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Published on 8/7/2008 in the Prospect News Structured Products Daily.

Structured Products Calendar

ABN AMRO BANK NV

• 15% annualized Knock-in Reverse Exchangeable Securities S-Notes due Feb. 13, 2009 linked to the common stock of Apple Inc.; 70% trigger; via ABN Amro Inc.; pricing Aug. 8

BANK OF AMERICA

• Floating-rate notes due between Aug. 28, 2012 and Aug. 28, 2013 linked to the Consumer Price Index; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing Aug. 25

• Zero-coupon one- to two-year commodity-linked notes linked to natural gas; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; settlement Aug. 28

• 0% buffered Strategic Equity Exposure Performance Linked Securities due Aug. 27, 2010 linked to the S&P 500 index; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing in August

• 0% buffered Strategic Equity Exposure Performance Linked Securities due Aug. 27, 2010 linked to the S&P 500, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via Banc of America Securities LLC and Bank of America Investment Services, Inc.; pricing in August

• 0% Minimum Return Equity Appreciation Growth Linked Securities due Aug. 30, 2013 linked to S&P 500, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via Banc of America Securities LLC and Bank of America Investment Services, Inc.; pricing in August

• 0% Minimum Return Equity Appreciation Growth Linked Securities due Aug. 29, 2013 linked to the S&P 500; via Banc of America Securities LLC and Bank of America Investment Services, Inc.

BARCLAYS BANK PLC

• 11% reverse convertible notes due Aug. 7, 2009 linked to Apple Inc. stock; 70% trigger; via Barclays Capital; pricing Aug. 8

• 17% reverse convertible notes due Aug. 7, 2009 linked to Arch Coal, Inc. stock; 60% trigger; via Barclays Capital; pricing Aug. 8

• 10.5% reverse convertible notes due Aug. 7, 2009 linked to Archer-Daniels-Midland Co. stock; 75% trigger; via Barclays Capital; pricing Aug. 8

• 15% reverse convertible notes due Feb. 11, 2009 linked to Bank of America Corp. stock; 60% trigger; via Barclays Capital; pricing Aug. 8

• 20% reverse convertible notes due Feb. 11, 2009 linked to First Solar, Inc. stock; 60% trigger; via Barclays Capital; pricing Aug. 8

• 11% reverse convertible notes due Feb. 11, 2009 linked to Fresh Del Monte Produce Inc. stock; 80% trigger; via Barclays Capital; pricing Aug. 8

• 10% reverse convertible notes due Feb. 11, 2009 linked to JPMorgan Chase & Co. stock; 70% trigger; via Barclays Capital; pricing Aug. 8

• 10.5% reverse convertible notes due Aug. 7, 2009 linked to Monsanto Co. stock; 60% trigger; via Barclays Capital; pricing Aug. 8

• 14.75% reverse convertible notes due Aug. 7, 2009 linked to Mosaic Co. stock; 60% trigger; via Barclays Capital; pricing Aug. 8

• 14.25% reverse convertible notes due Aug. 7, 2009 linked to Nucor Corp. stock; 65% trigger; via Barclays Capital; pricing Aug. 8

• 10.75% reverse convertible notes due Aug. 7, 2009 linked to Occidental Petroleum Corp. stock; 70% trigger; via Barclays Capital; pricing Aug. 8

• 14% reverse convertible notes due Feb. 11, 2009 linked to Target Corp. stock; 75% trigger; via Barclays Capital; pricing Aug. 8

• 20% reverse convertible notes due Feb. 11, 2009 linked to Tesoro Corp. stock; 60% trigger; via Barclays Capital; pricing Aug. 8

• 18% reverse convertible notes due Feb. 11, 2009 linked to Valero Energy Corp. stock; 70% trigger; via Barclays Capital; pricing Aug. 8

• 0% Barclays AIMS Algorithmic Inflation Momentum Switching index notes due Aug. 30, 2013; via Barclays Capital Inc.; pricing Aug. 26

• Zero-coupon 100% principal-protected notes due Aug. 31, 2011 linked to the Barclays Intelligent Carry Index USD ER; via Barclays Capital Inc.; pricing Aug. 26

• 0% performance allocation securities due Aug. 30, 2013 linked to the best performing of three equity portfolios, each consisting of different weighted allocations to U.S. equities, international developed market equities and Asia excluding Japan equities; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Aug. 26

• 0% performance securities with contingent protection due Aug. 30, 2013 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Aug. 26

CITIGROUP FUNDING INC.

