Structured Products Calendar

ABN AMRO BANK NV

• 12.25% reverse convertible notes due Oct. 30, 2009 linked to Aetna Inc. stock; 80% trigger; via ABN Amro Inc.; pricing July 28

• 21% reverse convertible notes due Oct. 30, 2009 linked to Baidu, Inc. stock; 80% trigger; via ABN Amro Inc.; pricing July 28

• 13.75% reverse convertible notes due Oct. 30, 2009 linked to Bank of America Corp. stock; 60% trigger; via ABN Amro Inc.; pricing July 28

• 12.9% reverse convertible notes due Jan. 29, 2010 linked to Best Buy Co., Inc. stock; 75% trigger; via ABN Amro Inc.; pricing July 28

• 13.5% reverse convertible notes due Jan. 29, 2010 linked to Caterpillar Inc. stock; 65% trigger; via ABN Amro Inc.; pricing July 28

• 11% reverse convertible notes due July 30, 2010 linked to CME Group Inc. stock; 65% trigger; via ABN Amro Inc.; pricing July 28

• 14.25% reverse convertible notes due Oct. 30, 2009 linked to ConocoPhillips stock; 80% trigger; via ABN Amro Inc.; pricing July 28

• 11.5% reverse convertible notes due Jan. 29, 2010 linked to CSX Corp. stock; 65% trigger; via ABN Amro Inc.; pricing July 28

• 11.9% reverse convertible notes due Jan. 29, 2010 linked to Diamond Offshore Drilling, Inc. stock; 75% trigger; via ABN Amro Inc.; pricing July 28

• 12.1% reverse convertible notes due Jan. 29, 2010 linked to E.I. Du Pont De Nemours And Co. stock; 80% trigger; via ABN Amro Inc.; pricing July 28

• 15.5% reverse convertible notes due Jan. 29, 2010 linked to Freeport-McMoRan Copper & Gold Inc. stock; 65% trigger; via ABN Amro Inc.; pricing July 28

• 13.5% reverse convertible notes due Jan. 29, 2010 linked to General Electric Co. stock; 65% trigger; via ABN Amro Inc.; pricing July 28

• 11.5% reverse convertible notes due Jan. 29, 2010 linked to Goodyear Tire & stock; 65% trigger; via ABN Amro Inc.; pricing July 28

• 11% reverse convertible notes due Oct. 30, 2009 linked to Intel Corp. stock; 80% trigger; via ABN Amro Inc.; pricing July 28

• 16.4% reverse convertible notes due July 30, 2010 linked to J.C Penney Co., Inc. stock; 70% trigger; via ABN Amro Inc.; pricing July 28

• 13% reverse convertible notes due Jan. 29, 2010 linked to JPMorgan Chase & Co. stock; 65% trigger; via ABN Amro Inc.; pricing July 28

• 16% reverse convertible notes due Oct. 30, 2009 linked to Lowe's Cos., Inc. stock; 80% trigger; via ABN Amro Inc.; pricing July 28

• 13.5% reverse convertible notes due Jan. 29, 2010 linked to MetLife, Inc. stock; 65% trigger; via ABN Amro Inc.; pricing July 28

• 9.5% reverse convertible notes due July 30, 2010 linked to Microsoft Corp. stock; 85% trigger; via ABN Amro Inc.; pricing July 28

• 12% reverse convertible notes due Jan. 29, 2010 linked to Palm, Inc. stock; 65% trigger; via ABN Amro Inc.; pricing July 28

• 15.25% reverse convertible notes due Oct. 30, 2009 linked to Potash Corp. of Saskatchewan Inc. stock; 70% trigger; via ABN Amro Inc.; pricing July 28

• 15% reverse convertible notes due Oct. 30, 2009 linked to Prudential Financial, Inc. stock; 65% trigger; via ABN Amro Inc.; pricing July 28

• 0% digital buffer securities due July 29, 2011 linked to the S&P 500 index; via ABN Amro Inc.; pricing July 28

• 12.5% reverse convertible notes due Oct. 30, 2009 linked to Sprint Nextel Corp. stock; 60% trigger; via ABN Amro Inc.; pricing July 28

• 13.5% reverse convertible notes due Jan. 29, 2010 linked to T. Rowe Price Group, Inc. stock; 75% trigger; via ABN Amro Inc.; pricing July 28

• 13.75% reverse convertible notes due Oct. 30, 2009 linked to Titanium Metals Corp. stock; 65% trigger; via ABN Amro Inc.; pricing July 28

