Structured Products Calendar

ABN AMRO BANK NV

• 15.5% annualized Knock-in Reverse Exchangeable Securities S-Notes due Nov. 30, 2009 linked to the common stock of Alcoa Inc.; 55% trigger; via ABN Amro Inc.; pricing May 26

• 15.25% annualized Knock-in Reverse Exchangeable Securities due Aug. 31, 2009 linked to the common stock of Caterpillar Inc.; 70% trigger; via ABN Amro Inc.; pricing May 26

• 15.5% annualized Knock-in Reverse Exchangeable Securities S-Notes due Nov. 30, 2009 linked to the common stock of Chesapeake Energy Corp.; 60% trigger; via ABN Amro Inc.; pricing May 26

• 10.25% annualized Knock-in Reverse Exchangeable Securities due Aug. 31, 2009 linked to the common stock of Cisco Systems, Inc.; 80% trigger; via ABN Amro Inc.; pricing May 26

• 12.75% annualized Knock-in Reverse Exchangeable Securities due May 28, 2010 linked to CME Group Inc. common stock; 60% trigger; via ABN Amro Inc.; pricing May 26

• 12% annualized Knock-in Reverse Exchangeable Securities S-Notes due Nov. 30, 2009 linked to the common stock of Freeport-McMoRan Copper & Gold Inc.; 55% trigger; via ABN Amro Inc.; pricing May 26

• 11.75% annualized Knock-in Reverse Exchangeable Securities due Aug. 31, 2009 linked to the common stock of Intel Corp.; 75% trigger; via ABN Amro Inc.; pricing May 26

• 13.25% annualized Knock-in Reverse Exchangeable Securities S-Notes due Nov. 30, 2009 linked to the common stock of JPMorgan Chase & Co.; 60% trigger; via ABN Amro Inc.; pricing May 26

• 13.75% annualized Knock-in Reverse Exchangeable Securities due Aug. 31, 2009 linked to the common stock of MasterCard Inc.; 75% trigger; via ABN Amro Inc.; pricing May 26

• 13.25% annualized Knock-in Reverse Exchangeable Securities due Aug. 31, 2009 linked to the common stock of Merck & Co., Inc.; 80% trigger; via ABN Amro Inc.; pricing May 26

• 17.25% annualized Knock-in Reverse Exchangeable Securities due Aug. 31, 2009 linked to the common stock of Nike Inc.; 80% trigger; via ABN Amro Inc.; pricing May 26

• 15.75% annualized Knock-in Reverse Exchangeable Securities S-Notes due Nov. 30, 2009 linked to the common stock of Peabody Energy Corp.; 60% trigger; via ABN Amro Inc.; pricing May 26

• 13.5% annualized Knock-in Reverse Exchangeable Securities S-Notes due Nov. 30, 2009 linked to the common stock of United States Steel Corp.; 50% trigger; via ABN Amro Inc.; pricing May 26

• 12.75% annualized Knock-in Reverse Exchangeable Securities due May 28, 2010 linked to Valero Energy Corp. common stock; 60% trigger; via ABN Amro Inc.; pricing May 26

• 14.75% annualized Knock-in Reverse Exchangeable Securities due Aug. 31, 2009 linked to the common stock of Walt Disney Co.; 80% trigger; via ABN Amro Inc.; pricing May 26

• 20% annualized Knock-in Reverse Exchangeable Securities S-Notes due Nov. 30, 2009 linked to the common stock of Wells Fargo & Co.; 50% trigger; via ABN Amro Inc.; pricing May 26

BANK OF AMERICA CORP.

