Structured Products Calendar

BANK OF AMERICA CORP.

• Two-year 0% Capped Leveraged Index Return Notes linked to the common stocks of Apple Inc., Boeing Co., Cisco Systems, Inc., Deere & Co., Dell Inc., Danaher Corp., Emerson Electric Co., Honeywell International, Inc., Hewlett-Packard Co., International Business Machines Corp., Illinois Tool Works Inc., Juniper Networks, Inc., Microsoft Corp., Oracle Corp., Qualcomm, Inc., Texas Instruments Inc. and United Technologies Corp.; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May

• Six-year variable-coupon notes linked to the stocks of Apple Inc., Charles Schwab Corp., Cisco Systems, Inc., Deere & Co., FexEx Corp., Halliburton Co., JPMorgan Chase & Co., Las Vegas Sands Corp., NIKE Inc., Oracle Corp., Priceline.com Inc., Salesforce.com, Inc., UnitedHealth Group Inc., Wal-Mart Stores, Inc., Whole Foods Market, Inc. and Yahoo! Inc.; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May

• 0% Accelerated Return Notes due November 2012 linked to the front-month Brent crude oil futures contract; via Bank of America Merrill Lynch; pricing in May

• 0% Strategic Accelerated Redemption Securities due June 2012 linked to the common stock of Cisco Systems, Inc.; via Bank of America Merrill Lynch; pricing in May

• Two-year 0% Capped Leveraged Index Return Notes tied to copper; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May

• 0% Strategic Accelerated Redemption Securities due March 2012 linked to the front month corn futures contract; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May

• Three-year 0% Currency Market Index Target-Term Securities linked to the dollar relative to the Japanese yen; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May

• 0% two-year Leveraged Index Return Notes linked to the Dow Jones Global Titans 50 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May

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

• 0% Market Index Target-Term Securities due June 2016 linked to the Dow Jones UBS Commodity Index - Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May

• 0% market-linked step-up notes due May 2015 linked to the Euro Stoxx 50 index; via Merrill Lynch & Co.; pricing in May

• 0% Capped Leveraged Index Return Notes due June 2013 tied to the gold spot price; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May

• 0% Strategic Accelerated Redemption Securities due June 2012 linked to iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; 95% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May

• 15-year callable Libor range accrual notes linked to six-month Libor; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May

• 0% Accelerated Return Notes due July 2012 linked to the MSCI Emerging Markets index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May

• 0% currency-linked step-up notes due June 2014 linked to a basket of the Norwegian krone, the Swedish krona, the British pound and the euro, relative to the dollar; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May

• 53-week 13% STEP Income Securities linked to the common stock of Nvidia Corp.; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May

• 0% two-year Capped Leveraged Index Return Notes linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May

• Four-year 0% market-linked step-up notes tied to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May

• 0% Accelerated Return Notes due May 2013 linked to the S&P GSCI Agriculture Index Excess Return, the Merrill Lynch Commodity index eXtra Energy Excess Return index and the S&P GSCI Industrial Metals Index Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May

• 53-week 8.5% STEP Income Securities linked to the ordinary shares of Schlumberger Ltd.; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May

• 53-week 12.5% STEP Income Securities linked to Seagate Technology plc ordinary shares; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May

• 0% Relative Value Strategic Accelerated Redemption Securities due June 2012 linked to the performance of the SPDR S&P 500 ETF Trust versus the iShares Barclays 20+ Year Treasury Bond Fund; via Bank of America Merrill Lynch; pricing in May

• Floating-rate notes due June 16, 2023 linked to the Consumer Price Index; via Bank of America Merrill Lynch: settlement June 16; Cusip: 06048WGF1

• Six-year variable-coupon notes linked to the common stocks of Aflac, Inc., Apple Inc., Barrick Gold Corp., Cisco Systems, Inc., Deere & Co., Ford Motor Co., Halliburton Co., JPMorgan Chase & Co., Las Vegas Sands Corp., Potash Corp. of Saskatchewan Inc., Priceline.com Inc., Salesforce.com, Inc., Schlumberger Ltd., UnitedHealth Group Inc., Wal-Mart Stores, Inc. and Yahoo! Inc.; via Bank of America Merrill Lynch; pricing in June

• Leveraged Index Return Notes due June 2013 linked to the Dow Jones Global Titans 50 index; via Bank of America Merrill Lynch; pricing in June

