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Published on 12/31/2008 in the Prospect News Structured Products Daily.

Structured Products Calendar

AMERICAN INTERNATIONAL GROUP, INC.

• Zero-coupon principal-protected notes due January 2009 linked to the Malaysian ringgit, the Indonesian rupiah and the South Korean won; via Merrill Lynch & Co.; pricing and settlement in January

BANK OF AMERICA

• 0% notes due Jan. 16, 2009 linked to a weighted basket of three buffered return enhanced components, including the Dow Jones Euro Stoxx 50 index (45% weight), FTSE 100 index (30% weight) and Nikkei 225 index (25% weight); via Barclays Capital and J.P. Morgan Securities Inc.; pricing Jan. 4; settlement Jan. 9

CITIGROUP FUNDING INC.

• 15-month 0% Stock Market Upturn Notes linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing and settlement in January

• 10% to 11.5% one-year Equity LinKed Securities (ELKS) linked to the common stock of EMC Corp.; 65% trigger; via Citigroup Global Markets Inc.; pricing in January

• 12% to 14% six-month Equity LinKed Securities (ELKS) linked to the common stock of Yahoo! Inc.; 70% trigger; via Citigroup Global Markets Inc.; pricing in January

DEUTSCHE BANK AG, LONDON BRANCH

• Zero-coupon 100% performance securities due July 9, 2009 linked to the Deutsche Bank Liquid Commodity Index - Mean Reversion Excess Return; via Deutsche Bank Securities and Deutsche Bank Trust Co. Americas; pricing Jan. 4; settlement Jan. 9

• Zero-coupon 100% principal protection absolute return barrier M-notes due Jan. 30, 2009 linked to the S&P 500 index; via Deutsche Bank Securities Inc.; pricing Jan. 24; settlement Jan. 29

• Zero-coupon 100% principal protection absolute return barrier M-notes due July 29, 2009 linked to the S&P 500 index; via Deutsche Bank Securities Inc.; pricing Jan. 24; settlement Jan. 29

EKSPORTFINANS ASA

• Libor range accrual notes due Jan. 25, 2018; via Banc of America Securities LLC; pricing Jan. 22; settlement Jan. 25

• Zero-coupon foreign-exchange basket notes due Jan. 25, 2010 linked to equal weights of the Thai baht, Indian rupee, Philippine peso and Indonesian rupiah; via Banc of America Securities LLC; pricing Jan. 22; settlement Jan. 25

THE GOLDMAN SACHS GROUP, INC.

• 0% leveraged equity index-linked notes due 2009 linked to the S&P 500 index with double upside potential; via Goldman, Sachs & Co.

• 0% leveraged equity index-linked notes due 2009 linked to the S&P 500 index with triple upside potential; via Goldman, Sachs & Co.

HSBC USA INC.

• 0% performance securities with partial protection due Jan. 31, 2012 linked to the Dow Jones Euro Stoxx 50 (35% weight), FTSE 100 (25% weight), Nikkei 225 (25% weight), Swiss Market (5% weight), S&P/ASX 200 (5% weight) and MSCI Emerging Markets (5% weight) indexes; 80% trigger; via UBS Financial Services Inc.; pricing Jan. 25; settlement Jan. 31

• 0% performance securities with partial protection due Jan. 31, 2012 linked to the S&P 500 (33.34% weight), Dow Jones Euro Stoxx 50 (33.33% weight) and Nikkei 225 (33.33% weight) indexes; via UBS Financial Services Inc.; pricing Jan. 28; settlement Jan. 31

JPMORGAN CHASE & CO.

• 12.75% reverse convertible notes due July 10, 2008 linked to Alcoa Inc. stock; 75% trigger; via J.P. Morgan Securities Inc.; pricing Jan. 4; settlement Jan. 9

• 10.375% auto callable reverse exchangeable notes due July 10, 2008 linked to Apple Inc. common stock; via J.P. Morgan Securities Inc.; pricing Jan. 4; settlement Jan. 9

• 13% reverse convertible notes due July 10, 2008 linked to Bank of America Corp. stock; 80% trigger; via J.P. Morgan Securities Inc.; pricing Jan. 4; settlement Jan. 9

• 15% reverse convertible notes due July 10, 2008 linked to Citigroup Inc. stock; 80% trigger; via J.P. Morgan Securities Inc.; pricing Jan. 4; settlement Jan. 9

• 0% lesser index annual review notes due Jan. 18, 2011 linked to the Dow Jones Euro Stoxx 50 and S&P 500 indexes; via J.P. Morgan Securities Inc.; pricing Jan. 4; settlement Jan. 9

• 14% reverse convertible notes due July 10, 2008 linked to EMC Corp. stock; 75% trigger; via J.P. Morgan Securities Inc.; pricing Jan. 4; settlement Jan. 9

• 0% return enhanced notes due Feb. 12, 2009 linked to the Dow Jones Euro Stoxx 50 index with double upside and 22% maximum return; via J.P. Morgan Securities Inc.; pricing Jan. 9; settlement Jan. 14

• 0% return enhanced notes due Feb. 12, 2009 linked to the Dow Jones Euro Stoxx 50 index with triple upside and 20.4% maximum return; via J.P. Morgan Securities Inc.; pricing Jan. 9; settlement Jan. 14

LEHMAN BROTHERS HOLDINGS INC.