• 0% Strategic Accelerated Redemption Securities due in June 2011 linked to the iShares FTSE/Xinhua 25 index fund; 90% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in May

• 0% Capped Leveraged Index Return Notes due in May 2011 linked to the MSCI Emerging Markets index; 90% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in May

• Two-year 0% Currency Market Index Target-Term Securities linked to the Brazilian real, Chinese renminbi, Indian rupee and Indonesian rupiah; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in May or June

• Four-year 0% Market Index Target-Term Securities linked to the Dow Jones Industrial Average; via Merrill Lynch, Pierce, Fenner & Smith Inc. and Banc of America Investment Services, Inc.; pricing in May or June

• 53-week 10% STEP Income Securities linked to Google Inc. common stock; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in May or June

• 18-month 0% Bear Market Strategic Accelerated Redemption Securities linked to the iShares Dow Jones U.S. Real Estate index fund; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in May or June

• Two-year 0% Capped Leveraged Index Return Notes linked to the Merrill Lynch Commodity Index eXtra Brent 4-Series - Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in May or June

• 18-month 0% Accelerated Return Notes linked to Merrill Lynch Commodity index eXtra Brent 4-Series - Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in May or June

• 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 May or June

• Two-year 0% Strategic Accelerated Redemption Securities linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in May or June

• 36- to 42-month 0% Leveraged Index Return Notes due 2012 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and Banc of America Investment Services, Inc.; pricing in May or June

BARCLAYS BANK PLC

• 0% buffered return enhanced notes due May 27, 2011 linked to the S&P GSCI Agricultural Excess Return index; 80% trigger; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing May 15

• 0% Buffered Super Track Notes due May 26, 2011 linked to the iShares Russell 2000 index fund; via Barclays Capital Inc.; pricing May 22

• Zero-coupon 100% principal-protected notes due June 6, 2014 linked to the Pimco High Yield fund; via Barclays Capital Inc.; pricing May 22

• 0% Buffered Super Track Notes due May 26, 2011 linked to S&P 500 index; via Barclays Capital Inc.; pricing May 22

• Zero-coupon 100% principal-protected notes due May 31, 2012 linked to the Barclays Intelligent Carry Index Excess Return; via Barclays Capital Inc.; pricing May 26

• 12.5% reverse convertible notes due Nov. 30, 2009 linked to Best Buy Co., Inc. stock; 70% trigger; via Barclays Capital; pricing May 26

• 0% Buffered Super Track Notes due May 28, 2010 linked to the Brazilian real versus the dollar; via Barclays Capital Inc.; pricing May 26

• Zero-coupon 100% principal-protected notes due Nov. 29, 2012 linked to the Dow Jones - AIG Commodity index; Barclays Capital; pricing May 26

• 0% Buffered Super Track Notes due May 28, 2010 linked to the euro versus the dollar; via Barclays Capital Inc.; pricing May 26

• 18.75% reverse convertible notes due Nov. 30, 2009 linked to First Solar, Inc. stock; 70% trigger; via Barclays Capital; pricing May 26

• 10.5% reverse convertible notes due Aug. 31, 2009 linked to Fortune Brands, Inc. stock; 80% trigger; via Barclays Capital; pricing May 26

• 0% Knock-Out Buffered Super Track Notes due May 28, 2010 linked to gold; via Barclays Capital Inc.; pricing May 26

• 17.25% reverse convertible notes due Nov. 30, 2009 linked to Intercontinental Exchange, Inc. stock; 80% trigger; via Barclays Capital; pricing May 26

• Zero-coupon 100% principal-protected notes due June 6, 2014 linked to the Pimco Total Return fund; via Barclays Capital Inc.; pricing May 26

• 0% annual autocallable notes due May 31, 2012 linked to the S&P 500 index; via Barclays Capital Inc.; pricing May 26

• 0% performance securities with contingent protection due May 30, 2014 linked to the S&P 500 index; UBS Financial Services Inc. and Barclays Capital, Inc.; pricing May 26

• 0% Knock-Out Buffered Super Track Notes due May 28, 2010 linked to the S&P GSCI Crude Oil Excess Return index; via Barclays Capital Inc.; pricing May 26

• 7.25%-9.75% yield optimization notes with contingent protection due Nov. 30, 2009 linked to Chevron Corp. common stock; 75% trigger; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing May 27

• 9.5%-12% yield optimization notes with contingent protection due Nov. 30, 2009 linked to EMC Corp. common stock; 70% trigger; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing May 27

