Structured Products Calendar

BANK OF AMERICA CORP.

• 0% Currency Market Index Target-Term Securities due May 2012 linked to the Brazilian real, Russian ruble and Indonesian rupiah relative to the euro; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in April

• 0% Market Index Target-Term Securities due April 2015 linked to the Dow Jones Industrial Average; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in April

• 0% Market Index Target-Term Securities due April 2015 linked to the Dow Jones - UBS Commodity Index - Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in April

• 0% Capped Leveraged Index Return Notes due April 2012 linked to the gold spot price; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in April

• 0% Accelerated Return Notes due June 2011 linked to the PHLX Oil Sector Service index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co. LLC; pricing in April

• Two-year 0% Capped Leveraged Index Return Notes linked to the PHLX Housing Sector index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in April

• 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 April

• 0% market-linked step up notes due April 2012 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in April

• Two-year Capped Leveraged Index Return Notes linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in April

• 0% Market Index Target-Term Securities due April 2015 linked to the S&P 500, Euro Stoxx 50 and Nikkei 225 indexes; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in April

• 10-year floating-rate notes linked to the 10-year Constant Maturity Swap rate; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in April or May

• 14-month 0% Relative Value Accelerated Return Notes linked to the Motorola, Inc./Technology Select Sector Long-Short index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in April or May

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

• Two-year 0% 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 April or May

BANK OF AMERICA, NA

• Six-year 0% market participation certificates of deposit linked to the Dow Jones Industrial Average; via Merrill Lynch, Pierce, Fenner & Smith Inc. and Republic Securities Co., LLC and distributor Advisors Asset Management, Inc.; pricing in April or May

BARCLAYS BANK DELAWARE

• Certificates of deposit due April 28, 2015 linked to the shares of Abercrombie & Fitch Co., Baidu Inc., Barrick Gold Corp., Nokia Corp., Panasonic Corp., Petroleo Brasileiro SA, Research In Motion Ltd., SunTrust Banks Inc., Teva Pharmaceutical Industries Ltd. and Vodafone Group plc; via Barclays Capital Inc. and distributor Advisors Asset Management, Inc.; pricing April 23

• Certificates of deposit due April 28, 2015 linked to the shares of Aetna Inc., Broadcom Corp., Celanese Corp., Cigna Corp., FedEx Corp., Ford Motor Co., Genworth Financial, Inc., Humana, Inc., Mattel, Inc., Mead Johnson Nutrition Co., Newmont Mining Corp., News Corp., Nvidia Corp., SanDisk Corp., Schlumberger NV (Schlumberger Ltd.), Time Warner Cable Inc., UnitedHealth Group Inc., WellPoint, Inc., Yahoo! Inc. and Zions Bancorp.; via Barclays Capital Inc. and distributor Advisors Asset Management, Inc.; pricing April 23

• Certificates of deposit due April 28, 2015 linked to the S&P 500 index, Dow Jones-UBS Commodity index, Consumer Price index and Brazilian real/dollar exchange rate; via Barclays Capital Inc. and Advisors Asset Management, Inc.; pricing April 23

• 0.5%-1% certificates of deposit due April 28, 2015 linked to the S&P 500 index; via Barclays Capital Inc. and Advisors Asset Management, Inc.; pricing April 23

• Certificates of deposit due April 28, 2015 linked to soybeans, sugar, platinum, copper, lead, tin, nickel, palladium, zinc and gasoline; via Barclays Capital Inc. and Advisors Asset Management, Inc.; pricing April 23

• Certificates of deposit due April 28, 2015 linked to the common stocks of Tesoro Corp., Massey Energy Co., Iamgold Corp., Bank of America Corp., Prudential Financial, Inc., Advanced Micro Devices, Inc., Micron Technology, Inc., Deere & Co., Goodyear Tire & Rubber Co. and Office Depot, Inc.; via Barclays Capital Inc. and Advisors Asset Management, Inc.; pricing April 23

BARCLAYS BANK PLC

• 0% notes due May 12, 2011 linked to a basket of buffered return enhanced components including the Euro Stoxx 50 index, the FTSE 100 index and the Topix index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing April 23

• 0% autocallable knock-out buffer notes due May 27, 2011 linked to a basket of the Euro Stoxx 50 index, the FTSE 100 index and the Topix index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing April 23

• Zero-coupon buffered Super Track notes due Oct. 31, 2011 linked to the iShares MSCI EAFE index fund; via Barclays Capital Inc.; pricing April 26

• 0% buffered Performance Leveraged Upside Securities due April 26, 2012 linked to the iShares MSCI Emerging Markets index fund; 90% trigger; via Morgan Stanley Smith Barney LLC and Barclays Capital Inc.; pricing April 26

• 9% reverse convertible notes due April 29, 2011 linked to Abercrombie & Fitch Co. stock; via Barclays Capital; pricing April 27

• 8% reverse convertible notes due April 29, 2011 linked to Activision Blizzard, Inc. stock; via Barclays Capital; pricing April 27

• 8.25% reverse convertible notes due April 29, 2011 linked to Activision Blizzard, Inc. stock; via Barclays Capital; pricing April 27

• 9.25% reverse convertible notes due Oct. 29, 2010 linked to AES Corp. stock; via Barclays Capital; pricing April 27

• 9% reverse convertible notes due Oct. 29, 2010 linked to Akamai Technologies, Inc. stock; via Barclays Capital; pricing April 27

• 10.5% reverse convertible notes due Oct. 29, 2010 linked to AK Steel Holding Corp. stock; via Barclays Capital; pricing April 27

• 9% reverse convertible notes due April 29, 2011 linked to Alcoa Inc. stock; via Barclays Capital; pricing April 27

• 11% reverse convertible notes due July 30, 2010 linked to Alpha Natural Resources, Inc. stock; via Barclays Capital; pricing April 27

• 8.25% reverse convertible notes due April 29, 2011 linked to American Eagle Outfitters, Inc. stock; via Barclays Capital; pricing April 27

• 14.5% reverse convertible notes due Oct. 29, 2010 linked to Amylin Pharmaceuticals, Inc. stock; via Barclays Capital; pricing April 27

• 8% reverse convertible notes due April 29, 2011 linked to Applied Materials, Inc. stock; via Barclays Capital; pricing April 27

• 11% reverse convertible notes due Oct. 29, 2010 linked to Apollo Group, Inc. (Class A) stock; via Barclays Capital; pricing April 27

• 11% reverse convertible notes due Oct. 29, 2010 linked to Arch Coal, Inc. stock; via Barclays Capital; pricing April 27

• 12.5% reverse convertible notes due July 30, 2010 linked to ArvinMeritor, Inc. stock; via Barclays Capital; pricing April 27

• 16.5% reverse convertible notes due Oct. 29, 2010 linked to ArvinMeritor, Inc. stock; via Barclays Capital; pricing April 27

• 16.5% reverse convertible notes due Oct. 29, 2010 linked to ATP Oil & Gas Corp. stock; via Barclays Capital; pricing April 27

• 9% reverse convertible notes due Oct. 29, 2010 linked to Baidu, Inc. (American depositary share) stock; via Barclays Capital; pricing April 27

• 9% reverse convertible notes due April 29, 2011 linked to Baker Hughes Inc. stock; via Barclays Capital; pricing April 27

• 8% reverse convertible notes due April 29, 2011 linked to Bank of America Corp. stock; via Barclays Capital; pricing April 27

• One-year 0% double short leverage securities due May 2, 2011 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing April 27

• Three-year 0% double short leverage securities due April 30, 2013 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing April 27

• 8.25% reverse convertible notes due April 29, 2011 linked to Barrick Gold Corp. stock; via Barclays Capital; pricing April 27

• 9% reverse convertible notes due April 29, 2011 linked to Blackstone Group LP stock; via Barclays Capital; pricing April 27

• 11% reverse convertible notes due Oct. 29, 2010 linked to Boston Scientific Corp. stock; via Barclays Capital; pricing April 27

• 8% reverse convertible notes due April 29, 2011 linked to Brinker International, Inc. stock; via Barclays Capital; pricing April 27

• 10.5% reverse convertible notes due Oct. 29, 2010 linked to Bucyrus International, Inc. stock; via Barclays Capital; pricing April 27

• 8.25% reverse convertible notes due April 29, 2011 linked to Buffalo Wild Wings, Inc. stock; via Barclays Capital; pricing April 27

• 8% reverse convertible notes due April 29, 2011 linked to Bunge Ltd. stock; via Barclays Capital; pricing April 27

• 8.5% reverse convertible notes due Oct. 29, 2010 linked to Cabot Oil & Gas Corp. stock; via Barclays Capital; pricing April 27

• 8% reverse convertible notes due April 29, 2011 linked to Cameron International Corp. stock; via Barclays Capital; pricing April 27

• 10% reverse convertible notes due Oct. 29, 2010 linked to Capital One Financial Corp. stock; via Barclays Capital; pricing April 27

• 8.25% reverse convertible notes due April 29, 2011 linked to Capital One Financial Corp. stock; via Barclays Capital; pricing April 27

• 13.5% reverse convertible notes due Oct. 29, 2010 linked to Carpenter Technology Corp. stock; via Barclays Capital; pricing April 27

• 15% reverse convertible notes due July 30, 2010 linked to Carpenter Technology Corp. stock; via Barclays Capital; pricing April 27

• 12% reverse convertible notes due Oct. 29, 2010 linked to Carpenter Technology Corp. stock; via Barclays Capital; pricing April 27

• 10.5% reverse convertible notes due Oct. 29, 2010 linked to CB Richard Ellis Group, Inc (Class A) stock; via Barclays Capital; pricing April 27

• 9.5% reverse convertible notes due April 29, 2011 linked to Cemex, S.A.B. De C.V. stock; via Barclays Capital; pricing April 27

• 11% reverse convertible notes due July 30, 2010 linked Century Aluminum Co. stock; via Barclays Capital; pricing April 27

• 9.25% reverse convertible notes due April 29, 2011 linked to Chesapeake Energy Corp. stock; via Barclays Capital; pricing April 27

