Structured Products Calendar

BANK OF AMERICA CORP.

• Five-year variable-coupon notes linked to the stocks of Abercrombie & Fitch Co., Altria Group, Inc., Archer-Daniels-Midland Co., Barrick Gold Corp., Boeing Co., Caterpillar Inc., Deere & Co., JPMorgan Chase & Co., McDonald's Corp., Monsanto Co., Nokia Corp., Reynolds American Inc., Verizon Communications Inc. and Wal-Mart Stores, Inc.; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in October

• Six-year variable coupon notes linked to a basket of stocks Altria Group, Inc., Archer-Daniels-Midland Co., Barrick Gold Corp., Boeing Co., Caterpillar Inc., Deere & Co., Ford Motor Co., General Electric Co., Goldcorp Inc., JPMorgan Chase & Co., McDonald's Corp., Monsanto Co., Motorola, Inc., Verizon Communications Inc. and Wal-Mart Stores, Inc.; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in October

• 0% currency-linked step up notes due October 2012 linked to the exchange rate of the Brazilian real relative to the euro; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in October

• Fixed- to floating-rate notes due November 2020 linked the 10-year Constant Maturity Swap rate; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in October

• Callable capped notes due October 2030 linked to the difference between the 30-year and two-year Constant Maturity Swap rates; via Merrill Lynch, Pierce, Fenner & Smith Inc.; settlement in October; Cusip 06048WDX5

• 8% 53-week coupon-bearing notes linked to the common stock of Deere & Co.; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in October

• Two-year 0% Capped Leveraged Index Return Notes linked to the price of gold; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in October

• 0% Strategic Return Notes due October 2015 linked to the Investable Volatility index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in October

• 0% Capped Leveraged Index Return Notes due October 2012 linked to the Rogers International Commodity Index - Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in October

• 14-month 0% Accelerated Return Notes due December 2011 linked to S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in October

• Two-year 0% market-linked step up notes linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in October

• Four-year 0% market-linked step up notes linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in October

• 0% Capped Leveraged Index Return Notes linked to a basket of the S&P 500 index, the MSCI EAFE index and the MSCI Emerging Markets index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in October

• 0% Capped Leveraged Index Return Notes due October 2012 linked to the S&P BRIC 40 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in October

• Six-year variable coupon notes linked to a the common stocks of Barrick Gold Corp., Blackstone Group LP, Coca-Cola Co., Dell Inc., Exxon Mobil Corp., Ford Motor Co., Goldman Sachs Group, Inc., JPMorgan Chase & Co., Merck & Co., Inc., Microsoft Corp., Mosaic Co., Oracle Corp., Pfizer Inc., Procter & Gamble Co., Research In Motion Ltd. and Wal-Mart Stores, Inc.; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in October or November

• Two-year 0% Capped Leveraged Index Return Notes linked to the price of silver; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in October or November

• Callable capped notes due Nov. 19, 2030 based on the 10-year Constant Maturity Swap rate and two-year CMS rate; via Merrill Lynch, Pierce, Fenner & Smith Inc.; settling Nov. 19; Cusip 06048WEJ5

• Step up callable notes due Nov. 23, 2035 with 5.05% initial rate; via Merrill Lynch, Pierce, Fenner & Smith Inc.; settlement Nov. 23; Cusip 06048WEK2

• Step-up callable notes due November 2025; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in November; Cusip: 06048WEH9

BARCLAYS BANK PLC

• 0% buffered Super Track notes due May 2, 2014 linked to the Barclays Capital Multi-Strategy DJ-UBSCI with Seasonal Energy Excess Return index; via Barclays Capital Inc.; pricing Oct. 29; Cusip 06740PVB9

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

• 0% buffered Super Track digital notes due May 4, 2012 based on Russell 2000 index; 90% trigger; via Barclays Capital Inc.; pricing Nov. 1; Cusip 06740PA71

• 0% buffered Super Track notes due May 14, 2013 linked to the Dow Jones - UBS Commodity index; via Barclays Capital Inc.; pricing Nov. 9; Cusip 06740P2Y1

