Structured Products Calendar

BANK OF AMERICA CORP.

• 100% principal-protected notes due February 2015 with interest payments linked to the common stocks of Abercrombie & Fitch Co., Altria Group, Inc., Archer-Daniels-Midland Co., Barrick Gold Corp., Boeing Co., Caterpillar Inc., Deere & Co., General Electric Co., JPMorgan Chase & Co., McDonald's Corp., Monsanto Co., Motorola, Inc., United Technologies Corp., Verizon Communications Inc. and Wal-Mart Stores, Inc.; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in February

• 0% Currency Market Index Target-Term Securities due February 2012 based on Brazilian real, the Russian ruble, the Indian rupee and the South Korean won versus dollar; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in February

• 100% principal-protected notes due February 2030 linked to the difference between the 30-year Constant Maturity Swap rate and the two-year CMS rate; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in February

• Three-year 0% market-linked step up notes linked to the Dow Jones Industrial Average; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in February

• 10% STEP Income Securities due March 2011 based on the common stock of Ford Motor Co.; 110% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in February

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

• 14-month 0% Accelerated Return Notes linked to the S&P MidCap 400 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in 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 February

• 0% Capped Leveraged Index Return Notes due March 2012 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in February

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

• Two-year 0% Capped Leveraged Index Return Notes linked to the Dow Jones U.S. Real Estate index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing February or March

• Three-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 February or March

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

• 0% Capped Leveraged Index Return Notes due in March 2012 linked to FTSE/Xinhua China 25 index and Bovespa Index; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in March

• Two-year 0% Capped Leveraged Index Return Notes linked to the MSCI Emerging Markets index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March

BARCLAYS BANK PLC

• 0% buffered return enhanced notes due March 17, 2011 linked to the Brazilian real, Turkish lira, Indonesian rupiah, dollar and Japanese yen; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing Feb. 26

• 0% buffered return enhanced notes due March 1, 2012 linked to the bearish performance of the Japanese yen; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing Feb. 26

• Zero-coupon buffered SuperTrack Notes due March 7, 2013 linked to the Dow Jones-UBS Commodity index; via Barclays Capital Inc.; pricing March 3

• 0% buffered iSuperTrack Notes due March 7, 2013 linked to the iShares Dow Jones U.S. Real Estate index fund; via Barclays Capital Inc.; pricing March 3

• 0% Super Track Notes due March 7, 2013 linked to the S&P 500 Dynamic Veqtor Excess Return index; via Barclays Capital Inc.; pricing March 3

• 0% double short leverage securities due April 1, 2011 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing March 26

• 0% double short leverage securities due March 28, 2013 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing March 26

• 0% Performance Leveraged Upside Securities due Sept. 28, 2011 linked the S&P BRIC 40 index, SPDR S&P Dividend exchange-traded fund, Vanguard REIT ETF, Dow Jones - UBS Commodity index, Energy Select Sector SPDR fund, PowerShares Water Resources Portfolio, iShares MSCI Australia index fund, iShares MSCI Canada index fund, dollar/Japanese yen exchange rate and dollar/euro exchange rate; via Morgan Stanley Smith Barney LLC and Barclays Capital Inc.; pricing in March

CITIBANK, NA

• Callable leveraged market-linked certificates of deposit due 2025 linked to the 30-year and two-year Constant Maturity Swap rates; via Citigroup Global Markets Inc. and Advisors Asset Management, Inc. as distributor; pricing in February

CITIGROUP FUNDING, INC.

• Contingent coupon principal-protected ProNotes due Feb. 28, 2013 based on Alcoa Inc., AT&T Inc., American Express Co., E.I. Du Pont De Nemours and Co., General Electric Co., JPMorgan Chase & Co., Johnson & Johnson, Merck & Co., Inc., Exxon Mobil Corp. and Verizon Communications Inc.; via Credit Suisse Securities (USA) LLC; pricing Feb. 25

• Contingent coupon principal-protected ProNotes due Feb. 28, 2013 based on Arch Coal, Inc., Caterpillar, Inc., Chevron Corp., Exxon Mobil Corp., Freeport-McMoRan Copper & Gold Inc., Monsanto Co., Newmont Mining Corp., Potash Corp. of Saskatchewan Inc., Schlumberger NV (Schlumberger Ltd.) and United States Steel Corp.; via Credit Suisse Securities (USA) LLC; pricing Feb. 25

