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Published on 6/9/2009 in the Prospect News Structured Products Daily.

Structured Products Calendar

ABN AMRO BANK NV

• 23.5% Knock-in Reverse Exchangeable Securities due Dec. 31, 2009 linked to Cummins Inc. common stock; 80% trigger; via ABN Amro Inc.; pricing June 25

• 23.75% Knock-in Reverse Exchangeable Securities due Dec. 31, 2009 linked to First Solar, Inc. common stock; 70% trigger; via ABN Amro Inc.; pricing June 25

• 18.1% Knock-in Reverse Exchangeable Securities due Dec. 31, 2009 linked to Freeport-McMoRan Copper & Gold Inc. common stock; 60% trigger; via ABN Amro Inc.; pricing June 25

• 15% Knock-in Reverse Exchangeable Securities due Dec. 31, 2009 linked to General Electric Co. common stock; 70% trigger; via ABN Amro Inc.; pricing June 25

BANK OF AMERICA CORP.

• 0% Capped Leveraged Index Return Notes due in July 2011 linked to the spot price of gold; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in June

• 0% Market Index Target-Term Securities due June 2013 linked to the spot price of gold; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in June

• 36- to 42-month 0% Leveraged Index Return Notes linked to the Rogers International Commodity Index - Agriculture Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in June

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

• Four-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 June or July

• Two-year 0% Capped Leveraged Index Return Notes linked to the FTSE/Xinhua China 25 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in June or July

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

BARCLAYS BANK PLC

• 0% buffered return enhanced notes due June 20, 2011 linked to the S&P GSCI Agricultural Excess Return index; 80% trigger; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing June 11

• 15.5% reverse convertible notes due Dec. 16, 2009 linked to Alcoa Inc. stock; 65% trigger; via Barclays Capital Inc.; pricing June 12

• 10.5% reverse convertible notes due Dec. 16, 2009 linked to Amazon.com, Inc. stock; 70% trigger; via Barclays Capital Inc.; pricing June 12

• 11.25% reverse convertible notes due Sept. 16, 2009 linked to Arch Coal, Inc. stock; 65% trigger; via Barclays Capital Inc.; pricing June 12

• 12% reverse convertible notes due June 16, 2010 linked to Barrick Gold Corp. stock; 70% trigger; via Barclays Capital Inc.; pricing June 12

• 11.25% reverse convertible notes due Dec. 16, 2009 linked to Boston Scientific Corp. stock; 70% trigger; via Barclays Capital Inc.; pricing June 12

• 15.75% reverse convertible notes due Dec. 16, 2009 linked to Chesapeake Energy Corp. stock; 65% trigger; via Barclays Capital Inc.; pricing June 12

• 0% Knock-Out Buffered Super Track Notes due June 16, 2010 linked to Chesapeake Energy Corp common stock; via Barclays Capital Inc.; pricing June 12

• 13% reverse convertible notes due Sept. 16, 2009 linked to Chicago Bridge & Iron Co. N.V. stock; 65% trigger; via Barclays Capital Inc.; pricing June 12

• 19% reverse convertible notes due Dec. 16, 2009 linked to Consol Energy Inc. stock; 65% trigger; via Barclays Capital Inc.; pricing June 12

• 9.5% reverse convertible notes due June 16, 2010 linked to Dell, Inc. stock; 70% trigger; via Barclays Capital Inc.; pricing June 12

• 17.5% reverse convertible notes due Dec. 16, 2009 linked to First Solar, Inc. stock; 65% trigger; via Barclays Capital Inc.; pricing June 12

• 10.75% reverse convertible notes due June 16, 2010 linked to Fortune Brands, Inc. stock; 70% trigger; via Barclays Capital Inc.; pricing June 12

• 17% reverse convertible notes due Dec. 16, 2009 linked to Freeport-McMoRan Copper & Gold Inc. stock; 65% trigger; via Barclays Capital Inc.; pricing June 12

• 11.75% reverse convertible notes due Dec. 16, 2009 linked to Frontier Oil Corp. stock; 65% trigger; via Barclays Capital Inc.; pricing June 12

• 10.35% reverse convertible notes due Dec. 16, 2009 linked to General Electric Co. stock; 65% trigger; via Barclays Capital Inc.; pricing June 12

• 0% Knock-Out Buffered Super Track Notes due June 16, 2010 linked to General Electric Co. common stock; via Barclays Capital Inc.; pricing June 12