• Zero-coupon principal-protected trust certificates due 2013 linked to the Dow Jones Euro Stoxx 50, S&P 500 and S&P BRIC 40 indexes; issued through Safety First Trust Series 2008-3, with Citigroup Global Markets Inc. as underwriter; pricing in August

• One-year 8% Premium Mandatory Callable Equity-linked Securities based on the iShares MSCI Brazil index fund; via Citigroup Global Markets, Inc.; pricing in August

• 8% to 9.5% Equity LinKed Securities due August 2009 linked to Microsoft Corp. common stock; 75% trigger; via Citigroup Global Markets, Inc.; pricing in August

• 3.8% to 4.2% principal-protected fixed-coupon notes due August 2013 linked to the Russian ruble and Indian rupee; via Citigroup Global Markets Inc.; pricing in August

• 0% contingent upside participation principal-protected notes due 2010 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing in August

• 0% buffer notes due 2010 linked to shares of the Financial Select Sector SPDR fund; 85% trigger; via Citigroup Global Markets Inc.

• Zero-coupon contingent absolute return principal-protected notes due 2010 linked to the S&P MidCap 400 index; via Citigroup Global Markets Inc.

CREDIT SUISSE, NASSAU BRANCH

• 0% notes due Aug. 27, 2009 linked to basket of buffered return enhanced components including Dow Jones Euro Stoxx 50, FTSE 100 and Topix index; via J.P. Morgan Securities Inc.; pricing Aug. 8

• 0% average entry return enhanced notes due Sept. 29, 2009 linked to S&P 500 index; 90% trigger; via J.P. Morgan Securities Inc. and JPMorgan Chase Bank, NA; pricing Aug. 8

• 0% average entry return enhanced notes due Sept. 29, 2009 linked to S&P 500 index; via J.P. Morgan Securities Inc. and JPMorgan Chase Bank, NA; pricing Aug. 8

• 0% notes due Aug. 27, 2009 linked to Dow Jones Euro Stoxx 50, FTSE 100 and Topix indexes; 90% trigger; ; via J.P. Morgan Securities Inc. and JPMorgan Chase Bank, NA; pricing Aug. 8

• 0% ProNotes due March 2, 2011 linked to Brazilian real, Russian ruble, Australian dollar and South African rand, versus U.S. dollar; via Credit Suisse Securities (USA) LLC; pricing Aug. 26

• 0% ProNotes due Aug. 31, 2010 linked to Brazilian real, Russian ruble, Australian dollar and South African rand, versus U.S. dollar; via Credit Suisse Securities (USA) LLC; pricing Aug. 26

• 14.5% callable yield notes due Aug. 31, 2009 linked to the Dow Jones Euro Stoxx 50, Russell 2000 and S&P 500 indexes; via Credit Suisse Securities (USA) LLC; pricing Aug. 26

• 0% Accelerated Return Equity Securities due Sept. 30, 2009 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 26

• 12% callable yield notes due Aug. 31, 2009 linked to the S&P 500 index, the Russell 2000 index and the Dow Jones Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 26

DEUTSCHE BANK AG, LONDON BRANCH

• Range accrual notes due Aug. 26, 2023 linked to Libor; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Aug. 20

• 0% performance securities with contingent protection due Aug. 30, 2013 linked to the Dow Jones Euro Stoxx 50 index with a 40% weight, the FTSE 100 index with a 25% weight, the Nikkei 225 index with a 20% weight, the Swiss Market index with a 5% weight, the S&P/ASX 200 index with a 5% weight and the MSCI Emerging Markets index with a 5% weight; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Aug. 26