• 0% Knock-In Super Track Notes due March 7, 2012 linked to the S&P 500 index; via Barclays Capital Inc.; pricing March 3

• 8%-11% annualized Equity LinKed Securities due Sept. 22, 2010 based on American Express Co. shares; 80% trigger; via Citigroup Global Markets Inc.; pricing March 11

• 8%-10% Equity LinKed Securities due March 23, 2011 based on Research in Motion Ltd. shares; 75% trigger; via Citigroup Global Markets Inc.; pricing March 11

• 0% jump securities due March 28, 2012 linked to the iShares Dow Jones U.S. Real Estate index fund; via Citigroup Global Markets Inc.; pricing in March

• 0% buffered Performance Leveraged Upside Securities due March 28, 2012 linked to the iShares MSCI Emerging Markets index fund; via Citigroup Global Markets Inc.; pricing in March

• 0% buffered Performance Leveraged Upside Securities due March 28, 2012 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing in March

• 0% principal-protected notes due Sept. 28, 2015 based on the S&P 500 index; via Citigroup Global Markets Inc.; pricing in March

CREDIT SUISSE, NASSAU BRANCH

• 11.5%-14% callable yield notes due March 2, 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 Feb. 25

• 9%-11% callable yield notes due March 2, 2011 linked to the S&P 500 index and Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Feb. 25

• Zero-coupon principal-protected ProNotes due March 3, 2015 linked to the S&P 500 index, iShares Barclays 20+ Year Treasury Bond fund, iShares MSCI EAFE index fund, SPDR Gold trust and iShares MSCI Emerging Markets index fund; via Credit Suisse Securities (USA) LLC; pricing Feb. 25

• 8%-10.5% callable yield notes due March 2, 2011 based on the S&P 500 index and Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Feb. 25

• 8%-10% callable yield notes due Aug. 30, 2010 based on the S&P 500 index and Russell 2000 index; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing Feb. 25

• Zero-coupon bull/bear principal-protected ProNotes due March 3, 2015 based on S&P 500 index and iShares Barclays 20+ Year Treasury Bond fund; via Credit Suisse Securities (USA) LLC; pricing Feb. 25

• Zero-coupon bull/bear principal-protected ProNotes due Aug. 27, 2015 based on S&P 500 index and iShares Barclays 20+ Year Treasury Bond fund; via Credit Suisse Securities (USA) LLC; pricing Feb. 25

• 0% buffered return enhanced notes due March 17, 2011 linked to the S&P 500 index; 90% trigger; via J.P. Morgan Securities Inc. and JPMorgan Chase Bank, NA; pricing Feb. 26

DEUTSCHE BANK AG, LONDON BRANCH

• 0% Performance Leveraged Upside Securities due March 2012 linked to commodity basket consisting of S&P GSCI Brent Crude index, palladium, platinum, cocoa, coffee, palm oil, rough rice and zinc; via Morgan Stanley & Co. Inc.; pricing February

• 0% market contribution securities due March 11, 2013 linked to the Deutsche Bank Liquid Commodity Index - Mean Reversion Plus Total Return; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing March 5

• 0% alpha overlay securities due April 29, 2011 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 March 26

EKSPORTFINANS ASA

• 0% enhanced growth securities with leveraged upside and buffered downside due March 5, 2012 linked to the iShares MSCI EAFE index fund; via Wells Fargo Securities, LLC; pricing in February

• 0% enhanced growth securities with contingent downside protection and capped upside due March 5, 2012 linked to Pfizer, Inc. common stock; via Wells Fargo Securities, LLC; pricing in February

• 9.5%-10.5% annualized enhanced yield securities due Sept. 2, 2010 linked to the common stock of Alcoa Inc.; via Wells Fargo Securities, LLC

• 10%-11% annualized enhanced yield securities due Sept. 2, 2010 linked to the common stock of Amazon.com, Inc.; via Wells Fargo Securities, LLC

• 11%-12% annualized enhanced yield securities due Sept. 2, 2010 linked to the common stock of Consol Energy Inc.; via Wells Fargo Securities, LLC

• 10%-11% annualized enhanced yield securities due June 2, 2010 linked to the common stock of JPMorgan Chase & Co.; via Wells Fargo Securities, LLC

GOLDMAN SACHS BANK NA

• Five- to 51/2-year 0% equity index basket-linked deposit notes based on the performance of Dow Jones Industrial Average and the Dow Jones Euro Stoxx 50 index; via Goldman, Sachs & Co. and Incapital LLC

GOLDMAN SACHS GROUP, INC.