• 0% enhanced market-linked step-up notes with buffer due June 2014 linked to the Dow Jones Industrial Average; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in June

• Two-year 0% Capped Leveraged Index Return Notes linked to the gold spot price; via Bank of America Merrill Lynch; pricing in June

• 0% Strategic Return Notes due June 2016 linked to the Investable Volatility index; via Bank of America Merrill Lynch; pricing in June

• 0% Accelerated Return Notes due June 2012 linked to the Merrill Lynch Commodity index eXtra A 06 Index-Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in June

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

• 0% Accelerated Return Notes due July 2012 linked to the S&P GSCI Agriculture Index Excess Return, the Merrill Lynch Commodity index eXtra Energy Excess Return index and the S&P GSCI Industrial Metals Index Excess Returnt; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in June

BANK OF AMERICA, NA

• Callable fixed-to-inverse-floating-rate certificates of deposit due June 15, 2021; via Bank of America Merrill Lynch; settlement June 15

BARCLAYS BANK PLC

• Floating-rate notes due June 10, 2013 linked to a basket of the Barclays Capital Backwardation Total Return index and the Dow Jones-UBS Commodity Index Total Return; via Barclays Capital Inc.; pricing May 31; Cusip: 06738KLD1

• 0% notes due June 5, 2014 linked to the Barclays Capital Voyager II DJ-UBSCI Total Return index and the Barclays Capital Commodity Based Alpha Trading Strategy VOLT 10 Excess Return index; via Barclays Capital Inc.; pricing May 31; Cusip: 06738KKV2

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

• 0% Accelerated Return Notes due July 2012 linked to the MSCI EAFE index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and Barclays Capital Inc.; pricing in May

• 0% Capped Leveraged Index Return Notes due May 2013 linked to the Russell 2000 index; 90% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc. and Barclays Capital Inc.; pricing in May

• 0% Capped Leveraged Index Return Notes due May 2013 linked to the S&P 500 index; 90% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc. and Barclays Capital Inc.; pricing in May

• 0% Accelerated Return Notes due July 2012 linked to the S&P 500 index; via Merrill Lynch & Co; pricing in May

• 0% notes due June 7, 2016 linked to the Barclays Capital Voyager II DJ-UBSCI Total Return index; via Barclays Capital Inc.; pricing June 2; Cusip: 06738KKW0

• 0% buffered Super Track notes due June 15, 2016 linked to the Dow Jones Industrial Average; via Barclays Capital Inc.; pricing June 10; Cusip: 06738KLE9

• 0% Performance Leveraged Upside Securities due July 27, 2012 linked to the S&P 500 index; via Morgan Stanley Smith Barney LLC and Barclays Capital Inc.; pricing June 24; Cusip: 06741K353

• Market-linked step-up notes linked to the S&P 500 index due June 2013; via Bank of America Merrill Lynch; pricing in June

CITIGROUP FUNDING INC.

• Index-linked notes due 2016 linked to the S&P 500 index; Citigroup Global Markets Inc.; settlement in May; Cusip: 1730T0MH9

• 0% Performance Leveraged Upside Securities due June 27, 2012 linked to the S&P GSCI Grains index-excess return; via Citigroup Global Markets Inc. pricing in May; Cusip: 1730T0MF3

• Callable step-up coupon notes due June 8, 2026; via Citigroup Global Markets Inc.; pricing June 6; Cusip: 1730T0KB4

• 7% to 9% annualized Equity LinKed Securities due Dec. 21, 2011 linked to the common stock of Dow Chemical Co.; via Citigroup Global Markets Inc.; pricing June 24; Cusip: 17317U865

• 11% to 13% annualized Equity LinKed Securities due Dec. 21, 2011 linked to the common stock of Goodyear Tire & Rubber Co.; via Citigroup Global Markets Inc.; pricing June 24; Cusip: 17317U873

• 0% trigger Performance Leveraged Upside Securities due June 27, 2013 linked to the iShares MSCI Emerging Markets index fund; via Citigroup Global Markets Inc.; pricing June 24; Cusip: 17317U881

• 0% market-linked notes due June 27, 2018 linked to the price of gold; via Citigroup Global Markets Inc.; pricing in June; Cusip: 1730T0MQ9

CREDIT SUISSE AG, NASSAU BRANCH

• 10%-12% callable yield notes due June 4, 2012 linked to the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing May 31; Cusip: 22546E6M1