• 0% buffered Super Track notes due Nov. 15, 2012 linked to the performance of a basket of commodities including gold, platinum and palladium; via Barclays Capital Inc.; pricing Nov. 9; Cusip 06740P2W5

• 0% buffered Super Track notes due May 14, 2012 linked to the iShares MSCI Brazil index fund; via Barclays Capital Inc.; pricing Nov. 9; Cusip 06740P2U9

• 0% buffered Super Track notes due Nov. 15, 2012 linked to the S&P 500 index; via Barclays Capital Inc.; pricing Nov. 9; Cusip 06740P2V7

CITIBANK, NA

• Callable leveraged market-linked certificates of deposit due 2030 linked to the 10-year and two-year Constant Maturity Swap rates; via Citigroup Global Markets Inc.; pricing in October; Cusip 172986CJ8

CITIGROUP FUNDING, INC.

• 0% Equity LinKed Securities due Oct. 27, 2016 linked to the Dow Jones Industrial Average; via Citigroup Global Markets Inc.; pricing in October; Cusip 17316G784

• 0% Leading Stockmarket Return Securities due Oct. 29, 2013 linked to equal weights of the S&P 500 index, the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; via Citigroup Global Markets Inc.; pricing in October; Cusip 17316G743

• Callable notes due Oct. 29, 2025 with a contingent coupon based on S&P 500 index; via Citigroup Global Markets Inc.; settlement in October; Cusip 1730T0KS7

• 0% notes due November 2013 linked to a long short basket containing the Morningstar Wide Moat Focus Total Return Index and the S&P 500 Total Return Index; via Citigroup Global Markets Inc.; pricing in November; Cusip: 17316G735

• 0% Premium Mandatory Callable Equity-linked Securities due November 2012 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing in November; Cusip: 1730T0KQ1

• 0% jump securities due March 23, 2011 linked to the common stock of Symantec Corp.; via Citigroup Global Markets Inc.; Cusip 17316G818

CREDIT SUISSE AG, NASSAU BRANCH

• 7.75% callable yield notes due Nov. 3, 2011 linked to the Energy Select Sector SPDR fund and the Health Care Select Sector SPDR fund; via Credit Suisse Securities (USA) LLC; pricing Oct. 29; Cusip 22546EC77

• 7.5% callable yield notes due Nov. 3, 2011 linked to the iShares Silver trust and the iShares MSCI Australia index fund; via Credit Suisse Securities (USA) LLC; pricing Oct. 29; Cusip 22546EC51

• 7% callable yield notes due Feb. 3, 2011 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 29; Cusip 22546ED50

• 10%-12% annualized callable yield notes due May 3, 2011 linked to the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Oct. 29; Cusip 22546EZR8

• 8.5%-11% callable yield notes due Nov. 3, 2011 linked to the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Oct. 29; Cusip 22546EZU1

• High/low coupon notes due Nov. 3, 2011 linked to the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Oct. 29; Cusip 22546EZV9

• 9.5%-11.5% callable yield notes due Nov. 3, 2011 linked to the S&P 500 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Oct. 29; Cusip 22546EZT4

• 9.5%-11.5% callable yield notes due Nov. 3, 2011 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 29; Cusip 22546EZS6

• 9% callable yield notes due Nov. 3, 2011 linked to the Utilities Select Sector SPDR fund and the iShares Russell 2000 index fund; via Credit Suisse Securities (USA) LLC; pricing Oct. 29; Cusip 22546EC69

DEUTSCHE BANK AG, LONDON BRANCH

• 0% market contribution securities due Nov. 1, 2013 linked to the Deutsche Bank Liquid Commodity Index - Mean Reversion Total Return; via Deutsche Bank Securities Inc.; pricing Oct. 29; Cusip 2515A07J6

• 0% return enhanced notes due May 3, 2012 linked to the Indian rupee, Indonesian rupiah, Korean won and Singapore dollar; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing Oct. 29; Cusip 2515A1AV3

• 0% alpha overlay securities due Jan. 10, 2012 linked to a basket holding the Deutsche Bank Liquid Alpha USD 5 Total Return index and the Deutsche Bank Equity Mean Reversion Alpha index (Emerald); via Deutsche Bank Securities Inc.; pricing Nov. 5; Cusip: 2515A1AT8