• 11.5% reverse convertible notes due Dec. 16, 2009 linked to Goldcorp Inc. stock; 70% trigger; via Barclays Capital Inc.; pricing June 12

• 15.5% reverse convertible notes due Dec. 16, 2009 linked to Harley-Davidson, Inc. stock; 65% trigger; via Barclays Capital Inc.; pricing June 12

• 11.5% reverse convertible notes due Dec. 16, 2009 linked to IntercontinentalExchange, Inc. stock; 65% trigger; via Barclays Capital Inc.; pricing June 12

• 12.75% reverse convertible notes due Dec. 16, 2009 linked to JPMorgan Chase & Co. stock; 65% trigger; via Barclays Capital Inc.; pricing June 12

• 0% Knock-Out Buffered Super Track Notes due June 16, 2010 linked to JPMorgan Chase & Co. common stock; via Barclays Capital Inc.; pricing June 12

• 10.75% reverse convertible notes due June 16, 2010 linked to Lowe's Cos., Inc. stock; 70% trigger; via Barclays Capital Inc.; pricing June 12

• 13.75% reverse convertible notes due Dec. 16, 2009 linked to Morgan Stanley stock; 65% trigger; via Barclays Capital Inc.; pricing June 12

• 12% reverse convertible notes due Dec. 16, 2009 linked to Noble Corp. stock; 70% trigger; via Barclays Capital Inc.; pricing June 12

• 15.6% reverse convertible notes due Dec. 16, 2009 linked to Peabody Energy Corp. stock; 65% trigger; via Barclays Capital Inc.; pricing June 12

• 11% reverse convertible notes due Dec. 16, 2009 linked to Potash Corp. of Saskatchewan Inc. stock; 65% trigger; via Barclays Capital Inc.; pricing June 12

• 13.75% reverse convertible notes due Dec. 16, 2009 linked to Research In Motion Ltd. stock; 65% trigger; via Barclays Capital Inc.; pricing June 12

• 20% reverse convertible notes due Sept. 16, 2009 linked to SunPower Corp. stock; 65% trigger; via Barclays Capital Inc.; pricing June 12

• 16% reverse convertible notes due Dec. 16, 2009 linked to Superior Energy Services, Inc. stock; 65% trigger; via Barclays Capital Inc.; pricing June 12

• 10.5% Callable One Observation Reverse Convertible Notes due June 16, 2010 linked to the United States Natural Gas Fund, LP; 50% trigger; via Barclays Capital Inc.; pricing June 12

• 18% reverse convertible notes due Sept. 16, 2009 linked to United States Steel Corp. stock; 70% trigger; via Barclays Capital Inc.; pricing June 12

• 13% reverse convertible notes due Sept. 16, 2009 linked to U.S. Bancorp stock; 70% trigger; via Barclays Capital Inc.; pricing June 12

• 12.25% reverse convertible notes due Dec. 16, 2009 linked to Valero Energy Corp. stock; 70% trigger; via Barclays Capital Inc.; pricing June 12

• 0% Buffered Super Track Notes due June 23, 2011 linked to the iShares MSCI Emerging Markets index fund; via Barclays Capital Inc.; pricing June 19

• 0% Super Track Notes due July 22, 2010 linked to the S&P 500 index; via Barclays Capital Inc.; pricing June 19

• 0% Buffered Super Track Notes due June 22, 2012 linked to the S&P GSCI Agriculture Excess Return Index; via Barclays Capital Inc.; pricing June 19

• 10.25% reverse convertible notes due June 29, 2010 linked to Apple Inc. stock; 75% trigger; via Barclays Capital; pricing June 25

• 0% bearish notes due June 28, 20113 linked to the Barclays Capital 10Y Treasury Futures Index; via Barclays Capital Inc.; pricing June 25

• Zero-coupon 100% principal-protected notes due June 28, 2013 linked to the Dow Jones - UBS Commodity index; via Barclays Capital; pricing June 25

• 0% performance securities with partial protection due Dec. 29, 2011 linked to equal weights of the euro, pound, Australian dollar, Canadian dollar and Swiss franc, relative to the U.S. dollar; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing June 25

• 0% Buffered Super Track Notes due July 28, 2010 linked to the iShares Russell 2000 index fund; via Barclays Capital Inc.; pricing June 25

• 0% performance securities with contingent protection due June 30, 2014 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays Capital, Inc.; pricing June 25

• 0% Bearish Buffered Super Track Notes due Dec. 30, 2009 linked to the S&P 500 index; 95% trigger; via Barclays Capital Inc.; pricing June 25

• 9.25% reverse convertible notes due June 29, 2010 linked to Walt Disney Co. stock; 75% trigger; via Barclays Capital; pricing June 25

• 100% principal-protected leveraged callable CMS spread notes due June 26, 2024; via Barclays Capital Inc.; settlement June 26

• 0% Barclays Perpetual Rolling Open Structure Protecting Equity Returns exchange-traded fund notes due 2014; via Barclays Capital Inc.

