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Published on 3/4/2009 in the Prospect News Structured Products Daily.

Structured Products Calendar

ABN AMRO BANK NV

• Zero-coupon 20% digital buffer securities due Sept. 24, 2010 linked to the S&P 500 index; via ABN Amro Inc.; pricing March 20

BANK OF AMERICA CORP.

• 7%-9% STEP Income Securities due April 2010 linked to the Russell 2000 index; via Merrill Lynch & Co.; pricing in March

• 0% Market Index Target-Term Securities due in March 2014 linked to S&P 500, Dow Jones Euro Stoxx 50 and Nikkei 225; via Merrill Lynch & Co., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in March

• 0% Accelerated Return Notes due September 2010 linked to S&P 500, MSCI EAFE and MSCI Emerging Markets indexes; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in March

• 19- to 23-month 0% Long Short linked to the Health Care Select Sector/Consumer Discretionary Select Sector Long Short Index - Series I; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in March or April

BARCLAYS BANK PLC

• 13.5% reverse convertible notes due Sept. 10, 2009 linked to Amazon.com, Inc. shares; via Barclays Capital; pricing March 6

• 15% reverse convertible notes due Sept. 10, 2009 linked to Apple Inc. shares; via Barclays Capital; pricing March 6

• 20% reverse convertible notes due Sept. 10, 2009 linked to Arch Coal, Inc. shares; via Barclays Capital; pricing March 6

• 15% reverse convertible notes due Sept. 10, 2009 linked to Barrick Gold Corp. shares; via Barclays Capital; pricing March 6

• 13.25% reverse convertible notes due June 10, 2009 linked to Boston Scientific Corp. shares; via Barclays Capital; pricing March 6

• 20% reverse convertible notes due Sept. 10, 2009 linked to Consol Energy Inc. shares; via Barclays Capital; pricing March 6

• 20% reverse convertible notes due Sept. 10, 2009 linked to Freeport-McMoRan Copper & Gold Inc. shares; via Barclays Capital; pricing March 6

• 20% reverse convertible notes due March 5, 2010 linked to General Electric Co. stock; 55% trigger; via Barclays Capital; pricing March 6

• 17.5% reverse convertible notes due June 10, 2009 linked to Goldcorp Inc. shares; via Barclays Capital; pricing March 6

• 20% reverse convertible notes due Sept. 10, 2009 linked to Goldman Sachs Group, Inc. shares; via Barclays Capital; pricing March 6

• 20% reverse convertible notes due Sept. 10, 2009 linked to JPMorgan Chase & Co. shares; via Barclays Capital; pricing March 6

• 20% reverse convertible notes due Sept. 10, 2009 linked to Mosaic Co. shares; via Barclays Capital; pricing March 6

• 20% reverse convertible notes due June 10, 2009 linked to Peabody Energy Corp. shares; via Barclays Capital; pricing March 6

• 10% reverse convertible notes due Sept. 10, 2009 linked to SPDR Trust, Series 1 shares; via Barclays Capital; pricing March 6

• 0% barrier optimization securities with partial protection due March 23, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing March 16

• Zero-coupon 100% principal-protected notes due March 31, 2014 linked to the Barclays Capital Q-BES Large Cap U.S. Excess Return index; via Barclays Capital Inc.; pricing March 26

• 0% annual autocallable notes due April 1, 2013 linked to the exchange rate between the dollar and the euro; via Barclays Capital Inc.; pricing March 26

• 16% reverse convertible notes due Sept. 30, 2009 linked to General Electric Co., Caterpillar Inc., Microsoft Corp., CSX Corp., Schlumberger Ltd., Lockheed Martin Corp., Charles Schwab Corp., Fresh Del Monte Produce Inc., Archer-Daniels-Midland Co. and ConocoPhillips; via Barclays Capital; pricing March 26

• 0% Buffered Super Track Digital Notes due April 29, 2010 linked to the price of gold; via Barclays Capital Inc.; pricing March 26

• 14.25% reverse convertible notes due Sept. 30, 2009 linked to the iShares MSCI EAFE index fund, iShares MSCI Emerging Markets index fund, Financial Select Sector SPDR fund and Energy Select Sector SPDR fund; via Barclays Capital Inc.; pricing March 26