• 9.5% reverse convertible notes due April 29, 2011 linked to Chicago Bridge & Iron Co. N.V. stock; via Barclays Capital; pricing April 27

• 8% reverse convertible notes due April 29, 2011 linked to Cigna Corp. stock; via Barclays Capital; pricing April 27

• 14.25% reverse convertible notes due Oct. 29, 2010 linked to Clean Energy Fuels Corp. stock; via Barclays Capital; pricing April 27

• 14.5% reverse convertible notes due July 30, 2010 linked to Cliffs Natural Resources Inc. stock; via Barclays Capital; pricing April 27

• 13.65% reverse convertible notes due Oct. 29, 2010 linked to Cliffs Natural Resources Inc. stock; via Barclays Capital; pricing April 27

• 13.5% reverse convertible notes due Oct. 29, 2010 linked to Coeur d'Alene Mines Corp. stock; via Barclays Capital; pricing April 27

• 8% reverse convertible notes due April 29, 2011 linked to Community Health Systems, Inc. stock; via Barclays Capital; pricing April 27

• 10.25% reverse convertible notes due Oct. 29, 2010 linked to Consol Energy Inc. stock; via Barclays Capital; pricing April 27

• 11.75% reverse convertible notes due Oct. 29, 2010 linked to Continental Airlines, Inc. (Class B) stock; via Barclays Capital; pricing April 27

• 10% reverse convertible notes due Oct. 29, 2010 linked to Cree, Inc. stock; via Barclays Capital; pricing April 27

• 10% reverse convertible notes due Oct. 29, 2010 linked to Cyberonics, Inc. stock; via Barclays Capital; pricing April 27

• 10.15% reverse convertible notes due April 29, 2011 linked to Cyberonics, Inc. stock; via Barclays Capital; pricing April 27

• 11.35% reverse convertible notes due Oct. 29, 2010 linked to Cyberonics, Inc. stock; via Barclays Capital; pricing April 27

• 10% reverse convertible notes due July 30, 2010 linked to Dana Holding Corp. stock; via Barclays Capital; pricing April 27

• 8% reverse convertible notes due April 29, 2011 linked to Deere & Co. stock; via Barclays Capital; pricing April 27

• 8% reverse convertible notes due April 29, 2011 linked to Dell Inc. stock; via Barclays Capital; pricing April 27

• 12.25% reverse convertible notes due Oct. 29, 2010 linked to Delta Airlines, Inc. stock; via Barclays Capital; pricing April 27

• 10% reverse convertible notes due Oct. 29, 2010 linked to Denbury Resources Inc. stock; via Barclays Capital; pricing April 27

• 11% reverse convertible notes due Oct. 29, 2010 linked to Dillard's, Inc. (Class A) stock; via Barclays Capital; pricing April 27

• 9.25% reverse convertible notes due April 29, 2011 linked to Discover Financial Services stock; via Barclays Capital; pricing April 27

• 10% reverse convertible notes due April 29, 2011 linked to Diana Shipping Inc. stock; via Barclays Capital; pricing April 27

• 9% reverse convertible notes due April 29, 2011 linked to Dow Chemical Co. stock; via Barclays Capital; pricing April 27

• 11.5% reverse convertible notes due Oct. 29, 2010 linked to DryShips Inc. stock; via Barclays Capital; pricing April 27

• 11% reverse convertible notes due Oct. 29, 2010 linked to Elan Corp., plc (American depositary shares) stock; via Barclays Capital; pricing April 27

• 10.5% reverse convertible notes due April 29, 2011 linked to Eldorado Gold Corp. stock; via Barclays Capital; pricing April 27

• 8% reverse convertible notes due April 29, 2011 linked to Electronic Arts Inc. stock; via Barclays Capital; pricing April 27

• 0% buffered Super Track notes due Oct. 31, 2011 linked to the Energy Select Sector SPDR fund with 12%-14.5% cap; via Barclays Capital Inc.; pricing April 27

• 0% buffered Super Track notes due Oct. 31, 2011 linked to the Energy Select Sector SPDR fund with 15.5%-18.25% cap; via Barclays Capital Inc.; pricing April 27

• 8% reverse convertible notes due April 29, 2011 linked to EOG Resources, Inc. stock; via Barclays Capital; pricing April 27

• Zero-coupon 100% principal-protected notes due April 29, 2016 linked to the Euro Stoxx 50, Nikkei 225 and S&P 500 indexes; via Barclays Capital Inc.; pricing April 27

• 8.25% reverse convertible notes due April 29, 2011 linked to Expedia, Inc. stock; via Barclays Capital; pricing April 27

• 9% reverse convertible notes due April 29, 2011 linked to Fifth Third Bancorp stock; via Barclays Capital; pricing April 27

• 0% Super Track notes due May 31, 2011 linked to the Financial Select Sector SPDR fund with 17.75%-20.5% cap; via Barclays Capital Inc.; pricing April 27

• 0% Super Track notes due May 31, 2011 linked to the Financial Select Sector SPDR fund with 14%-16.5% cap; via Barclays Capital Inc.; pricing April 27

• 11% reverse convertible notes due Oct. 29, 2010 linked to First Solar, Inc. stock; via Barclays Capital; pricing April 27

• 9% reverse convertible notes due April 29, 2011 linked to Foot Locker, Inc. stock; via Barclays Capital; pricing April 27

• 8% reverse convertible notes due Oct. 29, 2010 linked to Ford Motor Co. stock; via Barclays Capital; pricing April 27

• 9.5% reverse convertible notes due Oct. 29, 2010 linked to Ford Motor Co. stock; via Barclays Capital; pricing April 27

• 13% reverse convertible notes due July 30, 2010 linked to Ford Motor Co. stock; via Barclays Capital; pricing April 27

• 10.75% reverse convertible notes due Oct. 29, 2010 linked to Forest Oil Corp. stock; via Barclays Capital; pricing April 27

• 10% reverse convertible notes due Oct. 29, 2010 linked to Foster Wheeler AG stock; via Barclays Capital; pricing April 27

• 9% reverse convertible notes due April 29, 2011 linked to Freeport-McMoRan Copper & Gold Inc. stock; via Barclays Capital; pricing April 27

• 9.5% reverse convertible notes due Oct. 29, 2010 linked to Frontier Oil Corp. stock; via Barclays Capital; pricing April 27

• 20% reverse convertible notes due Oct. 29, 2010 linked to Fuel Systems Solutions, Inc. stock; via Barclays Capital; pricing April 27

• 9% reverse convertible notes due April 29, 2011 linked to GameStop Corp. stock; via Barclays Capital; pricing April 27

• 9% reverse convertible notes due April 29, 2011 linked to Garmin Ltd. stock; via Barclays Capital; pricing April 27

• 11.5% reverse convertible notes due Oct. 29, 2010 linked to General Growth Properties, Inc. stock; via Barclays Capital; pricing April 27

• 10.75% reverse convertible notes due Oct. 29, 2010 linked to Genworth Financial, Inc. (Class A) stock; via Barclays Capital; pricing April 27

• 10% reverse convertible notes due Oct. 29, 2010 linked to Gerdau S.A. (American depositary shares) stock; via Barclays Capital; pricing April 27

• 8.25% reverse convertible notes due April 29, 2011 linked to Goldcorp Inc. stock; via Barclays Capital; pricing April 27

• 11% reverse convertible notes due Oct. 29, 2010 linked to Goodyear Tire & Rubber Co. stock; via Barclays Capital; pricing April 27

• 10.5% reverse convertible notes due Oct. 29, 2010 linked to Green Mountain Coffee Roasters, Inc. stock; via Barclays Capital; pricing April 27

• 8.5% reverse convertible notes due April 29, 2011 linked to Guess?, Inc. stock; via Barclays Capital; pricing April 27

• 9% reverse convertible notes due April 29, 2011 linked to Hartford Financial Services Group, Inc. stock; via Barclays Capital; pricing April 27

• 10.25% reverse convertible notes due Oct. 29, 2010 linked to Holly Corp. stock; via Barclays Capital; pricing April 27

• 10.25% reverse convertible notes due Oct. 29, 2010 linked to Iamgold Corp. stock; via Barclays Capital; pricing April 27

• 11.25% reverse convertible notes due Oct. 29, 2010 linked to IMAX Corp. stock; via Barclays Capital; pricing April 27

• 8.25% reverse convertible notes due April 29, 2011 linked to IntercontinentalExchange, Inc. stock; via Barclays Capital; pricing April 27

• 8.25% reverse convertible notes due April 29, 2011 linked to International Paper Co. stock; via Barclays Capital; pricing April 27

• 16% reverse convertible notes due Oct. 29, 2010 linked to InterOil Corp. stock; via Barclays Capital; pricing April 27

• 10% reverse convertible notes due Oct. 29, 2010 linked to Intrepid Potash, Inc. stock; via Barclays Capital; pricing April 27

• 8% reverse convertible notes due April 29, 2011 linked to Intuitive Surgical, Inc. stock; via Barclays Capital; pricing April 27

• 10% reverse convertible notes due April 29, 2011 linked to Invesco Ltd. stock; via Barclays Capital; pricing April 27

• 0% buffered Super Track notes due Oct. 31, 2011 linked to the iShares Dow Jones U.S. Real Estate index fund with 19%-22% cap; via Barclays Capital Inc.; pricing April 27

• 0% buffered Super Track notes due Oct. 31, 2011 linked to the iShares Dow Jones U.S. Real Estate index fund with 14.75%-17.75% cap; via Barclays Capital Inc.; pricing April 27

• 0% knock-out Super Track notes due Oct. 31, 2011 linked to the iShares FTSE/Xinhua China 25 index fund; via Barclays Capital Inc.; pricing April 27

• 0% Super Track notes due May 31, 2011 linked to the iShares MSCI EAFE index fund with 18%-21% cap; via Barclays Capital Inc.; pricing April 27

• 0% Super Track notes due May 31, 2011 linked to the iShares MSCI EAFE index fund with 14%-16.75%; via Barclays Capital Inc.; pricing April 27

