Structured Products Calendar

BANK OF AMERICA CORP.

• 0% Market Index Target-Term Securities due January 2015 based on the Dow Jones Industrial Average; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in January

• 0% Accelerated Return Notes due March 2011 linked to the Dow Jones U.S. Real Estate index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co. LLC; pricing in January

• 0% Capped Leveraged Index Return Notes due February 2012 linked to the Rogers International Commodity Index - Excess Return; 90% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in January

• 10% STEP Income Securities linked to Boeing Co. common stock; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in January or February

• 14-month 0% Accelerated Return Notes linked to the gold spot price; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in January or February

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

• Two-year 0% 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 January or February

• Two-year 0% Capped Leveraged Index Return Notes linked to the S&P BRIC 40 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in January or February

BARCLAYS BANK PLC

• 0% notes due Jan. 13, 2015 linked to the Barclays Capital Pure Beta Plus II Total Return index; via Barclays Capital Inc.; pricing Jan. 8

• Synthetic foreign currency notes due Jan. 29, 2013 linked to the Australian dollar-U.S. dollar exchange rate; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Jan. 26

CITIBANK, NA

• Market-linked certificates of deposit due Jan. 27, 2016 linked to West Texas Intermediate crude oil, natural gas, corn, soybeans, copper - grade A, gold, silver, platinum, the S&P GSCI Aluminum Excess Return index and the S&P GSCI Wheat Excess Return index; via Citigroup Global Markets Inc. and distributor Morgan Stanley Smith Barney; pricing in January

CITIGROUP FUNDING, INC.

• 12% to 15% annualized Equity LinKed Securities due July 21, 2010 based on the common stock of Barrick Gold Corp.; 75% trigger; via Citigroup Global Markets, Inc.; pricing in January

• 0% Index Leading Stockmarket Return Securities due Jan. 29, 2013 linked to the Russell 2000 index; via Citigroup Global Markets Inc. and Morgan Stanley Smith Barney LLC; pricing in January

• 0% buffered Performance Leveraged Upside Securities due Jan. 27, 2012 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing in January

CREDIT SUISSE, NASSAU BRANCH

• 10%-12% price callable yield notes due Jan. 10, 2011 linked to the Energy Select Sector SPDR fund and SPDR Gold trust; via Credit Suisse Securities (USA) LLC; pricing Jan. 5

• 0% Accelerated Return Equity Securities due Jan. 10, 2012 linked to the iShares MSCI EAFE index fund; via Credit Suisse Securities (USA) LLC; pricing Jan. 5

• 11.5%-14% callable yield notes due Jan. 10, 2011 linked to the iShares MSCI Emerging Markets index fund, Russell 2000 index and S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Jan. 5

• 8%-10% callable yield notes due July 9, 2010 linked to the Russell 2000 and S&P 500 indexes; via Credit Suisse Securities (USA) LLC; pricing Jan. 5

• 8%-10.5% callable yield notes due Jan. 10, 2011 linked to the Russell 2000 and S&P 500 indexes; via Credit Suisse Securities (USA) LLC; pricing Jan. 5

• 0% Buffered Accelerated Return Equity Securities due July 8, 2011 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Jan. 5

• 0% enhanced participation securities due April 29, 2014 linked to the Credit Suisse Long/Short Equity Liquid Index (Excess Net); via Credit Suisse Securities (USA) LLC; pricing Jan. 22

• Zero-coupon 90% principal-protected ProNotes due Jan. 30, 2012 linked to Australian dollar, Brazilian real, Canadian dollar and Norwegian krone; via Credit Suisse Securities (USA) LLC; pricing Jan. 25

• 0% accelerated return securities due Jan. 29, 2013 linked to the iShares MSCI EAFE index fund; via Credit Suisse (USA) LLC; pricing Jan. 26

• 8%-10% callable yield notes due July 29, 2010 linked to the Russell 2000 index, S&P 500 index and iShares MSCI Emerging Markets index fund; via Credit Suisse Securities (USA) LLC; pricing Jan. 26

• 0% Buffered Accelerated Return Equity Securities due Jan. 31, 2012 linked to the S&P 500 index; via Credit Suisse (USA) LLC; pricing Jan. 26

