Structured Products Calendar

BANK OF AMERICA CORP.

• Six-year variable coupon notes linked to a basket of stocks, including Apple Inc., Anadarko Petroleum Corp, Archer-Daniels-Midland Co., Capital One Financial Corp., Cisco Systems, Inc., Coca-Cola Co., Exxon Mobil Corp., Goldman Sachs Group, Inc., Las Vegas Sands Corp., Lowe's Cos., Inc., Microsoft Corp., Oracle Corp., Proctor & Gamble Co., Research in Motion Ltd., Wal-Mart Stores, Inc. and Walt Disney Co.; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in November

• Conditional enhanced coupon securities due December 2011 linked to the common stock of American Express Co.; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in November

• Three-year 0% enhanced buffer market-linked step up notes linked to the Dow Jones Industrial Average; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in November

• 0% Market Index Target-Term Securities due November 2015 based Dow Jones Industrial Average; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in November

• 0% Capped Leveraged Index Return Notes due November 2012 linked to the Dow Jones - UBS Agriculture Sub-Index Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in November

• 0% Strategic Accelerated Redemption Securities due December 2011 linked to the Financial Select Sector index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in November

• 0% five-year Market Index Target-Term Securities linked to the spot price of gold; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in November

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

• 0% Strategic Accelerated Redemption Securities due December 2011 based on iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; 90% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in November

• 14-month 0% Accelerated Return Notes linked to the MSCI EAFE index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in November or December

• One-year 0% Strategic Accelerated Redemption Securities linked to RBOB gasoline; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in November or December

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

• Two-year 0% Capped Leveraged Index Return Notes linked to the Technology Select Sector index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in November or December

• Five-year fixed-to-floating notes due December 2015; via Merrill Lynch, Pierce, Fenner & Smith Inc.; settlement in December; Cusip 06048WER7

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

• Five-year 0% Market Index Target-Term Securities linked to the Dow Jones Industrial Average; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in December or January

• Three-year 0% enhanced buffer market-linked step-up notes linked to the Dow Jones Industrial Average; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in December or January

• Five-year 0% Strategic Return Notes linked to the Investable Volatility index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in December or January

• Two-year 0% Capped Leveraged Index Return Notes linked to the MSCI EAFE and MSCI Emerging Markets indexes; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in December or January

• Two-year 0% Capped Leveraged Index Return Notes linked to the Rogers International Commodity Index - Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in December or January

• Two-year 0% market-linked step-up notes linked to the S&P 500, MSCI EAFE and MSCI Emerging Markets indexes; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in December or January

BARCLAYS BANK PLC

• 0% quarterly review notes due Dec. 21, 2011 linked to the S&P GSCI Crude Oil Excess Return index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing Nov. 30; Cusip 06740PR32

• 0% Barclays Perpetual Rolling Open Structure Protecting Equity Returns Veqtor notes due November 2015; via Barclays Capital Inc.; pricing in November; Cusip 06740PN28

• 0% Barclays Perpetual Rolling Open Structure Protecting Equity Returns Veqtor notes due November 2015; via Barclays Capital Inc.; pricing in November; Cusip 06740PM94

• Zero-coupon capped leveraged index return notes due November 2012 based on MSCI Brazil index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; 90% trigger; via pricing in November

• 0% notes due November 2015 linked to the S&P 500 Total Return and S&P 500 VIX Mid-Term Futures Total Return indexes; via Barclays Capital Inc.; pricing in November; Cusip 06740PN36

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

• Zero-coupon capped leveraged index return notes due November 2012 linked to the S&P 500 index; via Barclays and Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in November

• 0% buffered Super Track notes due Dec. 13, 2012 linked to the iShares MSCI Emerging Markets index fund; via Barclays Capital Inc.; pricing Dec. 9; Cusip 06740PQ82

• 0% notes due Dec. 19, 2013 linked to the Barclays Capital Multi-Strategy DJ-UBSCI with Seasonal Energy Total Return index; via Barclays Capital Inc.; pricing Dec. 15; Cusip 06740PL38