• Zero-coupon 100% principal protection notes due Aug. 31, 2010 linked to the Indonesian rupiah, Taiwanese dollar, Malaysian ringgit, Philippine peso and Chinese renminbi; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Aug. 26

• 0% return optimization securities with partial protection due Feb. 26, 2010 linked to the MSCI EAFE index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Aug. 26

• Zero-coupon 100% principal protection absolute return barrier notes due Feb. 26, 2010 linked to the MSCI EAFE index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Aug. 26

• Zero-coupon 100% principal protection absolute return barrier notes due Feb. 26, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Aug. 26

• Zero-coupon 100% principal protection absolute return barrier M-notes due April 29, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Aug. 26

• 0% Buffered Underlying Securities due Feb. 26, 2010 linked to S&P 500, Russell 2000 and MSCI EAFE; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Aug. 26

• 0% Buffered Underlying Securities due Feb. 26, 2010 linked to S&P 500, Russell 2000 and MSCI EAFE; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Aug. 26

EKSPORTFINANS ASA

• 24% reverse convertible notes due Dec. 1, 2008 linked to the common stock of Bank of America Corp.; 70% trigger; via Natixis Securities North America Inc.; pricing Aug. 26

• 19.2% reverse convertible notes due Dec. 1, 2008 linked to the common stock of Capital One Financial Corp.; 60% trigger; via Natixis Securities North America Inc.; pricing Aug. 26

• 14.6% reverse convertible notes due March 2, 2009 linked to the common stock of Chicago Bridge & Iron Co. NV; 70% trigger; via Natixis Securities North America Inc.; pricing Aug. 26

• 16.7% reverse convertible notes due Dec. 1, 2008 linked to the common stock of Consol Energy Inc.; 65% trigger; via Natixis Securities North America Inc.; pricing Aug. 26

• 33.5% reverse convertible notes due Dec. 1, 2008 linked to the common stock of Continental Airlines, Inc.; 60% trigger; via Natixis Securities North America Inc.; pricing Aug. 26

• 30.9% reverse convertible notes due March 2, 2009 linked to the common stock of D.R. Horton, Inc.; 65% trigger; via Natixis Securities North America Inc.; pricing Aug. 26

• 27.45% reverse convertible notes due Dec. 1, 2008 linked to the common stock of DryShips, Inc.; 70% trigger; via Natixis Securities North America Inc.; pricing Aug. 26

• 16.6% reverse convertible notes due March 2, 2009 linked to the common stock of Freeport-McMoRan Copper & Gold, Inc.; 65% trigger; via Natixis Securities North America Inc.; pricing Aug. 26

• 30% reverse convertible notes due Dec. 1, 2008 linked to the common stock of InterOil Corp.; 65% trigger; via Natixis Securities North America Inc.; pricing Aug. 26

• 16% reverse convertible notes due March 2, 2009 linked to the common stock of Potash Corp. of Saskatchewan Inc.; 70% trigger; via Natixis Securities North America Inc.; pricing Aug. 26

• 11.5% reverse convertible notes due March 2, 2009 linked to the common stock of Shaw Group Inc.; 65% trigger; via Natixis Securities North America Inc.; pricing Aug. 26

• 17.15% reverse convertible notes due March 2, 2009 linked to the common stock of United States Steel Corp.; 60% trigger; via Natixis Securities North America Inc.; pricing Aug. 26

• 17.5% reverse convertible notes due March 2, 2009 linked to the common stock of VMware, Inc.; 60% trigger; via Natixis Securities North America Inc.; pricing Aug. 26

• Zero-coupon 100% principal-protected notes due March 5, 2011 linked to the Brazilian real, Russian ruble, Indian rupee, Singapore dollar, Australian dollar, Norwegian krone and Mexican peso; via Wachovia Capital Markets, LLC; pricing Aug. 28

• 13% to 14% enhanced yield securities due Feb. 25, 2009 linked to Apache Corp. common stock; 70% trigger; via Wachovia Capital Markets, LLC

• 10.5% to 11.5% enhanced yield securities due Feb. 25, 2009 linked to Cisco Systems, Inc. common stock; 80% trigger; via Wachovia Capital Markets, LLC

• 0% absolute return trigger notes linked to the S&P 500 index; via Goldman, Sachs & Co.

