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Published on 10/28/2009 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• Two-year 0% Currency Market Index Target-Term Securities linked to equal weights of the Brazilian real and the Russian ruble; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in October

• 0% Accelerated Return Notes due October 2011 linked to the Dow Jones - UBS Commodity Index - Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co. LLC; pricing in October

• 0% Strategic Accelerated Redemption Securities due November 2011 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Bank of America Investment Services, Inc.; pricing in October

• 0% Accelerated Return Notes due December 2010 linked to the S&P MidCap 400 index; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Bank of America Investment Services, Inc.; pricing in October

• Five-year 0% Market Index Target-Term Securities linked to the Dow Jones - UBS Commodity Index Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in October or November

• Two-year 0% Capped Leveraged Index Return Notes linked to the gold spot price; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in October or November

• Two-year 0% currency-linked step up notes linked to the Indian rupee, Indonesian rupiah and Russian ruble; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in October or November

• 14-month 0% Accelerated Return Notes linked to the MSCI EAFE index; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in October or November

• Two-year 0% Capped Leveraged Index Return Notes linked to the MSCI Emerging Markets index; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in October or November

• 14-month 0% Accelerated Return Notes linked to the Nasdaq 100 index; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in October or November

• Two-year 0% Capped Leveraged Index Return Notes linked to the Rogers International Commodity Index - Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in October or November

• Two-year 0% market-linked step up notes linked to the Russell 2000 index; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in October or November

• 53-week 0% Bear Accelerated Return Notes linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in October or November

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

• Two-year 0% Strategic Accelerated Redemption Securities linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in October or November

• Five-year 0% Market Index Target-Term Securities linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co,, LLC and Banc of America Investment Services, Inc.; pricing in October or November

• Two-year 0% Accelerated Return Notes linked to the S&P GSCI - Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in October or November

• Two-year zero-coupon 100% principal-protected market-linked step up notes linked to the Dow Jones Stoxx 600 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in November or December

• 0% five-year Market Index Target-Term Securities linked to gold; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in November or December

• Two-year zero-coupon 100% principal-protected 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 November or December

• Two-year 0% Strategic Accelerated Redemption Securities linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in November or December

BARCLAYS BANK PLC

• Zero-coupon 95% principal-protected notes due Nov. 4, 2011 linked to three baskets of currencies; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing Oct. 30

• 0% notes due Nov. 17, 2010 linked to three buffered return enhanced components, including the Dow Jones Euro Stoxx 50, Topix and FTSE 100 indexes; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing Oct. 30

• 0% return enhanced notes due Nov. 17, 2010 linked to the S&P 500 index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing Oct. 30

• 8%-12% annualized reverse convertible notes due May 12, 2010 linked to the common stock of General Electric Co.; 75% trigger; via Morgan Stanley Smith Barney LLC and Barclays Capital Inc.; pricing Nov. 6

• Medium-term notes due Nov. 21, 2012 linked to the Barclays Capital Corals Total Return index; via Barclays Capital Inc.; pricing Nov. 15

• Medium-term notes due Nov. 23, 2011 linked to the S&P 500 index; via Barclays Capital Inc.; pricing Nov. 20

CITIBANK, NA

• 0% market-linked deposits due 2015 linked to the Russell 2000 index; via Citigroup Global Markets Inc. and Incapital LLC

CITIGROUP FUNDING INC.

• 0% Stock Market Upturn Notes linked to the Energy Select Sector SPDR fund index; via Citigroup Global Markets Inc.; pricing in October

• 0% upturn notes linked to the Market Vectors Gold Miners exchange-traded fund; via Citigroup Global Markets Inc.; pricing in November

CREDIT SUISSE, NASSAU BRANCH

• Callable yield notes due Nov. 4, 2010 linked to Apple Inc. and Microsoft Corp. stock; via Credit Suisse Securities (USA) LLC; pricing Oct. 30

• 0% Accelerated Return Equity Securities due Nov. 3, 2011 linked to the iShares MSCI EAFE index fund; via Credit Suisse Securities (USA) LLC; pricing Oct. 30

• 8%-11% callable yield notes due Nov. 4, 2010 linked to the iShares MSCI Emerging Markets index fund, Russell 2000 index and S&P 500 index; 55% trigger; via Credit Suisse Securities (USA) LLC; pricing Oct. 30

• 12.5%-15% callable yield notes due Nov. 4, 2010 linked to the iShares MSCI Emerging Markets index fund, Russell 2000 index and S&P 500 index; 70% trigger via Credit Suisse Securities (USA) LLC; pricing Oct. 30

• 0% Buffered Accelerated Return Equity Securities due May 5, 2011 linked to the Russell 2000 index; via Credit Suisse (USA) LLC; pricing Oct. 30

• 10%-12% callable yield notes due May 4, 2010 linked to the Russell 2000 and S&P 500 indexes; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing Oct. 30

• 7.5%-10% callable yield notes due Nov. 4, 2010 linked to the Russell 2000 and S&P 500 indexes; 60% trigger; via Credit Suisse Securities (USA) LLC; pricing Oct. 30