• 24- to 28-month 0% leveraged buffered index-linked notes based on MSCI EAFE; via Goldman, Sachs & Co.

• 18-month 0% buffered index-linked notes tied to the Russell 2000 index; 11.5%-13.5% cap; via Goldman, Sachs & Co.

• 18-month 0% buffered index-linked notes tied to the Russell 2000 index; 17.5%-20.5% cap; via Goldman, Sachs & Co.

• 18-month 0% buffered index-linked notes based on the S&P 500 index; 85% trigger; via Goldman Sachs & Co.

• 18-month 0% buffered index-linked notes based on the S&P 500 index; 85% trigger; via Goldman Sachs & Co.

• 18-month 0% leveraged buffered index-linked notes due Sept. 26, 2011 based on the S&P 500 index; 88% trigger; via Goldman, Sachs & Co.

• 18- to 20-month 0% leveraged buffered index-linked notes based on the S&P 500 index; 85% trigger; via Goldman, Sachs & Co.

• 24- to 28-month 0% leveraged buffered index-linked notes based on S&P 500; 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 USA INC.

• 0% knock-out buffer notes due Aug. 30, 2011 linked to the iShares MSCI Brazil Index Fund; via J.P. Morgan Securities Inc.; pricing Feb. 26

• 18-month 0% buffered Accelerated Market Participation Securities linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Feb. 26

• 0% knock-out buffer notes due Aug. 30, 2011 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing Feb. 26

• 0% best of performance notes due March 4, 2013 based on the S&P 500 index; 75% trigger; via HSBC Securities (USA) Inc.; pricing Feb. 26

JPMORGAN CHASE BANK, NA

• Callable leveraged spread certificates of deposit due Feb. 26, 2025 based on the 10-year and two-year Constant Maturity Swap rates; via J.P. Morgan Securities Inc.; settlement Feb. 26

• Callable six-month Libor and S&P 500 index accrual certificates of deposit due Feb. 26, 2025; via J.P. Morgan Securities Inc. with Incapital LLC as distributor; pricing in February

• Callable six-month Libor range accrual certificates of deposit due March 3, 2025; via J.P. Morgan Securities Inc.; pricing in March

JPMORGAN CHASE & CO.

• 0% digital plus buffered notes due March 1, 2012 linked to the Indonesian rupiah, Singapore dollar and South Korean won relative to the euro; via J.P. Morgan Securities Inc.; pricing Feb. 26

• 0% Performance Leveraged Upside Securities due March 29, 2011 based on S&P 500 index; via J.P. Morgan Securities Inc.; pricing in February

• 0% buffered return enhanced notes due Sept. 8, 2011 linked to the iShares MSCI EAFE index fund; via JPMorgan Securities Inc.; pricing March 3

• 0% buffered return enhanced notes due Sept. 8, 2011 linked to the S&P MidCap 400 index; via JPMorgan Securities Inc.; pricing March 3

• 11% reverse convertible notes due Sept. 17, 2010 linked to Alcoa Inc. stock; via JPMorgan; pricing March 12

• 14% reverse convertible notes due June 17, 2010 linked to Allegheny Technologies Inc. stock; via JPMorgan; pricing March 12

• 13.75% reverse convertible notes due Sept. 17, 2010 linked to Arch Coal, Inc. stock; via JPMorgan; pricing March 12

• 9% reverse convertible notes due March 17, 2011 linked to Apple Inc. stock; via JPMorgan; pricing March 12

• 12.5% reverse convertible notes due June 17, 2010 linked to Freeport-McMoRan Copper & Gold Inc. stock; via JPMorgan; pricing March 12

• 11.25% reverse convertible notes due March 17, 2011 linked to Peabody Energy Corp. stock; via JPMorgan; pricing March 12

MORGAN STANLEY

• 0% review notes due March 1, 2012 linked to the S&P 500 index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing Feb. 26

• Floating-rate notes due Feb. 26, 2020 linked to the 10-year Constant Maturity Swap rate; via Morgan Stanley & Co. Inc.; pricing in February