• 0% Super Track notes due May 31, 2011 linked to the iShares MSCI Emerging Markets index fund with 20.5%-23.5% cap; via Barclays Capital Inc.; pricing April 27

• 0% Super Track notes due May 31, 2011 linked to the iShares MSCI Emerging Markets index fund with 16.75%-19.25% cap; via Barclays Capital Inc.; pricing April 27

• 0% buffered Super Track notes due Oct. 31, 2011 linked to the iShares MSCI Emerging Markets index fund; via Barclays Capital Inc.; pricing April 27

• 0% Super Track notes due May 31, 2011 linked to the iShares Russell 2000 index fund with 11.5%-13.75% cap; via Barclays Capital Inc.; pricing April 27

• 0% Super Track notes due May 31, 2011 linked to the iShares Russell 2000 index fund with 15%-17.5% cap; via Barclays Capital Inc.; pricing April 27

• 0% Super Track notes due Oct. 31, 2011 linked to the iShares Russell 2000 index fund with 17.7%-20.25% cap; via Barclays Capital Inc.; pricing April 27

• 0% buffered Super Track notes due Oct. 31, 2011 linked to the iShares Russell 2000 index fund; via Barclays Capital Inc.; pricing April 27

• 9% reverse convertible notes due April 29, 2011 linked to Janus Capital Group Inc. stock; via Barclays Capital; pricing April 27

• 12% reverse convertible notes due Oct. 29, 2010 linked to Janus Capital Group Inc. stock; via Barclays Capital; pricing April 27

• 10% reverse convertible notes due Oct. 29, 2010 linked to Jones Apparel Group, Inc. stock; via Barclays Capital; pricing April 27

• 11.25% reverse convertible notes due Oct. 29, 2010 linked to Joy Global Inc. stock; via Barclays Capital; pricing April 27

• 10.25% reverse convertible notes due Oct. 29, 2010 linked to KeyCorp stock; via Barclays Capital; pricing April 27

• 10.25% reverse convertible notes due Oct. 29, 2010 linked to Kinross Gold Corp. stock; via Barclays Capital; pricing April 27

• 15% reverse convertible notes due July 30, 2010 linked to Las Vegas Sands Corp. stock; via Barclays Capital; pricing April 27

• 8% reverse convertible notes due April 29, 2011 linked to Limited Brands, Inc. stock; via Barclays Capital; pricing April 27

• 9% reverse convertible notes due April 29, 2011 linked to Lincoln National Corp. stock; via Barclays Capital; pricing April 27

• 12% reverse convertible notes due Oct. 29, 2010 linked to Live Nation Entertainment, Inc. stock; via Barclays Capital; pricing April 27

• 9% reverse convertible notes due April 29, 2011 linked to Macy's, Inc. stock; via Barclays Capital; pricing April 27

• 12% reverse convertible notes due July 30, 2010 linked to Mariner Energy, Inc. stock; via Barclays Capital; pricing April 27

• 10.25% reverse convertible notes due April 29, 2011 linked to Marvell Technology Group Ltd. stock; via Barclays Capital; pricing April 27

• 14% reverse convertible notes due Oct. 29, 2010 linked to Massey Energy Co. stock; via Barclays Capital; pricing April 27

• 8.6% reverse convertible notes due Oct. 29, 2010 linked to Maxim Integrated Products, Inc. stock; via Barclays Capital; pricing April 27

• 8.25% reverse convertible notes due April 29, 2011 linked to Maxim Integrated Products, Inc. stock; via Barclays Capital; pricing April 27

• 11.5% reverse convertible notes due Oct. 29, 2010 linked to MEMC Electronic Materials, Inc. stock; via Barclays Capital; pricing April 27

• 17% reverse convertible notes due Oct. 29, 2010 linked to MGM Mirage stock; via Barclays Capital; pricing April 27

• 16.75% reverse convertible notes due Oct. 29, 2010 linked to MGM Mirage stock; via Barclays Capital; pricing April 27

• 8% reverse convertible notes due April 29, 2011 linked to Mindray Medical International Ltd. (American Depositary Shares) stock; via Barclays Capital; pricing April 27

• 8% reverse convertible notes due April 29, 2011 linked to Mindray Medical International Ltd. (American depositary shares) stock; via Barclays Capital; pricing April 27

• 8.5% reverse convertible notes due April 29, 2011 linked to Mindray Medical International Ltd. (Adr) stock; via Barclays Capital; pricing April 27

• 8% reverse convertible notes due April 29, 2011 linked to Morgan Stanley stock; via Barclays Capital; pricing April 27

• 8% reverse convertible notes due April 29, 2011 linked to Mosaic Co. stock; via Barclays Capital; pricing April 27

• 10.25% reverse convertible notes due Oct. 29, 2010 linked to Myriad Genetics, Inc. stock; via Barclays Capital; pricing April 27

• 9.25% reverse convertible notes due April 29, 2011 linked to Nabors Industries Ltd. stock; via Barclays Capital; pricing April 27

• 8% reverse convertible notes due April 29, 2011 linked to National Oilwell Varco, Inc. stock; via Barclays Capital; pricing April 27

• 9.5% reverse convertible notes due April 29, 2011 linked to Navistar International Corp. stock; via Barclays Capital; pricing April 27

• 9.5% reverse convertible notes due Oct. 29, 2010 linked to Netflix, Inc. stock; via Barclays Capital; pricing April 27

• 9.25% reverse convertible notes due April 29, 2011 linked to Newfield Exploration Co. stock; via Barclays Capital; pricing April 27

• 8% reverse convertible notes due April 29, 2011 linked to Nucor Corp. stock; via Barclays Capital; pricing April 27

• 10% reverse convertible notes due April 29, 2011 linked to Nvidia Corp. stock; via Barclays Capital; pricing April 27

• 10% reverse convertible notes due Oct. 29, 2010 linked to Och-Ziff Capital Management Group Llc stock; via Barclays Capital; pricing April 27

• 9.5% reverse convertible notes due April 29, 2011 linked to Och-Ziff Capital Management Group Llc (Class A) stock; via Barclays Capital; pricing April 27

• 14.1% reverse convertible notes due July 30, 2010 linked to Och-Ziff Capital Management Group Llc (Class A) stock; via Barclays Capital; pricing April 27

• 11.75% reverse convertible notes due Oct. 29, 2010 linked to Office Depot, Inc. stock; via Barclays Capital; pricing April 27

• 10.25% reverse convertible notes due Oct. 29, 2010 linked to OfficeMax Inc. stock; via Barclays Capital; pricing April 27

• 8% reverse convertible notes due April 29, 2011 linked to Old Dominion Freight Line, Inc. stock; via Barclays Capital; pricing April 27

• 8% reverse convertible notes due Oct. 29, 2010 linked to Old Dominion Freight Line, Inc. stock; via Barclays Capital; pricing April 27

• 9.6% reverse convertible notes due Oct. 29, 2010 linked to Old Dominion Freight Line, Inc. stock; via Barclays Capital; pricing April 27

• 9% reverse convertible notes due April 29, 2011 linked to Parexel International Corp. stock; via Barclays Capital; pricing April 27

• 18.75% reverse convertible notes due July 30, 2010 linked to Patriot Coal Corp. stock; via Barclays Capital; pricing April 27

• 11.25% reverse convertible notes due Oct. 29, 2010 linked to Patterson-UTI Energy, Inc. stock; via Barclays Capital; pricing April 27

• 9.25% reverse convertible notes due April 29, 2011 linked to Peabody Energy Corp. stock; via Barclays Capital; pricing April 27

• 9% reverse convertible notes due April 29, 2011 linked to Pioneer Natural Resources Co. stock; via Barclays Capital; pricing April 27

• 10% reverse convertible notes due April 29, 2011 linked to Plains Exploration & Production Co. stock; via Barclays Capital; pricing April 27

• 9.25% reverse convertible notes due April 29, 2011 linked to Potash Corp. of Saskatchewan Inc. stock; via Barclays Capital; pricing April 27

• 0% Super Track notes due Oct. 31, 2011 linked to the PowerShares QQQ trust with 12.5%-15% cap; via Barclays Capital Inc.; pricing April 27

• 0% Super Track notes due Oct. 31, 2011 linked to the PowerShares QQQ trust with 16%-18.75% cap; via Barclays Capital Inc.; pricing April 27

• 9.5% reverse convertible notes due Oct. 29, 2010 linked to priceline.com Inc. stock; via Barclays Capital; pricing April 27

• 8.5% reverse convertible notes due April 29, 2011 linked to Principal Financial Group, Inc. stock; via Barclays Capital; pricing April 27

• 11% reverse convertible notes due Oct. 29, 2010 linked to Rambus Inc. stock; via Barclays Capital; pricing April 27

• 8.5% reverse convertible notes due April 29, 2011 linked to Range Resources Corp. stock; via Barclays Capital; pricing April 27

• 10.25% reverse convertible notes due Oct. 29, 2010 linked to Regions Financial Corp. stock; via Barclays Capital; pricing April 27

• 8.25% reverse convertible notes due April 29, 2011 linked to Research In Motion Ltd. stock; via Barclays Capital; pricing April 27

• 9% reverse convertible notes due April 29, 2011 linked to Rio Tinto plc (American depositary shares) stock; via Barclays Capital; pricing April 27

• 11.25% reverse convertible notes due Oct. 29, 2010 linked to Royal Bank of Scotland Group plc (American depositary shares) stock; via Barclays Capital; pricing April 27

• 9.5% reverse convertible notes due April 29, 2011 linked to Rowan Cos., Inc. stock; via Barclays Capital; pricing April 27

• 9% reverse convertible notes due April 29, 2011 linked to Royal Caribbean Cruises Ltd. stock; via Barclays Capital; pricing April 27

• 0% annual autocallable notes due April 30, 2013 linked to the S&P 500 index; via Barclays Capital Inc.; pricing April 27

• 0% performance securities with contingent protection due April 30, 2015 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing April 27

• Zero-coupon 100% principal-protected notes due April 30, 2013 linked to the S&P 500 index; via Barclays Capital Inc.; pricing April 27