• 9.45%-11.45% yield optimization notes with contingent protection due May 31, 2011 linked to General Electric Co. common stock; 60% trigger; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing May 27

• 9%-11% yield optimization notes with contingent protection due May 31, 2011 linked to Monsanto Co. common stock; 70% trigger; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing May 27

• 8%-10% yield optimization notes with contingent protection due May 31, 2011 linked to Standard & Poor's Depositary Receipts; 75% trigger; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing May 27

• 0% Super Track Notes due June 3, 2010 linked to the price of gold; via Barclays Capital Inc.; pricing May 29

• 0% Barclays Perpetual Rolling Open Structure Protecting Equity Returns exchange-traded fund notes due 2014; via Barclays Capital Inc.

CITIBANK, NA

• 18-month 0% contingent absolute return market-linked certificates of deposit linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing in May

CITIGROUP FUNDING INC.

• Callable leveraged CMS spread principal-protected notes due 2024; via Citigroup Global Markets Inc.; pricing in May

• 11%-14% Equity LinKed Securities due May 2010 linked to Intel Corp. stock; via Citigroup Global Markets Inc.; pricing in May

• 8%- 9% Equity LinKed Securities due May 2010 linked to McDonald's Corp. stock; via Citigroup Global Markets Inc.; pricing in May

• Zero-coupon principal-protected notes due 2011 linked to the Brazilian real, Russian ruble, Indian rupee and Chinese yuan relative to the dollar; via Citigroup Global Markets Inc.

• 3% minimum coupon principal-protected notes due 2014 linked to the Russell 2000 index; via Citigroup Global Markets Inc.

CREDIT SUISSE, NASSAU BRANCH

• 0% return enhanced notes due Aug. 20, 2009 linked to the Hang Seng China Enterprises index, Korea Stock Price Index 200, MSCI Taiwan index, Hang Seng index and MSCI Singapore index; via J.P. Morgan Securities Inc. and JPMorgan Chase Bank, NA; pricing May 15

• 0% index knock-out notes due Nov. 19, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc. and JPMorgan Chase Bank, NA; pricing May 15

• 0% optimal entry return enhanced notes due Aug. 12, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc. and JPMorgan Chase Bank, NA; pricing May 15

• 0% Cert Plus securities due Nov. 18, 2011 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing May 15

• 0% Buffered Accelerated Return Equity Securities due June 29, 2010 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 22

• 0% Buffered Accelerated Return Equity Securities due Aug. 31, 2010 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing May 26

• 0% Buffered Accelerated Return Equity Securities due Aug. 31, 2010 linked to the S&P 500 index; 85% trigger; via Credit Suisse Securities (USA) LLC; pricing May 26

• 11% to 13% callable yield notes due June 1, 2010 linked to the S&P 500 index and Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 26

• 14% to 16% callable yield notes due Nov. 30, 2010 linked to the S&P 500 index and Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 26

• 0% Buffered Accelerated Return Equity Securities due June 2, 2011 linked to the S&P 500 index; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing May 27

• 0% Buffered Accelerated Return Equity Securities due July 2, 2010 linked to the Russell 2000 index; 90% trigger; via Credit Suisse Securities (USA) LLC; pricing May 29

• 0% Cert Plus securities due Dec. 2, 2011 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing May 29

• 0% Buffered Accelerated Return Equity Securities due July 2, 2010 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing May 29

• 0% Contingent Buffered Accelerated Return Equity Securities due Sept. 3, 2010 linked to the S&P 500 index; via Credit Suisse (USA) LLC; pricing May 29

• 17% to 19% callable yield notes due Dec. 3, 2009 linked to the S&P 500 index and Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 29

• 15% to 18% callable yield notes due June 3, 2010 linked to the S&P 500 index and Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 29

DEUTSCHE BANK AG, LONDON BRANCH

• 0% leveraged securities due May 27, 2014 linked to the 30-year Constant Maturity Swap rate; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing May 21