CITIGROUP FUNDING INC.

• Callable leveraged CMS spread principal-protected notes due 2024; via Citigroup Global Markets Inc.; pricing in June

• One-year Equity LinKed Securities linked to Comcast Corp. stock; via Citigroup Global Markets Inc.; pricing in June

• Variable-rate principal-protected notes due 2014 linked to the Consumer Price Index; via Citigroup Global Markets Inc.; pricing in June

• 3% minimum coupon principal-protected notes due 2014 linked to the Dow Jones-UBS Commodity index; via Citigroup Global Markets Inc.; pricing in June

• 18-month 0% global recovery upturn notes linked to the iBoxx USD Liquid High Yield index, iBoxx USD Liquid Investment Grade index, iShares Russell 2000 index fund, iShares MSCI Emerging Markets index fund, Technology Select Sector SPDR fund, iShares Dow Jones U.S. Real Estate index fund and PowerShares DB Commodity index tracking fund; via Citigroup Global Markets Inc.; pricing in June

• 0% buffer notes due 2011 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing in June

• Zero-coupon principal-protected trust certificates due 2014 linked to the S&P 500 index through Safety First Trust Series 2009-3; via Citigroup Global Markets Inc.; pricing in June

• 3% minimum coupon principal-protected notes due 2014 linked to the S&P MidCap 400 index; via Citigroup Global Markets Inc.; pricing in June

CREDIT SUISSE, NASSAU BRANCH

• 0% buffered return equity securities due June 15, 2011 linked to the S&P 500 index; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing June 10

• 0% buffered return enhanced notes due Dec. 16, 2010 linked to Australian dollar, Brazilian real, Chinese yuan and Norwegian krone; 10% trigger; via Credit Suisse Securities (USA) LLC; pricing June 12

• 7% callable yield notes due Sept. 18, 2009 linked to the S&P 500 index and Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing June 15

• 0% ProNotes due June 25, 2014 linked to the HS Market Neutral index powered by HOLT; via Credit Suisse Securities (USA) LLC; pricing June 19

• 0% Buffered Accelerated Return Equity Securities due July 26, 2010 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing June 19

• 0% Buffered Accelerated Return Equity Securities due June 26, 2013 linked to the S&P BRIC 40 index; via Credit Suisse Securities (USA) LLC; pricing June 19

• 0% Buffered Accelerated Return Equity Securities due June 29, 2011 linked to the S&P 500 index; 20% trigger; via Credit Suisse Securities (USA) LLC; pricing June 24

• 11% to 14% callable yield notes due Dec. 30, 2009 linked to the S&P 500 index and Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing June 25

• 10.5% to 12.5% callable yield notes due June 30, 2010 linked to the S&P 500 index and Russell 2000 index; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing June 25

• 15% to 17% callable yield notes due July 6, 2010 linked to the S&P 500 index and Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing June 30

• 9.5% to 11.5% callable yield notes due July 6, 2010 linked to the S&P 500 index and Russell 2000 index; 55% trigger; via Credit Suisse Securities (USA) LLC; pricing June 30

• 14.5% to 17% callable yield notes due Jan. 5, 2010 linked to the S&P 500 index and Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing June 30

• 0% Cert PLUS securities due Jan. 6, 2012 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing June 30

• One-month Libor warrants expiring in June 2016; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in June

DEUTSCHE BANK AG, LONDON BRANCH

• Principal-protected callable range accrual notes due June 17, 2024 linked to Libor; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing June 11

• 0% leveraged securities due June 24, 2014 linked to the 30-year Constant Maturity Swap rate; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing June 19

• 0% capped Buffered Underlying Securities due June 24, 2011 linked to the S&P 500; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing June 19

• 0% buffered barrier rebate securities due Feb. 28, 2011 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing June 25