• 7%-9% callable yield notes due Jan. 31, 2011 based on the S&P 500 index and Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Jan. 26

• 9.5%-12% callable yield notes due Jan. 31, 2011 linked to the S&P 500 index, Russell 2000 index and iShares MSCI Emerging Markets index fund; via Credit Suisse Securities (USA) LLC; pricing Jan. 26

• 0% Buffered Accelerated Return Equity Securities due Aug. 3, 2011 based on the performance of the Dow Jones-UBS Commodity index; 90% trigger; via Credit Suisse Securities (USA) LLC; pricing Jan. 29

• Zero-coupon principal-protected ProNotes due Feb. 3, 2015 linked to the S&P 500 index, iShares MSCI EAFE index fund, iShares MSCI Emerging Markets index fund, SPDR Gold trust and PowerShares DB US Dollar Index Bearish fund; via Credit Suisse Securities (USA) LLC; pricing Jan. 29

• 10%-12% callable yield notes due Feb. 3, 2011 linked to the Energy Select Sector SPDR fund and the SPDR Gold Trust; via Credit Suisse Securities (USA) LLC; pricing Jan. 29

• 8%-10% callable yield notes due Aug. 3, 2010 linked to the Russell 2000 and S&P 500 indexes; via Credit Suisse Securities (USA) LLC; pricing Jan. 29

• 8%-10.5% callable yield notes due Feb. 3, 2011 based on the S&P 500 index and Russell 2000 index; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing Jan. 29

• 11.5%-14% callable yield notes due Feb. 3, 2011 linked to the S&P 500 index, Russell 2000 index and iShares MSCI Emerging Markets index fund; via Credit Suisse Securities (USA) LLC; pricing Jan. 29

DEUTSCHE BANK AG, LONDON BRANCH

• 0% capped Buffered Underlying Securities due Jan. 31, 2012 linked to iShares MSCI Emerging Markets index fund; via Deutsche Bank Securities Inc.; pricing Jan. 26

• 0% alpha overlay securities due March 3, 2011 linked the Deutsche Bank Commodity Booster - Dow Jones - UBS 14 TV Index Excess Return and the Deutsche Bank Commodity Harvest - 10 Index USD Total Return; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Jan. 29

• 0% alpha overlay securities due Feb. 25, 2011 linked to S&P 500 Total Return index and the Deutsche Bank Equity Mean Reversion Alpha Index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Jan. 29

GOLDMAN SACHS BANK USA

• Six-year 0% equity index-linked deposit notes tied to the S&P 500 index; via Goldman, Sachs & Co. and distributor Incapital LLC; pricing Jan. 25

• Five- to five-and-a-half-year 0% equity index basket-linked deposit notes tied to the Dow Jones Industrial Average and the Dow Jones Euro Stoxx 50 index; via Goldman, Sachs & Co. and distributor Incapital LLC; pricing Jan. 25

GOLDMAN SACHS GROUP, INC.

• 13- and 15-month 0% buffered equity index-linked notes linked to the iShares FTSE/Xinhua China 25 index fund; 85% trigger; via Goldman Sachs & Co.

• 18- to 21-month 0% leveraged buffered notes linked to the iShares MSCI Emerging Markets index fund; via Goldman, Sachs & Co.

• 12- to 14-month 0% leveraged buffered equity index-linked notes based on the MSCI EAFE index; 90% trigger; via Goldman, Sachs & Co.

• Two-year 0% leveraged buffered equity index-linked notes linked to the MSCI EAFE and S&P 500 indexes; 88.5% 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.

• Five-year 0% autocallable index-linked notes tied 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; 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.

HSBC BANK USA, NA

• 0% certificates of deposit with minimum return due Jan. 25, 2016 linked to the Dow Jones Industrial Average; via HSBC Securities (USA) Inc.; pricing Jan. 20

• Annual income opportunity certificates of deposit due Jan. 26, 2016 linked to Barrick Gold Corp., Archer-Daniels-Midland Co., Cameco Corp., El Paso Corp., Freeport-McMoRan Copper & Gold Inc., International Paper Co., Mosaic Co., Schlumberger Ltd., Transocean Ltd. and Weyerhaeuser Co.; via HSBC Securities (USA) Inc.; pricing Jan. 21