• 0% absolute return range notes due March 15, 2010 linked to the S&P 500 index; via Wachovia Capital Markets, LLC

• 0% enhanced growth securities with leveraged upside and buffered downside due Sept. 1, 2010 linked to S&P 500; via Wachovia Capital Markets

• 13% to 14% enhanced yield securities due Feb. 25, 2009 linked to Target Corp. common stock; 70% trigger; via Wachovia Capital Markets, LLC

GOLDMAN SACHS GROUP, INC.

• 0% leveraged buffered notes linked to the Financial Select Sector index; via Goldman, Sachs & Co.

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

• 0% leveraged buffered equity index-linked notes due 24 to 26 months after issue linked to the MSCI EAFE index; via Goldman, Sachs & Co.

• 0% 53-week leveraged equity index-linked notes linked to the MSCI EAFE, Russell 2000 and S&P 500 indexes; 90% trigger; via Goldman, Sachs & Co.

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

• 0% 15- to 17-month absolute return trigger notes linked to the S&P 500 index; via Goldman, Sachs & Co.

• 0% barrier upside notes due 18 to 19 months after issue linked to the S&P 500 index; via Goldman, Sachs & Co.

• 0% leveraged notes due 18 to 20 months after issue linked to the S&P 500 index; via Goldman, Sachs & Co.

• 0% leveraged notes due 24 to 25 months after issue linked to the S&P 500 index; via Goldman, Sachs & Co.

• 0% leveraged buffered notes due between 24 and 26 months after issue linked to the S&P 500 index; via Goldman, Sachs & Co.

• 0% leveraged notes due 13 to 14 months after issue linked to the S&P 500 and MSCI EAFE indexes; via Goldman, Sachs & Co.

• Basket-linked notes due between 24 and 27 months after issue linked to the S&P 500 index, MSCI EAFE index and iShares MSCI Emerging Markets index fund; via Goldman, Sachs & Co.

• 0% contingent payment trigger notes linked to the S&P 500 and Russell 2000 indexes; via Goldman Sachs & Co.

• 0% leveraged buffered notes linked to the S&P Homebuilding Select Industry index; 75% trigger; via Goldman, Sachs & Co.

HARRIS NA

• Callable leveraged curve steepener certificates of deposit due August 18, 2023; via BMO Capital Markets Corp.; settlement Aug. 18

HSBC BANK USA, NA

• 0% certificates of deposit due Aug. 29, 2014 linked to the HSBC Investable Climate index; via HSBC Securities (USA) Inc.; pricing Aug. 22

HSBC USA INC.

• 0% buffered enhanced market participation notes due Oct., 29, 2009 linked to the Financial Select Sector SPDR fund; via HSBC Securities (USA) Inc.; pricing Aug. 26

• Zero-coupon 100% principal protection absolute return barrier notes due Feb. 26, 2010 linked to the Russell 2000; via UBS Financial Services Inc. and HSBC USA Inc.; pricing Aug. 26

• 0% return optimization securities due Aug. 31, 2009 linked to the S&P 500 index; via via UBS Financial Services Inc. and HSBC USA Inc.; pricing Aug. 26

• 0% enhanced market participation notes due Nov. 30, 2009 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 26

JPMORGAN CHASE & CO.