• 0% buffered iSuperTrack notes due Dec. 20, 2012 linked to the iShares Dow Jones U.S. Real Estate index fund; via Barclays Capital Inc.; pricing Dec. 15; Cusip 06740PR57

• 0% buffered Super Track notes due June 20, 2012 linked to the iShares MSCI Emerging Markets index fund; via Barclays Capital Inc.; pricing Dec. 15; Cusip 06740PR65

• 0% buffered Super Track notes due June 20, 2012 based on the iShares MSCI Emerging Markets index fund; 90% trigger; via Barclays Capital Inc.; pricing Dec. 15; Cusip 06740PL95

• 0% buffered Super Track notes due June 20, 2012 based on S&P 500 index; 90% trigger; via Barclays Capital Inc.; pricing Dec. 15; Cusip 06740PL87

• 0% return optimization securities with contingent protection due March 31, 2015 linked to the iShares MSCI Emerging Markets index fund, iShares MSCI EAFE index fund and SPDR S&P 500 ETF trust; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Dec. 28; Cusip 06738G720

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

• 0% iPath Long Enhanced MSCI EAFE index exchange-traded notes; via Barclays Capital Inc.; Cusip 06740P809

• 0% iPath Long Enhanced MSCI Emerging Markets index exchange-traded notes; via Barclays Capital Inc.; Cusip 06740P874

• 0% iPath Long Extended Russell 1000 Total Return index exchange-traded notes; via Barclays Capital Inc.; Cusip 06740P205

• 0% iPath Long Extended Russell 2000 Total Return index exchange-traded notes; via Barclays Capital Inc.; Cusip 06740P403

• 0% iPath Long Extended S&P 500 Total Return index exchange-traded notes; via Barclays Capital Inc.; Cusip 06740P601

• 0% iPath Long Enhanced S&P 500 VIX Mid-Term Futures exchange-traded notes; via Barclays Capital Inc.; Cusip 06740L170

• 0% iPath Short Enhanced MSCI EAFE index exchange-traded notes; via Barclays Capital Inc.; Cusip 06740P882 and

• 0% iPath Short Enhanced MSCI Emerging Markets index exchange-traded notes; via Barclays Capital Inc.; Cusip 06740P866

• 0% iPath Short Extended Russell 1000 Total Return index exchange-traded notes; via Barclays Capital Inc.; Cusip 06740P304

• 0% iPath Short Extended Russell 2000 Total Return index exchange-traded notes; via Barclays Capital Inc.; Cusip 06740P502

• 0% iPath Short Extended S&P 500 Total Return index exchange-traded notes; via Barclays Capital Inc.; Cusip 06740P700

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 November; Cusip: 172986CK5

CITIGROUP FUNDING INC.

• Callable step-up coupon notes due Nov. 16, 2025; via Citigroup Global Markets Inc.; pricing in November; Cusip 1730T0JU4

• 0% market-linked notes due Nov. 28, 2016 tied to equal weights of the Dow Jones Industrial Average, the Euro Stoxx 50 and the Nikkei 225 index; via Citigroup Global Markets Inc.; pricing in November; Cusip 1730T0KW8

• 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

• 8%-10% Equity LinKed Securities due June 22, 2011 linked to the common stock of Dow Chemical Co.; via Citigroup Global Markets Inc.; pricing Dec. 27; Cusip 17316G586

• 10%-12% Equity LinKed Securities due June 22, 2011 linked to the common stock of Ford Motor Co.; via Citigroup Global Markets Inc.; pricing Dec. 27; Cusip 17316G594

• 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

• 0% VelocityShares daily 2x VIX medium-term exchange-traded notes linked to the S&P 500 VIX Mid-Term Futures index due Dec. 4, 2030; via Credit Suisse Securities (USA) LLC; pricing Nov. 29; Cusip 22542DEP1