• Zero-coupon 100% principal-protected notes due April 30, 2013 linked to the S&P 500 index; via Barclays Capital Inc.; pricing April 27

• Zero-coupon 100% principal-protected notes due April 29, 2016 linked to the S&P 500 index; via Barclays Capital Inc.; pricing April 27

• Zero-coupon 100% principal-protected notes due April 29, 2016 linked to the S&P BRIC 40 index; via Barclays Capital Inc.; pricing April 27

• 0% notes due April 30, 2015 linked to the S&P 500 Dynamic Veqtor Total Return index; via Barclays Capital Inc.; pricing April 27

• 10.75% reverse convertible notes due Oct. 29, 2010 linked to Saks Inc. stock; via Barclays Capital; pricing April 27

• 8.5% reverse convertible notes due April 29, 2011 linked to salesforce.com, inc. stock; via Barclays Capital; pricing April 27

• 11.5% reverse convertible notes due Oct. 29, 2010 linked to SanDisk Corp. stock; via Barclays Capital; pricing April 27

• 11.5% reverse convertible notes due Oct. 29, 2010 linked to Savvis, Inc. stock; via Barclays Capital; pricing April 27

• 8.5% reverse convertible notes due July 30, 2010 linked to Savvis, Inc. stock; via Barclays Capital; pricing April 27

• 14% reverse convertible notes due Oct. 29, 2010 linked to Savvis, Inc. stock; via Barclays Capital; pricing April 27

• 11.5% reverse convertible notes due Oct. 29, 2010 linked to Seagate Technology stock; via Barclays Capital; pricing April 27

• 12.65% reverse convertible notes due July 30, 2010 linked to Seagate Technology stock; via Barclays Capital; pricing April 27

• 10.25% reverse convertible notes due Oct. 29, 2010 linked to Seagate Technology stock; via Barclays Capital; pricing April 27

• 10.5% reverse convertible notes due April 29, 2011 linked to Silver Wheaton Corp. stock; via Barclays Capital; pricing April 27

• 8% reverse convertible notes due April 29, 2011 linked to Simon Property Group, Inc. stock; via Barclays Capital; pricing April 27

• 9.5% reverse convertible notes due April 29, 2011 linked to Skyworks Solutions, Inc. stock; via Barclays Capital; pricing April 27

• 8% reverse convertible notes due April 29, 2011 linked to Smith International, Inc. stock; via Barclays Capital; pricing April 27

• 8.5% reverse convertible notes due April 29, 2011 linked to Smithfield Foods, Inc. stock; via Barclays Capital; pricing April 27

• 9.5% reverse convertible notes due Oct. 29, 2010 linked to SolarWinds, Inc. stock; via Barclays Capital; pricing April 27

• 10.25% reverse convertible notes due Oct. 29, 2010 linked to Solutia Inc. stock; via Barclays Capital; pricing April 27

• 8.25% reverse convertible notes due April 29, 2011 linked to Southwestern Energy Co. stock; via Barclays Capital; pricing April 27

• 8.75% reverse convertible notes due Oct. 29, 2010 linked to Southwestern Energy Co. stock; via Barclays Capital; pricing April 27

• 10.75% reverse convertible notes due Oct. 29, 2010 linked to Southwestern Energy Co. stock; via Barclays Capital; pricing April 27

• 0% Super Track notes due May 31, 2011 linked to the SPDR S&P 500 ETF trust with 8.75%-11% cap; via Barclays Capital Inc.; pricing April 27

• 0% Super Track notes due May 31, 2011 linked to the SPDR S&P 500 ETF trust with 12.25%-14.75% cap; via Barclays Capital Inc.; pricing April 27

• 0% Super Track notes due Oct. 31, 2011 linked to the SPDR S&P 500 ETF trust with 14.25%-16.75% cap; via Barclays Capital Inc.; pricing April 27

• 0% Super Track notes due Oct. 31, 2011 linked to the SPDR S&P 500 ETF trust with 18%-21% cap; via Barclays Capital Inc.; pricing April 27

• 8% reverse convertible notes due April 29, 2011 linked to Starwood Hotels & Resorts Worldwide, Inc. stock; via Barclays Capital; pricing April 27

• 9.5% reverse convertible notes due April 29, 2011 linked to Steel Dynamics, Inc. stock; via Barclays Capital; pricing April 27

• 19% reverse convertible notes due Oct. 29, 2010 linked to Stillwater Mining Co. stock; via Barclays Capital; pricing April 27

• 10.75% reverse convertible notes due July 30, 2010 linked to Stillwater Mining Co. stock; via Barclays Capital; pricing April 27

• 12% reverse convertible notes due July 30, 2010 linked to Stillwater Mining Co. stock; via Barclays Capital; pricing April 27

• 8% reverse convertible notes due April 29, 2011 linked to Suncor Energy Inc. stock; via Barclays Capital; pricing April 27

• 12% reverse convertible notes due Oct. 29, 2010 linked to SunPower Corp. (Class A) stock; via Barclays Capital; pricing April 27

• 12% reverse convertible notes due Oct. 29, 2010 linked to Suntech Power Holdings Co., Ltd. (American depositary shares) stock; via Barclays Capital; pricing April 27

• 19.75% reverse convertible notes due July 30, 2010 linked to SunTrust Banks, Inc. stock; via Barclays Capital; pricing April 27

• 8% reverse convertible notes due April 29, 2011 linked to SunTrust Banks, Inc. stock; via Barclays Capital; pricing April 27

• 10.5% reverse convertible notes due Oct. 29, 2010 linked to SunTrust Banks, Inc. stock; via Barclays Capital; pricing April 27

• 8.25% reverse convertible notes due April 29, 2011 linked to Superior Energy Services, Inc. stock; via Barclays Capital; pricing April 27

• 11.9% reverse convertible notes due Oct. 29, 2010 linked to Superior Energy Services, Inc. stock; via Barclays Capital; pricing April 27

• 10% reverse convertible notes due Oct. 29, 2010 linked to Superior Energy Services, Inc. stock; via Barclays Capital; pricing April 27

• 12.25% reverse convertible notes due July 30, 2010 linked to Talbots, Inc. stock; via Barclays Capital; pricing April 27

• 9% reverse convertible notes due April 29, 2011 linked to Tenaris S.A. (American depositary shares) stock; via Barclays Capital; pricing April 27

• 9.5% reverse convertible notes due April 29, 2011 linked to Terex Corp. stock; via Barclays Capital; pricing April 27

• 9.5% reverse convertible notes due Oct. 29, 2010 linked to Terex Corp. stock; via Barclays Capital; pricing April 27

• 10.25% reverse convertible notes due Oct. 29, 2010 linked to Tesoro Corp. stock; via Barclays Capital; pricing April 27

• 8% reverse convertible notes due April 29, 2011 linked to Textron Inc. stock; via Barclays Capital; pricing April 27

• 10.5% reverse convertible notes due Oct. 29, 2010 linked to Titanium Metals Corp. stock; via Barclays Capital; pricing April 27

• 18% reverse convertible notes due July 30, 2010 linked to TiVo Inc. stock; via Barclays Capital; pricing April 27

• 15.75% reverse convertible notes due Oct. 29, 2010 linked to Trina Solar Ltd. (American depositary shares) stock; via Barclays Capital; pricing April 27

• 13% reverse convertible notes due July 30, 2010 linked to Trina Solar Ltd. (American depositary shares) stock; via Barclays Capital; pricing April 27

• 10.75% reverse convertible notes due Oct. 29, 2010 linked to TRW Automotive Holdings Corp. stock; via Barclays Capital; pricing April 27

• 16.25% reverse convertible notes due July 30, 2010 linked to UAL Corp. stock; via Barclays Capital; pricing April 27

• 8.25% reverse convertible notes due April 29, 2011 linked to Ultra Petroleum Corp. stock; via Barclays Capital; pricing April 27

• 12.75% reverse convertible notes due Oct. 29, 2010 linked to United Rentals, Inc. stock; via Barclays Capital; pricing April 27

• 10% reverse convertible notes due Oct. 29, 2010 linked to United States Steel Corp. stock; via Barclays Capital; pricing April 27

• 8.25% reverse convertible notes due April 29, 2011 linked to Urban Outfitters, Inc. stock; via Barclays Capital; pricing April 27

• 8.25% reverse convertible notes due April 29, 2011 linked to Valero Energy Corp. stock; via Barclays Capital; pricing April 27

• 11.75% reverse convertible notes due Oct. 29, 2010 linked to Vertex Pharmaceuticals Inc. stock; via Barclays Capital; pricing April 27

• 11.5% reverse convertible notes due Oct. 29, 2010 linked to Walter Energy, Inc. stock; via Barclays Capital; pricing April 27

• 9% reverse convertible notes due April 29, 2011 linked to Weatherford International Ltd. stock; via Barclays Capital; pricing April 27

• 8.25% reverse convertible notes due April 29, 2011 linked to Whole Foods Market, Inc. stock; via Barclays Capital; pricing April 27

• 10% reverse convertible notes due April 29, 2011 linked to Williams-Sonoma, Inc. stock; via Barclays Capital; pricing April 27

• 11.5% reverse convertible notes due Oct. 29, 2010 linked to Wynn Resorts, Ltd. stock; via Barclays Capital; pricing April 27

• 11% reverse convertible notes due Oct. 29, 2010 linked to Yamana Gold, Inc. stock; via Barclays Capital; pricing April 27

• 10% reverse convertible notes due April 29, 2011 linked to Zions Bancorporation stock; via Barclays Capital; pricing April 27

• 0% bearish notes due May 8, 2015 linked to the Barclays Capital 10Y Treasury Futures index; via Barclays Capital Inc.; pricing May 5

• 0% buffered Super Track Notes due May 9, 2013 linked to the Dow Jones - UBS Commodity index; via Barclays Capital Inc.; pricing May 5

• Buffered iSuper Track notes due May 9, 2013 linked to the iShares Dow Jones U.S. Real Estate index fund; via Barclays Capital Inc.; pricing May 5