• 12.5% reverse exchangeable notes due Aug. 13, 2009 linked to American International Group, Inc. common stock; 50% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 8

• 0% buffered return enhanced notes due Aug. 27, 2009 linked to AMEX Hong Kong 30, FTSE/Xinhua China 25, Korea Stock Price Index 200, MSCI Singapore and MSCI Taiwan; via J.P. Morgan Securities Inc.; pricing Aug. 8

• 10% reverse exchangeable notes due Aug. 13, 2009 linked to Apple Inc. common stock; 60% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 8

• 24.25% reverse exchangeable notes due Nov. 13, 2008 linked to Arch Coal, Inc. common stock; 70% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 8

• 10% reverse exchangeable notes due Feb. 13, 2009 linked to AT&T Inc. common stock; 80% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 8

• 13.5% reverse exchangeable notes due Aug. 13, 2009 linked to Bank of America Corp. common stock; 50% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 8

• 18% reverse exchangeable notes due Nov. 13, 2008 linked to Freeport-McMoRan Copper & Gold Inc. common stock; 70% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 8

• 9% reverse exchangeable notes due Aug. 13, 2009 linked to General Electric Co. common stock; 80% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 8

• 12% reverse exchangeable notes due Feb. 13, 2009 linked to Home Depot, Inc. common stock; 65% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 8

• 8.5% reverse exchangeable notes due Aug. 13, 2009 linked to Microsoft Corp. common stock; 75% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 8

• 13.5% reverse exchangeable notes due Feb. 13, 2009 linked to Monsanto Co. common stock; 65% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 8

• 13.5% reverse exchangeable notes due Nov. 13, 2008 linked to Potash Corp. of Saskatchewan Inc. common stock; 70% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 8

• 24% reverse exchangeable notes due Nov. 13, 2008 linked to Tesoro Corp. common stock; 70% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 8

• 0% buffered return enhanced notes due Feb. 19, 2010 linked to the Russell 3000 index; via J.P. Morgan Securities Inc.; pricing Aug. 15

• 0% principal-protected notes due June 23, 2010 linked to a basket consisting of Brazilian real, Indian rupee, Mexican peso and New Turkish lira, each against the dollar; via J.P. Morgan Securities Inc.; pricing Aug. 18

• 0% annual review notes due Aug. 31, 2011 linked to the S&P 500 index; 90% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 22

• 0% annual review notes due Aug. 31, 2011 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing Aug. 22

• Floating-rate notes due Aug. 28, 2013 linked to the Consumer Price Index; via J.P. Morgan Securities Inc.; pricing Aug. 25

• 0% buffered return enhanced notes due Feb. 26, 2010 linked to the Financial Select Sector SPDR fund; via J.P. Morgan Securities Inc.; pricing Aug. 25

• Zero-coupon principal-protected asset allocation notes due Aug. 29, 2014 linked to the best performer of three reference portfolios that consist of currencies, commodities, debt and equity asset classes; via J.P. Morgan Securities Inc.; pricing Aug. 26

• Zero-coupon principal-protected asset allocation notes due Aug. 20, 2013 linked to the best performer of three reference portfolios that consist of currencies, commodities, debt and equity asset classes; via J.P. Morgan Securities Inc.; pricing Aug. 26

• Zero-coupon 100% principal-protected dual directional notes due Feb. 28, 2011 linked to Brazilian real, Russian ruble, South Korean won, Chinese renminbi and Indian rupee; via J.P. Morgan Securities Inc.; pricing Aug. 26

•Zero-coupon principal-protected dual directional notes due Feb. 28, 2011 linked to the performance of the dollar relative to Brazilian real, Russian ruble, South Korean won, Chinese renminbi and Indian rupee; via J.P. Morgan Securities Inc.; pricing Aug. 26

• Zero-coupon 100% principal protection notes due Aug. 30, 2013 linked to JPMorgan GBI Global Bond Total Return index hedged into dollars, Dow Jones - AIG Commodity index and global equity index basket (S&P 500 and MSCI EAFE); UBS Financial Services Inc. and J.P. Morgan Securities Inc.; pricing Aug. 26

• 0% buffered return enhanced notes due Feb. 26, 2010 linked to MSCI EAFE; via J.P. Morgan Securities Inc.; pricing Aug. 26

• Zero-coupon principal-protected dual directional knock-out certificates of deposit due Aug. 28, 2009 linked to the S&P 500; via J.P. Morgan Securities Inc..; pricing Aug. 26

• Zero-coupon principal-protected dual directional knock-out certificates of deposit due Feb. 26, 2010 linked to the S&P 500; via J.P. Morgan Securities Inc..; pricing Aug. 26

