Structured Products Calendar

ABN AMRO BANK NV

• 11% Knock-in Reverse Exchangeable Securities due May 4, 2009 linked to the SPDR Trust, Series 1; 70% trigger; via ABN Amro Inc.; pricing Jan. 30

BANK OF AMERICA CORP.

• 0% Accelerated Return Notes due April 2010 linked to the gold spot price; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in January or February

• 0% Bear Market Strategic Accelerated Redemption Securities due August 2010 linked to the iShares Dow Jones U.S. Real Estate Index Fund; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in January or February

• 0% Strategic Accelerated Redemption Securities due February 2011 linked to the Russell MidCap Growth index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in January or February

• 0% 14-month Accelerated Return Notes linked to the S&P 500 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in January or February

• 0% two-year Strategic Accelerated Redemption Securities linked to the S&P 500 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in January or February

• 42-month 0% Currency Market Index Target-Term Securities linked to the dollar/Japanese yen exchange rate; via Merrill Lynch & Co., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in February or March

• 18-month 0% Capped Leveraged Index Return Notes linked to the Dow Jones - AIG Commodity Index - Excess Return; via Merrill Lynch & Co., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in February or March

• Five-year 0% Market Index Target-Term Securities linked to the Dow Jones - AIG Commodity Index - Excess Return; via Merrill Lynch & Co., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in February or March

• 18-month 0% Capped Leveraged Index Return Notes linked to the gold spot price; via Merrill Lynch & Co., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in February or March

• 18-month 0% Capped Leveraged Index Return Notes linked to the S&P 500 index; via Merrill Lynch & Co., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in February or March

• Two-year 0% Strategic Accelerated Redemption Securities linked to the S&P 500 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in February or March

• Three-year zero-coupon 100% principal-protected conditional participation notes linked to the S&P 500 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in February or March

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

• 18-month 0% Bear Market Strategic Accelerated Redemption Securities linked to the S&P Small Cap Regional Banks index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in February or March

BARCLAYS BANK PLC

• 0% semiannual review notes due Feb. 16, 2011 linked to the S&P 500 index with three review dates; via J.P. Morgan Securities Inc.; pricing Jan. 30

• 0% semiannual review notes due Feb. 16, 2011 linked to the S&P 500 index with four review dates; via J.P. Morgan Securities Inc.; pricing Jan. 30

• 0% Buffered Super Track Notes due Aug. 2, 2012 linked to the S&P 500, S&P MidCap 400 and Russell 2000 indexes; via Barclays Capital Inc.; pricing Jan. 30

• 0% buffered return enhanced notes due Aug. 4, 2010 linked to the S&P GSCI Crude Oil Excess Return Index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing Jan. 30

• 0% Buffered Super Track Notes due Aug. 2, 2012 linked to the S&P GSCI Excess Return index; via Barclays Capital Inc.; pricing Jan. 30

• 0% Performance Leverage Upside Securities due July 28, 2009 linked to the S&P 500 index; via Morgan Stanley and Barclays Capital Inc.; pricing in January

• 0% Bear Market Performance Leveraged Upside Securities due Dec. 20, 2010 linked inversely to the S&P 500 index; via Morgan Stanley and Barclays Capital Inc.; pricing in January

• 0% annual autocallable notes due Feb. 25, 2014 linked to the S&P 500 index; via Barclays Capital; pricing Feb. 20

• 0% Buffered Super Track Digital Plus Notes due Aug. 25, 2010 linked to the S&P 500 index; via Barclays Capital Inc.; pricing Feb. 20

CITIGROUP FUNDING INC.

• 0% principal-protected notes due 2012 linked to the Canadian dollar, euro, British pound and Japanese yen against the dollar; via Citigroup Global Markets Inc.; pricing in January

• 8% to 11% Equity LinKed Securities due August 2009 linked to Coca-Cola Co. common stock; 75% trigger; via Citigroup Global Markets Inc.; pricing in February

• 2% minimum coupon principal-protected notes due 2014 linked to the Russell 2000 index; via Citigroup Global Markets Inc.; pricing in February

CREDIT SUISSE, NASSAU BRANCH

• 0% Buffered Accelerated Return Equity Securities due July 10, 2012 linked Dow Jones Euro Stoxx 50, Nikkei 225, FTSE 100, iShares MSCI Emerging Markets Index Fund; via Credit Suisse Securities (USA) LLC; pricing Feb. 2

• 0% Accelerated Return Equity Securities due Feb. 28, 2012 linked to the Credit Suisse Fortinbras USD Excess Return Three Factor Model index; via Credit Suisse (USA) LLC; pricing Feb. 20

• 13% to 15% callable yield notes due Feb.26, 2010 linked to the S&P 500 index and Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 23

• 17% to 20% callable yield notes due Feb.26, 2010 linked to the S&P 500 index and Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 23

• 0% Buffered Accelerated Return Equity Securities due May 27, 2010 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 24

• 0% Buffered Accelerated Return Equity Securities due Oct. 29, 2010 linked to the S&P 500 index; via Credit Suisse (USA) LLC; pricing Feb. 24

• 0% Buffered Accelerated Return Equity Securities due March 29, 2010 linked to the S&P 500 index; via Credit Suisse (USA) LLC; pricing Feb. 24

• 0% Cert Plus securities due Feb. 29, 2012 linked to the S&P 500 index with 105% to 115% leverage; via Credit Suisse Securities (USA) LLC; pricing Feb. 24

• 0% Cert Plus securities due Feb. 29, 2012 linked to the S&P 500 index with 115% to 125% leverage; via Credit Suisse Securities (USA) LLC; pricing Feb. 24

DEUTSCHE BANK AG, LONDON BRANCH

• 100% principal-protected CMS slope steepener notes due Feb. 4, 2014; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Jan. 30