• 0% Knock-In Super Track notes due May 9, 2013 linked to the S&P 500 index; via Barclays Capital Inc.; pricing May 5

• Notes due May 14, 2013 based on Barclays Capital 30Y Treasury Futures index; via Barclays Capital Inc.; pricing May 11

• 0% buffered Super Track notes due May 18, 2015 linked to the S&P 500 index; via Barclays Capital Inc.; pricing May 14

• 0% Performance Leveraged Upside Securities due June 28, 2011 linked to the S&P 500 index; via Morgan Stanley Smith Barney LLC; pricing May 24

• One-year 0% double short leverage securities due May 31, 2011 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing May 25

• Three-year 0% double short leverage securities due May 31, 2013 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing May 25

• Seven-year capped floating-rate notes linked to the five-year Constant Maturity Swap rate; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in May

• One-year 0% double short leverage securities due July 1, 2011 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing June 25

• Three-year 0% double short leverage securities due June 28, 2013 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing June 25

CITIBANK, NA

• Market-linked certificates of deposit due April 27, 2016 linked to the common stocks of Aetna Inc., Archer-Daniels-Midland Co., AT&T Inc., Coca-Cola Co., Consolidated Edison Co., Inc., Dow Chemical Co., Deere & Co., Freeport-McMoRan Copper & Gold Inc., Goldman Sachs Group, Inc., Halliburton Co., Intel Corp., JPMorgan Chase & Co., Lockheed Martin Corp., Nike, Inc., NRG Energy, Inc., Procter & Gamble Co., Schlumberger NV (Schlumberger Ltd.), Texas Instruments Inc., UnitedHealth Group Inc. and Verizon Communications Inc.; via Citigroup Global Markets Inc. and distributor Morgan Stanley Smith Barney LLC; pricing April 26

• 0% market-linked certificates of deposit due April 27, 2016 linked to the Dow Jones Industrial Average; via Citigroup Global Markets Inc. and distributor Morgan Stanley Smith Barney LLC; pricing April 27

• Market-linked certificates of deposit due April 25, 2016 linked to West Texas Intermediate crude oil, natural gas, corn, soybeans, copper - grade A, gold, silver, platinum, the S&P GSCI Aluminum Excess Return index and the S&P GSCI Wheat Excess Return index; via Citigroup Global Markets Inc. and distributor Morgan Stanley Smith Barney LLC; pricing April 27

CITIGROUP FUNDING, INC.

• 7%-8% Equity LinKed Securities due May 25, 2011 linked to the common stock of Apple Inc.; via Citigroup Global Markets Inc.; pricing April 26

• Callable leveraged CMS spread principal-protected notes due April 2030; via Citigroup Global Markets Inc. and distributor Incapital LLC; pricing April 26

• 0% buffered Performance Leveraged Upside Securities due April 26, 2012 linked to the S&P 500 index; 90% trigger; via Citigroup Global Markets Inc.; pricing April 26

• Callable leveraged CMS spread principal-protected notes due April 26, 2020; via Citigroup Global Markets Inc.; pricing in April

• Callable leveraged CMS spread principal-protected notes due April 29, 2025; via Citigroup Global Markets Inc.; pricing in April

• Non-callable principal-protected notes due April 28, 2020 linked to the 10-year Constant Maturity Swap rate; via Citigroup Global Markets Inc.; pricing in April

• Non-callable principal-protected notes due April 28, 2020 linked to the Consumer Price Index; via Citigroup Global Markets Inc.; pricing in April

• 0% Index Leading Stockmarket Return Securities due 2013 based on Dow Jones-UBS Commodity index; 75% trigger; via Citigroup Global Markets Inc.

• 0% Performance Leveraged Upside Securities due Oct. 27, 2011 linked to the Dow Jones-UBS Commodity index; via Citigroup Global Markets Inc. and with Morgan Stanley Smith Barney LLC; pricing in April

• Six-month Equity LinKed Securities tied to the common stock of Freeport-McMoran Copper and Gold Inc.; via Citigroup Global Markets Inc.; pricing in April

CREDIT SUISSE, NASSAU BRANCH

• 0% enhanced participation securities due April 30, 2014 linked to the Credit Suisse Long/Short Liquid Index (Excess Net); via Credit Suisse Securities (USA) LLC; pricing April 23

• $1 billion of 0% exchange-traded notes due April 20, 2020 linked to the Cushing 30 MLP index; via Credit Suisse Securities (USA) LLC; pricing in April 23

• 0% buffered accelerated return equity securities due Oct. 31, 2011 linked to the iShares MSCI Emerging Markets index fund; via Credit Suisse Securities (USA) LLC; pricing in April 23

• 0% Buffered Accelerated Return Equity Securities due Oct. 31, 2011 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing April 23

• 0% index knock-out notes due May 5, 2011 linked to the S&P GSCI Commodity Index Excess Return; via J.P. Morgan Securities Inc. and JPMorgan Chase Bank, NA; pricing April 23

• Zero-coupon bull/bear principal-protected ProNotes due Oct. 30, 2015 linked to the S&P 500 index and the iShares Barclays TIPS Bond fund; via Credit Suisse Securities (USA) LLC; pricing April 27

• Zero-coupon principal-protected ProNotes due Oct. 30, 2015 linked to the S&P 500 index, iShares Barclays TIPS Bond fund, iShares MSCI EAFE index fund, SPDR Gold trust and iShares MSCI Emerging Markets index fund; via Credit Suisse Securities (USA) LLC; pricing April 27

• 10%-12% callable yield notes due Nov. 1, 2010 linked to the S&P 500 index and Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing April 27

• 8.75%-10.75% callable yield notes due May 2, 2011 linked to the S&P 500 index and Market Vectors Gold Miners exchange-traded fund; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing April 27

• 8%-10% callable yield notes due May 2, 2011 linked to the S&P 500 index and Market Vectors Gold Miners exchange-traded fund; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing April 27

• 7.5% annualized callable yield notes due Dec. 30, 2010 linked to the S&P 500 index, Russell 2000 index and iShares MSCI Emerging Markets index fund; via Credit Suisse Securities (USA) LLC; pricing April 27

• 7.5%-9.5% callable yield notes due May 2, 2011 linked to the S&P 500, Russell 2000 and S&P 400 MidCap indexes; via Credit Suisse Securities (USA) LLC; pricing April 27

• 0% Buffered Accelerated Return Equity Securities due May 3, 2013 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing April 30

• 0% Buffered Accelerated Return Equity Securities due May 3, 2013 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing April 30

• Zero-coupon bull/bear principal-protected ProNotes due May 5, 2015 linked to the S&P 500 index and the iShares Barclays TIPS Bond fund; via Credit Suisse Securities (USA) LLC; pricing April 30

• Zero-coupon principal-protected ProNotes due May 5, 2015 linked to the S&P 500 index, iShares Barclays TIPS Bond fund, iShares MSCI EAFE index fund, SPDR Gold trust and iShares MSCI Emerging Markets index fund; via Credit Suisse Securities (USA) LLC; pricing April 30

• 8%-10% callable yield notes due May 5, 2011 linked to the S&P 500 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing April 30

• 10%-12% callable yield notes due Nov. 5, 2010 linked to the S&P 500 index and Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing April 30

• 7.5%-9.5% callable yield notes due May 5, 2011 linked to the S&P 500 and Russell 2000 indexes; via Credit Suisse Securities (USA) LLC; pricing April 30

• 5.5%-7.5% callable yield notes due May 5, 2011 linked to the S&P 500 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing April 30

DEUTSCHE BANK AG, LONDON BRANCH

• Zero-coupon principal protection notes due Jan. 25, 2016 linked to a basket of the Consumer Price Index, the S&P 500 index and the Dow Jones-UBS Commodity index; via Deutsche Bank Securities Inc.; pricing April 20

• 0% capped Buffered Underlying Securities due April 30, 2012 linked to the iShares MSCI Brazil index fund; 90% trigger; via Deutsche Bank Securities Inc.; pricing April 27

• 0% return optimization securities due May 31, 2011 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing April 27

• 0% market contribution securities due May 3, 2013 linked to the Deutsche Bank Liquid Commodity Index - Mean Reversion Total Return; via Deutsche Bank Securities Inc.; pricing April 30

• 0% market contribution securities due May 17, 2013 based on the performance of the Deutsche Bank Liquid Commodity Index - Mean Reversion Total Return; via Deutsche Bank Securities Inc.; pricing May 14

EKSPORTFINANS ASA

• Zero-coupon principal-protected notes with quarterly averaging due Feb. 5, 2016 linked to the Dow Jones Industrial Average via Wells Fargo Securities, LLC; pricing in April

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

• 0% access securities with capped upside and contingent downside protection due Nov. 5, 2013 linked to the iShares MSCI EAFE index fund; via Wells Fargo Securities, LLC; pricing in April

• 0% enhanced growth securities with capped upside due Aug. 3, 2011 linked to the iShares MSCI Emerging Markets index fund; via Wells Fargo Securities, LLC; pricing in April

• 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 April

• 51-week 0% notes linked to the Brazilian real/dollar exchange rate; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in April or May

• 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 April or May

GOLDMAN SACHS BANK NA

• Five- to 51/2-year 0% equity index basket-linked deposit notes linked to the performance of Dow Jones Industrial Average and the Euro Stoxx 50 index; via Goldman, Sachs & Co. and Incapital LLC; pricing April 26

GOLDMAN SACHS GROUP, INC.

• 2% inflation-linked notes due 2025 tied to annual changes in the Consumer Price Index; via Goldman, Sachs & Co.

• 13-month 0% notes linked to the Dow Jones - UBS Commodity index; via Goldman, Sachs & Co.

• 24-month 0% leveraged buffered notes linked to the iShares MSCI Emerging Markets index fund; via Goldman, Sachs & Co.

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

• 18-month 0% buffered index-linked notes tied to the S&P 500 index with 7.85%-9.15% cap; via Goldman, Sachs & Co.