• 0% market contribution securities due May 31, 2013 linked to the Deutsche Bank Liquid Alpha USD 5 Total Return index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing May 26

• 0% buffered barrier rebate notes due June 1, 2011 linked to the price of gold; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing May 26

• 0% buffered barrier rebate notes due Nov. 29, 2010 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing May 26

• 0% buffered barrier rebate notes due Feb. 28, 2011 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing May 26

EKSPORTFINANS ASA

• 21.05% annualized reverse convertible notes due May 20, 2010 linked to the common stock of Chicago Bridge & Iron Co. NV; 65% trigger; via Natixis Securities North America Inc.; pricing May 15

• 15% annualized reverse convertible notes due May 20, 2010 linked to the common stock of Research In Motion Ltd.; 70% trigger; via Natixis Securities North America Inc.; pricing May 15

• 19% annualized reverse convertible notes due May 20, 2010 linked to the common stock of United States Steel Corp.; 65% trigger; via Natixis Securities North America Inc.; pricing May 15

• 19.5% annualized reverse convertible notes due May 20, 2010 linked to the common stock of Wells Fargo & Co.; 60% trigger; via Natixis Securities North America Inc.; pricing May 15

• 16% to 20% annualized reverse convertible notes due Nov. 27, 2009 linked to the common stock of CME Group Inc.; 75% trigger; via Morgan Stanley & Co. Inc.; pricing May 21

• 9.5% to 13.5% annualized reverse convertible notes due Nov. 27, 2009 linked to the iShares Russell 2000 index fund; 75% trigger; via Morgan Stanley & Co. Inc.; pricing May 21

• 0% enhanced growth securities with leveraged upside and buffered downside due June 10, 2011 linked to the iShares MSCI EAFE index fund; 90% trigger; via Wachovia Capital Markets, LLC

• 0% Performance Leveraged Upside Securities due June 21, 2010 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in May

• Two-year 0% Strategic Accelerated Redemption Securities linked to the MSCI Brazil index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in May or June

• 14-month 0% Accelerated Return Notes linked to the Rogers International Commodity Index - Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in May or June

• 18-month 0% Bear Market Strategic Accelerated Redemption Securities linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in May or June

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

• 16- to 18-month 0% notes with buffer linked to the S&P Homebuilding Select Industry index; via Goldman, Sachs & Co.

• 16- to 18-month 0% notes with no buffer linked to the S&P Homebuilding Select Industry index; via Goldman, Sachs & Co.

GOLDMAN SACHS GROUP, INC.

• 0% leveraged buffered commodity index-linked notes tied to the S&P GSCI Enhanced Commodity Index Excess Return; via Goldman, Sachs & Co.

HARRIS NA

• Principal-protected contingent annual payout certificates of deposit due May 29, 2015 linked to the common stocks of Amazon.com, Inc., Bank of America Corp., Caterpillar Inc., ConocoPhillips, Google Inc., International Business Machines Corp., Home Depot, Inc., Intel Corp., Merck & Co., Inc. and Walt Disney Corp.; via distributor Incapital LLC; pricing May 26

• Zero-coupon principal-protected certificates of deposit due May 29, 2014 linked to the PowerShares QQQ Trust Series 1 exchange-traded fund; via Morgan Stanley & Co. Inc.; pricing May 26

• Zero-coupon principal-protected certificates of deposit due May 29, 2014 linked to the S&P 500 index; via distributor Incapital LLC; pricing May 26

HSBC BANK USA, NA

• Contingent annual income certificates of deposit due May 29, 2015 linked to the stocks of 3M Co., Abbott Laboratories, AT&T Inc., Boeing Co., Chevron Corp., Exxon Mobil Corp., Entergy Corp., FPL Group, Inc., International Business Machines Corp., Johnson & Johnson, JPMorgan Chase & Co., Kraft Foods Inc., McDonald's Corp., Microsoft Corp., Monsanto Co., Nucor Corp., Verizon Communications Inc., Wal-Mart Stores, Inc., Walt Disney Co. and Wells Fargo & Co.; via Morgan Stanley & Co. Inc.; pricing May 21

• Three-year 0% contingent upside participation market-linked certificates of deposit linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing in May

HSBC USA INC.