• 0% Cert PLUS securities due June 3, 2016 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing May 31; Cusip: 22546E4H4

• 0% callable Cert PLUS securities due June 4, 2012 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 31; Cusip: 22546E5V2

• High/low coupon callable yield notes due June 4, 2012 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 31; Cusip: 22546E6F6

• 8.75%-10.75% annualized callable yield notes due Dec. 5, 2011 linked to the S&P 500 index, the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing May 31; Cusip: 22546E6L3

• High/low coupon callable yield notes due June 4, 2012 linked to the SPDR S&P Metals & Mining exchange-traded fund and the Market Vectors Gold Miners ETF; via Credit Suisse Securities (USA) LLC; pricing May 31; Cusip: 22546E5W0

• 8.6% annualized callable yield notes due Dec. 15, 2011 linked to the Russell 2000 index, the Market Vectors Gold Miners exchange-traded fund and the United States Natural Gas Fund, LP; via Credit Suisse Securities (USA) LLC; pricing June 10; Cusip: 22546TAG6

• 8.7% callable yield notes due June 15, 2012 linked to the Russell 2000 index, the Market Vectors Gold Miners exchange-traded fund and the United States Natural Gas Fund, LP; via Credit Suisse Securities (USA) LLC; pricing June 10; Cusip: 22546TAF8

• 6% to 8% callable yield notes due Sept. 24, 2012 linked to the iShares MSCI Emerging Markets Index Fund and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing June 17; Cusip: 22546TAH4

• 5% to 6% callable yield notes due Sept. 24, 2012 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing June 17; Cusip: 22546TAJ0

DEUTSCHE BANK AG, LONDON BRANCH

• 0% MidCap plus tracker notes due June 12, 2014 linked to a basket of indexes that includes the S&P MidCap 400 Total Return index and the Deutsche Bank Equity Mean Reversion Alpha index (Emerald); via Deutsche Bank Securities Inc.; pricing June 9; Cusip: 2515A16R7

• Buffered return optimization securities due June 28, 2013 linked to the S&P MidCap 400 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing June 27; Cusip: 25154W589

EKSPORTFINANS ASA

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

• 0% Strategic Accelerated Redemption Securities due June 2012 linked to the iShares MSCI Brazil index fund; 95% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May

• 0% autocallable access securities with fixed percentage buffered downside due May 31, 2013 linked to the iShares Russell 2000 index fund; via Wells Fargo Securities, LLC; pricing in May

• 0% Accelerated Return Notes due July 2012 linked to the palladium spot price; via Merrill Lynch; pricing in May

• 0% Accelerated Return Notes due July 2012 linked to the Rogers International Commodity index - Agriculture Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May

• 0% Strategic Accelerated Redemption Securities due June 2012 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in May

• 0% autocallable access securities with fixed percentage buffered downside due May 31, 2013 linked to SPDR S&P Metals and Mining fund; via Wells Fargo Securities, LLC; 90% trigger; pricing in May

• 0% Strategic Accelerated Redemption Securities due December 2011 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in June

GOLDMAN SACHS GROUP, INC.

• Fixed-to-floating-rate notes due June 2021; via Goldman Sachs & Co.; settle in June; Cusip: 38143UVG3

• 0% 10-year notes linked to the 10-year Constant Maturity Swap rate; via Goldman Sachs & Co.; Cusip: 38143UUY5

• 15-year callable CMS spread notes tied to the spread of the 10-year Constant Maturity Swap rate minus the two-year CMS rate; via Goldman Sachs & Co.; Cusip: 38143UVD0

• Five-year inflation-linked notes tied to the Consumer Price Index; via Goldman, Sachs & Co.; Cusip: 38143UUQ2

• Six-year 0% equity-linked notes linked to the Dow Jones Industrial Average; via Goldman, Sachs & Co.; Cusip: 38143UUJ8

• Two-year 0% leveraged buffered fund-linked notes tied to the iShares Silver Trust; 85% trigger; via Goldman Sachs & Co.; Cusip: 38143UUE9

• 18-month 0% currency-linked notes tied to Malaysian ringgit, Indonesian rupiah and Singapore dollar, relative to the U.S. dollar; 95% trigger; via Goldman, Sachs & Co.; Cusip: 38143UVB4

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

• Two-year 0% leveraged buffered index fund-linked notes linked to the MSCI Emerging Markets index fund; via Goldman Sachs & Co.; Cusip: 38143UTP6

• 0% autocallable buffered index-linked notes due Feb. 6, 2013 linked to the Russell 2000 index; 80% trigger; via Goldman Sachs & Co.; Cusip: 38143USL6

• 0% autocallable buffered index-linked notes due 2013 linked to the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 38143UVC2

• 17- to 20-month 0% leveraged index-linked notes linked to the S&P 500 index; via Goldman Sachs & Co.