• 0% VelocityShares daily inverse VIX medium-term exchange-traded notes linked to the S&P 500 VIX Mid-Term Futures index due Dec. 4, 2030; via Credit Suisse Securities (USA) LLC; pricing Nov. 29; Cusip 22542D829

• 0% VelocityShares VIX medium-term exchange-traded notes linked to the S&P 500 VIX Mid-Term Futures index due Dec. 4, 2030; via Credit Suisse Securities (USA) LLC; pricing Nov. 29; Cusip 22542D787

• 0% VelocityShares daily 2x VIX short-term exchange-traded notes linked to the S&P 500 VIX Short-Term Futures index due Dec. 4, 2030; via Credit Suisse Securities (USA) LLC; pricing Nov. 29; Cusip 22542DEN6

• 0% VelocityShares daily inverse VIX short-term exchange-traded notes linked to the S&P 500 VIX Short-Term Futures index due Dec. 4, 2030; via Credit Suisse Securities (USA) LLC; pricing Nov. 29; Cusip 22542D795

• 0% VelocityShares VIX short-term exchange-traded notes linked to the S&P 500 VIX Short-Term Futures index due Dec. 4, 2030; via Credit Suisse Securities (USA) LLC; pricing Nov. 29; Cusip 22542D811

• 10.75%-12.75% callable yield notes due Dec. 5, 2011 linked to the iShares FTSE/Xinhua China 25 index fund, the iShares MSCI Brazil index fund and the iShares MSCI Australia index fund; via Credit Suisse Securities (USA) LLC; pricing Nov. 30; Cusip 22546EE34

• 10.25%-12.5% callable yield notes due Dec. 5, 2011 linked to the iShares MSCI Brazil index fund and the SPDR S&P Metals & Mining exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Nov. 30; Cusip 22546EE26

• 10%-12% annualized callable yield notes due June 3, 2011 linked to the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Nov. 30; Cusip 22546ED76

• 9.5%-11.5% callable yield notes due Dec. 5, 2011 linked to the Russell 2000 index and the S&P 500 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Nov. 30; Cusip 22546ED92

• 6.50%-8.5% callable yield notes due Nov. 29, 2011 linked to the Russell 2000 index and the S&P 500 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Nov. 30; Cusip 22546EH56

• 9.5%-12% callable yield notes due Dec. 5, 2011 linked to the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Nov. 30; Cusip 22546EE42

• 0% callable Cert PLUS securities due Dec. 3, 2012 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 30; Cusip 22546EF41

• 9%-11% callable yield notes due June 3, 2011 linked to the S&P 500 index and the SPDR S&P Metals & Mining exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Nov. 30; Cusip 22546ED84

• 0% notes due Dec. 3, 2015 linked to the SPDR Gold trust; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Nov. 30; Cusip 22546EF58

• 6.5% to 7.5% callable yield notes due Dec. 9, 2011 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Dec. 3; Cusip: 22546EK78

DEUTSCHE BANK AG, LONDON BRANCH

• 0% enhanced participation notes due Dec. 3, 2015 linked to the Deutsche Bank Balanced Currency Harvest (USD) index; via Deutsche Bank Securities Inc.; pricing Nov. 29; Cusip 2515A1BY6

• 0% buffered contingent fixed payment securities due Dec. 4, 2015 linked to the S&P 500 Total Return index; via Deutsche Bank Securities Inc.; pricing Dec. 1; Cusip 2515A1BZ3

• 0% alpha overlay securities due Dec. 6, 2013 linked to 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 Dec. 3; Cusip 2515A1BB6

• 0% market contribution securities due Dec. 6, 2013 linked to the Deutsche Bank Liquid Commodity Index - Mean Reversion Total Return; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Dec. 3; Cusip 2515A1BH3

• 0% S&P plus tracker notes due Jan. 13, 2012 linked to the S&P 500 Total Return index and the Deutsche Bank Equity Mean Reversion Alpha index; via Deutsche Bank Securities Inc.; pricing Dec. 3; Cusip 2515A1BW0