• 12.5% reverse convertible notes due Jan. 29, 2010 linked to U.S. Bancorp stock; 65% trigger; via ABN Amro Inc.; pricing July 28

• 15% reverse convertible notes due Jan. 29, 2010 linked to United States Steel stock; 65% trigger; via ABN Amro Inc.; pricing July 28

• 10.5% reverse convertible notes due Oct. 30, 2009 linked to Wells Fargo & Co. stock; 60% trigger; via ABN Amro Inc.; pricing July 28

• 17% reverse convertible notes due July 30, 2010 linked to Wells Fargo & Co. stock; 70% trigger; via ABN Amro Inc.; pricing July 28

• 15.7% reverse convertible notes due Jan. 29, 2010 linked to Weyerhaeuser Co. stock; 75% trigger; via ABN Amro Inc.; pricing July 28

BANK OF AMERICA CORP.

• 0% Accelerated Return Notes due September 2010 linked to the gold spot price; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in July

• 0% Accelerated Return Notes due October 2010 linked to the Nikkei 225 index; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in July

• 0% Accelerated Return Notes due August 2011 linked to S&P GSCI Energy Excess Return index, S&P GSCI Precious Metals Excess Return index and S&P GSCI Agriculture Excess Return index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in July

• Four-year 0% Market Index Target-Term Securities linked to the Dow Jones - UBS 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 July or August

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

• Three-year 0% Leveraged Index Return Notes linked to the MSCI EAFE index; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in July or August

• Two-year 0% Capped Leveraged Index Return Notes linked to the MSCI Emerging Markets index; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in July or August

• 36- to 42-month 0% Leveraged Index 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 July or August

• Two-year zero-coupon 97% principal-protected step up notes linked to the Russian ruble, Indonesian rupiah and Indian rupee; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in July or August

• 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 July or August

• Three-year 0% Leveraged Index Return Notes 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 July or August

• Four-year 0% Market Index Target-Term 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 July or August

• 14-month 0% Accelerated Return Notes linked to the Technology Select Sector index; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in July or August

• Zero-coupon 97% principal-protected step-up notes due August 2011 linked to Indonesian rupiah, Indian rupee and Russian ruble; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; settlement in August

BARCLAYS BANK PLC

• 10%-14% reverse convertible notes due Jan. 29, 2010 linked to the stock of Microsoft Corp.; 80% trigger; via Morgan Stanley & Co. Inc.; pricing July 24

• 11%-15% annualized reverse convertible notes due Jan. 29, 2010 linked to the common stock of Monsanto Co.; 75% trigger; via Morgan Stanley Smith Barney LLC; pricing July 24

• 0% Buffered Super Track Notes due July 28, 2011 linked to the PowerShares QQQ Trust index; via Barclays Capital Inc.; pricing July 24

• 0% Buffered Super Track Notes due July 27, 2012 linked to the S&P 500 index; via Barclays Capital Inc.; pricing July 24

• 0% buffered return enhanced notes due May 27, 2011 linked to the S&P GSCI Agricultural Excess Return index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing July 24

• 0% autocallable notes due Aug. 8, 2011 linked to the iShares MSCI Germany index fund; via Barclays Capital Inc.; pricing Aug. 4

• Zero-coupon 100% principal-protected notes due Aug. 13, 2012 linked to Brazilian real, Russian ruble, Indian rupee and Chinese yuan; via Barclays Capital Inc.; pricing Aug. 4

• 0% bearish notes due Aug. 12, 2013 linked to the Barclays Capital 10Y Treasury Futures index; via Barclays Capital Inc.; pricing Aug. 7

• 0% Performance Leveraged Upside Securities due Aug. 27, 2010 linked to the S&P 500 index; via Morgan Stanley Smith Barney LLC and Barclays Capital Inc.; pricing in July

• Medium-term notes due July 25, 2012 linked to the best performing among three baskets of the same components: the SPDR Trust, Series 1, the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; via Barclays Capital Inc.; pricing in July

CITIGROUP FUNDING INC.

• Two-year zero-coupon principal-protected notes linked to the Brazilian real, Russian ruble, Indian rupee and Chinese yuan; via Citigroup Global Markets Inc.; pricing in July

• 3% minimum coupon principal-protected notes due 2014 linked to the price of gold; via Citigroup Global Markets Inc.; pricing in July

• 0% buffer notes due 2011 linked to the iShares FTSE/Xinhua China 25 index fund; via Citigroup Global Markets Inc.; pricing in July

• 0% fixed upside return notes due 2010 linked to the iShares Russell 2000 index fund; via Citigroup Global Markets Inc.; pricing in July

• 3% minimum coupon principal-protected notes due 2014 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing in July

• 0% buffer notes due 2012 linked to the Dow Jones - UBS Commodity Index; via Citigroup Global Markets Inc.; pricing in August

• Callable six-month Libor range accrual principal-protected notes due 2024; via Citigroup Global Markets Inc.