• 0% buffered barrier rebate securities due Dec. 30, 2010 linked the S&P 500 index, S&P MidCap 400 index, Russell 2000 index and iShares MSCI EAFE index fund; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing June 25

• 0% return optimization securities due June 28, 2013 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing June 25

• 0% buffered barrier rebate notes due March 30, 2011 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing June 25

• 0% market contribution securities due July 7, 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 June 30

• Five-year 0% market contribution securities linked to the Deutsche Bank Liquid Alpha USD 5 Total Return index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing in June

EKSPORTFINANS ASA

• 17% annualized reverse convertible notes due Sept. 16, 2009 linked to an equally weighted stock basket of Caterpillar Inc., Freeport-McMoRan Copper & Gold, Inc., General Electric Co. and Wells Fargo & Co.; via Natixis Securities North America Inc.; pricing June 11

• Zero-coupon 96% principal-protected notes due January 2013 linked to Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; via Wachovia Capital Markets, LLC; pricing in June

• 0% enhanced growth securities with leveraged upside and buffered downside due Oct. 5, 2010 linked to the S&P 500 index; 90% trigger; via Wachovia Capital Markets, LLC; pricing in June

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

• 18-month 0% Bear Market 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 June

• 15% to 17% annualized enhanced yield securities due Dec. 10, 2009 linked to the common stock of Alcoa Inc.; 60% trigger; via Wachovia Capital Markets, LLC

• 12% to 13% annualized enhanced yield securities due Dec. 10, 2009 linked to the common stock of Chesapeake Energy Corp.; 60% trigger; via Wachovia Capital Markets, LLC

• 12%-14% enhanced yield securities due Dec. 18, 2009 linked to Dow Chemical Co. common stock; 60% trigger; via Wachovia Capital Markets, LLC

• 9.5% to 10.5% annualized enhanced yield securities due Dec. 10, 2009 linked to the common stock of E. I. du Pont de Nemours & Co.; 70% trigger; via Wachovia Capital Markets, LLC

• 11.5% to 12.5% annualized enhanced yield securities due Dec. 10, 2009 linked to the common stock of Freeport-McMoRan Copper & Gold Inc.; 60% trigger; via Wachovia Capital Markets, LLC

• 12.5%-13.5% enhanced yield securities due Dec. 18, 2009 linked to JPMorgan Chase & Co. common stock; 65% trigger; via Wachovia Capital Markets, LLC

• 10% to 12% enhanced yield securities due Dec. 18, 2009 linked to the common stock of MetLife, Inc.; via Wachovia Capital Markets, LLC

• 10%-12% enhanced yield securities due Sept. 14, 2009 linked to Merck & Co., Inc. common stock; 80% trigger; via Wachovia Capital Markets, LLC

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

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

• 16- to 18-month 0% notes with buffer linked to the S&P Homebuilding Select Industry index; via Goldman, Sachs & Co.

• 16- to 18-month 0% notes with no buffer linked to the S&P Homebuilding Select Industry index; via Goldman, Sachs & Co.

GOLDMAN SACHS GROUP, INC.

• 18-month 0% notes linked to the Australian dollar, Brazilian real, Chinese renminbi and Norwegian krone, each against the U.S. dollar; via Goldman, Sachs & Co.

• 15- to 17-month 0% notes linked to the Australian dollar, Brazilian real and Norwegian krone, each against the U.S. dollar; via Goldman, Sachs & Co.

• 18- to 21-month 0% leveraged equity index-linked notes denominated in Canadian dollars linked to the S&P 500 index and the Canadian dollar/U.S. dollar exchange rate; via Goldman, Sachs & Co.

• 15-year callable CMS spread notes; via Goldman, Sachs & Co.

• 0% leveraged commodity-linked notes tied to the price of gold; via Goldman, Sachs & Co.