• Zero-coupon 100% principal-protected notes due April 7, 2014 linked to the Pimco Total Return Fund; via Barclays Capital Inc.; pricing March 26

• 0% return optimization securities with partial protection due Sept. 30, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing March 26

• 0% variable participation principal-protected notes due March 31, 2014 linked to the S&P 500 index; via Barclays Capital Inc.; pricing March 26

• 0% Annual autocallable notes due March 31, 2014 linked to the S&P 500 index; via Barclays Capital Inc.; pricing March 26

• 0% Knock-Out Buffered Super Track Notes due April 29, 2010 linked to West Texas Intermediate crude oil; via Barclays Capital Inc.; pricing March 26

CITIGROUP FUNDING INC.

• 10%-13% one-year Equity LinKed Securities linked to the common stock of Apple Inc.; 60% trigger; via Citigroup Global Markets Inc.; pricing in March

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

• Zero-coupon principal-protected trust certificates due 2014 linked to the S&P 500 index issued through Safety First Trust Series 2009-1; via Citigroup Global Markets Inc.; pricing in March

• 9%-12% Equity LinKed Securities due 2009 linked to Standard & Poor's Depositary Receipts; via Citigroup Global Markets Inc.; pricing in March

CREDIT SUISSE, NASSAU BRANCH

• 0% Knock-out notes due Sept. 10, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing March 5

• 15% callable yield notes due March 18, 2010 linked to the S&P 500 index and Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 13

• 19% callable yield notes due March 18, 2010 linked to the S&P 500 index and Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 13

• 0% Buffered Accelerated Return Equity Securities due Sept. 30, 2010 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing March 26

• Zero-coupon principal-protected upside knock-out notes due March 31, 2011 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing March 26

• 13%-15% callable yield notes due March 31, 2010 linked to the S&P 500 index and Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 26

• 0% M-ProNotes due Oct. 5, 2010 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing March 31

• 0% Buffered Accelerated Return Equity Securities due Oct. 5, 2010 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing March 31

• 0% Cert Plus securities due Oct. 5, 2011 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing March 31

• 17%-19% callable yield notes due April 6, 2010 linked to the S&P 500 index and Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 31

DEUTSCHE BANK AG, LONDON BRANCH

• 0% capped Buffered Underlying Securities due April 12, 2010 linked to the Russell 2000 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing March 6

• 0% Barrier bonus notes due March 16, 2011 linked to the United States Oil Fund, LP; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing March 13

• 0% buffered barrier rebate notes due July 30, 2010 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing March 26

• 0% Capped Buffered Underlying Securities due Aug. 27, 2010 linked to the S&P 500 index, Russell 2000 index, S&P 400 Midcap index and iShares MSCI EAFE index fund; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing March 26

EKSPORTFINANS ASA

• 27.75% reverse convertible notes due Sept. 11, 2009 linked to the common stock of General Electic Co.; 50% trigger; via Natixis Securities North America Inc.; pricing March 6

• 27.5% reverse convertible notes due Sept. 11, 2009 linked to the common stock of JPMorgan Chase & Co.; 50% trigger; via Natixis Securities North America Inc.; pricing March 6

GOLDMAN SACHS GROUP, INC.

• 12- to 14-month 0% leveraged buffered equity index-linked notes tied to the S&P 500 index; via Goldman, Sachs & Co.

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

• 13- to 15-month 0% leveraged index-linked notes tied to the performance of the S&P 500 Consumer Staples and S&P 500 Health Care indexes relative to the S&P 500 Consumer Discretionary index; via Goldman, Sachs & Co.

HARRIS NA

• Principal-protected contingent annual payout certificates of deposit due March 31, 2015 linked to the common stocks of Burlington Northern Santa Fe Corp., Coca-Cola Co., ConocoPhillips, General Electric Co., Google Inc., Johnson & Johnson, Kraft Foods Inc., Pfizer Inc., Procter & Gamble Co. and Wells Fargo & Co.; via distributor Incapital LLC; pricing March 26

• Zero-coupon principal-protected certificates of deposit due March 31, 2014 linked to the S&P 500 index; via distributor Incapital LLC; pricing March 26

HSBC USA INC.