• 0% knock-out buffer notes due Nov. 19, 2010 linked to the Hang Seng China Enterprises, Korea Stock Price 200, MSCI Taiwan, Hang Seng and MSCI Singapore indexes; via J.P. Morgan Securities Inc.; pricing May 15

• 0% barrier optimization securities with partial protection due Aug. 20, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and HSBC USA Inc.; pricing May 15

• 0% best of performance notes due May 28, 2014 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing May 22

• 0% autocallable optimization securities with contingent protection due June 2, 2010 linked to the Energy Select Sector SPDR fund; via UBS Financial Services Inc. and HSBC USA Inc.; pricing May 26

• 0% barrier optimization securities with partial protection due Aug. 31, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and HSBC USA Inc.; pricing May 26

JPMORGAN CHASE BANK, NA

• Contingent coupon certificates of deposit due May 29, 2015 linked to the common stocks of Boeing Co., Caterpillar Inc., Clorox Co., Costco Wholesale Corp., Eli Lilly and Co., Exxon Mobil Corp., General Electric Co., Hewlett-Packard Co., Walt Disney Co. and Wells Fargo & Co.; via J.P. Morgan Securities Inc.; pricing May 26

• 0% certificates of deposit due May 29, 2015 linked to the JPMorgan Efficiente (USD) index; via J.P. Morgan Securities Inc.; pricing May 26

• 0% certificates of deposit due Feb. 28, 2014 linked to the JPMorgan Optimax Market-Neutral index; via J.P. Morgan Securities Inc.; pricing May 26

JPMORGAN CHASE & CO.

• 0% buffered return enhanced notes due Nov. 18, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing May 15

• Floating-rate notes due May 22, 2016 linked to the 10-year Constant Maturity Swap rate; via J.P. Morgan Securities Inc.; pricing May 20

• 0% callable leveraged floating-rate notes due May 27, 2014 linked to the 10-year U.S. Constant Maturity Swap rate; via J.P. Morgan Securities Inc.; pricing May 22

• 18% annualized reverse exchangeable notes due Nov. 30, 2009 linked to the common stock of Alcoa Inc.; 60% trigger; via J.P. Morgan Securities Inc.; pricing May 26

• 19% annualized reverse exchangeable notes due Nov. 30, 2009 linked to the common stock of American Express Co.; 60% trigger; via J.P. Morgan Securities Inc.; pricing May 26

• 17% annualized reverse exchangeable notes due Aug. 28, 2009 linked to the common stock of Arch Coal, Inc.; 65% trigger; via J.P. Morgan Securities Inc.; pricing May 26

• 30% annualized reverse exchangeable notes due Aug. 28, 2009 linked to the common stock of Bank of America Corp.; 60% trigger; via J.P. Morgan Securities Inc.; pricing May 26

• 12% annualized reverse exchangeable notes due May 28, 2010 linked to Caterpillar Inc. stock; via J.P. Morgan Securities Inc.; pricing May 26

• 10.25% annualized reverse exchangeable notes due Nov. 30, 2009 linked to the common stock of CSX Corp.; 60% trigger; via J.P. Morgan Securities Inc.; pricing May 26

• 13% annualized reverse exchangeable notes due May 28, 2010 linked to Freeport-McMoRan Copper& Gold Inc. stock; via J.P. Morgan Securities Inc.; pricing May 26

• 10.5% annualized reverse exchangeable notes due May 28, 2010 linked to General Electric Co. stock; via J.P. Morgan Securities Inc.; pricing May 26

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

• 14% annualized reverse exchangeable notes due Nov. 30, 2009 linked to the common stock of Jacobs Engineering Group, Inc.; 60% trigger; via J.P. Morgan Securities Inc.; pricing May 26