HARRIS NA

• Principal-protected contingent annual payout certificates of deposit due June 30, 2015 linked to the stocks of Costco Wholesale Corp., CVS Caremark Corp., Exxon Mobil Corp., Home Depot, Inc., Honeywell International Inc., McDonald's Corp., Microsoft Corp., Monsanto Corp., Nokia Corp. and Wells Fargo & Co.; pricing June 25

HSBC BANK USA, NA

• Contingent annual income certificates of deposit due June 30, 2015 linked to the stocks of 3M Co., Abbott Laboratories, AT&T Inc., Boeing Co., Chevron Corp., Exxon Mobil Corp., Entergy Corp., FPL Group, Inc., International Business Machines Corp., Johnson & Johnson, JPMorgan Chase & Co., Kraft Foods Inc., McDonald's Corp., Microsoft Corp., Monsanto Co., Nucor Corp., Verizon Communications Inc., Wal-Mart Stores, Inc., Walt Disney Co. and Wells Fargo & Co.; via Morgan Stanley & Co. Inc.; pricing June 23

• 0% bullish skewed absolute return certificates of deposit due Oct. 28, 2011 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing June 24

• 0% sector selector certificates of deposit with minimum return due June 29, 2015 linked to the iShares MSCI Emerging Markets index fund, Market Vectors Gold Miners, Energy Select Sector SPDR fund, Financial Select Sector SPDR fund, Healthcare Select Sector SPDR fund and Semiconductor Holdrs Trust; via HSBC Securities (USA) Inc.; pricing June 24

• Annual income opportunity certificates of deposit due June 30, 2015 linked to the stocks of Amazon.com Inc., ConocoPhillips, Google Inc., Hewlett-Packard Co., Home Depot, Inc., Intel Corp., JPMorgan Chase & Co., Merck & Co., Inc., UnitedHealth Group Inc. and Walt Disney Co.; via HSBC Securities (USA) Inc.; pricing June 25

• Annual income opportunity certificates of deposit due June 30, 2015 linked to the stocks of Barrick Gold Corp., Baidu, Inc., Berkshire Hathaway Inc., BHP Billiton Ltd., China Mobile Ltd., Cisco Systems, Nokia Corp., Petroleo Brasileiro SA, Teva Pharmaceutical Industries Ltd. and Wal-Mart Stores, Inc.; via HSBC Securities (USA) Inc.; pricing June 25

HSBC USA INC.

• 8% to 10% yield optimization notes due June 16, 2011 linked to the iShares MSCI Emerging Markets index fund; 75% trigger; via UBS Financial Services Inc. and HSBC USA Inc.; pricing June 11

• 90% principal-protected emerging markets-linked notes due June 12, 2013 linked to the iShares MSCI Emerging Markets index fund, the iShares MSCI Brazil index fund, the iShares FTSE/Xinhua China 25 index fund and the iShares S&P Latin American 40 index fund; via HSBC Securities (USA) Inc.; pricing June 12

• 0% knock-out buffer notes due Dec. 16, 2010 linked to the S&P 500 index; 70% trigger; via J.P. Morgan Securities Inc.; pricing June 12

• 0% buffered return enhanced notes due June 30, 2010 linked to the S&P 500 index; 90% trigger; via J.P. Morgan Securities Inc.; pricing June 12

• 0% enhanced market participation notes due July 15, 2010 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing June 12

• 0% barrier optimization securities with partial protection due Sept. 17, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and HSBC USA Inc.; pricing June 12

• 0% best of performance notes due June 26, 2014 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing June 23

• 0% absolute return certificates of deposit due April 29, 2011 linked to the S&P 500 index; pricing June 24

JPMORGAN CHASE BANK, NA

• 0% certificates of deposit due Dec. 31, 2013 linked to the JPMorgan Optimax Market-Neutral index; via J.P. Morgan Securities Inc.; pricing June 25

JPMORGAN CHASE & CO.

• 19% reverse exchangeable notes due June 15, 2010 linked to Bank of America Corp. stock; via J.P. Morgan Securities Inc.; pricing June 10

• 11.5% reverse exchangeable notes due June 15, 2010 linked to General Electric Co. stock; via J.P. Morgan Securities Inc.; pricing June 10

• 0% buffered Performance Leveraged Upside Securities due June 30, 2011 linked to the iShares MSCI EAFE index fund; via Morgan Stanley; pricing June 23

• 0% buffered Performance Leveraged Upside Securities due June 30, 2011 linked to the S&P 500 index; via Morgan Stanley; pricing June 23

• 0% buffered equity notes due June 30, 2011 linked to the iShares MSCI Emerging Markets index fund; via J.P. Morgan Securities Inc.; pricing June 25

• 0% buffered equity notes due Dec. 31, 2010 linked to the S&P 500 index; 85% trigger; via J.P. Morgan Securities Inc.; pricing June 25

• 0% buffered return enhanced notes capped at 21% to 24% due Dec. 31, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing June 25

• 0% buffered return enhanced notes capped at 17% to 20% due Dec. 31, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing June 25

• 0% buffer notes due 2010 linked to the S&P 500 index; 90% trigger; via Citigroup Global Markets Inc.