• 0% capped Buffered Underlying Securities due Nov. 9, 2012 based on iShares MSCI Emerging Markets index fund; 85% trigger; via Deutsche Bank Securities Inc.; pricing Nov. 5; Cusip 2515A1AU5

• 0% capped Buffered Underlying Securities due May 10, 2012 linked to the S&P 500 index; via Deutsche Bank Securities Inc.; pricing Nov. 5; Cusip: 2515A1AS0

EKSPORTFINANS ASA

• 0% Accelerated Return Notes due December 2011 linked to Energy Select Sector index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in October

• 0% access securities with fixed buffered downside due Nov. 7, 2012 linked to the iShares Russell 2000 index fund; via Wells Fargo Securities; pricing in October

• 24- to 27-month 0% equity index-linked notes based on the MSCI EAFE index; 90% trigger; via Goldman, Sachs & Co.; pricing in October

• 14-month 0% Accelerated Return Notes linked to the Rogers International Commodity Index-Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in October

• 24- to 27-month 0% leveraged buffered index-linked notes based on the S&P 500 index; 90% trigger; via Goldman, Sachs & Co.; pricing in October

• 0% auto callable access securities with fixed percentage buffered downside due Nov. 7, 2012 linked to S&P 500; via Wells Fargo Securities, LLC; pricing in October

• Six-month 0% Strategic Accelerated Redemption Securities linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in October or November

• One-year 0% Strategic Accelerated Redemption Securities linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in October or November

• 14-month 0% Accelerated Return Notes linked to the S&P MidCap 400 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in October or November

EATON VANCE eUNITS

• Two-year international equity market participation trust enhanced upside to cap/buffered downside units of beneficial interest linked to the MSC EAFE index; via Eaton Vance Distributors, Inc.

• Two-year U.S. equity market participation trust enhanced upside to cap/buffered downside units of beneficial interest linked to the S&P 500 Composite Stock Price index; via Eaton Vance Distributors, Inc.

GOLDMAN SACHS GROUP, INC.

• 0% underlier-linked notes due Nov. 16, 2011 linked to the Euro Stoxx 50 index, FTSE 100 index and Topix index, each converted into dollars; via Goldman, Sachs & Co. and J.P. Morgan Securities LLC; pricing Oct. 29; Cusip 38143UPA3

• 0% index-linked trigger notes due May 11, 2012 linked to the S&P 500 index; via Goldman, Sachs & Co.; pricing Oct. 29; Cusip 38143UNZ0

• 0% autocallable buffered index-linked notes tied to the Russell 2000 index; via Goldman, Sachs & Co.; pricing in October; Cusip: 38143UNP2

• Seven-year fixed- and floating-rate notes linked to Libor; via Goldman, Sachs & Co.; settlement Nov. 1; Cusip 38143UNY3

• Fixed- and floating-rate notes due Nov. 5, 2015 linked to Libor; via Goldman, Sachs & Co.; settlement Nov. 5; Cusip 38143UNX5

• Seven-year 0% leveraged equity index-linked notes linked to the Dow Jones Industrial Average; via Goldman, Sachs & Co.

• 13-month floating-rate index-linked notes tied to the Dow Jones - UBS Commodity Index Total Return; via Goldman, Sachs & Co.

• 0% commodity-linked trigger notes due Nov. 11, 2011 tied to the spot price of gold; via Goldman, Sachs & Co.; Cusip 38143UNW7

• 0% commodity-linked trigger notes due Oct. 14, 2011 tied to the spot price of gold; via Goldman, Sachs & Co.

• Five-year fixed and floating-rate notes linked to Libor; via Goldman, Sachs & Co.; Cusip 38143UNV9

• Fixed- and floating-rate notes due 2020 linked to Libor; via Goldman, Sachs & Co.; Cusip 38143UNT4

• Fixed- and floating-rate notes due 2020 linked to Libor; via Goldman, Sachs & Co.; Cusip: 38143UNU1

• Six- to seven-month 0% autocallable buffered index-linked notes tied to the MSCI EAFE index; via Goldman, Sachs & Co.