• 0% buffered dual directional return enhanced notes due March 24, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing March 5

• 0% quarter-annual review notes due March 24, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing March 5

• 0% semiannual review notes due March 23, 2011 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing March 5

• 0% bearish autocallable optimization securities with contingent protection due Sept. 13, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and HSBC USA Inc.; pricing March 6

• 0% autocallable notes due March 30, 2011 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing March 25

• 0% global opportunity notes due Sept. 30, 2014 linked to S&P 500, Nikkei 225 and the Dow Jones Euro Stoxx 50 indexes; via HSBC Securities (USA) Inc.; pricing March 26

JPMORGAN CHASE BANK, NA

• 0% knock-out certificates of deposit due March 30, 2012 linked to the price of gold; via J.P. Morgan Securities Inc.; pricing March 26

• 0% equity-linked certificates of deposit due March 31, 2014 linked to the JPMorgan Efficiente (USD) index; via J.P. Morgan Securities Inc.; pricing March 26

JPMORGAN CHASE & CO.

• 0% index knock-out notes due Sept. 13, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing March 5

• 11.5% reverse exchangeable notes due March 11, 2010 linked to the common stock of Apple Inc.; 60% trigger; via J.P. Morgan Securities Inc.; pricing March 6

• 20% reverse exchangeable notes due June 11, 2009 linked to Freeport-McMoRan Copper & Gold Inc. stock; via J.P. Morgan Securities Inc.; pricing March 6

• 18% reverse exchangeable notes due June 11, 2009 linked to Goldman Sachs & Co. Inc. stock; via J.P. Morgan Securities Inc.; pricing March 6

• 10.5% reverse exchangeable notes due March 11, 2010 linked to the common stock of Microsoft Corp.; 60% trigger; via J.P. Morgan Securities Inc.; pricing March 6

• 12% reverse exchangeable notes due March 11, 2010 linked to the United States Oil Fund, LP; 60% trigger; via J.P. Morgan Securities Inc.; pricing March 6

• 30% reverse exchangeable notes due June 11, 2009 linked to Wells Fargo & Co. stock; via J.P. Morgan Securities Inc.; pricing March 6

• 0% buffered return enhanced notes due March 18, 2010 linked to the price of gold; via J.P. Morgan Securities Inc.; pricing March 9

• 0% buffered return enhanced notes due Sept. 17, 2010 linked to the JPMorgan Commodity Curve Index - Crude Oil Excess Return; via J.P. Morgan Securities Inc.; pricing March 11

• 0% single review notes due Sept. 27, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing March 20

• 0% return optimization securities with partial protection due Sept. 30, 2010 linked to the iShares MSCI EAFE index fund; via UBS Financial Services Inc. and J.P. Morgan Securities Inc.; pricing March 26

• Zero-coupon principal-protected notes due March 31, 2014 linked to the JPMorgan Efficiente (USD) index; via J.P. Morgan Securities Inc.; pricing March 26

• 0% buffered return enhanced notes due April 30, 2010 linked to the S&P 500 index with 18% to 20% maximum return; via J.P. Morgan Securities Inc.; pricing March 26

• 0% buffered return enhanced notes due April 30, 2010 linked to the S&P 500 index with 20% to 22% maximum return; via J.P. Morgan Securities Inc.; pricing March 26

• 0% semiannual review notes due March 31, 2011 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing March 26

• 0% semiannual review notes due March 31, 2011 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing March 26

• 0% Performance Leveraged Upside Securities due April 30, 2010 linked to the iShares MSCI EAFE index fund; via J.P. Morgan Securities Inc.; pricing in March

• 0% Performance Leveraged Upside Securities due April 30, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing in March

MORGAN STANLEY

• 12% Stock Participation Accreting Redemption Quarterly-pay Securities due April 20, 2010 mandatorily exchangeable for Apple Inc. stock; via Morgan Stanley & Co. Inc.; pricing in March