M&I MARSHALL & ILSLEY BANK

• 0% MiSelect certificates of deposit due June 30, 2015 linked to the common stocks of Coca-Cola Co., General Electric Co., Google Inc., Hewlett-Packard Co., Home Depot, Inc., Intel Corp., JPMorgan Chase & Co., Schlumberger Ltd., UnitedHealth Group Inc. and United Parcel Service, Inc.; pricing June 25

• 0% MiSelect barrier certificates of deposit due June 28, 2013 linked to the S&P 500 index; pricing June 25

MORGAN STANLEY

• 8.5% Stock Participation Accreting Redemption Quarterly-pay Securities due July 28, 2010 mandatorily exchangeable for Apple Inc. stock; via Morgan Stanley & Co. Inc.; pricing June 23

• Zero-coupon capital-protected notes due Sept. 28, 2012 linked to Australian dollar, British pound, Canadian dollar, euro, Japanese yen, Swiss franc, Brazilian real, Chinese renminbi and Indian rupee; via Morgan Stanley & Co. Inc.; pricing June 23

• Zero-coupon 90% capital-protected notes due June 28, 2013 linked to the Dow Jones - USB Commodity index; via Morgan Stanley & Co. Inc.; pricing June 23

• 0% Performance Leveraged Upside Securities due Dec. 30, 2010 linked to 16.667% weights of the iShares Russell 2000 index fund, Technology Select Sector SPDR fund, iShares MSCI Emerging Markets index fund; 15% weights of the iBoxx USD Liquid High-Yield Index and the iBoxx USD Liquid Investment-Grade Index; as well as 10% weights of the iShares Dow Jones U.S. Real Estate index fund and the PowerShares DB Commodity Index Tracking Fund; via Morgan Stanley & Co. Inc.; pricing June 23

• Zero-coupon protected absolute return barrier notes due June 28, 2011 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing June 23

• Zero-coupon capital-protected notes due June 26, 2014 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing June 23

• 0% buffered Performance Leveraged Upside Securities due June 30, 2011 linked to the S&P GSCI Agriculture Index - Excess Return; via Morgan Stanley & Co. Inc.; pricing June 23

• Callable CMS curve and S&P 500 index-linked notes due June 2029; via Morgan Stanley & Co. Inc.; pricing in June

• Range accrual notes linked the Constant Maturity Swap Rate and the S&P 500 due June 26, 2024; via Morgan Stanley & Co. Inc.; pricing in June

ROYAL BANK OF CANADA

• 25% annualized reverse convertible notes due Sept. 18, 2009 linked to Aflac, Inc. common stock; 70% trigger; via RBC Capital Markets Corp.; pricing June 12

• 21% annualized reverse convertible notes due Sept. 18, 2009 linked to Alcoa Inc. common stock; 65% trigger; via RBC Capital Markets Corp.; pricing June 12

• 20% annualized reverse convertible notes due Sept. 18, 2009 linked to American Express Co. common stock; 65% trigger; via RBC Capital Markets Corp.; pricing June 12

• 9.5% annualized reverse convertible notes due Dec. 18, 2009 linked to Apple Inc. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing June 12

• 27% annualized reverse convertible notes due Dec. 18, 2009 linked to Arch Coal, Inc. common stock; 70% trigger; via RBC Capital Markets Corp.; pricing June 12

• 30.25% annualized reverse convertible notes due Sept. 18, 2009 linked to Bank of America Corp. common stock; 65% trigger; via RBC Capital Markets Corp.; pricing June 12

• 17% annualized reverse convertible notes due Sept. 18, 2009 linked to Caterpillar Inc. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing June 12

• 18.5% annualized reverse convertible notes due Dec. 18, 2009 linked to Chesapeake Energy Corp. common stock; 65% trigger; via RBC Capital Markets Corp.; pricing June 12

• 19% annualized reverse convertible notes due Sept. 18, 2009 linked to Companhia Vale do Rio Doce SA common stock; 75% trigger; via RBC Capital Markets Corp.; pricing June 12

• 17% annualized reverse convertible notes due Sept. 18, 2009 linked to Deere & Co. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing June 12

• 30.75% annualized reverse convertible notes due Sept. 18, 2009 linked to Ford Motor Co. common stock; 65% trigger; via RBC Capital Markets Corp.; pricing June 12