CREDIT SUISSE, NASSAU BRANCH

• 0% Buffered Accelerated Return Equity Securities due Feb. 1, 2011 linked to the Russell 2000 index; via Credit Suisse (USA) LLC; pricing July 24

• Zero-coupon 100% principal-protected ProNotes due July 24, 2014 linked to the S&P 500 index; via J.P. Morgan Securities Inc. and JPMorgan Chase Bank, NA; pricing July 24

• 0% Buffered Accelerated Return Equity Securities due Feb. 2, 2011 linked to the S&P 500 index; 90% trigger; via Credit Suisse Securities (USA) LLC; pricing July 28

• Callable yield notes due Feb. 2, 2010 linked to the S&P 500 index and Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing July 28

• Callable yield notes due Aug. 2, 2010 linked to the S&P 500 index and Russell 2000 index; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing July 28

• Callable yield notes due Feb. 5, 2010 linked to the S&P 500 index and Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing July 31

• Callable yield notes due Aug. 5, 2010 linked to the S&P 500 index and Russell 2000 index; 55% trigger; via Credit Suisse Securities (USA) LLC; pricing July 31

• 0% Buffered Accelerated Return Equity Securities due Nov. 4, 2010 linked to the S&P 500 index; 90% trigger; via Credit Suisse Securities (USA) LLC; pricing July 31

• 0% Cert PLUS securities due Feb. 3, 2012 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing July 31

DEUTSCHE BANK AG, LONDON BRANCH

• 0% buffered barrier rebate securities due March 31, 2011 linked to the S&P 500, S&P MidCap 400, Russell 2000 and the iShares MSCI EAFE index fund; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing July 28

• 0% Buffered Underlying Securities due July 31, 2013 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing July 28

• 0% leveraged securities due Aug. 18, 2014 linked to the 30-year Constant Maturity Swap rate; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Aug. 13

•

0% market contribution securities due Sept. 4, 2014 linked to the Deutsche Bank Liquid Alpha USD 5 Total Return index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Aug. 28

EKSPORTFINANS ASA

• 0% enhanced growth securities with leveraged upside and buffered downside due Feb. 10, 2011 linked to the iShares Russell 2000 index fund; via Wells Fargo Securities, LLC; pricing in July

• 0% enhanced growth securities with leveraged upside and buffered downside due Aug. 5, 2011 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing in July

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

• 10%-11% annualized enhanced yield securities due Feb. 5, 2010 linked to the common stock of Apple Inc.; 80% trigger; via Wells Fargo Securities

• 13%-14% enhanced yield securities due Jan. 5, 2010 linked to the common stock of General Electric Co.; 70% trigger; via Wachovia Capital Markets, LLC

• 9.5%-10.5% annualized enhanced yield securities due Feb. 5, 2010 linked to the common stock of Goldman Sachs Group, Inc.; 75% trigger; via Wells Fargo Securities

• 9%-10% annualized enhanced yield securities due Jan. 26, 2010 linked to the iShares Russell index fund; via Wells Fargo Securities, LLC

• 9%-10% annualized enhanced yield securities due Feb. 5, 2010 linked to the common stock of Microsoft Corp.; 80% trigger; via Wells Fargo Securities, LLC

• 15%-16% enhanced yield securities due Jan. 5, 2010 linked to the common stock of Morgan Stanley; 70% trigger; via Wachovia Capital Markets, LLC

• 14%-15% enhanced yield securities due Jan. 5, 2010 linked to the common stock of Nordstrom, Inc.; 60% trigger; via Wachovia Capital Markets, LLC

• 13%-14% annualized enhanced yield securities due Feb. 5, 2010 linked to the common stock of Peabody Energy Corp.; 70% trigger; via Wells Fargo Securities, LLC

• 14.5%-15.5% enhanced yield securities due Oct. 5, 2010 linked to the American Depository Receipts of Petrσleo Brasileiro SA - Petrobras; 75% trigger; via Wachovia Capital Markets, LLC

• 17%-18% enhanced yield securities due Jan. 5, 2010 linked to the common stock of Research in Motion Ltd.; 70% trigger; via Wachovia Capital Markets, LLC

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

• 0% access securities with contingent downside protection due Aug. 5, 2014 linked to the S&P 500 index; via Wells Fargo Securities, LLC

GOLDMAN SACHS GROUP, INC.