• 18-month 0% buffered index-linked notes tied to the S&P 500 index with 10.5%-12% cap; via Goldman, Sachs & Co.

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

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

• 24- to 27-month 0% leveraged index-linked notes tied to the S&P 500 index; via Goldman, Sachs & Co.

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

• 36- to 42-month 0% leveraged equity index-linked notes linked to the S&P 500 index; via Goldman, Sachs & Co.

HARRIS NA

• 0% callable principal-protected certificates of deposit due April 30, 2015 linked to the S&P 500 index; via distributor Incapital LLC; pricing April 27

HSBC BANK USA, NA

• Annual income opportunity certificates of deposit due April 28, 2016 linked to the stocks of Baidu Inc., Canon Inc., China Unicom, Chunghwa Telecom Co., Ltd., Cnooc Ltd., Icici Bank Ltd., LG Display Co. Ltd., Nippon Telegraph and Telephone Corp., SK Telecom Co., Ltd. and Tata Motors Ltd.; via HSBC Securities (USA) Inc.; pricing April 23

• 0% certificates of deposit with minimum return due April 29, 2016 linked to the Dow Jones Industrial Average; via HSBC Securities (USA) Inc.; pricing April 26

• Annual income opportunity certificates of deposit due April 30, 2015 linked to the shares of AT&T Inc., Boeing Co., Campbell Soup Co., Celgene Corp., Chubb Corp., Cigna Corp., E.I. DuPont de Nemours & Co., Freeport-McMoran Copper & Gold Inc., Microsoft Corp., Peabody Energy Corp., Qualcomm Inc. and Southern Co.; pricing April 27

• Annual income opportunity certificates of deposit due May 2, 2016 linked to the shares of AT&T Inc., Boeing Co., Campbell Soup Co., Celgene Corp., Chubb Corp., Cigna Corp., E.I. DuPont de Nemours & Co., Freeport-McMoran Copper & Gold Inc., Microsoft Corp., Peabody Energy Corp., Qualcomm Inc. and Southern Co.; pricing April 27

• Annual income opportunity series 5 certificates of deposit due May 2, 2016 linked to the shares of Apple Inc., Nokia Corp., Banco Bradesco SA, Potash Corp., EnCana Corp., Raytheon Co., GlaxoSmithKline plc, Manufacturing Co. Ltd., Gold Fields Ltd., Teva Pharmaceutical Industries Ltd., Mechel and Unilever NV

• Annual income opportunity series 5 certificates of deposit due May 2, 2013 linked to the shares of Apple Inc., Nokia Corp., Banco Bradesco SA, Potash Corp., EnCana Corp., Raytheon Co., GlaxoSmithKline plc, Manufacturing Co. Ltd., Gold Fields Ltd., Teva Pharmaceutical Industries Ltd., Mechel and Unilever NV; pricing April 27

HSBC USA INC.

• 0% buffered Accelerated Market Participation Securities due July 28, 2011 linked to the iShares MSCI EAFE index fund; 90% trigger; via HSBC Securities (USA) Inc.; pricing April 23

• 0% buffered Accelerated Market Participation Securities due Oct. 28, 2011 linked to the iShares MSCI EAFE index fund; via HSBC Securities (USA) Inc.; pricing April 23

• 0% Accelerated Market Participation Securities due May 31, 2011 linked to the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc.; pricing April 23

• 0% Accelerated Market Participation Securities due July 28, 2011 linked to the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc.; pricing April 23

• 0% buffered Accelerated Market Participation Securities due Oct. 28, 2011 linked to the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc.; pricing April 23

• 7%-10% callable yield notes due April 28, 2011 linked to the iShares MSCI Emerging Markets index fund and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing April 23

• 0% buffered Accelerated Market Participation Securities due July 28, 2011 linked to the iShares MSCI Emerging Markets index fund; 90% trigger; via HSBC Securities (USA) Inc.; pricing April 23

• 0% Accelerated Market Participation Securities due May 31, 2011 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing April 23

• 0% buffered Accelerated Market Participation Securities due July 28, 2011 linked to the Russell 2000 index; 90% trigger; via HSBC Securities (USA) Inc.; pricing April 23

• 0% Accelerated Market Participation Securities due July 28, 2011 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing April 23

• 0% buffered Accelerated Market Participation Securities due Oct. 28, 2011 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing April 23

• 0% Accelerated Market Participation Securities due May 31, 2011 linked to the S&P 500 index, via HSBC Securities (USA) Inc.; pricing April 23

• 0% Accelerated Market Participation Securities due July 28, 2011 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing April 23

• Annual income opportunity securities with sticky cap due April 29, 2016 linked to the common stocks of Ashland Inc., AT&T Inc., Chevron Corp., Coca-Cola Co., Fedex Corp., Ford Motor Co., Gilead Sciences Inc., Oracle Corp., Sempra Energy and State Street Corp.; via HSBC Securities (USA) Inc.; pricing April 26

• 0% lookback allocator notes due April 30, 2013 linked to the Euro Stoxx 50, MSCI Emerging Markets and S&P 500 indexes; via HSBC Securities (USA) Inc.; pricing April 27

• 0% return optimization securities with contingent protection due April 30, 2013 linked to the iShares MSCI EAFE index fund and iShares MSCI Emerging Markets index fund; via UBS Financial Services Inc.; pricing April 27

• 0% best-of performance notes due May 6, 2013 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing April 30

JPMORGAN CHASE BANK, NA

• Callable leveraged spread certificates of deposit due April 29, 2025 linked to the 30-year and two-year Constant Maturity Swap rates; via J.P. Morgan Securities Inc. and distributor Incapital LLC; pricing April 26

• Callable six-month Libor range accrual certificates of deposit due April 29, 2025; via J.P. Morgan Securities Inc. and distributor Incapital LLC; pricing April 26

• Callable six-month Libor and S&P 500 index accrual certificates of deposit due April 28, 2025; via J.P. Morgan Securities Inc. and distributor Incapital LLC; pricing April 26

• Contingent coupon certificates of deposit due April 26, 2016 linked to the stocks of Abbott Laboratories, Altria Group, Inc., Amazon.com, Inc., Berkshire Hathaway Inc., Campbell Soup Co., Dow Chemical Co., Goldcorp Inc., Qualcomm Inc., Verizon Communications Inc. and Wells Fargo & Co.; via J.P. Morgan Securities Inc. and distributor Incapital LLC; pricing April 27

• Digital contingent coupon certificates of deposit due April 29, 2016 linked to the shares of Abbott Laboratories, Amazon.com, Inc., CVS Caremark Corp., Dell Inc., General Electric Co., Goldcorp Inc., Monsanto Co., NIKE, Inc., Nokia Corp. and Reynolds American Inc.; via J.P. Morgan Securities Inc. and Incapital LLC; pricing April 27

• 0% certificates of deposit due April 29, 2016 linked to the Dow Jones Industrial Average, Euro Stoxx 50 index and Nikkei 225 index; via J.P. Morgan Securities Inc. and distributor Incapital LLC; pricing April 27

• 0% certificates of deposit due April 29, 2016 linked to the JPMorgan Efficiente (USD) index; via J.P. Morgan Securities Inc. and Incapital LLC; pricing April 27

• 0% certificates of deposit due April 30, 2015 linked to the JPMorgan Optimax Market-Neutral index; via J.P. Morgan Securities Inc. and Incapital LLC; pricing April 27

JPMORGAN CHASE & CO.

• 0% single review notes due May 23, 2011 linked to the MSCI World index; via J.P. Morgan Securities Inc.; pricing April 20

• 8.9% reverse exchangeable notes due April 28, 2011 linked to Caterpillar Inc. common stock; 80% trigger; via J.P. Morgan Securities Inc.; pricing April 23

• 11.8% reverse exchangeable notes due April 28, 2011 linked to Caterpillar Inc. common stock; 80% trigger; via J.P. Morgan Securities Inc.; pricing April 23

• Floating-rate notes due April 28, 2020 linked to the Consumer Price Index; via J.P. Morgan Securities Inc.; pricing April 23

• 0% digital plus buffered notes due May 2, 2012 linked to the performance of the South Korean won, Indonesian rupiah and Singapore dollar relative to the euro; via J.P. Morgan Securities Inc.; pricing April 23

• 0% buffered return enhanced notes due May 12, 2011 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing April 23

• 0% buffered Performance Leveraged Upside Securities due April 26, 2012 linked to the iShares MSCI Emerging Markets index fund; via J.P. Morgan Securities Inc.; pricing April 26

• 13.85% reverse convertible notes due July 30, 2010 linked to AK Steel Holding Corp. stock; via JPMorgan; pricing April 27

• 8.5% upside auto callable reverse exchangeable notes due April 29, 2011 linked to Bank of America Corp. common stock; 80% trigger; via J.P. Morgan Securities Inc.; pricing April 27

• 9% reverse convertible notes due April 29, 2011 linked to Bank of America Corp. stock; via JPMorgan; pricing April 27

• 9.5% reverse convertible notes due Oct. 29, 2010 linked to Chesapeake Energy Corp. stock; via JPMorgan; pricing April 27

• 10% reverse convertible notes due April 29, 2011 linked to Citigroup Inc. stock; via JPMorgan; pricing April 27

• 17% reverse convertible notes due July 30, 2010 linked to DryShips Inc. stock; via JPMorgan; pricing April 27

• 10% reverse convertible notes due July 30, 2010 linked to First Solar, Inc. stock; via JPMorgan; pricing April 27

• 10% reverse convertible notes due Oct. 29, 2010 linked to Ford Motor Co. stock; via JPMorgan; pricing April 27

• 10% reverse convertible notes due Oct. 29, 2010 linked to Freeport-McMoRan Copper & Gold Inc. stock; via JPMorgan; pricing April 27

• 10% reverse convertible notes due April 29, 2011 linked to Goldcorp Inc. stock; via JPMorgan; pricing April 27

• 0% buffered return enhanced notes due Oct. 31, 2011 linked to the iShares MSCI EAFE index fund; via J.P. Morgan Securities Inc.; pricing April 27