• Annual income opportunity certificates of deposit due Jan. 28, 2013 linked to Barrick Gold Corp., Archer-Daniels-Midland Co., Cameco Corp., El Paso Corp., Freeport-McMoRan Copper & Gold Inc., International Paper Co., Mosaic Co., Schlumberger Ltd., Transocean Ltd. and Weyerhaeuser Co.; via HSBC Securities (USA) Inc.; pricing Jan. 21

• 0% absolute return certificates of deposit due Nov. 30, 2011 based on the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Jan. 25

• 0% absolute return certificates of deposit due May 29, 2012 based on the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Jan. 25

• 0% barrier multi-coupon opportunity certificates of deposit due Jan. 25, 2013 linked to the Market Vectors Gold Miners exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Jan. 22

• 0% barrier multi-coupon opportunity certificates of deposit due Jan. 27, 2014 linked to the Market Vectors Gold Miners exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Jan. 22

• 0% sector selector certificates of deposit with minimum return due Jan. 28, 2016 linked to the iShares MSCI Emerging Markets index fund, Market Vectors Gold Miners exchange-traded fund, 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 Jan. 25

• Annual income opportunity series 6 certificates of deposit with an auto cap feature due Jan. 31, 2013 linked to Amazon.com, Inc., Archer-Daniels-Midland Co., Bank of America Corp., Berkshire Hathaway Inc. (class B shares), Exelon Corp., First Solar, Inc., Gilead Sciences, Inc., Motorola, Inc. Newmont Mining Corp., Pfizer Inc., Verizon Communications Inc. and Waste Management, Inc.; via HSBC Securities (USA) Inc.; pricing Jan. 26

• Annual income opportunity series 6 certificates of deposit with an auto cap feature due Jan. 29, 2016 linked to Amazon.com, Inc., Archer-Daniels-Midland Co., Bank of America Corp., Berkshire Hathaway Inc. (class B shares), Exelon Corp., First Solar, Inc., Gilead Sciences, Inc., Motorola, Inc. Newmont Mining Corp., Pfizer Inc., Verizon Communications Inc. and Waste Management, Inc.; via HSBC Securities (USA) Inc.; pricing Jan. 26

• Annual income opportunity series 5 certificates of deposit with an auto cap feature due Jan. 31, 2013 linked to AstraZeneca plc, Barrick Gold Corp., Cameco Corp., China Life Insurance Co., Ltd., Honda Motor Co., Ltd., Kraft Foods Inc., Research in Motion, SAP AG, Sony Corp., Starbucks Corp., Teva Pharmaceutical Industries Ltd. and Vodafone Group plc; via HSBC Securities (USA) Inc.; pricing Jan. 26

• Annual income opportunity series 5 certificates of deposit with an auto cap feature due Jan. 29, 2016 linked to AstraZeneca plc, Barrick Gold Corp., Cameco Corp., China Life Insurance Co., Ltd., Honda Motor Co., Ltd., Kraft Foods Inc., Research in Motion, SAP AG, Sony Corp., Starbucks Corp., Teva Pharmaceutical Industries Ltd. and Vodafone Group plc; via HSBC Securities (USA) Inc.; pricing Jan. 26

HSBC USA, INC.

• 0% accelerated market participation securities due Feb. 28, 2011 linked to the Hang Seng China Enterprises index; via HSBC Securities (USA) Inc.; pricing Jan. 22

• 0% accelerated market participation securities due April 27, 2011 linked to the Hang Seng China Enterprises index; via HSBC Securities (USA) Inc.; pricing Jan. 22

• 0% buffered accelerated market participation securities due April 27, 2011 linked to the Hang Seng China Enterprises index; via HSBC Securities (USA) Inc.; pricing Jan. 22

• 0% buffered accelerated market participation securities due July 27, 2011 linked to the Hang Seng China Enterprises index; via HSBC Securities (USA) Inc.; pricing Jan. 22

• 9%-12% callable yield notes due Jan. 27, 2011 linked to the iShares MSCI EAFE index fund and iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc.; pricing Jan. 22

• 14%-17% callable yield notes due Jan. 27, 2011 linked to the Market Vector Gold Miners trust and Energy Select SPDR fund; via HSBC Securities (USA) Inc.; pricing Jan. 22

• 0% accelerated market participation securities due Feb. 28, 2011 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Jan. 22