• 18-month 0% notes with no buffer linked to the Australian dollar, Brazilian real, Chinese renminbi and Norwegian krone; via Goldman, Sachs & Co.

• 15-year callable CMS spread notes; via Goldman, Sachs & Co.

• 15-year callable CMS spread range accrual notes non-callable for six months; via Goldman Sachs & Co.

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

• 18- to 21-month 0% leveraged equity index-linked notes linked 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.

• 24- to 27-month 0% buffered commodity index-linked notes tied to the S&P GSCI Enhanced Commodity Index Excess Return; via Goldman, Sachs & Co.

• 36- to 42-month 0% leveraged basket-linked notes tied to the S&P GSCI Enhanced Commodity Index Excess Return and the iShares MSCI Emerging Markets index fund; via Goldman, Sachs & Co.

HARRIS NA

• Principal-protected contingent annual payout certificates of deposit due July 31, 2014 linked to the common stocks of Costco Wholesale Corp., CVS Caremark Corp., Exxon Mobil Corp., Home Depot, Inc., Honeywell International Inc., McDonald's Corp., Microsoft Corp., Monsanto Corp., Nokia Corp. and Wells Fargo & Co.; via distributor InCapital; pricing July 28

• Principal-protected contingent annual payout certificates of deposit due July 31, 2015 linked to the common stocks of Costco Wholesale Corp., CVS Caremark Corp., Exxon Mobil Corp., Home Depot, Inc., Honeywell International Inc., McDonald's Corp., Microsoft Corp., Monsanto Corp., Nokia Corp. and Wells Fargo & Co.; via distributor InCapital; pricing July 28

• Contingent payout principal-protected certificates of deposit due July 31, 2014 linked to the S&P 500 index; via Incapital LLC; pricing July 28

HSBC BANK USA, NA

• Principal-protected contingent annual income certificates of deposit due July 31, 2015 linked to an equally weighted basket of common stocks, including Amazon.com, Inc., Lowe's Cos., Inc., Philip Morris International Inc., Wal-Mart Stores, Inc., Chevron Corp., Schlumberger Ltd., Bank of New York Mellon Corp., JPMorgan Chase & Co., Gilead Sciences, Inc., Johnson & Johnson, Lockheed Martin Corp., Union Pacific Corp., Apple Inc., Oracle Corp. Freeport-McMoRan Copper & Gold, Inc., Monsanto Corp., AT&T Inc., Verizon Communications Inc., Entergy Corp. and FPL Group, Inc.; via HSBC Securities (USA) Inc.; pricing July 24

• 0% "bullish skewed" absolute return certificates of deposit due Nov. 30, 2011 linked to the Russell 2000 index; via agent HSBC Securities (USA) Inc. and distributor Advisors Asset Management; pricing July 27

• 0% absolute return certificates of deposit due Nov. 30, 2011 linked to the S&P 500 index; via agent HSBC Securities (USA) Inc. and distributor Advisors Asset Management; pricing July 27

• Annual income opportunity certificates of deposit due July 31, 2015 linked to the stocks of Abbott Laboratories, Amgen Inc., General Electric Co., Kimberly-Clark Corp., Medtronic Inc., Nike Inc., Schlumberger Ltd., Target Corp., Walgreen Co. and Yahoo! Inc.; via agent HSBC Securities (USA) Inc. and distributor Advisors Asset Management; pricing July 28

• 0% sector selector certificates of deposit with minimum return due July 31, 2014 linked to the Market Vectors Gold Miners, Energy Select Sector SPDR fund, Financial Select Sector SPDR fund, Healthcare Select Sector SPDR fund and Semiconductor Holdrs Trust; via HSBC Securities (USA) Inc.; pricing July 28

HSBC USA INC.