• 0% buffered Performance Leveraged Upside Securities due March 2012 linked to iShares MSCI Emerging Markets Index Fund, Russell 2000, S&P MidCap 400 and S&P 500; via Morgan Stanley & Co. Inc.; pricing in February

• 0% Performance Leveraged Upside Securities due March 2012 linked to commodity basket consisting of S&P GSCI Brent Crude index, palladium, platinum, cocoa, coffee, palm oil, rough rice and zinc; via Morgan Stanley & Co. Inc.; pricing February

• 0% Performance Leveraged Upside Securities due Sept. 28, 2011 based on Brazilian real, Korean won and Mexican peso relative to the dollar; via Morgan Stanley & Co. Inc.; pricing March 25

• 0% Index LeAding StockmarkEt Return Securities due March 26, 2013 linked to the Dow Jones Industrial Average; via Morgan Stanley & Co. Inc.; pricing in March

• 0% Performance Leveraged Upside Securities due Sept. 28, 2011 linked to the Dow Jones - UBS Commodity index; via Morgan Stanley & Co. Inc.; pricing in March

• 0% jump securities due March 28, 2012 linked to the iShares FTSE/Xinhua China 25 index fund; via Morgan Stanley & Co. Inc.; pricing in March

• 0% Performance Leveraged Upside Securities due April 27, 2011 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in March

ROYAL BANK OF CANADA

• Redeemable leveraged steepener notes due Feb. 26, 2030 linked to 30-year and two-year Constant Maturity Swap rates; via RBC Capital Markets Corp.; pricing in February

• 13% annualized reverse convertible notes due June 8, 2010 linked to Amazon.com, Inc. shares; 75% trigger; via RBC Capital Markets Corp.; pricing March 3

• 11.25% annualized reverse convertible notes due Sept. 9, 2010 linked to Apple Inc. shares; 75% trigger; via RBC Capital Markets Corp.; pricing March 3

• 19.1% annualized reverse convertible notes due June 8, 2010 linked to Bank of America Corp. shares; 75% trigger; via RBC Capital Markets Corp.; pricing March 3

• 0% direct investment notes due April 8, 2011 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets Corp.; pricing March 3

• 0% buffered bullish enhanced return notes due Sept. 9, 2011 linked to the iShares MSCI Emerging Markets index fund; via RBC Capital Markets Corp.; pricing March 3

ROYAL BANK OF SCOTLAND NV

• 0% digital buffer securities due March 16, 2012 based on the S&P 500 index; 90% trigger; via RBS Securities Inc.; pricing March 12

AB SVENSK EXPORTKREDIT

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

• 0% Accelerated Return Notes due April 2011 based on the MSCI EAFE index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in February

• 14-month 0% 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 February

UBS AG, LONDON BRANCH

• 13.15% annualized reverse convertible notes due Sept. 20, 2010 linked to Ford Motor Co. common stock; 80% trigger; via UBS Securities LLC and UBS Investment Bank; pricing March 12

• 10.25% annualized reverse convertible notes due Sept. 20, 2010 linked to the Market Vectors Gold Miners exchange-traded fund; via UBS Securities LLC and UBS Investment Bank; pricing March 12

• 16.5% annualized reverse convertible notes due Sept. 20, 2010 linked to United States Steel Corp. common stock; 80% trigger; via UBS Securities LLC and UBS Investment Bank; pricing March 12

• 0% double long leverage securities due April 4, 2011 linked to the S&P 500 Financials Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 26

• 0% double long leverage securities due April 4, 2011 linked to the S&P 500 Information Technology Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 26

• 0% double long leverage securities due April 4, 2011 linked to the S&P 500 Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 26

• 0% double short leverage securities due April 4, 2011 linked inversely to the performance of the S&P 500 Total Return index; via UBS Investment Bank and UBS Financial Services Inc.; pricing March 26

• 0% double long leverage securities due May 2, 2011 linked to the S&P 500 Financials Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing April 27

WELLS FARGO & CO.

• 0% enhanced growth securities with buffered downside due June 2012 linked to the S&P 500 index; via Wells Fargo Securities, LLC

WELLS FARGO BANK, NA

• Certificates of deposit due March 19, 2020 linked to the 30-year and two-year Constant Maturity Swap rates; via distributor Incapital LLC; pricing March 12

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