• 12% reverse convertible notes due April 29, 2011 linked to Joy Global Inc. stock; via JPMorgan; pricing April 27

• 20% reverse convertible notes due July 30, 2010 linked to Las Vegas Sands Corp. stock; via JPMorgan; pricing April 27

• 0% semiannual review notes due Oct. 31, 2011 linked to the Market Vectors Gold Miners ETF; via J.P. Morgan Securities Inc.; pricing April 27

• 0% semiannual review notes due Oct. 31, 2011 linked to the Market Vectors Gold Miners ETF; via J.P. Morgan Securities Inc.; pricing April 27

• 0% autocallable optimization securities with contingent protection due May 2, 2011 linked to the Market Vectors Gold Miners exchange-traded fund; via UBS Financial Services Inc. and J.P. Morgan Securities Inc.; pricing April 27

• 0% buffered return enhanced notes due Oct. 31, 2011 linked to the Russell 2000 index; via J.P. Morgan Securities Inc.; pricing April 27

• 0% barrier optimization securities with partial protection due May 31, 2011 linked to the S&P 500 index; via UBS Financial Services Inc. and J.P. Morgan Securities Inc.; pricing April 27

• 0% buffered return enhanced notes due Oct. 31, 2011 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing April 27

• 0% buffered return enhanced notes due April 30, 2012 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing April 27

• 13.75% reverse convertible notes due Oct. 29, 2010 linked to United States Steel Corp. stock; via JPMorgan; pricing April 27

• 0% return enhanced notes due May 12, 2011 linked to the J.P. Morgan Contag Beta Full Energy Class A Excess Return index; via J.P. Morgan Securities Inc.; pricing April 30

• 0% buffered return enhanced notes due April 2013 based on Australian dollar, the Brazilian real and the Chinese renminbi relative to euro; 85% trigger; via JPMorgan Securities Inc.; pricing in April

• 0% buffered return enhanced notes due Nov. 10, 2011 based on iShares MSCI EAFE index fund; 85% trigger; via JPMorgan Securities Inc.; pricing May 5

• 0% buffered return enhanced notes due Nov. 10, 2011 based on the performance of the iShares MSCI Emerging Markets index fund; 85% trigger; via JPMorgan Securities Inc.; pricing May 5

• 0% buffered equity notes due Nov. 10, 2011 linked to the iShares Russell Microcap index fund; via J.P. Morgan Securities Inc.; pricing May 5

MORGAN STANLEY

• Leveraged CMS curve and S&P 500 index-linked callable notes due April 23, 2025; via Morgan Stanley & Co. Inc.; settlement April 23

• 0% buffered return enhanced notes due May 12, 2011 linked to the S&P 500 index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing April 23

• 8%-11% Equity LinKed Securities due Oct. 25, 2010 based on the common stock of Weatherford International Ltd.; via Morgan Stanley & Co. Inc.; pricing April 26

• Leveraged CMS curve and Russell 2000 index-linked callable notes due April 28, 2030; via Morgan Stanley & Co. Inc.; settlement April 28

• 0% Performance Leveraged Upside Securities due Oct. 25, 2011 linked to the Brazilian real, Korean won and Mexican peso relative to the dollar; via Morgan Stanley Smith Barney LLC; pricing in April

• Leveraged callable CMS curve-linked notes due April 29, 2030; via Morgan Stanley & Co. Inc.; pricing in April

• 0% Commodity Leading Stockmarket Return Securities due April 24, 2012 linked to gold, silver and platinum; via Morgan Stanley & Co. Inc.; pricing in April

• 0% jump securities due April 2012 linked to the iShares Dow Jones U.S. Real Estate index fund; via Morgan Stanley & Co. Inc.; pricing in April

• 0% jump securities due April 24, 2012 linked to the iShares MSCI Brazil index fund; via Morgan Stanley & Co. Inc.; pricing in April

• 0% Index Leading Stockmarket Return Securities due April 24, 2013 linked to the Russell 2000 index; via Morgan Stanley & Co. Inc.; pricing in April

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

ROYAL BANK OF CANADA

• 10.75% reverse convertible notes due Oct. 29, 2010 linked to Alcoa Inc. common stock; 80% trigger; via RBC Capital Markets Corp.; pricing April 27

• 12.5% annualized reverse convertible notes due July 30, 2010 linked to the common stock of Allegheny Technologies, Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing April 27

• 11% reverse convertible notes due Oct. 29, 2010 linked to Amazon.com, Inc. common stock; 80% trigger; via RBC Capital Markets Corp.; pricing April 27

• 14.5% annualized reverse convertible notes due July 30, 2010 linked to the common stock of Arch Coal, Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing April 27

• 16% annualized reverse convertible notes due July 30, 2010 linked to the common stock of ATP Oil & Gas Corp.; 65% trigger; via RBC Capital Markets Corp.; pricing April 27

• 10.5% reverse convertible notes due Oct. 29, 2010 linked to Bank of America Corp. common stock; 80% trigger; via RBC Capital Markets Corp.; pricing April 27

• 10% annualized reverse convertible notes due July 30, 2010 linked to the common stock of Boston Scientific Corp.; 80% trigger; via RBC Capital Markets Corp.; pricing April 27

• 10.5% reverse convertible notes due Oct. 29, 2010 linked to Chesapeake Energy Corp. common stock; 80% trigger; via RBC Capital Markets Corp.; pricing April 27

• 11% annualized reverse convertible notes due July 30, 2010 linked to the common stock of Citigroup Inc.; 75% trigger; via RBC Capital Markets Corp.; pricing April 27

• 20.25% annualized reverse convertible notes due July 30, 2010 linked to the common stock of Continental Airlines Inc.; 75% trigger; via RBC Capital Markets Corp.; pricing April 27

• 16% annualized reverse convertible notes due July 30, 2010 linked to the common stock of Delta Air Lines, Inc.; 75% trigger; via RBC Capital Markets Corp.; pricing April 27

• 0% performance securities with contingent protection due April 30, 2015 linked to the Dow Jones - UBS Commodity index; via UBS Financial Services Inc. and RBC Capital Markets Corp.; pricing April 27

• 20.25% annualized reverse convertible notes due July 30, 2010 linked to the common stock of DryShips Inc.; 75% trigger; via RBC Capital Markets Corp.; pricing April 27

• 15.5% annualized reverse convertible notes due July 30, 1010 linked to the common stock of Fifth Third Bancorp; 80% trigger; via RBC Capital Markets Corp.; pricing April 27

• 12.25% annualized reverse convertible notes due July 30, 1010 linked to the common stock of First Solar, Inc.; 75% trigger; via RBC Capital Markets Corp.; pricing April 27

• 10.25% annualized reverse convertible notes due July 30, 1010 linked to the common stock of Ford Motor Co.; 80% trigger; via RBC Capital Markets Corp.; pricing April 27

• 12.25% reverse convertible notes due Oct. 29, 2010 linked to Freeport-McMoRan Copper & Gold, Inc. common stock; 80% trigger; via RBC Capital Markets Corp.; pricing April 27

• 21.75% annualized reverse convertible notes due July 30, 1010 linked to the common stock of Fuel Systems Solutions Inc.; 75% trigger; via RBC Capital Markets Corp.; pricing April 27

• 13.5% annualized reverse convertible notes due July 30, 1010 linked to the common stock of Genworth Financial Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing April 27

• 14.5% annualized reverse convertible notes due July 30, 1010 linked to the common stock of Green Mountain Coffee Roasters, Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing April 27

• 19% annualized reverse convertible notes due July 30, 1010 linked to the common stock of Hutchinson Technology Inc.; 70% trigger; via RBC Capital Markets Corp.; pricing April 27

• 19.75% annualized reverse convertible notes due July 30, 1010 linked to the common stock of Imax Corp.; 75% trigger; via RBC Capital Markets Corp.; pricing April 27

• 0% buffered bullish digital notes due April 30, 2012 linked to the iShares MSCI Brazil index fund and iShares FTSE/Xinhua China 25 index fund; 85% trigger; via RBC Capital Markets Corp.; pricing April 27

• 16.75% annualized reverse convertible notes due July 30, 1010 linked to the common stock of KeyCorp; 80% trigger; via RBC Capital Markets Corp.; pricing April 27

• 21.5% annualized reverse convertible notes due July 30, 1010 linked to the common stock of Las Vegas Sands Corp.; 70% trigger; via RBC Capital Markets Corp.; pricing April 27

• 15.5% reverse convertible notes due July 30, 2010 linked to Massey Energy Co. common stock; 70% trigger; via RBC Capital Markets Corp.; pricing April 27

• 19% reverse convertible notes due July 30, 2010 linked to McMoRan Exploration Co. common stock; 70% trigger; via RBC Capital Markets Corp.; pricing April 27

• 26% reverse convertible notes due July 30, 2010 linked to Melco Crown Entertainment Ltd. common stock; 70% trigger; via RBC Capital Markets Corp.; pricing April 27

• 14.5% reverse convertible notes due July 30, 2010 linked to MercadoLibre Inc. common stock; 80% trigger; via RBC Capital Markets Corp.; pricing April 27

• 17.25% reverse convertible notes due July 30, 2010 linked to Northern Oil & Gas, Inc. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing April 27

• 11% annualized reverse convertible notes due July 30, 2010 linked to the common stock of Peabody Energy Corp.; 80% trigger; via RBC Capital Markets Corp.; pricing April 27

• 10.75% reverse convertible notes due Oct. 29, 2010 linked to Potash Corp. of Saskatchewan Inc. common stock; 80% trigger; via RBC Capital Markets Corp.; pricing April 27

• 17.25% reverse convertible notes due July 30, 2010 linked to Rackspace Hosting, Inc. common stock; 80% trigger; via RBC Capital Markets Corp.; pricing April 27

• 21.5% reverse convertible notes due July 30, 2010 linked to Rex Energy Corp. common stock; 80% trigger; via RBC Capital Markets Corp.; pricing April 27

• 16% reverse convertible notes due July 30, 2010 linked to Sprint Nextel Corp. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing April 27