• 19.5% annualized reverse convertible notes due Sept. 18, 2009 linked to Freeport-McMoRan Copper & Gold, Inc. common stock; 70% trigger; via RBC Capital Markets Corp.; pricing June 12

• 11.25% annualized reverse convertible notes due Sept. 18, 2009 linked to Frontier Oil Corp. common stock; 70% trigger; via RBC Capital Markets Corp.; pricing June 12

• 18.5% annualized reverse convertible notes due Sept. 18, 2009 linked to General Electric Co. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing June 12

• 12.25% annualized reverse convertible notes due Sept. 18, 2009 linked to Goldcorp, Inc. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing June 12

• 10.35% annualized reverse convertible notes due Dec. 18, 2009 linked to Home Depot, Inc. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing June 12

• 19.25% annualized reverse convertible notes due Sept. 18, 2009 linked to JPMorgan Chase & Co. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing June 12

• 12.25% annualized reverse convertible notes due Dec. 18, 2009 linked to Lowe's Cos., Inc. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing June 12

• 11% annualized reverse convertible notes due Dec. 18, 2009 linked to Monsanto Co. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing June 12

• 21% annualized reverse convertible notes due Sept. 18, 2009 linked to Nucor Corp. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing June 12

• 18% annualized reverse convertible notes due Sept. 18, 2009 linked to Peabody Energy Corp. common stock; 70% trigger; via RBC Capital Markets Corp.; pricing June 12

• 10.75% annualized reverse convertible notes due Sept. 18, 2009 linked to Petroleo Brasileiro SA common stock; 75% trigger; via RBC Capital Markets Corp.; pricing June 12

• 16.5% annualized reverse convertible notes due Sept. 18, 2009 linked to Research In Motion Inc. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing June 12

• 0% bullish digital notes due July 16, 2010 linked to the S&P 500 index; via RBC Capital Markets Corp.; pricing June 12

• 9.5% annualized reverse convertible notes due Sept. 18, 2009 linked to Union Pacific Corp. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing June 12

• 25.5% annualized reverse convertible notes due Sept. 18, 2009 linked to United States Steel Corp. common stock; 65% trigger; via RBC Capital Markets Corp.; pricing June 12

• 18.75% annualized reverse convertible notes due Sept. 18, 2009 linked to U.S. Bancorp common stock; 65% trigger; via RBC Capital Markets Corp.; pricing June 12

• 18.5% annualized reverse convertible notes due Sept. 18, 2009 linked to Wells Fargo & Co. common stock; 60% trigger; via RBC Capital Markets Corp.; pricing June 12

• 0% buffered bullish commodity notes due June 28, 2013 linked to the S&P GSCI Excess Return index; via RBC Capital Markets Corp.; pricing June 25

• Zero-coupon principal-protected notes due June 29, 2012 linked to the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi relative to the dollar; via RBC Capital Markets Corp.; pricing June 26

• 0% partially principal-protected notes due Dec. 31, 2015 linked to the Nikkei 225 index, the Dow Jones Euro Stoxx 50 index and the S&P 500 index; 90% trigger; via RBC Capital Markets Corp.; pricing June 26

• Zero-coupon principal-protected notes due June 30, 2014 linked to the S&P GSCI Energy Index - Excess Return, S&P GSCI Precious Metals Index - Excess Return, S&P GSCI Industrial Metals Index - Excess Return, S&P GSCI Agriculture Index - Excess Return and S&P GSCI Livestock Index - Excess Return; via RBC Capital Markets Corp.; pricing June 26

• Redeemable leveraged steepener notes due June 26, 2029 linked to the 10-year and two-year Constant Maturity Swap rates; via RBC Capital Markets Corp.

SUNTRUST BANK

• 0% certificates of deposit due June 22, 2012 linked to the Brazilian real, Russian ruble, Indian rupee and Chinese yuan; pricing June 24

AB SVENSK EXPORTKREDIT

• 14-month 0% 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 June

UBS AG

• 0% return optimization securities due June 18, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 12

• 0% autocallable optimization securities with contingent protection due July 2, 2010 linked to the Energy Select Sector SPDR fund; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 25

• Zero-coupon 100% principal protection absolute return barrier notes due June 30, 2011 linked to the Russell 2000 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 25

• 0% return optimization securities with partial protection due Dec. 31, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 25


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