• Zero-coupon 95% principal-protected notes due July 29, 2011 linked to the dollar against a basket consisting of the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; via J.P. Morgan Securities Inc.; pricing July 24

• 0% autocallable optimization securities with contingent protection due Aug. 3, 2010 linked to the Energy Select Sector SPDR fund; via UBS Financial Services Inc. and HSBC USA Inc.; pricing July 28

• 0% return optimization securities with contingent protection due July 31, 2012 linked to Standard & Poor's Depositary Receipts, the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; via UBS Financial Services Inc. and HSBC USA Inc.; pricing July 28

• 0% performance securities with contingent protection due July 31, 2014 linked to the S&P 500 index; via UBS Financial Services Inc. and HSBC USA Inc.; pricing July 28

• 8%-10% yield optimization notes due July 29, 2011 linked to General Electric Co. stock; via UBS Financial Services Inc. and HSBC USA Inc.; pricing July 29

• 8.5%-10.5% yield optimization notes due July 29, 2011 linked to JPMorgan Chase & Co. stock; via UBS Financial Services Inc. and HSBC USA Inc.; pricing July 29

• 8.8%-10.8% yield optimization notes with contingent protection due July 29, 2011 linked to the iShares FTSE/Xinhua China 25 index fund; via UBS Financial Services Inc. and HSBC USA Inc.; pricing July 29

JPMORGAN CHASE BANK, NA

• Callable leveraged spread certificates of deposit due July 24, 2024 linked to the 10-year and two-year Constant Maturity Swap rates; via J.P. Morgan Securities Inc.; settlement July 24

• Contingent coupon certificates of deposit due July 31, 2014 linked to American Express Co., Barrick Gold Corp., Boeing Co., Campbell Soup Co., Caterpillar Inc., ConocoPhillips, Goldcorp, Inc., Home Depot, Inc., 3M Co. and Time Warner Inc.; via J.P. Morgan Securities Inc.; pricing July 28

• Contingent coupon certificates of deposit due July 31, 2015 linked to American Express Co., Barrick Gold Corp., Boeing Co., Campbell Soup Co., Caterpillar Inc., ConocoPhillips, Goldcorp, Inc., Home Depot, Inc., 3M Co. and Time Warner Inc.; via J.P. Morgan Securities Inc.; pricing July 28

• 0% certificates of deposit due July 31, 2015 linked to the Dow Jones - UBS Commodity and S&P 500 indexes; via J.P. Morgan Securities Inc. and distributor Advisors Asset Management, Inc.; pricing July 28

• 0% certificates of deposit due Oct. 31, 2013 linked to the JPMorgan Optimax Market-Neutral index; via J.P. Morgan Securities Inc.; pricing July 28

• 0% certificates of deposit due July 31, 2015 linked to the JPMorgan Efficiente (USD) index; via J.P. Morgan Securities Inc.; pricing July 28

• Contingent coupon certificates of deposit due July 31, 2015 linked to the Russell 2000 index; via J.P. Morgan Securities Inc.; pricing July 28

• Callable range certificates of deposit due July 30, 2021 linked to six-month Libor; via agent J.P. Morgan Securities Inc. and distributor Incapital; settlement July 30

• Callable range certificates of deposit due July 16, 2029 linked to six-month Libor; pricing in July

JPMORGAN CHASE & CO.

• 0% notes due Aug. 12, 2010 linked to three buffered return enhanced components, the Dow Jones Euro Stoxx 50, FTSE 100 and Topix indexes; via J.P. Morgan Securities Inc.; pricing July 24

• 0% return enhanced notes due Jan. 28, 2010 linked to the Oil Service HOLDRS Trust Depositary Receipts; via J.P. Morgan Securities Inc.; pricing July 24

• Zero-coupon capital-protected notes due July 31, 2014 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing July 24

• 20% reverse convertible notes due Oct. 30, 2009 linked to Bank of America Corp. stock; 70% trigger; via JPMorgan; pricing July 28

• 10% reverse convertible notes due July 30, 2010 linked to Boeing Co. stock; 70% trigger; via JPMorgan; pricing July 28

• 10% reverse convertible notes due July 30, 2010 linked to Caterpillar Inc. stock; 60% trigger; via JPMorgan; pricing July 28

• 15% reverse convertible notes due Jan. 29, 2010 linked to Dow Chemical Co. stock; 70% trigger; via JPMorgan; pricing July 28

• 11% reverse convertible notes due July 30, 2010 linked to General Electric Co. stock; 60% trigger; via JPMorgan; pricing July 28

• 14% reverse convertible notes due Jan. 29, 2010 linked to General Electric Co. stock; 70% trigger; via JPMorgan; pricing July 28

• 0% buffered equity notes due Aug. 31, 2010 linked to the iShares MSCI Emerging Markets index fund; J.P. Morgan Securities Inc.; pricing July 28

• 0% buffered equity notes due July 31, 2012 linked to the iShares MSCI Emerging Markets index fund; J.P. Morgan Securities Inc.; pricing July 28

• Floating-rate notes due July 31, 2014 linked to Libor; via JPMorgan; pricing July 28