• 0% S&P plus tracker notes due Feb. 21, 2012 linked to the S&P 500 Total Return index and the Deutsche Bank Equity Mean Reversion Alpha index; via Deutsche Bank Securities Inc.; pricing Jan. 14; Cusip 2515A1BX8

EKSPORTFINANS ASA

• 0% autocallable access securities due Dec. 5, 2012 linked to the Energy Select Sector SPDR fund; via Wells Fargo Securities, LLC; pricing in November

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

• 0% autocallable access securities with fixed percentage buffered downside due Dec. 5, 2012 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing in November

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

• Six-month 0% bear Accelerated Return Notes linked to the Russell 2000 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in November or December

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

• 0% Strategic Accelerated Redemption Securities due January 2012 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in December

• 0% currency-linked notes based on the performance of the Korean won, Indonesian rupiah, Indian rupee, Singapore dollar and Malaysian ringgit relative to the U.S. Dollar; via Goldman, Sachs & Co.

GOLDMAN SACHS GROUP, INC.

• 10% callable yield notes due Dec. 5, 2011 linked to the Russell 2000 index, iShares FTSE/Xinhua China 25 index fund and iShares MSCI Brazil index fund; via HSBC Securities (USA) Inc.; pricing Nov. 30; Cusip: 4042K1AM5

• Six-year 0% equity index-linked notes based on Dow Jones Industrial Average; via Goldman, Sachs & Co.; Cusip 38143UPG0

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

• 27- to 30-month 0% leveraged basket-linked notes tied to the iShares FTSE/Xinhua China 25 index fund, iShares MSCI Australia index fund, iShares MSCI South Korea index fund and iShares MSCI Taiwan index fund; via Goldman Sachs & Co.

• 42-month 0% leveraged buffered equity index-linked notes based on iShares MSCI Emerging Markets index fund; 80% trigger; via Goldman, Sachs & Co.; Cusip 38143UPB1

• Five-year fixed- and floating-rate notes linked to Libor; via Goldman, Sachs & Co.; Cusip 38143UPS4

• Five-year fixed- and floating-rate notes linked to Libor; via Goldman, Sachs & Co.; Cusip 38143UPQ8

• 10-year capped and floored floating-rate notes linked to Libor; via Goldman Sachs & Co.

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

• 24- to 27-month 0% leveraged buffered index-linked notes tied to the MSCI EAFE index; 90% trigger; 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.

• 28- to 30-month 0% equity index-linked notes tied to the S&P 500 index; via Goldman, Sachs & Co.

• 36- to 39-month 0% capped equity index-linked notes based on the S&P 500 index; 90% trigger; via Goldman, Sachs & Co.

• 15-year callable quarterly index-linked range accrual notes tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip 38143UPR6

• 0% leveraged buffered basket-linked notes tied to equal weights of the S&P 500 index, the Russell 2000 index and the iShares MSCI Emerging Markets index fund; via Goldman, Sachs & Co.; Cusip 38143UPC9

HARRIS NA

• Callable step-up six-month Libor range accrual certificates of deposit due Dec. 8, 2025; via BMO Capital Markets; settling Dec. 8

HSBC USA INC.

• Notes due Dec. 5, 2011 linked to the performance of equal weights of the Indian rupee, Indonesian rupiah, Korean won and Singapore dollar relative to the U.S. dollar; via HSBC Securities (USA) Inc.; pricing Nov. 30; Cusip: 4042K1AT0

• Variable-coupon callable yield notes due Dec. 5, 2011 linked to the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Nov. 30; Cusip 4042K1AQ6

• 0% Performance Leveraged Upside Securities due Jan. 30, 2012 linked to the S&P 500 index; via HSBC Securities (USA) Inc. and Morgan Stanley Smith Barney LLC; pricing Dec. 27; Cusip: 40432R369

• 0% return optimization securities with contingent protection due March 31, 2015 linked to the iShares MSCI Emerging Markets index fund with a 40% weight, the iShares MSCI EAFE index fund with a 30% weight and the SPDR Trust Series 1 with a 30% weight; via UBS Financial Services Inc. and HSBC USA Inc.; pricing Dec. 28; Cusip: 40432R419

JPMORGAN CHASE & CO.