• 7.25%-9.25% callable yield notes due May 4, 2010 linked to the S&P 500 index and Russell 2000 index; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing Oct. 30

• 0% Accelerated Return Equity Securities due Dec. 3, 2010 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 30

• 0% Accelerated Return Equity Securities due Nov. 5, 2012 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 30

• 14.5%-16.5% callable yield notes due Nov. 4, 2010 linked to the U.S. Oil Fund, LP and SPDR Gold Trust; via Credit Suisse Securities (USA) LLC; pricing Oct. 30

DEUTSCHE BANK AG, LONDON BRANCH

• Zero-coupon 95% principal-protected notes due Nov. 4, 2011 linked to the Australian dollar, Brazilian real, Canadian dollar and Norwegian krone; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing Oct. 30

• 0% alpha overlay securities due Dec. 3, 2010 linked to the S&P 500 Total Return and Deutsche Bank Equity Mean Reversion Alpha indexes; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Oct. 30

• Range accrual notes due Nov. 5, 2024 linked to Libor; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Nov. 2

• 0% market contribution securities due Nov. 28, 2014 linked to the Deutsche Bank Liquid Alpha USD 5 Total Return index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Nov. 23

• Capped Buffered Underlying Securities due April 29, 2011 linked to the iShares MSCI EAFE index fund and iShares MSCI Emerging Markets index fund; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas

EKSPORTFINANS ASA

• 0% enhanced growth securities with leveraged upside and buffered downside due May 5, 2011 linked to the AMEX Gold BUGS index; via Wells Fargo Securities, LLC; pricing in October

• 0% enhanced growth securities with capped upside due Nov. 5, 2010 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing October

• 0% buffered Performance Leveraged Upside Securities due October 2011 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in October

• 14-month 0% Accelerated Return Notes 2010 linked to the Energy Select Sector index; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in October or November

• 10%-14% annualized reverse convertible notes due May 12, 2010 linked to the common stock of Valero Energy Corp.; via Morgan Stanley & Co. Inc.; pricing Nov. 6

• 0% Performance Leveraged Upside Securities due Dec. 28, 2010 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in November

• 14-month 0% Accelerated Return Notes linked to the Rogers International Commodity Index - Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in November or December

• 12%-13% enhanced yield securities due May 5, 2010 linked to Bank of America Corp. common stock; 70% trigger; via Wells Fargo Securities LLC

• 11%-12% enhanced yield securities due Feb. 5, 2010 linked to General Electric Co. common stock; 80% trigger; via Wells Fargo Securities LLC

• 13%-15% enhanced yield securities due Feb. 5, 2010 linked to Las Vegas Sands Corp. common stock; 65% trigger; via Wells Fargo Securities LLC

• 15%-16% enhanced yield securities due May 5, 2010 linked to Nvidia Corp. common stock; 75% trigger; via Wells Fargo Securities LLC

GOLDMAN SACHS GROUP, INC.

• 0% autocallable index-linked notes due Aug. 5, 2010 linked to the Russell 2000 index; via Goldman, Sachs & Co. and J.P. Morgan Securities Inc.; pricing Oct. 29

• Five-year notes linked to the 10-year Constant Maturity Swap rate; via Goldman, Sachs & Co.

• 36- to 42-month 0% buffered equity index-linked notes linked to the MSCI EAFE index; 73% to 77% trigger; via Goldman, Sachs & Co.

• 30- to 35-month 0% buffered equity index-linked notes linked to the Russell 2000 index; 84% to 86% trigger; via Goldman, Sachs & Co.

• 0% leveraged buffered equity index-linked notes due Nov. 17, 2010 linked to the S&P 500 index; 90% trigger; via Goldman, Sachs & Co.

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

• 24- to 28-month 0% buffered equity index-linked notes linked to the S&P 500 index; 88.5% to 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.

• 36- to 42-month 0% buffered equity index-linked notes linked to the S&P 500 index; 78% to 81% trigger; via Goldman, Sachs & Co.

• Six-year 0% basket-linked notes tied to the SPDR Gold Trust and the iShares Silver Trust; via Goldman, Sachs & Co.

HSBC USA, INC.

• Two-year 0% accelerated market participation securities linked to the Energy Select Sector SPDR fund; via HSBC Securities (USA) Inc.; pricing in October

JPMORGAN CHASE BANK, NA

• Contingent coupon certificates of deposit due Nov. 15, 2015 linked to a basket of equally weighted stocks, including Apple Inc., Bank of America Corp., Chevron Corp., Walt Disney Co., Exelon Corp., Freeport-McMoRan Copper & Gold Inc., General Electric Co., Johnson & Johnson, McDonald's Corp., Monsanto Co., Microsoft Corp., Pfizer Inc., Procter & Gamble Co., the Southern Co., AT&T Inc., United Technologies Corp., Verizon Communications Inc., Wells Fargo & Co., Wal-Mart Stores, Inc. and Exxon Mobil Corp.; via J.P. Morgan Securities Inc. and Morgan Stanley as distributor; pricing Nov. 20