• 11% annualized reverse exchangeable notes due May 28, 2010 linked to Lowe's Cos. Inc. stock; via J.P. Morgan Securities Inc.; pricing May 26

• 15% annualized reverse exchangeable notes due Aug. 28, 2009 linked to the common stock of Research In Motion Ltd.; 70% trigger; via J.P. Morgan Securities Inc.; pricing May 26

• 0% buffered return enhanced notes due June 30, 2010 linked to the S&P 500 index; 90% trigger; via J.P. Morgan Securities Inc.; pricing May 26

• 0% return optimization securities with partial protection due Nov. 30, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and J.P. Morgan Securities Inc.; pricing May 26

• 16% annualized reverse exchangeable notes due Aug. 28, 2009 linked to the common stock of United States Steel Corp.; 60% trigger; via J.P. Morgan Securities Inc.; pricing May 26

• 0% buffer notes due 2010 linked to the S&P 500 index; 90% trigger; via Citigroup Global Markets Inc.

MORGAN STANLEY

• Zero-coupon capital-protected notes due May 29, 2012 linked to the Brazilian real, Chinese renminbi, Indian rupee, Australian dollar, British pound, Canadian dollar, euro, Japanese yen and Swiss franc relative to the dollar; via Morgan Stanley & Co. Inc.; pricing May 21

• Zero-coupon 90% capital-protected notes due May 29, 2012 linked to the Dow Jones - AIG Commodity index; via Morgan Stanley & Co. Inc.; pricing May 21

• 0% buffered Performance Leveraged Upside Securities due May 31, 2011 linked to the price of gold; via Morgan Stanley & Co. Inc.; pricing May 21

• 0% Performance Leveraged Upside Securities due June 21, 2010 linked to the iShares FTSE/Xinhua China 25 index fund; via Morgan Stanley & Co. Inc.; pricing May 21

• 0% buffered Performance Leveraged Upside Securities due May 20, 2011 linked to the iShares MSCI EAFE index fund; via Morgan Stanley & Co. Inc.; pricing May 21

• 0% Bear Market Performance Leveraged Upside Securities due Nov. 20, 2009 linked inversely to the S&P 500 index; 80% trigger; via Morgan Stanley & Co. Inc.; pricing May 21

• 0% Performance Leveraged Upside Securities due November 2009 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing May 21

• Zero-coupon protected absolute return barrier notes due May 20, 2011 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing May 21

• 0% buffered Performance Leveraged Upside Securities due May 20, 2011 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing May 21

• Zero-coupon capital-protected notes due May 20, 2014 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing May 21

• Callable CMS curve and S&P 500 index-linked notes due May 27, 2029; via Morgan Stanley & Co. Inc.; pricing in May

• 0% buffered digital securities due May 2011 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in May

ROYAL BANK OF CANADA

• 22.75% annualized reverse convertible notes due Aug. 20, 2009 linked to the common stock of Aflac Inc.; 60% trigger; via RBC Capital Markets Corp.; pricing May 15

• 14.5% annualized reverse convertible notes due Aug. 20, 2009 linked to the common stock of Amazon.com, Inc.; 75% trigger; via RBC Capital Markets Corp.; pricing May 15

• 10.25% annualized reverse convertible notes due Nov. 20, 2009 linked to the common stock of Apple Inc.; 75% trigger; via RBC Capital Markets Corp.; pricing May 15

• 23% annualized reverse convertible notes due Aug. 20, 2009 linked to the common stock of Bank of America Corp.; 60% trigger; via RBC Capital Markets Corp.; pricing May 15

• 10.25% annualized reverse convertible notes due Aug. 20, 2009 linked to the common stock of Caterpillar Inc.; 65% trigger; via RBC Capital Markets Corp.; pricing May 15

• 10% annualized reverse convertible notes due Aug. 20, 2009 linked to the common stock of Deere & Co.; 65% trigger; via RBC Capital Markets Corp.; pricing May 15