• 0% accelerated market participation securities due April 27, 2011 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Jan. 22

• 0% buffered accelerated market participation securities due April 27, 2011 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Jan. 22

• 0% buffered accelerated market participation securities due July 27, 2011 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Jan. 22

• 0% accelerated market participation securities due Feb. 28, 2011 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Jan. 22

• 0% accelerated market participation securities due April 27, 2011 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Jan. 22

• 0% buffered accelerated market participation securities due April 27, 2011 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Jan. 22

• 0% buffered accelerated market participation securities due July 27, 2011 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Jan. 22

• 0% return optimization securities with contingent protection due Jan. 31, 2013 linked to the iShares MSCI EAFE index fund and iShares MSCI Emerging Markets index fund; via UBS Financial Services Inc.; pricing Jan. 26

• 0% barrier optimization securities with partial protection due July 29, 2011 linked to the S&P 500 index; via UBS Financial Services Inc.; pricing Jan. 26

JPMORGAN CHASE BANK, NA

• Six-month Libor range accrual certificates of deposit due Jan. 21, 2025; via J.P. Morgan Securities Inc.; settlement Jan. 21

• Contingent coupon certificates of deposit due Jan. 29, 2016 based on Alcoa Inc., Abbott Laboratories, Amazon.com, Inc., CVS Caremark Corp., Costco Wholesale Corp., General Electric Co., Microsoft Corp., Newmont Mining Corp., Verizon Communications Inc. and Wells Fargo & Co.; via J.P. Morgan Securities Inc. and Incapital LLC; pricing Jan. 26

• 0% equity-linked certificates of deposit due July 30, 2015 linked to the Dow Jones Industrial Average; via J.P. Morgan Securities Inc.; pricing Jan. 26

JPMORGAN CHASE & CO.

• 0% semiannual review notes due July 29, 2011 based on the Financial Select Sector SPDR fund; 80% trigger; via J.P. Morgan Securities Inc.; pricing Jan. 26

• 0% semiannual review notes due July 29, 2011 based on the Financial Select Sector SPDR fund; 80% trigger; via J.P. Morgan Securities Inc.; pricing Jan. 26

• 0% buffered return enhanced notes due July 29, 2011 linked to the iShares MSCI EAFE index fund; via J.P. Morgan Securities Inc. is the agent; pricing Jan. 26

• 0% buffered return enhanced notes due Jan. 31, 2012 linked to the iShares MSCI EAFE index fund; via J.P. Morgan Securities Inc. is the agent; pricing Jan. 26

• 0% autocallable optimization securities with contingent protection due on or about July 31, 2011 linked to the Market Vectors Gold Miners exchange-traded fund; via UBS Financial Services Inc. and J.P. Morgan Securities Inc.; pricing Jan. 26

• 0% semiannual review notes due July 29, 2011 linked to the Market Vectors Gold Miners exchange-traded fund; J.P. Morgan Securities Inc.; pricing Jan. 26

• 0% semiannual review notes due July 29, 2011 linked to the Market Vectors Gold Miners exchange-traded fund; J.P. Morgan Securities Inc.; pricing Jan. 26

• 0% buffered return enhanced notes due Jan. 31, 2012 based on the Russell 2000 index; 90% trigger; via J.P. Morgan Securities Inc.; pricing Jan. 26

• 0% buffered return enhanced notes due July 29, 2011 based on the Russell 2000 index; 90% trigger; via J.P. Morgan Securities Inc.; pricing Jan. 26

• 0% buffered return enhanced notes due July 29, 2011 based on the S&P 500 index; 90% trigger; via J.P. Morgan Securities Inc.; pricing Jan. 26

• 0% buffered return enhanced notes due Jan. 31, 2012 based on the S&P 500 index; 90% trigger; via J.P. Morgan Securities Inc.; pricing Jan. 26

• 0% jump securities due Jan. 27, 2012 linked to the iShares Dow Jones U.S. Real Estate index fund; via J.P. Morgan Securities Inc.; pricing in January

• 0% buffered Performance Leveraged Upside Securities due Jan. 27, 2012 based on the iShares MSCI EAFE index fund; via J.P. Morgan Securities Inc. and Morgan Stanley Smith Barney LLC; pricing in January