• 25% reverse convertible notes due Oct. 30, 2009 linked to Palm, Inc. stock; 70% trigger; via JPMorgan; pricing July 28

• 0% barrier optimization securities with partial protection due Oct. 29, 2010 linked to the Russell 2000 index; via UBS Financial Services Inc. and J.P. Morgan Securities Inc.; pricing July 28

• 0% buffered return enhanced notes due Oct. 29, 2010 linked to the Russell 2000 index; 90% trigger; via J.P. Morgan Securities Inc.; pricing July 28

• 0% return optimization securities due Jan. 31, 2011 linked to the S&P 500 index; 90% trigger; via UBS Financial Services Inc. and J.P. Morgan Securities Inc.; pricing July 28

• 0% buffered return enhanced notes due Jan. 31, 2011 linked to the S&P 500 index with 16%-19% cap; via J.P. Morgan Securities Inc.; pricing July 28

• 0% buffered return enhanced notes due Jan. 31, 2011 linked to the S&P 500 index with 19%-22% cap; via J.P. Morgan Securities Inc.; pricing July 28

• 0% buffered equity notes due July 29, 2011 linked to the S&P MidCap 400 index; J.P. Morgan Securities Inc.; pricing July 28

• 20% reverse convertible notes due Oct. 30, 2009 linked to United States Steel Corp. stock; 70% trigger; via JPMorgan; pricing July 28

• 15% reverse convertible notes due Jan. 29, 2010 linked to Wells Fargo & Co. stock; 60% trigger; via JPMorgan; pricing July 28

• 0% buffered return enhanced notes due January 2010 linked to a 60% weight of the iShares MSCI Emerging Markets index fund and a 40% weight of the iShares MSCI EAFE index fund; via J.P. Morgan Securities Inc.; pricing in July

• Range accrual notes linked to Constant Maturity Swap rates and the S&P 500 due July 31, 2029; via Morgan Stanley & Co. Inc.; pricing in July

MORGAN STANLEY

• Zero-coupon capital-protected notes due Oct. 31, 2012 linked to the Australian dollar, British pound, Canadian dollar, euro, Japanese yen, Swiss franc, Brazilian real, Chinese renminbi and Indian rupee; via Morgan Stanley & Co. Inc.; pricing July 24

• Zero-coupon capital-protected notes due Oct. 31, 2011 linked to the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; via Morgan Stanley & Co. Inc.; pricing July 24

• Zero-coupon 90% capital-protected notes due July 31, 2013 linked to the Dow Jones - UBS Commodity index; via Morgan Stanley & Co. Inc.; pricing July 24

• 0% buffered auto-callable securities due Aug. 9, 2011 linked to the iShares FTSE/Xinhua China 25 index fund; via Morgan Stanley & Co. Inc.; pricing July 24

• 0% buffered Performance Leveraged Upside Securities due July 27, 2011 linked to the iShares MSCI EAFE Index Fund; via Morgan Stanley & Co. Inc.; pricing July 24

• 0% Performance Leveraged Upside Securities due Aug. 27, 2010 linked to the iShares MSCI Emerging Markets Index Fund; via Morgan Stanley & Co. Inc.; pricing July 24

• 0% Global recovery Performance Leveraged Upside Securities due Jan. 27, 2011 linked to the iShares Russell 2000 index fund, Technology Select Sector SPDR fund, iShares MSCI Emerging Markets index fund, iBoxx USD Liquid High-Yield Index, iBoxx USD Liquid Investment-Grade Index, iShares Dow Jones U.S. Real Estate index fund and PowerShares DB Commodity Index Tracking Fund; via Morgan Stanley & Co. Inc.; pricing July 24

• Zero-coupon protected absolute return barrier notes due July 27, 2011 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing July 24

• 0% Performance Leveraged Upside Securities due Aug. 27, 2010 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing July 24

• 0% buffered Performance Leveraged Upside Securities due July 27, 2011 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing July 24

• 0% buffered Performance Leveraged Upside Securities due July 29, 2011 linked to the S&P GSCI Brent Crude Index - Excess Return; via Morgan Stanley & Co. Inc.; pricing July 24

• 0% Bear Market Performance Leveraged Upside Securities due Jan. 27, 2010 linked to the Financial Select Sector SPDR fund; via Morgan Stanley & Co. Inc.; pricing in July

• Six-month Libor and S&P 500 index range accrual notes due July 29, 2024; via Morgan Stanley & Co. Inc.; pricing in July

• 0% buffered Performance Leveraged Upside Securities due September 2010 linked to PHLX Oil Service Sector index, iShares MSCI Emerging Markets index fund and the iShares Dow Jones U.S. Real Estate index fund; via Morgan Stanley & Co. Inc.; pricing in July