• 0% buffered index-linked notes due in 18 to 21 months tied to the S&P 500 index; via Goldman, Sachs & Co.

• 0% leveraged buffered index-linked notes due May 1, 2013 tied to the S&P 500 index; via Goldman, Sachs & Co.; Cusip: 38143UTV3

• 0% buffered index-linked notes due Dec. 1, 2014 tied to the S&P 500 index; via Goldman, Sachs & Co.; Cusip: 38143UUK5

• 15-year callable quarterly range accrual notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: is 38143UUT6

• 15-year callable quarterly range accrual notes linked to the S&P 500 index and Libor; via Goldman Sachs & Co.; Cusip: 38143UUU3

• 0% five-year notes linked to the S&P 500 index, the MSCI EAFE index, the Russell 2000 index, the Dow Jones - UBS Commodity index and the iShares MSCI Emerging Markets index fund; via Goldman Sachs & Co.; Cusip: 38143UTH4

• 48-month 0% leveraged buffered basket-linked notes linked S&P 500 index, the MSCI EAFE index, the S&P MidCap 400 index and the Russell 2000 index; 70% trigger; via Goldman Sachs & Co.; Cusip: 38143UUC3

HSBC USA INC.

• 0% buffered Accelerated Market Participation Securities due Oct. 25, 2012 linked to the iShares MSCI Brazil index fund; via HSBC Securities (USA) Inc.; pricing in May; Cusip: 4042K1HH9

• 0% Asian Currency Accelerated Return Securities due May 2013 linked to the Philippine peso, Malaysian ringgit, Indonesian rupiah and Singapore dollar; via HSBC Securities (USA) Inc.; pricing in May; Cusip: 4042K1HR7

• 0% buffered Accelerated Market Participation Securities due Oct. 25, 2012 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing in May; Cusip: 4042K1HG1

• 0% buffered Accelerated Market Participation Securities due Oct. 25, 2012 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing in May; Cusip: 4042K1HK2

• 0% buffered Accelerated Market Participation Securities due Oct. 25, 2012 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing in May; Cusip: 4042K1GQ0

• 0.75%-1.25% renminbi-denominated income notes due June 21, 2016; via HSBC Securities (USA) Inc.; pricing June 7; Cusip: 40433CAA4

• Fixed-to-floating-rate notes due June 10, 2019 linked to the Consumer Price Index; via HSBC Securities (USA) Inc.; pricing June 7; Cusip: 4042K1HX4

• 0% buffered Accelerated Market Participation Securities due Sept. 16, 2013 linked to the Market Vectors Gold Miners exchange-traded fund; via HSBC Securities (USA) Inc.; pricing June 10; Cusip: 4042K1HV8

• Autocallable yield notes due June 13, 2012 linked to the S&P 500 index and the Russell 2000 index; 80% trigger; via HSBC Securities (USA) Inc.; pricing June 15; Cusip: 4042K1HS5

• 0% emerging markets Currency Accelerated Return Securities due June 20, 2013 linked to the Brazilian real, Indian rupee and Chinese renminbi; via HSBC Securities (USA) Inc.; pricing June 16; Cusip: 4042K1HW6

• 0% U.S. market-cap lookback allocator notes due June 27, 2014 linked to the S&P 500, S&P MidCap 400 and Russell 2000 indexes; via HSBC Securities (USA) Inc.; pricing June 22; Cusip: 4042K1HU0

JPMORGAN CHASE BANK, NA

• Callable variable-rate range accrual certificates of deposit due May 31, 2026 linked to Libor and the S&P 500 index; via J.P. Morgan Securities LLC as underwriter and Incapital LLC as distributor; settlement May 31; Cusip: 48123YZD1

JPMORGAN CHASE & CO.