• 17.25% reverse exchangeable notes due July 9, 2008 linked to CIT Group Inc. common stock; via Lehman Brothers Inc.; pricing Jan. 4; settlement Jan. 9

• 13.85% reverse exchangeable notes due July 9, 2008 linked to Freeport-McMoRan Copper & Gold Inc. common stock; via Lehman Brothers Inc.; pricing Jan. 4; settlement Jan. 9

• 17.75% reverse exchangeable notes due July 9, 2008 linked to Target Corp. common stock; via Lehman Brothers Inc.; pricing Jan. 4; settlement Jan. 9

• Zero-coupon principal-protected notes with enhanced participation due Jan. 11, 2012 linked to equal weights of the Chinese renminbi and Indian rupee; via Lehman Brothers Inc.; pricing Jan. 7; settlement Jan. 11

• Zero-coupon principal-protected notes with enhanced participation due Jan. 11, 2011 linked to basket consisting of equal weights (10%) of light sweet crude oil, Brent Crude Oil, No. 2 fuel heating oil, copper - grade A, primary nickel, special high grade zinc, coffee robusta, cocoa, class III milk and No. 2 wheat; via Lehman Brothers Inc.; pricing Jan. 7; settlement Jan. 11

• Zero-coupon 100% principal-protected absolute return barrier notes due October 2008 linked to the S&P 500 index; via Lehman Brothers Inc.; pricing and settlement in January

• Four-month 0% foreign exchange 90% principal-protected notes linked to a basket consisting of the Indonesia rupiah (34% weight), Indian rupee (33% weight) and Brazilian real, (33% weight); via Lehman Brothers Inc.

• Three-year 0% buffered return enhanced notes linked to the LBCI Pure Beta Excess Return; via Lehman Brothers Inc.

MERRILL LYNCH & CO., INC.

• 0% Accelerated Return Notes due March 2009 linked to the Russell 2000 index; via Merrill Lynch & Co.; pricing in December or January; settlement in January or February

• 11% callable Stock Return Income Debt Securities (Strides) due February 2010 payable at maturity with Home Depot, Inc. common stock; via Merrill Lynch & Co.; pricing January; settlement in February

• 0% Strategic Accelerated Redemption Securities (Stars) due February 2010 linked to the Nikkei 225 index; via Merrill Lynch & Co.; pricing in January; settlement in February

• 0% Accelerated Return Notes due April 2009 linked to the Rogers International Commodity Index - Agriculture Excess Return; via Merrill Lynch & Co.; pricing January; settlement in February

• 0% Accelerated Return Notes due April 2009 linked to the S&P Asia 50 index; via Merrill Lynch & Co.; pricing January; settlement in February

MORGAN STANLEY

• Currency-linked securities due July 30, 2009 linked to the euro; via Morgan Stanley & Co. Inc.; pricing and settlement in January

• 0% Performance Leveraged Upside Securities (PLUS) due Feb. 18, 2009 linked to the Nasdaq 100 index; via Morgan Stanley & Co.; pricing and settlement in January

• 0% Performance Leveraged Upside Securities (PLUS) due Feb. 20, 2009 linked to the Nikkei 225 index; via Morgan Stanley & Co.; pricing and settlement in January

• Zero-coupon protected absolute return barrier notes due July 20, 2009 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing and settlement in January

AB SVENSK EXPORTKREDIT

• 0% absolute return notes due March 2009 linked to equal weights of the Dow Jones Euro Stoxx 50, S&P 500 and Nikkei 225 indexes; via Merrill Lynch & Co.; pricing and settlement in January

• 0% absolute return notes due March 2009 linked to the Russell 2000 index; via Merrill Lynch & Co.; pricing and settlement in January

• 0% Accelerated Return Notes due March 2009 linked to the Nikkei 225 index via Merrill Lynch & Co.; pricing and settlement in January or February

UBS AG

• Variable-coupon 100% principal protection notes due Feb. 20, 2013 linked to UBS Short Term Rates Automated Strategy (Straus) index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Jan. 24; settlement Jan. 31

• 0% performance securities with contingent protection due Jan. 31, 2013 linked to the S&P 500 index; 50% trigger; via UBS Financial Services, Inc. and UBS Investment Bank; pricing Jan. 28; settlement Jan. 31

• 0% performance securities with partial protection due July 29, 2011 linked to a basket consisting of soybean futures and corn features, (both with 40% weight) and wheat futures (20% weight); via UBS Financial Services Inc. and UBS Investment Bank; pricing and settlement in January


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