exchange-traded fund trust, iShares Russell 2000 index fund, the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; 60% trigger; via Wells Fargo Securities, LLC; settlement in March; Cusip: 94986RCU3

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