• Leveraged callable CMS curve-linked notes due Aug. 6, 2024; via Morgan Stanley & Co. Inc.; pricing in July or August

ROYAL BANK OF CANADA

• 19% reverse convertible notes due Oct. 30, 2009 linked to Aflac, Inc. stock; 70% trigger; via RBC Capital Markets Corp.; pricing July 28

• 13.25% reverse convertible notes due Oct. 30, 2009 linked to Alcoa Inc. stock; 65% trigger; via RBC Capital Markets Corp.; pricing July 28

• 20.5% reverse convertible notes due Oct. 30, 2009 linked to Bank of America Corp. stock; 65% trigger; via RBC Capital Markets Corp.; pricing July 28

• 14.5% reverse convertible notes due Jan. 29, 2010 linked to Caterpillar Inc. stock; 75% trigger; via RBC Capital Markets Corp.; pricing July 28

• 16% reverse convertible notes due Jan. 29, 2010 linked to Chesapeake Energy Corp. stock; 65% trigger; via RBC Capital Markets Corp.; pricing July 28

• 20% reverse convertible notes due Oct. 30, 2009 linked to Chesapeake Energy Corp. stock; 75% trigger; via RBC Capital Markets Corp.; pricing July 28

• 15% reverse convertible notes due Jan. 29, 2010 linked to Deere & Co. stock; 75% trigger; via RBC Capital Markets Corp.; pricing July 28

• 12.5% reverse convertible notes due Jan. 29, 2010 linked to Devon Energy Corp. stock; 75% trigger; via RBC Capital Markets Corp.; pricing July 28

• 26.75% reverse convertible notes due Oct. 30, 2009 linked to Ford Motor Co. stock; 65% trigger; via RBC Capital Markets Corp.; pricing July 28

• 21% reverse convertible notes due Oct. 30, 2009 linked to Freeport-McMoRan Copper & Gold Inc. stock; 75% trigger; via RBC Capital Markets Corp.; pricing July 28

• 15.75% reverse convertible notes due Oct. 30, 2009 linked to General Electric Co. stock; 75% trigger; via RBC Capital Markets Corp.; pricing July 28

• 15% reverse convertible notes due Jan. 29, 2010 linked to Goldcorp, Inc. stock; 75% trigger; via RBC Capital Markets Corp.; pricing July 28

• 11.5% reverse convertible notes due Oct. 30, 2009 linked to JPMorgan Chase & Co. stock; 75% trigger; via RBC Capital Markets Corp.; pricing July 28

• 27% reverse convertible notes due Oct. 30, 2009 linked to Mosaic Co. stock; 80% trigger; via RBC Capital Markets Corp.; pricing July 28

• 12.5% reverse convertible notes due Jan. 29, 2010 linked to Nasdaq OMX Group, Inc. stock; 75% trigger; via RBC Capital Markets Corp.; pricing July 28

• 15% reverse convertible notes due Oct. 30, 2009 linked to Nucor Corp. stock; 75% trigger; via RBC Capital Markets Corp.; pricing July 28

• 16% reverse convertible notes due Oct. 30, 2009 linked to NYSE Euronext stock; 75% trigger; via RBC Capital Markets Corp.; pricing July 28

• 28% reverse convertible notes due Oct. 30, 2009 linked to Palm, Inc. stock; 70% trigger; via RBC Capital Markets Corp.; pricing July 28

• 22% reverse convertible notes due Oct. 30, 2009 linked to Peabody Energy Corp. stock; 75% trigger; via RBC Capital Markets Corp.; pricing July 28

• 13% reverse convertible notes due Jan. 29, 2010 linked to Petroleo Brasileiro S.A. stock; via RBC Capital Markets Corp.; pricing July 28

• 19.5% reverse convertible notes due Oct. 30, 2009 linked to Potash Corp. of Saskatchewan Inc. stock; 75% trigger; via RBC Capital Markets Corp.; pricing July 28

• 13.75% reverse convertible notes due Jan. 29, 2010 linked to Research In Motion Ltd. stock; 70% trigger; via RBC Capital Markets Corp.; pricing July 28

• 19.25% reverse convertible notes due Oct. 30, 2009 linked to Rowan Cos., Inc. stock; 75% trigger; via RBC Capital Markets Corp.; pricing July 28

• 0% buffered bullish digital notes due Jan. 31, 2011 linked to the S&P 500 index; via RBC Capital Markets Corp.; pricing July 28