• 11.25% annualized reverse convertible notes due Aug. 20, 2009 linked to the common stock of Devon Energy Corp.; 75% trigger; via RBC Capital Markets Corp.; pricing May 15

• 15.25% annualized reverse convertible notes due Aug. 20, 2009 linked to the common stock of Freeport-McMoRan Copper & Gold, Inc.; 65% trigger; via RBC Capital Markets Corp.; pricing May 15

• 19.25% annualized reverse convertible notes due Aug. 20, 2009 linked to the common stock of Frontier Oil Corp.; 65% trigger; via RBC Capital Markets Corp.; pricing May 15

• 12.5% annualized reverse convertible notes due Aug. 20, 2009 linked to the common stock of General Electric Co.; 60% trigger; via RBC Capital Markets Corp.; pricing May 15

• 10.25% annualized reverse convertible notes due Aug. 20, 2009 linked to the common stock of Hewlett-Packard Co.; 75% trigger; via RBC Capital Markets Corp.; pricing May 15

• 10% annualized reverse convertible notes due Aug. 20, 2009 linked to the common stock of Home Depot Inc.; 75% trigger; via RBC Capital Markets Corp.; pricing May 15

• 0% buffered bullish digital notes due June 18, 2010 linked to the iShares MSCI Brazil index fund; via RBC Capital Markets Corp.; pricing May 15

• 17.15% annualized reverse convertible notes due Aug. 20, 2009 linked to the common stock of JPMorgan Chase & Co.; 60% trigger; via RBC Capital Markets Corp.; pricing May 15

• 11% annualized reverse convertible notes due Aug. 20, 2009 linked to the common stock of Lowe's Cos., Inc.; 75% trigger; via RBC Capital Markets Corp.; pricing May 15

• 23.25% annualized reverse convertible notes due Aug. 20, 2009 linked to the common stock of Nucor Corp.; 75% trigger; via RBC Capital Markets Corp.; pricing May 15

• 18.5% annualized reverse convertible notes due Nov. 20, 2009 linked to the common stock of Nucor Corp.; 65% trigger; via RBC Capital Markets Corp.; pricing May 15

• 0% buffered bullish digital notes due Nov. 19, 2010 linked to the S&P 500 index; via RBC Capital Markets Corp.; pricing May 15

• 23.5% annualized reverse convertible notes due Aug. 20, 2009 linked to the common stock of SunTrust Banks, Inc.; 60% trigger; via RBC Capital Markets Corp.; pricing May 15

• 11.05% annualized reverse convertible notes due Aug. 20, 2009 linked to the common stock of Union Pacific Corp.; 75% trigger; via RBC Capital Markets Corp.; pricing May 15

• 21.5% annualized reverse convertible notes due Aug. 20, 2009 linked to the common stock of U.S. Bancorp; 60% trigger; via RBC Capital Markets Corp.; pricing May 15

• 23.25% annualized reverse convertible notes due Aug. 20, 2009 linked to the common stock of Wells Fargo & Co.; 60% trigger; via RBC Capital Markets Corp.; pricing May 15

• 0% buffered bullish enhanced return notes due May 27, 2011 linked to the iShares MSCI EAFE index fund; via RBC Capital Markets Corp.; pricing May 22

• 0% buffered bullish commodity notes due May 28, 2013 linked to the S&P GSCI Excess Return index; via RBC Capital Markets Corp.; pricing May 22

• 0% bullish buffered return notes due May 31, 2012 linked to the Nikkei 225, Dow Jones Euro Stoxx 50 and S&P 500 indexes; via RBC Capital Markets Corp.; pricing May 26

• 0% direct investment notes due July 9, 2010 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets Corp.; pricing June 4

SUNTRUST BANK

• 0% certificates of deposit due May 23, 2014 linked to the Dow Jones - AIG Commodity index, S&P 500 index and iShares MSCI Emerging Markets index fund; via distributor Incapital LLC; pricing May 21

UBS AG

• Zero-coupon 100% principal protection absolute return barrier notes due May 31, 2011 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 26

• 0% return optimization securities due June 2, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 26

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