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

• Six- to seven-month 0% autocallable buffered index-linked notes tied to the S&P 500 index; via Goldman, Sachs & Co.

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

• 13- to 15-month 0% buffered equity index-linked notes tied to the S&P 500 index; via Goldman, Sachs & Co.

• 15-month 0% buffered equity index-linked notes tied to the S&P 500 index; via Goldman, Sachs & Co.; Cusip 38143UNL1

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

• 24- to 27-month 0% leveraged index-linked notes linked to 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.

• 15-year callable quarterly range accrual notes based on the S&P 500 index; via Goldman, Sachs & Co.; Cusip 38143UNQ0

HSBC USA INC.

• 0% best-of performance notes due Nov. 1, 2012 linked to the iShares MSCI EAFE index fund; via HSBC Securities (USA) Inc.; pricing Oct. 29; Cusip 4042K06Y6

• 0% participation notes linked to gold; via HSBC Securities (USA) Inc.; Cusip 4042K07D1

JPMORGAN CHASE & CO.

• Callable fixed-rate step-up notes due Nov. 8, 2030; via J.P. Morgan Securities LLC; pricing Nov. 3; Cusip: 48124AU47

• Capped floating-rate notes due Nov. 9, 2020 linked to Libor; via J.P. Morgan Securities LLC; pricing Nov. 4; Cusip 48124AU96

• 10% single observation reverse exchangeable notes due Nov. 15, 2011 linked to Alcoa Inc. common stock; via J.P. Morgan Securities LLC; pricing Nov. 9; Cusip 48124AS99

• 0% buffered return enhanced notes due Nov. 15, 2012 linked to the Brazilian real, Chinese renminbi, Indian rupee and Russian ruble relative to the dollar; via J.P. Morgan Securities LLC; pricing Nov. 9; Cusip 48124AT49

• 0% buffered return enhanced notes due May 15, 2012 linked to the iShares MSCI Emerging Markets index fund; via J.P. Morgan Securities LLC; pricing Nov. 9; Cusip 48124AS81

• 10% single observation reverse exchangeable notes due Nov. 15, 2011 linked to Newmont Mining Corp. common stock; via J.P. Morgan Securities LLC; pricing Nov. 9; Cusip 48124AT23

• 10% single observation reverse exchangeable notes due Nov. 15, 2011 linked to Netflix, Inc. common stock; via J.P. Morgan Securities LLC; pricing Nov. 9; Cusip 48124AT31

• 0% Performance Leveraged Upside Securities due Dec. 28, 2011 based on iShares MSCI Emerging Markets index fund; via J.P. Morgan Securities Inc.; pricing Nov. 23; Cusip 46634X757

MORGAN STANLEY

• Leveraged CMS curve and Russell 2000 index-linked callable notes due Oct. 29, 2030 linked to the 30-year Constant Maturity Swap rate and the two-year CMS rate; via Morgan Stanley & Co. Inc.; settlement Oct. 29; Cusip 61745EQ79

• 0% Commodity Leading Stockmarket Return Securities due October 2012 linked to gold; via Morgan Stanley & Co. Inc.; pricing in October; Cusip: 617482NZ3

• 0% buffered jump securities due October 2012 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in October; Cusip 617482NU4

• 0% index Leading Stockmarket Return Securities due October 2013 linked to the S&P 500 index; 80% trigger; via Morgan Stanley & Co. Inc.; pricing in October; Cusip 61759G414

• 0% capped equity index-linked notes due Oct. 9, 2015 based S&P 500 index, the Russell 2000 index, the Euro Stoxx 50 index and the iShares MSCI Emerging Markets index fund; via Morgan Stanley & Co. Inc.; pricing in October; Cusip 617482NW0

• 7.2%-9.2% annualized Equity LinKed Securities due April 2011 linked to Yahoo! Inc. shares; via Morgan Stanley & Co. Inc.; pricing in October; Cusip 61759G430

• 0% jump securities due Dec. 23, 2011 linked to the Philadelphia Oil Service Sector index; via Morgan Stanley & Co. Inc.; pricing Nov. 23; Cusip 61759G463