• Zero-coupon principal-protected dual directional knock-out notes due April 30, 2009 linked to the S&P 500 index and Russell 2000 index; 88% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 26

• 0% buffered return enhanced notes due Feb. 26, 2010 linked to the S&P 500 index; 90% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 26

• 0% principal-protected notes due Aug. 31, 2011 linked to S&P 500, Dow Jones Euro Stoxx 50, Nikkei 225 and S&P GSCI Excess Return; via J.P. Morgan Securities Inc.; pricing Aug. 26

• 0% principal-protected notes due Aug. 30, 2013 linked to S&P 500, Dow Jones Euro Stoxx 50, Nikkei 225 and S&P GSCI Excess Return; via J.P. Morgan Securities Inc.; pricing Aug. 26

• 0% buffered return enhanced notes due Feb. 26, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing Aug. 26

• Zero-coupon principal-protected dual directional notes due Aug. 30, 2013 linked to WTI crude oil, primary aluminum, copper - grade A, S&P GSCI Precious Metals Index Excess Return, S&P GSCI Agriculture Index Excess Return and S&P GSCI Livestock Index Excess Return; via J.P. Morgan Securities Inc.; pricing Aug. 26

LEHMAN BROTHERS HOLDINGS INC.

• 15% annualized reverse convertible notes due Nov. 13, 2008 linked to the common stock of Apple Inc.; 80% trigger; via Lehman Brothers Inc.; pricing Aug. 8

• 16% annualized reverse convertible notes due Nov. 13, 2008 linked to the common stock of Deere & Co.; 80% trigger; via Lehman Brothers Inc.; pricing Aug. 8

• 20.1% annualized reverse convertible notes due Nov. 13, 2008 linked to the common stock of DryShips Inc.; 60% trigger; via Lehman Brothers Inc.; pricing Aug. 8

• 13% annualized reverse convertible notes due Nov. 13, 2008 linked to the common stock of Southwest Airlines Co.; 75% trigger; via Lehman Brothers Inc.; pricing Aug. 8

• 14% annualized reverse convertible notes due Nov. 13, 2008 linked to the common stock of Visa Inc.; 75% trigger; via Lehman Brothers Inc.; pricing Aug. 8

• Three-month principal-protected range notes linked to the Canadian dollar relative to the U.S. dollar; via Lehman Brothers Inc.

MERRILL LYNCH & CO., INC.

• Zero-coupon 100% principal-protected notes due September 2010 linked to the dollar against a basket of the British pound, euro, Canadian dollar and Swiss franc, equally weighted; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in August

• 0% Accelerated Return Notes due October 2009 linked to the Dow Jones - AIG Commodity index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in August

• 0% Strategic Accelerated Redemption Securities due August 2010 linked to the Dow Jones - AIG Commodity Index - Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in August

• 0% Strategic Accelerated Redemption Securities due September 2010 linked to the Dow Jones Industrial Average; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in August

• Principal-protected notes due March 2010 linked to the euro/Russian ruble exchange rate; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in August

• Principal-protected notes due March 2010 linked to the Russian ruble/euro exchange rate; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in August

• Zero-coupon capped leveraged index return notes due February 2010 linked to the S&P 500 index; 85% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc. and its affiliate First Republic Securities Co., LLC; pricing in August

• 0% Accelerated Return Bear Market Notes due March 2008 linked to the S&P 500 index; 90% trigger; via Merrill Lynch & Co.; pricing in August

• 0% Accelerated Return Bear Market Notes due October 2009 linked to the S&P 500 index; 90% trigger; via Merrill Lynch & Co.; pricing in August

• Zero-coupon 100% principal-protected barrier notes due August 2009 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in August

• Zero-coupon capped return notes due October 2009 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in August

• Zero-coupon 97% principal-protected notes due August 2010 linked to equal weights of the Singapore dollar, the Russian ruble, the Indian rupee and the Philippine peso, all against the euro; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in August

• Zero-coupon Capped Leveraged Index Return Notes due February 2010 linked to the Stowe Global Coal index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in August