• 0% capped market plus notes due Dec. 12, 2011 linked to the price of palladium; via J.P. Morgan Securities LLC; pricing Nov. 30; Cusip 48124A3J4

• Floored floating-rate notes due Dec. 9, 2022 based on Libor; J.P. Morgan Securities LLC; pricing Dec. 6; Cusip 48124A3B1

• Callable fixed-rate step-up notes due Dec. 15, 2025; via J.P. Morgan Securities LLC; pricing Dec. 10; Cusip 48124A3R6

• Callable range accrual notes due Dec. 15, 2025 linked to six-month Libor and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Dec. 10; Cusip 48124A3H8

• 0% buffered return enhanced notes due June 20, 2012 linked to the iShares MSCI EAFE index fund; via J.P. Morgan Securities LLC; pricing Dec. 15; Cusip 48124A3N5

• 0% buffered return enhanced notes due June 20, 2012 linked to the iShares Russell 2000 index fund; via J.P. Morgan Securities LLC; pricing Dec. 15; Cusip: 48124A3M7

• 0% notes due Dec. 21, 2015 linked to the J.P. Morgan Alternative Index Multi-Strategy 5 (USD); via J.P. Morgan Securities LLC; pricing Dec. 15; Cusip: 48124A3Q8

• 8% callable yield notes due Dec. 20, 2011 based on the S&P 500 index and the Russell 2000 index; 70% trigger; via J.P. Morgan Securities LLC; pricing Dec. 15; Cusip 48124A2R7

MORGAN STANLEY

• 0% autocallable quarterly review notes due Dec. 14, 2011 linked to copper; via J.P. Morgan Securities LLC; pricing Nov. 30; Cusip 617482PQ1

• 8.25% securities due November 2015 linked to the Brazilian real relative to the dollar; via Morgan Stanley & Co. Inc.; pricing in November; Cusip 61747WAB5

• 0% Performance Leveraged Upside Securities due December 2011 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in November; Cusip: 61759G133

• 10-year Sifma CMS rate senior floating-rate notes due November 2019; via Morgan Stanley & Co. Inc.; pricing November; Cusip 61745E4R9

MS STRUCTURED ASSET CORP./MORGAN STANLEY

• Floating-rate trust units due August 2021 linked to International Paper Co.'s 7.5% senior notes due August 2021; via Morgan Stanley & Co. Inc. and issuer Floating Rate Trust Series 2010-04 (IP); pricing in December; Cusip: 33973RAA2

NOMURA AMERICA FINANCE, LLC

• 0% currency-linked notes due December 2013 tied to equal weights of the Brazilian real, Australian dollar, Norwegian krone and the Canadian dollar relative to the U.S. dollar; via Nomura Securities International, Inc.; pricing in December; Cusip: 65539AAF7

ROYAL BANK OF CANADA

• Redeemable step-up notes due Nov. 26, 2025; via RBC Capital Markets Corp.; settlement Nov. 26; Cusip 78008KTH6

• Redeemable step-up notes due Nov. 30, 2015, with 1.5% initial rate; via RBC Capital Markets Corp.; settling Nov. 30; Cusip 78008KTN3

• Redeemable step-up notes due Nov. 30, 2017 with 2% initial rate; via RBC Capital Markets Corp.; settling Nov. 30; Cusip 78008KTP8

• Redeemable range accrual notes due Nov. 26, 2025 linked to the 10-year Constant Maturity Swap rate; via RBC Capital Markets, LLC; pricing in November; Cusip 78008KRS4

• 0% direct investment notes due Jan. 10, 2012 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets Corp.; pricing Dec. 3; Cusip 78008KRX3

• 0% buffered bullish enhanced return notes due June 20, 2012 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing Dec. 15; Cusip: 78008KTW3

• Redeemable range accrual notes due Dec. 17, 2020 linked to the 10-year Constant Maturity Swap rate; via RBC Capital Markets, LLC; pricing in December; Cusip 78008KTV5

ROYAL BANK OF SCOTLAND NV

• Callable capped CMS steepener notes due Dec. 13, 2028 linked to the 10-year and two-year Constant Maturity Swap rates; via RBS Securities Inc.; pricing Dec. 8; Cusip 78009KPH9

SG STRUCTURED PRODUCTS, INC.