• 10% to 12% annualized Equity LinKed Securities due May 24, 2011 based on Priceline.com Inc. shares; 80% trigger; via Morgan Stanley & Co. Inc.; pricing Nov. 23; Cusip 61759G455

• Floating-rate notes due Nov. 9, 2018 linked to Libor; via Morgan Stanley & Co. Inc.; pricing in November; Cusip 61745ET76

NOMURA AMERICA FINANCE, LLC

• Callable step-up notes due Oct. 29, 2025; via Nomura Securities International, Inc.; settlement Oct. 29; Cusip 65539AAC4

ROYAL BANK OF CANADA

• Fixed- to floating-rate notes due Oct. 28, 2015; via RBC Capital Markets Corp.; settling Oct. 28; Cusip 78008KPT4

• Redeemable step up notes due Oct. 28, 2022; via RBC Capital Markets Corp.; settling Oct. 28; Cusip 78008KQY2

• 0% Bear Accelerated Return Notes due April 2011 linked to S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in October

• 14-month 0% Accelerated Return Notes linked to the Russell 2000 index; via Merrill Lynch, Pierce, Fenner and Smith Inc.; pricing in October

• 14-month 0% Accelerated Return Notes linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner and Smith Inc.; pricing in October

• 0% direct investment notes due Dec. 8, 2011 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets Corp.; pricing Nov. 3; Cusip 78008KPJ6

• 16%-21% reverse convertible notes due May 12, 2011 linked to Freeport-McMoRan Copper & Gold Inc. stock; via RBC Capital Markets Corp.; pricing Nov. 9; Cusip: 78008KPS6

ROYAL BANK OF SCOTLAND NV

• 0% buffered bullish enhanced return notes due May 14, 2012 linked to the iShares MSCI EAFE index fund; via RBC Capital Markets Corp.; pricing Nov. 9; Cusip 78008KPR8

• Callable capped CMS steepener notes due Nov. 16, 2030 based on the 10-year Constant Maturity Swap rate and two-year CMS rate; via RBS Securities Inc.; pricing Nov. 10; Cusip 78009KNQ1

• 0% digital buffer securities due Nov. 16, 2012 based on S&P 500 index; 80% trigger; via RBS Securities Inc.; pricing Nov. 10; Cusip 78009KNP3

AB SVENSK EXPORTKREDIT

• 53-week 8% STEP Income Securities linked to the common stock of Cisco Systems, Inc.; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in October

• 0% enhanced growth securities due May 5, 2014 with leveraged upside and buffered downside linked to the iShares MSCI EAFE index fund, iShares Russell 2000 index fund, SPDR Trust, Series 1 and iShares MSCI Emerging Market index fund; via Wells Fargo Securities, LLC; pricing in October

UBS AG, JERSEY BRANCH

• Exchange-traded access securities due Oct. 29, 2040 linked to the Wells Fargo Master Limited Partnership index; via UBS Securities LLC and Wells Fargo Securities, LLC; pricing Oct. 29; Cusip 902664408

WELLS FARGO & CO.

• Adjustable annual coupon notes due November 2017 linked to Libor; via Wells Fargo Securities, LLC; pricing in November; Cusip 94986RBH3

• 0% enhanced growth securities due May 2014 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing in November; Cusip 94986RBF7

• 0% enhanced growth securities due May 2014 linked to the SPDR S&P 500 ETF trust with a 45% weight, the iShares Russell 2000 index fund with a 20% weight, the iShares MSCI EAFE index fund with a 20% weight and the iShares MSCI Emerging Markets index fund with a 15% weight; via Wells Fargo Securities, LLC; pricing in November; Cusip 94986RBE0

• 0% access securities with upside participation and partial downside protection due May 2016 linked to the Rogers International Commodity Index - Excess Return; via Wells Fargo Securities, LLC; settlement in November; Cusip 94986RBC4

• 0% enhanced growth securities due May 2014 linked to the Russell 2000 index; via Wells Fargo Securities, LLC; settling in November; Cusip 94986RBG5

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