• 17.25% reverse convertible notes due July 30, 2010 linked to Titanium Metals Corp. common stock; 80% trigger; via RBC Capital Markets Corp.; pricing April 27

• 16.5% reverse convertible notes due July 30, 2010 linked to Trina Solar Ltd. common stock; 70% trigger; via RBC Capital Markets Corp.; pricing April 27

• 13.25% reverse convertible notes due July 30, 2010 linked to United States Steel Corp. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing April 27

• 15.25% reverse convertible notes due July 30, 2010 linked to Wynn Resorts Ltd. common stock; 80% trigger; via RBC Capital Markets Corp.; pricing April 27

• 11.25% reverse convertible notes due Oct. 29, 2010 linked to Yamana Gold Inc. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing April 27

• 14-month 0% Accelerated Return Notes linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner and Smith Inc. and First Republic Securities Co., LLC; pricing in April

• Redeemable leveraged steepener notes due April 30, 2030; via RBC Capital Markets Corp.; pricing in April

• 7.5%-9.55% reverse convertible notes due Nov. 10, 2010 linked to CSX Corp. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing May 5

• Direct investment notes due June 9, 2011 linked to the Cushing 30 MLP index; via RBC Capital Markets Corp.; pricing May 5

• 10.3%-12% reverse convertible notes due Nov. 10, 2010 linked to eBay Inc. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing May 5

• 0% direct investment notes due June 8, 2011 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets Corp.; pricing May 5

• 20.90%-21.65% reverse convertible notes due Nov. 10, 2010 linked to Micron Technology, Inc. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing May 5

ROYAL BANK OF SCOTLAND NV

• 13.75% reverse convertible notes due July 30, 2010 linked to AK Steel Holding Corp. stock; via RBS Securities Inc.; pricing April 27

• 10.75% reverse convertible notes due Oct. 29, 2010 linked to Alcoa Inc. stock; via RBS Securities Inc.; pricing April 27

• 10% reverse convertible notes due Oct. 29, 2010 linked to Amazon.com, Inc. stock; via RBS Securities Inc.; pricing April 27

• 14% reverse exchangeable securities due July 30, 2010 linked to Amylin Pharmaceuticals, Inc.common stock; 75% trigger; via RBS Securities Inc.; pricing April 27

• 13.5% reverse convertible notes due July 30, 2010 linked to Arch Coal, Inc. stock; via RBS Securities Inc.; pricing April 27

• 13% reverse convertible notes due July 30, 2010 linked to ATP Oil & Gas Corp. stock; via RBS Securities Inc.; pricing April 27

• 12% reverse convertible notes due Oct. 29, 2010 linked to Boston Scientific Corp. stock; via RBS Securities Inc.; pricing April 27

• 11.25% reverse convertible notes due Oct. 29, 2010 linked to Chesapeake Energy Corp. stock; via RBS Securities Inc.; pricing April 27

• 11.5% reverse convertible notes due Oct. 29, 2010 linked to Citigroup Inc. stock; via RBS Securities Inc.; pricing April 27

• 12% reverse convertible notes due July 30, 2010 linked to DryShips Inc. stock; via RBS Securities Inc.; pricing April 27

• 10.25% reverse convertible notes due July 30, 2010 linked to First Solar, Inc. stock; via RBS Securities Inc.; pricing April 27

• 10.5% reverse exchangeable securities due April 29, 2011 linked to Foster Wheeler AG common stock; 80% trigger; via RBS Securities Inc.; pricing April 27

• 11.75% reverse convertible notes due Oct. 29, 2010 linked to Freeport-McMoRan Copper & Gold Inc. stock; via RBS Securities Inc.; pricing April 27

• 11% reverse convertible notes due Oct. 29, 2010 linked to Goodyear Tire & Rubber Co. stock; via RBS Securities Inc.; pricing April 27

• 10% reverse convertible notes due Oct. 29, 2010 linked to Hartford Financial Services Group, Inc. stock; via RBS Securities Inc.; pricing April 27

• 9% reverse exchangeable securities due Oct. 29, 2010 linked to International Paper Co. common stock; 80% trigger; via RBS Securities Inc.; pricing April 27

• 13% reverse convertible notes due July 30, 2010 linked to Las Vegas Sands Corp. stock; via RBS Securities Inc.; pricing April 27

• 13.75% reverse convertible notes due July 30, 2010 linked to McMoRan Exploration Co. stock; via RBS Securities Inc.; pricing April 27

• 9.5% reverse exchangeable securities due Oct. 29, 2010 linked to Mosaic Co. common stock; 80% trigger; via RBS Securities Inc.; pricing April 27

• 12% reverse exchangeable securities due Oct. 29, 2010 linked to Nvidia Corp. common stock; 80% trigger; via RBS Securities Inc.; pricing April 27

• 11.25% reverse convertible notes due Oct. 29, 2010 linked to Research in Motion Ltd. stock; via RBS Securities Inc.; pricing April 27

• 14.25% reverse convertible notes due July 30, 2010 linked to SanDisk Corp. stock; via RBS Securities Inc.; pricing April 27

• 0% digital buffer securities due April 30, 2012 linked to the S&P 500 index; via RBS Securities Inc.; pricing April 27

• 10% reverse convertible notes due July 30, 2010 linked to Steel Dynamics, Inc. stock; via RBS Securities Inc.; pricing April 27

• 11% reverse convertible notes due Oct. 29, 2010 linked to Suntrust Banks, Inc. stock; via RBS Securities Inc.; pricing April 27

• 10.75% reverse exchangeable securities due July 30, 2010 linked to Titanium Metals Corp. common stock; 80% trigger; via RBS Securities Inc.; pricing April 27

• 12.75% reverse convertible notes due July 30, 2010 linked to United States Steel Corp. stock; via RBS Securities Inc.; pricing April 27

AB SVENSK EXPORTKREDIT

• 8%-9% enhanced yield securities due Nov. 10, 2010 linked to Apple Inc. common stock; 80% trigger; via Wells Fargo Securities, LLC; pricing in April

• 10%-11% enhanced yield securities due Nov. 10, 2010 linked to Baker Hughes Inc. common stock; 80% trigger; via Wells Fargo Securities, LLC; pricing in April

• 9%-10% enhanced yield securities due Nov. 10, 2010 linked to Bank of America Corp. common stock; 80% trigger; via Wells Fargo Securities, LLC; pricing in April

• 10.5%-11.5% enhanced yield securities due Nov. 10, 2010 linked to Chesapeake Energy Corp. common stock; 80% trigger; via Wells Fargo Securities, LLC; pricing in April

• 8.5%-9.5% enhanced yield securities due Nov. 10, 2010 linked to Freeport-McMoRan Copper & Gold Inc. common stock; 75% trigger; via Wells Fargo Securities, LLC; pricing in April

• 12.5%-13.5% enhanced yield securities due Aug. 10, 2010 linked to Las Vegas Sands Corp. common stock; 70% trigger; via Wells Fargo Securities, LLC; pricing in April

• 11%-12% enhanced yield securities due Nov. 10, 2010 linked to Research In Motion Ltd. common stock; 80% trigger; via Wells Fargo Securities, LLC; pricing in April

UBS AG, JERSEY BRANCH

• 0% return optimization securities with contingent protection due April 30, 2013 linked to the Dow Jones - UBS Commodity index; via UBS Financial Services Inc. and UBS Securities LLC; pricing April 27

• 0% performance securities with contingent protection due April 30, 2015 linked to the iShares MSCI EAFE index fund and iShares MSCI Emerging Markets index fund; via UBS Financial Services and UBS Investment Bank; pricing April 27

• 0% return optimization securities with contingent protection due April 30, 2013 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Securities LLC; pricing April 27

• 0% performance securities due April 30, 2013 linked to the UBS V10 Currency Index with Volatility Cap; via UBS Financial Services Inc. and UBS Investment Bank; pricing April 27

UBS AG, LONDON BRANCH

• 0% autocallable optimization securities with contingent protection due May 2, 2011 linked to the common stock of Halliburton Co.; via UBS Financial Services Inc. and UBS Investment Bank; pricing April 27

• 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

UNION BANK, NA

• Zero-coupon principal-protected capped return market-linked certificates of deposit due April 28, 2016 linked to the S&P 500 index; via UnionBanc Investment Services, LLC; pricing April 23

• Zero-coupon principal-protected quarterly capped return market-linked certificates of deposit due Oct. 28, 2013 linked to the S&P 500 index; via UnionBanc Investment Services, LLC and distributor Incapital LLC; pricing April 23

• Zero-coupon principal-protected capped return market-linked certificates of deposit due April 28, 2014 linked to a basket of the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; via UnionBanc Investment Services, LLC; pricing April 26

• Zero-coupon principal-protected quarterly capped return market-linked certificates of deposit due Oct. 28, 2013 linked to the Dow Jones - UBS Commodity index; via UnionBanc Investment Services, LLC and distributor Incapital LLC; pricing April 26

WELLS FARGO BANK, NA

• Market-linked certificates of deposit due April 30, 2014 linked to Australian dollar, Brazilian real, Canadian dollar and Norwegian krone relative to the U.S. dollar; via Incapital LLC; pricing April 23

• Certificates of deposit due April 30, 2022 linked to the yield curve of the spread of the 30-year dollar Constant Maturity Swap rate over the two-year dollar CMS rate; via Incapital LLC; pricing April 23

• Market-linked certificates of deposit due April 29, 2016 linked to the SGI WISE US index; via Incapital LLC; pricing April 23

• 0% barrier return rebate certificates of deposit due April 30, 2015 linked to the S&P 500 index; via distributor Incapital LLC; pricing April 23

WELLS FARGO & CO.

• 0% enhanced growth securities with buffered downside due August 2012 linked to the Russell index; via Wells Fargo Securities, LLC

• 0% enhanced growth securities with buffered downside due November 2012 linked to the S&P 500 index, the iShares MSCI EAFE index fund, the iShares Russell 2000 index fund and the iShares MSCI Emerging Markets index fund; via Wells Fargo Securities, LLC

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