• Zero-coupon protected absolute return barrier notes due March 31, 2011 linked to the euro/dollar exchange rate; via Morgan Stanley & Co. Inc.; pricing in March

• 0% Buffered Performance Leveraged Upside Securities due March 31, 2011 linked to the price of gold; via Morgan Stanley & Co. Inc.; pricing in March

• 0% Bear Market Performance Leveraged Upside Securities due Sept. 20, 2009 linked inversely to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in March

• 0% Buffered Performance Leveraged Upside Securities due March 20, 2011 linked inversely to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in March

• Zero-coupon capital-protected notes due March 20, 2014 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in March

ROYAL BANK OF CANADA

• 12.25% reverse convertible notes due Sept. 18, 2009 linked to 3M Co. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing March 13

• 15% reverse convertible notes due June 18, 2009 linked to Amazon.com, Inc. common stock; 65% trigger; via RBC Capital Markets Corp.; pricing March 13

• 16% reverse convertible notes due June 18, 2009 linked to Caterpillar Inc. common stock; 65% trigger; via RBC Capital Markets Corp.; pricing March 13

• 10% reverse convertible notes due June 18, 2009 linked to Chevron Corp. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing March 13

• 13.5% reverse convertible notes due June 18, 2009 linked to Devon Energy Corp. common stock; 65% trigger; via RBC Capital Markets Corp.; pricing March 13

• 22.5% reverse convertible notes due June 18, 2009 linked to Freeport-McMoRan Copper & Gold, Inc. common stock; 60% trigger; via RBC Capital Markets Corp.; pricing March 13

• 25% reverse convertible notes due June 18, 2009 linked to General Electric Co. common stock; 60% trigger; via RBC Capital Markets Corp.; pricing March 13

• 12.75% reverse convertible notes due June 18, 2009 linked to Google Inc. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing March 13

• 12.25% reverse convertible notes due June 18, 2009 linked to Hewlett-Packard Co. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing March 13

• 17% reverse convertible notes due June 18, 2009 linked to Home Depot, Inc. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing March 13

• 23.25% reverse convertible notes due June 18, 2009 linked to JPMorgan Chase & Co. common stock; 60% trigger; via RBC Capital Markets Corp.; pricing March 13

• 13.5% reverse convertible notes due June 18, 2009 linked to Lowe's Cos., Inc. common stock; 65% trigger; via RBC Capital Markets Corp.; pricing March 13

• 13% reverse convertible notes due June 18, 2009 linked to Microsoft Corp. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing March 13

• 30% reverse convertible notes due June 18, 2009 linked to Nucor Corp. common stock; 65% trigger; via RBC Capital Markets Corp.; pricing March 13

• 19% reverse convertible notes due Sept. 18, 2009 linked to Panera Bread Co. common stock; 70% trigger; via RBC Capital Markets Corp.; pricing March 13

• 10% reverse convertible notes due Sept. 18, 2009 linked to SPDR Trust, Series 1 common stock; 75% trigger; via RBC Capital Markets Corp.; pricing March 13

• 14.5% reverse convertible notes due June 18, 2009 linked to Union Pacific Corp. common stock; 65% trigger; via RBC Capital Markets Corp.; pricing March 13

• 0% buffered bullish digital notes due April 19, 2010 linked to the United States Oil Fund LP; 80% trigger; via RBC Capital Markets Corp.; pricing March 13

• 24.5% reverse convertible notes due June 18, 2009 linked to U.S. Bancorp common stock; 60% trigger; via RBC Capital Markets Corp.; pricing March 13

• 23.25% reverse convertible notes due June 18, 2009 linked to Wells Fargo & Co. common stock; 60% trigger; via RBC Capital Markets Corp.; pricing March 13

AB SVENSK EXPORTKREDIT

• 18-month 0% Capped Leveraged Index Return Notes linked to the Merrill Lynch Commodity Index eXtra Brent 4-Series - Excess Return; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in March or April

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

UBS AG

• Zero-coupon 100% principal protection barrier notes due March 31, 2011 linked to the euro/dollar exchange rate; via UBS Financial Services, Inc. and UBS Investment Bank; pricing March 26

• 0% performance securities with contingent protection due March 31, 2014 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 26


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