• 0% buffered barrier rebate notes due Feb. 4, 2011 linked to the Consumer Price Index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Jan. 30

• 0% market contribution securities due Feb. 4, 2014 linked to the Deutsche Bank Liquid Alpha USD Total Return Index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Jan. 30

• CPI-indexed buffered barrier rebate notes due Feb. 4, 2011 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Jan. 30

• 0% capped Buffered Underlying Securities due Aug. 5, 2010 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Feb. 2

EKSPORTFINANS ASA

• 16% to 17% enhanced yield securities due Aug. 5, 2009 linked to the common stock of Apple Inc.; 70% trigger; via Wachovia Capital Markets, LLC; pricing in January

• 17% to 18% enhanced yield securities due Aug. 5, 2009 linked to the common stock of General Electric Co.; 65% trigger; via Wachovia Capital Markets, LLC; pricing in January

• 15% to 16% enhanced yield securities due Aug. 5, 2009 linked to the common stock of Schlumberger Ltd.; 65% trigger; via Wachovia Capital Markets, LLC; pricing in January

• 0% enhanced growth securities with leveraged upside and buffered downside due May 3, 2010 linked to the S&P 500 index; via Wachovia Capital Markets, LLC; pricing in January

• 9% to 10% enhanced yield securities due Aug. 5, 2009 linked to the common stock of SPDR Trust, Series 1; via Wachovia Capital Markets, LLC

GOLDMAN SACHS GROUP, INC.

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

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

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

HSBC USA INC.

• 0% global opportunity notes due Aug. 29, 2014 linked to equal weights of the S&P 500 index, Nikkei 225 index and the Dow Jones Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Feb. 23

JPMORGAN CHASE & CO.

• 0% semiannual review notes due Feb. 16, 2011 linked to the S&P 500 index with three review dates; via J.P. Morgan Securities Inc.; pricing Jan. 30

• 0% semiannual review notes due Feb. 16, 2011 linked to the S&P 500 index with four review dates; via J.P. Morgan Securities Inc.; pricing Jan. 30

• 0% principal-protected notes due Feb. 10, 2014 linked to the S&P GSCI Crude Oil Index Excess Return; via J.P. Morgan Securities Inc.; pricing Feb. 5

• 0% buffered return enhanced notes due Aug. 31, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing Feb. 24

MORGAN STANLEY

• 9% to 11% reverse convertible securities due Aug. 25, 2009 linked to the common stock of Kroger Co.; 75% trigger; via Morgan Stanley & Co. Inc.; pricing Feb. 20

• 11% to 13% reverse convertible securities due Aug. 25, 2009 linked to Standard & Poor's Depositary Receipts; via Morgan Stanley & Co. Inc.; pricing Feb. 20

• 10% Stock Participation Accreting Redemption Quarterly-pay Securities due March 20, 2010 mandatorily exchangeable for AT&T Inc. common stock; via Morgan Stanley & Co. Inc.; pricing in February

• Zero-coupon barrier capital-protected notes due Feb. 28, 2011 linked to the Australian dollar/U.S. dollar exchange rate; via Morgan Stanley & Co. Inc.; pricing in February

• 100% principal-protected leveraged 10-year CMS observation notes due Feb. 10, 2012; via Morgan Stanley & Co. Inc.; pricing in February

• 0% buffered securities due Aug. 29, 2011 linked to the price of gold; via Morgan Stanley; pricing in February

• Floating-rate six-month Libor and S&P 500 index range accrual notes due Feb. 10, 2019; via Morgan Stanley & Co. Inc.; pricing in February

• Zero-coupon protected absolute return barrier notes due Aug. 20, 2010 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in February

• 0% auto-callable securities due March 8, 2011 linked to the S&P 500 index; via Morgan Stanley; pricing in February

• 0% buffered Performance Leveraged Upside Securities due Aug. 31, 2010 linked to the S&P GSCI Brent Crude Index - Excess Return; 90% trigger; via Morgan Stanley & Co. Inc.; pricing in February

ROYAL BANK OF CANADA

• Zero-coupon bullish buffered enhanced return notes due Feb. 19, 2013 linked to the S&P 500 index, Russell 2000 index, iShares MSCI EAFE index fund and iShares MSCI Emerging Markets index fund; via RBC Capital Markets Corp.; pricing Feb. 13

• 0% buffered bullish commodity-linked notes due Feb. 22, 2011 linked to price of gold; via RBC Capital Markets Corp.; pricing Feb. 18

AB SVENSK EXPORTKREDIT

• 0% 18-month Capped Leveraged Index Return Notes linked to the Nasdaq 100 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in January or February

• 0% 14-month Accelerated Return Notes linked to the Nikkei 225 index; via Merrill Lynch & Co. and First Republic Securities Co. LLC; pricing in January or February

• 0% 18-month Capped Leveraged Index Return Notes linked to the Russell 2000 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in January or February

• 0% nine-month Accelerated Return Bear Market Notes linked to the S&P 500 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in January or February

• 0% 14-month Accelerated Return Notes linked to the S&P 500 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in January or February

• 0% 18-month Capped Leveraged Index Return Notes linked to the S&P 500 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in January or February

• 0% two-year Capped Leveraged Index Return Notes linked to the S&P 500 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in January or February

• 0% one-year Accelerated Return Bear Market Notes linked to the S&P Retail Select Industry index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in January or February

• One-year 0% Accelerated Return Bear Market Notes linked to the S&P 500 index; via Merrill Lynch & Co. and First Republic Securities Co. LLC; pricing February or March

• 14-month 0% Accelerated Return Notes linked to the S&P 500 index; via Merrill Lynch & Co., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in February or March

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