• 0% buffered bullish commodity notes due July 31, 2013 linked to the S&P GSCI Excess Return index; via RBC Capital Markets Corp.; pricing July 28

• 0% bullish enhanced return notes due Jan. 31, 2011 linked to the SPDR Gold Trust; via RBC Capital Markets Corp.; pricing July 28

• 20.5% reverse convertible notes due Jan. 29, 2010 linked to United States Steel Corp. stock; 65% trigger; via RBC Capital Markets Corp.; pricing July 28

• 15.5% reverse convertible notes due Oct. 30, 2009 linked to U.S. Bancorp stock; 75% trigger; via RBC Capital Markets Corp.; pricing July 28

• 15.5% reverse convertible notes due Oct. 30, 2009 linked to Vale SA stock; 75% trigger; via RBC Capital Markets Corp.; pricing July 28

• 16% reverse convertible notes due Oct. 30, 2009 linked to Wells Fargo & Co. stock; 65% trigger; via RBC Capital Markets Corp.; pricing July 28

• 0% buffered bullish notes due July 31, 2013 linked to the S&P GSCI Agriculture Index - Excess Return and the S&P GSCI Livestock Index - Excess Return; via RBC Capital Markets Corp.; pricing July 29

• 0% direct investment notes due Sept. 9, 2010 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets Corp.; pricing Aug. 5

SOUTHERN COMMUNITY BANK & TRUST CO.

• Callable certificates of deposit due July 28, 2024 linked to six-month Libor; settlement July 28

SUNTRUST BANK

• 0% certificates of deposit due July 30, 2013 linked to the S&P 500 index; via agent SunTrust and distributor InCapital; pricing July 24

• 0% certificates of deposit due July 31, 2014 linked to the price of gold; via agent SunTrust and distributor InCapital; pricing July 24

AB SVENSK EXPORTKREDIT

• 14-month 0% Accelerated Return Notes linked to the gold spot price; via Merril Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in July or August

• 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 July or August

• 18- to 21-month 0% leveraged buffered notes linked to the S&P GSCI Enhanced Commodity Index Excess Return; 90% trigger; via Goldman, Sachs & Co.

UBS AG

• 100% principal protection callable CMS spread steepener notes due July 31, 2024; via UBS Investment Bank; pricing July 28

• 18% annualized reverse convertible notes due Feb. 2, 2010 linked to the common stock of Freeport-McMoRan Copper & Gold Inc.; 70% trigger; via UBS Investment Bank; pricing July 28

• 18.5% annualized reverse convertible notes due Feb. 2, 2010 linked to the common stock of Peabody Energy Corp.; 70% trigger; via UBS Investment Bank; pricing July 28

• 16.5% annualized reverse convertible notes due Feb. 2, 2010 linked to the common stock of Potash Corp. of Saskatchewan Inc.; 70% trigger; via UBS Investment Bank; pricing July 28

• 20.5% annualized reverse convertible notes due Feb. 2, 2010 linked to the common stock of Sprint Nextel Corp.; 60% trigger; via UBS Investment Bank; pricing July 28

• Zero-coupon 100% principal protection absolute return barrier notes due July 29, 2011 linked to the Russell 2000 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 28

• 11.25%-13.5% yield optimization notes with contingent protection due Jan. 29, 2010 linked to CSX Corp. common stock; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 29

• 8.5%-11% yield optimization notes with contingent protection due Jan. 29, 2010 linked to Dell Inc. common stock; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 29

WELLS FARGO BANK, NA

• Certificates of deposit due Aug. 1, 2019 linked to the 10-year and two-year Constant Maturity Swap rates; via distributor Morgan Stanley; pricing July 24

WELLS FARGO & CO.

• 0% participation securities with partial principal protection due August 2011 linked to the iShares MSCI Emerging Markets index fund; via Wells Fargo Securities, LLC

• 0% enhanced participation securities with partial principal protection due August 2011 linked to the S&P 500 index; via Wells Fargo Securities, LLC

• 0% participation securities with contingent principal protection due August 2014 linked to the S&P 500 index; via Wells Fargo Securities, LLC

• 0% enhanced participation securities with partial principal protection due August 2011 linked to the S&P MidCap 400 index; via Wells Fargo Securities, LLC

© 2015 Prospect News.
All content on this website is protected by copyright law in the U.S. and elsewhere. For the use of the person downloading only.
Redistribution and copying are prohibited by law without written permission in advance from Prospect News.
Redistribution or copying includes e-mailing, printing multiple copies or any other form of reproduction.