• 0% 18-month Bear Market Strategic Accelerated Redemption Securities linked to the Dow Jones U.S. Real Estate index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in August or September

• 9.25% two-year callable Stock Return Income Debt Securities payable at maturity with Oracle Corp. common stock; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in August or September

• 0% 18-month Capped Leveraged Index Return Notes linked to the S&P 500 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in August or September

• Quarterly Income Strategic Return Notes due September 2013 linked to the U.S. Select Foreign Access 25 Buy-Write index; via Merrill Lynch & Co.; pricing in September

MORGAN STANLEY

• 0% buffered return enhanced notes due Aug. 27, 2009 linked to the FTSE/Xinhua China 25 index with a 28% weight, the Kospi 200 index with a 26.5% weight, the MSCI Taiwan index with a 21% weight, the Amex Hong Kong 30 index with a 16.5% weight and the MSCI Singapore index with an 8% weight; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing Aug. 8

• 14% to 16% reverse convertible securities (RevCons) due Feb. 13, 2009 linked to the common stock of Gap, Inc.; via Morgan Stanley & Co. Inc.; pricing Aug. 8

• 9% to 11% reverse convertible securities (RevCons) due Feb. 13, 2009 linked to the common stock of Kroger Co.; via Morgan Stanley & Co. Inc.; pricing Aug. 8

• 16% to 18% reverse convertible securities (RevCons) due Feb. 13, 2009 linked to the common stock of Research in Motion Ltd.; via Morgan Stanley & Co. Inc.; pricing Aug. 8

• Zero-coupon capital-protected notes due Nov. 30, 2011 linked to the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500 indexes; via Morgan Stanley & Co. Inc.; pricing Aug. 22

• 0% annual review notes due Aug. 25, 2011 linked to S&P 500 index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing Aug. 8

• Zero-coupon capital-protected notes due Nov. 30, 2011 linked to S&P BRIC 40 index, Brazilian real, the Russian ruble and Indian rupee; via Morgan Stanley & Co. Inc.; pricing Aug. 22

• 0% notes due Sept. 20, 2009 in the Bear Market PLUS (Performance Leveraged Upside Securities) structure inversely linked to a basket of 42 capital goods sector stocks; via Morgan Stanley & Co. Inc.; pricing in August

• 9% Stock Participation Accreting Redemption Quarterly-pay Securities due Sept. 20, 2009 mandatorily exchangeable for Boeing Co. stock; via Morgan Stanley & Co. Inc.; pricing in August

• 0% "jump" capital-protected notes due Aug. 31, 2011 linked to basket consisting of Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; via Morgan Stanley & Co. Inc.; pricing in August

• Annual observation CMS curve-linked notes due Aug. 26, 2011; Morgan Stanley & Co.; pricing in August

• 16% Stock Participation Accreting Redemption Quarterly-pay Securities due Sept. 20, 2009 mandatorily exchangeable for Consol Energy Inc. stock; via Morgan Stanley & Co. Inc.; pricing in August

• Capital-protected units due Nov. 29, 2011 linked to Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500; via Morgan Stanley & Co. Inc.; pricing in August

• 0% Performance Leveraged Upside Securities (PLUS) due Sept. 20, 2009 linked to the iShares MSCI Emerging Markets index fund; via Morgan Stanley & Co. Inc.; pricing in August

• 0% Trigger Performance Leveraged Upside Securities due August 2010 linked to the Market Vectors - Russia ETF; via Morgan Stanley & Co. Inc.; pricing in August

• Commodity-linked capital-protected notes due Jan. 5, 2011 based on the Radar Logic Residential Property index; via Morgan Stanley & Co. Inc.; pricing in August

• 0% buffered Performance Leveraged Upside Securities (PLUS) due Aug. 31, 2011 linked to the S&P Global Infrastructure index; via Morgan Stanley & Co. Inc.; pricing in August

• Zero-coupon dual participation commodity-linked capital-protected notes due April 4, 2014 linked to West Texas Intermediate light sweet crude oil with a 30% weight, copper - grade A with a 20% weight, high grade primary aluminum with a 15% weight, the S&P GSCI Livestock Index - Excess Return with a 15% weight, the S&P GSCI Precious Metals Index - Excess Return with a 10% weight and the S&P GSCI Agricultural Index - Excess Return with a 10% weight; via Morgan Stanley & Co. Inc.; pricing in August

• Auto-callable securities due March 7, 2011 linked to the Financial Select Sector SPDR fund; via Morgan Stanley & Co. Inc.