• 1% notes due Dec. 29, 2017 linked to the SGI Smart Market Neutral Commodity index; via SG Americas Securities, LLC and distributor Advisors Asset Management, Inc.; pricing Dec. 22; Cusip 78423AB27

AB SVENSK EXPORTKREDIT

• 0% enhanced growth securities with leveraged upside and buffered downside due May 30, 2014 linked to the iShares MSCI EAFE index fund, iShares Russell 2000 index fund, SPDR S&P 500 ETF trust, SPDR Gold trust, Market Vectors Gold Miners ETF and iShares MSCI Emerging Market index fund; via Wells Fargo Securities, LLC; pricing in November

• 0% Accelerated Return Notes due January 2012 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in November

• 0% Accelerated Return Notes due February 2012 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in December

• 14-month 0% Accelerated Return Notes linked to the MSCI EAFE index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in December or January

UBS AG, LONDON BRANCH

• 0% return optimization securities with contingent protection due March 31, 2015 linked to a basket of the iShares MSCI Emerging Markets index fund, the iShares MSCI EAFE index fund and the SPDR S&P 500 exchange-traded fund trust; via UBS Financial Services Inc. and UBS Investment Bank; pricing Dec. 28; Cusip 90267F246

UNION BANK, NA

• Zero-coupon principal-protected capped return market-linked certificates of deposit due Dec. 27, 2017 linked to the Dow Jones Industrial Average; via UnionBanc Investment Services, LLC as agent and Incapital LLC as distributor; pricing Dec. 21; Cusip 90521ADW5

• Zero-coupon principal-protected quarterly capped return market-linked certificates of deposit due Dec. 29, 2014 linked to the S&P 500 index; via UnionBanc Investment Services, LLC as agent and Incapital LLC as distributor; pricing Dec. 21; Cusip 90521ADU9

• Zero-coupon principal-protected market-linked certificates of deposit due Dec. 28, 2015 linked to a basket of the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; via UnionBanc Investment Services, LLC as agent and Incapital LLC as distributor; pricing Dec. 22; Cusip 90521ADV7

• Zero-coupon principal-protected quarterly capped return market-linked certificates of deposit due June 27, 2014 linked to the Dow Jones - UBS Commodity index; via UnionBanc Investment Services, LLC as agent and Incapital LLC as distributor; pricing Dec. 22; Cusip 90521ADT2

WELLS FARGO & CO.

• 0% enhanced growth securities due November 2012 linked to the iShares MSCI Emerging Markets index fund; via Wells Fargo Securities, LLC; pricing in November; Cusip: 94986RBR1

• 0% access securities due June 2013 based on Brazilian real, the Australian dollar, the Norwegian krone and the Canadian dollar relative to U.S. dollar; via Wells Fargo Securities, LLC; settlement in December; Cusip 94986RBM2

• 0% enhanced growth securities due June 2013 based on iShares Dow Jones U.S. Real Estate index fund; 85% trigger; via Wells Fargo Securities, LLC; settlement in December; Cusip 94986RBN0

• 0% enhanced growth securities due June 2013 based on Russell 2000 index; 90% trigger; via Wells Fargo Securities, LLC; settlement in December; Cusip 94986RBL4

• Contingent annual interest market-linked certificates of deposit due June 2017 based on SPDR S&P 500 ETF trust, the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; via Wells Fargo Securities, LLC; settlement in December; Cusip 94986RBQ3

• Six-year 0% market-linked notes tied to the S&P 500 index; via Wells Fargo Securities, LLC; pricing in December; Cusip 94986RBP5

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