• 0% equity-linked certificates of deposit due Nov. 25, 2015 linked to the Dow Jones Industrial Average; via J.P. Morgan Securities Inc. and Morgan Stanley as distributor; pricing Nov. 20

• Callable leveraged spread certificates of deposit due Nov. 5, 2024 linked to the 10-year and two-year Constant Maturity Swap rates; via J.P. Morgan Securities Inc.; pricing in November

• Floating-rate six-month Libor range accrual notes due Nov. 4, 2024; via J.P. Morgan Securities Inc.; pricing in November

MORGAN STANLEY

• Leveraged callable CMS curve-linked notes due Oct. 30, 2029; via Morgan Stanley & Co. Inc.; pricing in October

• 0% buffered Performance Leveraged Upside Securities due May 2010 linked to the iShares Dow Jones U.S. Real Estate index fund; via Morgan Stanley & Co. Inc.; pricing in October

• Floating-rate notes due Nov. 9, 2019 linked to the 10-year Constant Maturity Swap rate; via Morgan Stanley & Co. Inc.; pricing in November

• Zero-coupon capital protected notes due May 30, 2013 linked to the Australian dollar, British pound, Canadian dollar, euro, Japanese yen, Swiss france, Brazilian real, Chinese renminbi and Indian rupee; via Morgan Stanley & Co.; pricing in November

• 9%-10% contingent coupon capital-protected notes due Nov. 28, 2014 linked to the Brazilian real, Russian ruble and Indian rupee, against the dollar; via Morgan Stanley & Co. Inc.; pricing in November

• 0% jump securities due May 26, 2011 linked to the iShares FTSE/Xinhua China 25 index fund; via Morgan Stanley & Co. Inc.; pricing in November

• 0% jump securities due Dec. 29, 2010 linked to the iShares MSCI EAFE index fund; via Morgan Stanley & Co. Inc.; pricing in November

• 0% buffered Performance Leveraged Upside Securities due Nov. 28, 2011 linked to the iShares MSCI EAFE Index Fund; via Morgan Stanley & Co. Inc.; pricing in November

• 0% bear market Performance Leveraged Upside Securities due Dec. 16, 2010 linked to the Nasdaq 100 index; via Morgan Stanley & Co. Inc.; pricing in November

• Zero-coupon capital-protected notes due May 28, 2015 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in November

• 0% buffered Performance Leveraged Upside Securities due Nov. 28, 2011 linked to the S&P 500 index; 10% trigger; via Morgan Stanley & Co. Inc.; pricing in November

• 0% jump securities due Nov. 28, 2011 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in November

• 0% buffered Performance Leveraged Upside Securities due May 27, 2011 linked to the Dow Jones - UBS Commodity Index; via Morgan Stanley & Co. Inc.

ROYAL BANK OF CANADA

• 14-month 0% Accelerated Return Notes linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner and Smith Inc., First Republic Securities Co., LLC and Banc of America Securities LLC; pricing in October or November

• 0% direct investment notes due Dec. 9, 2010 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets Corp.; pricing Nov. 4

• 14-month 0% Accelerated Return Notes linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner and Smith Inc. and First Republic Securities Co., LLC; pricing in November or December

UBS AG

• 0% double long leverage securities due Feb. 10, 2010 linked to the S&P 500 Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Nov. 5

• 0% double short leverage securities due Feb. 10, 2010 linked to the S&P 500 Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Nov. 5

• 0% double long leverage securities due Nov. 11, 2010 linked to the S&P 500 Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Nov. 5

• 0% double short leverage securities due Nov. 11, 2010 linked to the S&P 500 Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Nov. 5

• 0% double long leverage securities due Feb. 24, 2010 linked to the S&P 500 Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Nov. 19

• 0% double short leverage securities due Feb. 24, 2010 linked to the S&P 500 Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Nov. 19

• 0% double long leverage securities due Nov. 26, 2010 linked to the S&P 500 Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Nov. 19

• 0% double short leverage securities due Nov. 26, 2010 linked to the S&P 500 Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Nov. 19

• 0% double long leverage securities due March 10, 2010 linked to the S&P 500 Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Dec. 3

• 0% double short leverage securities due March 10, 2010 linked to the S&P 500 Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Dec. 3

• 0% double long leverage securities due Dec. 9, 2010 linked to the S&P 500 Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Dec. 3

• 0% double short leverage securities due Dec. 9, 2010 linked to the S&P 500 Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Dec. 3

• 0% double long leverage securities due March 24, 2010 linked to the S&P 500 Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Dec. 17

• 0% double short leverage securities due March 24, 2010 linked to the S&P 500 Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Dec. 17

• 0% double long leverage securities due Dec. 23, 2010 linked to the S&P 500 Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Dec. 17

• 0% double short leverage securities due Dec. 23, 2010 linked to the S&P 500 Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Dec. 17

WELLS FARGO BANK NA

• Certificates of deposit due Nov. 30, 2015 linked to the SGI WISE US Vol Target 8% (USD-Excess Return) index; via SG America Securities, LLC and Incapital as distributor; pricing Nov. 20

WELLS FARGO & CO.

• 0% enhanced participation securities with partial principal protection due May 2013 linked to the S&P 500 index; via Wells Fargo Securities, LLC


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