• Fixed-to-floating-rate notes due May 31, 2021 linked to the Consumer Price Index; via J.P. Morgan Securities LLC; settlement May 31; Cusip: 48125XRR9

• Callable fixed-rate step-up notes due June 10, 2031; via J.P. Morgan Securities LLC; pricing June 7; Cusip: 48125XSN7

• Autocallable yield notes due Dec. 12, 2011 linked to the SPDR S&P Metals & Mining exchange-traded fund and the iShares MSCI Brazil index fund; via J.P. Morgan Securities LLC; pricing June 7; Cusip: 48125XSL1

• 8% annualized callable yield notes due Dec. 12, 2011 linked to the SPDR S&P Metals & Mining exchange-traded fund and the iShares MSCI Brazil index fund; via J.P. Morgan Securities LLC; pricing June 7; Cusip: 48125XSE7

• Fixed-to-floating notes due June 15, 2023 linked to the Consumer Price Index; via J.P. Morgan Securities LLC; pricing June 10; Cusip: 48125XTB2

MORGAN STANLEY

• Contingent income autocallable securities due May 2014 linked to the common stock of Freeport-McMoRan Copper & Gold Inc.; via Morgan Stanley & Co. Inc.; pricing in May; Cusip: 61760E317

• 0% bear market Performance Leveraged Upside Securities due November 2011 linked inversely to the Russell 2000 index; via Morgan Stanley & Co. Inc.; pricing in May; Cusip: 61760E358

• 0% index Leading Stockmarket Return Securities due October 2012 linked to the S&P GSCI Grains Index-Excess Return; via Morgan Stanley & Co. Inc.; pricing in May; Cusip: 617482TU8

• Fixed-to-floating accrual notes due June 10, 2026 linked to the 10-year Constant Maturity Treasury rate, Libor and the S&P 500 index; via Morgan Stanley & Co. Inc.; settlement June 10; Cusip: 61745EU66

• Non-callable contingent coupon notes due June 13, 2031 linked to the Russell 2000 index; via Morgan Stanley & Co. Inc.; pricing June 10; Cusip: 617482UY8

• Fixed-to-floating notes due June 14, 2021 with 4.75% initial rate; via Morgan Stanley & Co. Inc.; settlement June 14; Cusip: 61745EV40

• 12% reverse convertible securities due Sept. 29, 2011 linked to AK Steel Holding Corp. common stock; via Morgan Stanley & Co. Inc.; pricing June 24: Cusip: 617482UU6

• Contingent coupon commodity-linked notes due June 29, 2015 linked to a basket of eight commodities and two commodity indexes (copper, corn, cotton, gasoline RBOB, nickel, palladium, silver, sugar, the S&P GSCI Brent Crude Index - Excess Return and the S&P GSCI Livestock Index - Excess Return); via Morgan Stanley & Co. Inc.; pricing June 24; Cusip: 617482VF8

• 8% to 10% annualized Equity LinKed Securities due Dec. 23, 2011 linked to the common stock of Cummins Inc.; via Morgan Stanley & Co. Inc.; pricing June 24; Cusip: 61760E325

• 0% buffered jump securities due Dec. 29, 2014 linked to the Dow Jones Industrial Average; via Morgan Stanley & Co. Inc.; pricing June 24; Cusip: 617482UQ5

• 10% reverse convertible securities due Sept. 29, 2011 linked to Gannett Co., Inc. common stock; via Morgan Stanley & Co. Inc.; pricing June 24: Cusip: 617482UT9

• 14% reverse convertible securities due Sept. 29, 2011 linked to Goodyear Tire & Rubber Co. common stock; via Morgan Stanley & Co. Inc.; pricing June 24: Cusip: 617482US1

• Contingent income autocallable securities due June 25, 2012 linked to the common stock of Hess Corp.; via Morgan Stanley & Co. Inc.; pricing June 24; Cusip: 61760E333

• 1% equity-linked lock-in notes due June 24, 2026 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing June 24; Cusip: 61760E341

NOMURA AMERICA FINANCE, LLC

• Callable step-up notes due June 8, 2026 with 5.375% initial rate; via Nomura Securities International, Inc.; settlement June 8; Cusip: 65539AAV2

• Callable range accrual step-up notes due June 8, 2026 linked to Libor; via Nomura Securities International, Inc.; settling June 8; Cusip: 65539AAU4