MORGAN STANLEY

• 8%-11% Equity LinKed Securities Feb. 14, 2011 linked to the common stock of Amazon.com, Inc.; 75% trigger; via Morgan Stanley & Co. Inc.; pricing in January

• Zero-coupon 95% principal-protected currency-linked notes due July 29, 2013 linked to Australian dollar, British pound, Canadian dollar, Eurozone euro, Japanese yen, Swiss franc, Brazilian real, Chinese renminbi and Indian rupee, all against the dollar; via Morgan Stanley & Co. Inc.; pricing in January

• Senior floating-rate notes due Jan. 12, 2010 linked to 10-year Constant Maturity Swap rate; via Morgan Stanley & Co. Inc.; pricing in January

• 100% principal-protected CMS curve and S&P 500 index-linked range accrual notes due January 2025; via Morgan Stanley & Co.; settling in January

• 0% Performance Leveraged Upside Securities due July 27, 2011 based on the Dow Jones - UBS Commodity index; via Morgan Stanley & Co. Inc.; pricing in January

• 0% jump securities due Feb. 24, 2011 linked to the iShares MSCI Brazil index fund; via Morgan Stanley & Co. Inc.; pricing in January

• 0% buffered Performance Leveraged Upside Securities due Jan. 27, 2012 linked to the iShares MSCI Emerging Markets index fund; via Morgan Stanley Smith Barney LLC; pricing in January

ROYAL BANK OF CANADA

• 0% buffered bullish enhanced return notes due Jan. 9, 2012 linked to the S&P 500 index; RBC Capital Markets Corp.; pricing Jan. 5

• 0% direct investment notes due Feb. 8, 2011 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets Corp.; pricing Jan. 6

• Redeemable range accrual notes due Jan. 8, 2025 linked to Libor; via RBC Capital Markets Corp.; pricing Jan. 6

• Redeemable range accrual notes due Jan. 15, 2025 linked to six-month Libor; via RBC Capital Markets Corp.; pricing Jan. 13

AB SVENSK EXPORTKREDIT

• 14-month 0% Accelerated Return Notes linked to the Financial Select Sector index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in January or February

• 14-month 0% Accelerated Return Notes linked to the Russell 2000 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in January or February

UBS AG

• Two- to 21/2-year 0% performance securities linked to the UBS V10 Currency Index with Volatility Cap; via UBS Financial Services Inc. and UBS Investment Bank; pricing Jan. 15

• 0% performance securities with contingent protection due Jan. 30, 2015 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Jan. 26

• 0% return optimization securities with partial protection due July 29, 2011 based on the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Jan. 26

• 0% performance securities due Jan. 29, 2013 linked to the UBS V10 Currency Index with Volatility Cap; UBS Financial Services Inc. and UBS Investment Bank; pricing Jan. 26

UNION BANK, NA

• Zero-coupon principal-protected quarterly capped return market-linked certificates of deposit due July 29, 2013 linked to the Dow Jones - UBS Commodity index; via UnionBanc Investment Services, LLC and distributor Incapital LLC; pricing Jan. 25

WELLS FARGO BANK, NA

• Market-linked certificates of deposit due Jan. 22, 2016 based on the SGI WISE US index; via SG Americas Securities, LLC and Advisors Asset Management, Inc.; pricing Jan. 22

• Contingent annual interest certificates of deposit due Jan. 27, 2016 linked to the common stocks of Alcoa Inc., Apple Inc., American Express Co., AT&T Inc., Bank of America Corp., ConocoPhillips, Duke Energy Corp., Exelon Corp., General Electric Co., Home Depot, Inc., Honeywell International Inc., Intel Corp., Johnson & Johnson, Lowe's Cos., Inc., Merck & Co., Inc., Nucor Corp., Philip Morris International Inc., Schlumberger NV (Schlumberger Ltd.), Verizon Communications Inc. and Wal-Mart Stores, Inc.; via Morgan Stanley & Co. Inc. and distributor Morgan Stanley Smith Barney; pricing Jan. 25

• 0% barrier return rebate certificates of deposit due Jan. 27, 2016 linked to gold, silver and platinum; via Morgan Stanley & Co. Inc. and distributor Morgan Stanley Smith Barney; pricing Jan. 25

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