• 0% protected absolute return barrier notes due Aug. 31, 2011 linked to West Texas Intermediate light sweet crude oil; via Morgan Stanley & Co. Inc.

ROYAL BANK OF CANADA

• 0% enhanced return notes due Sept. 30, 2009 linked to the Financial Select Sector SPDR fund; via RBC Capital Markets Corp.; pricing Aug. 26

• Zero-coupon principal-protected absolute return notes due Aug. 31, 2010 linked to shares of the iShares Russell 2000 index fund; via RBC Capital Markets Corp.; pricing Aug. 26

• 0% enhanced return notes due Sept. 30, 2009 linked to the iShares Russell 2000 index fund; via RBC Capital Markets Corp.; pricing Aug. 26

• Zero-coupon principal-protected absolute return notes due Feb. 26, 2010 linked to the S&P 500 index; via RBC Capital Markets Corp.; pricing Aug. 26

• 0% enhanced return notes due Feb. 26, 2010 linked to the S&P 500 index; via RBC Capital Markets Corp.; pricing Aug. 26

AB SVENSK EXPORTKREDIT

•0% three-year mandatory callable soft commodity basket-linked notes via Citigroup Global Markets Inc.; via Citigroup Global Markets Inc.; pricing Aug. 26

• Zero-coupon 95% principal-protected gold-linked notes due August 2009; via Citigroup Global Markets Inc.; pricing in August

• Zero-coupon capped leveraged index return notes due February 2010 linked to the S&P BRIC 40 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in August

• 0% 14-month Accelerated Return Notes linked to the MSCI EAFE index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in August or September

• 0% 14-month Accelerated Return Notes linked to the Nasdaq 100 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in August or September

• 0% 14-month Accelerated Return Notes linked to the S&P MidCap 400 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in August or September

UBS AG

• Zero-coupon 100% principal protection notes due June 28, 2013 linked to the UBS Bloomberg Constant Maturity Commodity Index Excess Return; via UBS Investment Bank; pricing Aug. 22

• Zero-coupon 100% principal protection notes due Aug. 29, 2014 linked to the UBS Bloomberg Constant Maturity Commodity Index Excess Return; via UBS Investment Bank; pricing Aug. 22

• 9.25% to 11.25% yield optimization notes with contingent protection due Feb. 27, 2009 linked to the common stock of Apple Inc.; 60% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 25

• 10%-13%σ yield optimization notes with contingent protection due Feb. 27, 2009 linked to the common stock of Potash Corp. of Saskatchewan Inc.; 50% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 25

• 8% to 9% yield optimization notes with contingent protection due Feb. 27, 2009 linked to Standard & Poor's Depositary Receipts; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 25

• 9%-11% yield optimization notes with contingent protection due Feb. 27, 2009 linked to the common stock of Transocean Inc.; 65% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 25

• Principal protection notes due Aug. 31, 2013 linked to the Consumer Price Index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 26

• 0% return optimization securities with partial protection due Feb. 26, 2010 linked to the Dow Jones Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 26

• 0% return optimization securities due Feb. 26, 2010 linked to the Rogers International Commodity Index Excess Return; via UBS Investment Bank and UBS Financial Services Inc.; pricing Aug. 26

• 0% return optimization securities with partial protection due Aug. 17, 2010 linked to the S&P 500 Financials index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 11

• Zero-coupon 100% principal protection absolute return barrier notes due Aug. 28, 2009 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 26

• Zero-coupon 100% principal protection absolute return barrier notes due Feb. 26, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 26

• 0% return optimization securities with partial protection due on or about Feb. 26, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 26


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