ROYAL BANK OF CANADA

• 0% direct investment notes due July 9, 2012 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing June 3; Cusip: 78008TCF9

• 0% buffered bullish enhanced return notes due June 20, 2013 linked to the Dow Jones Industrial Average; via RBC Capital Markets, LLC; pricing June 15; Cusip: 78008TEY6

• Bullish barrier return notes with digital coupon due July 19, 2012 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing June 15; Cusip: 78008TEZ3

• Redeemable step-up notes due June 17, 2031; via RBC Capital Markets, LLC; settlement June 17; Cusip: 78008TAW4

• Leveraged equity index-linked notes linked to the MSCI EAFE index due in 18-21 months; via Goldman Sachs & Co.

ROYAL BANK OF SCOTLAND PLC

• 0% capped market-linked principal-protected notes due Dec. 15, 2016 linked to the S&P 500 index; via RBS Securities Inc.; pricing June 10; Cusip: 78009PAN1

AB SVENSK EXPORTKREDIT

• 0% enhanced growth securities with leveraged upside and fixed percentage buffered downside due Dec. 5, 2014 linked to crude oil, platinum, copper, corn and cotton; 85% trigger; via Wells Fargo Securities, LLC; pricing in May

• 53-week 7.5% STEP Income Securities linked to the common stock of Halliburton Co.; via Bank of America Merrill Lynch; pricing in May

• 0% enhanced growth securities with capped upside due Aug. 6, 2012 linked to the iShares MSCI Emerging Markets index fund; via Wells Fargo Securities, LLC; pricing in May

• 0% enhanced growth securities with capped upside due June 4, 2012 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing in May

• 0% Accelerated Return Notes due August 2012 linked to the PHLX Oil Service Sector index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in June

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

• 12- to 14-month 0% equity index-linked notes on the Topix index; via Goldman, Sachs & Co.

UBS AG, JERSEY BRANCH

• Callable step-up fixed-rate notes due June 15, 2016; via UBS Securities LLC and UBS Investment Bank; settlement June 15; Cusip: 90261JHC0

UBS AG, LONDON BRANCH

• 0% step return buffered securities due June 28, 2013 linked to the performance of a basket of currencies including the Brazilian real, the Russian ruble, the Indonesian rupiah, the Chinese renminbi and the Korean won, relative to the Japanese yen; via Deutsche Bank Securities Inc.; pricing June 27; Cusip: 2515A16Z9

WELLS FARGO & CO.

• Floating-rate notes due May 2019 linked to the Consumer Price Index; via Wells Fargo Securities, LLC; settlement in May; Cusip: 94986RDN8

• 0% enhanced growth securities due November 2013 linked to the iShares Russell 2000 index fund; 90% trigger; via Wells Fargo Securities, LLC; settlement in May; Cusip: 94986RDG3

• 0% enhanced growth securities due May 2015 linked to SPDR S&P 500 ETF Trust, the iShares Russell 2000 index fund, the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; 85% trigger; via Wells Fargo Securities, LLC; settlement in May; Cusip: 94986RDJ7

• 0% enhanced growth securities due November 2015 linked to SPDR S&P 500 ETF Trust, the 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 May; Cusip: 94986RDK4

• 0% enhanced growth securities due June 2014 linked to the iShares Dow Jones U.S. Real Estate index fund; via Wells Fargo Securities, LLC; pricing in May; Cusip: 94986RDQ1

• 0% enhanced growth securities with upside participation and fixed percentage buffered downside due August 2012 linked to a basket of commodities (crude oil, platinum, copper, corn and cotton); via Wells Fargo Securities, LLC; settlement in June; Cusip: 94986RDS7

• Market-linked notes due June 2017 tied to the Dow Jones-UBS Commodity index; via Wells Fargo Securities, LLC; settlement in June; Cusip: 94986RDU2

• 0% enhanced growth securities with capped upside due August 2012 linked to the Russell 2000 index; via Wells Fargo Securities, LLC; settlement in June; Cusip: 94986RDP3

• 0% enhanced growth securities due December 2015 with upside participation to a cap and contingent downside protection linked to the SPDR S&P 500 ETF Trust, the iShares Russell 2000 index fund, the iShares MSCI EAFE index fund and the iShares MSCI Emerging Market index fund; via Wells Fargo Securities, LLC; settlement in June; Cusip: 94986RDT5

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