Structured Products Calendar

ABN AMRO BANK NV

• 17% annualized Knock-In Reverse Exchangeable Securities due Dec. 11, 2009 linked to Bank of America Corp. shares; via ABN Amro Inc.; pricing June 9

BANK OF AMERICA CORP.

• 0% Capped Leveraged Index Return Notes due in July 2011 linked to the spot price of gold; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in June

• 0% Market Index Target-Term Securities due June 2013 linked to the spot price of gold; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in June

• 36- to 42-month 0% Leveraged Index Return Notes linked to the Rogers International Commodity Index - Agriculture Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in June

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

• Four-year 0% Market Index Target-Term Securities linked to the Dow Jones UBS Commodity Index - Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in June or July

• Two-year 0% Capped Leveraged Index Return Notes linked to the FTSE/Xinhua China 25 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in June or July

• Two-year 0% Capped Leveraged Index Return Notes linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in June or July

BARCLAYS BANK PLC

• 2.25% AIMS Algorithmic Inflation Momentum Switching index notes due June 13, 2012; via Barclays Capital Inc.; pricing June 8

Barclays Bank plc

• 15.5% reverse convertible notes due Dec. 16, 2009 linked to Alcoa Inc. stock; 65% trigger; via Barclays Capital Inc.; pricing June 12

• 10.5% reverse convertible notes due Dec. 16, 2009 linked to Amazon.com, Inc. stock; 70% trigger; via Barclays Capital Inc.; pricing June 12

• 11.25% reverse convertible notes due Sept. 16, 2009 linked to Arch Coal, Inc. stock; 65% trigger; via Barclays Capital Inc.; pricing June 12

• 12% reverse convertible notes due June 16, 2010 linked to Barrick Gold Corp. stock; 70% trigger; via Barclays Capital Inc.; pricing June 12

• 11.25% reverse convertible notes due Dec. 16, 2009 linked to Boston Scientific Corp. stock; 70% trigger; via Barclays Capital Inc.; pricing June 12

• 15.75% reverse convertible notes due Dec. 16, 2009 linked to Chesapeake Energy Corp. stock; 65% trigger; via Barclays Capital Inc.; pricing June 12

• 13% reverse convertible notes due Sept. 16, 2009 linked to Chicago Bridge & Iron Co. N.V. stock; 65% trigger; via Barclays Capital Inc.; pricing June 12

• 19% reverse convertible notes due Dec. 16, 2009 linked to Consol Energy Inc. stock; 65% trigger; via Barclays Capital Inc.; pricing June 12

• 9.5% reverse convertible notes due June 16, 2010 linked to Dell, Inc. stock; 70% trigger; via Barclays Capital Inc.; pricing June 12

• 17.5% reverse convertible notes due Dec. 16, 2009 linked to First Solar, Inc. stock; 65% trigger; via Barclays Capital Inc.; pricing June 12

• 10.75% reverse convertible notes due June 16, 2010 linked to Fortune Brands, Inc. stock; 70% trigger; via Barclays Capital Inc.; pricing June 12

• 17% reverse convertible notes due Dec. 16, 2009 linked to Freeport-McMoRan Copper & Gold Inc. stock; 65% trigger; via Barclays Capital Inc.; pricing June 12

• 11.75% reverse convertible notes due Dec. 16, 2009 linked to Frontier Oil Corp. stock; 65% trigger; via Barclays Capital Inc.; pricing June 12

• 10.35% reverse convertible notes due Dec. 16, 2009 linked to General Electric Co. stock; 65% trigger; via Barclays Capital Inc.; pricing June 12

• 11.5% reverse convertible notes due Dec. 16, 2009 linked to Goldcorp Inc. stock; 70% trigger; via Barclays Capital Inc.; pricing June 12

• 15.5% reverse convertible notes due Dec. 16, 2009 linked to Harley-Davidson, Inc. stock; 65% trigger; via Barclays Capital Inc.; pricing June 12

• 11.5% reverse convertible notes due Dec. 16, 2009 linked to IntercontinentalExchange, Inc. stock; 65% trigger; via Barclays Capital Inc.; pricing June 12

• 12.75% reverse convertible notes due Dec. 16, 2009 linked to JPMorgan Chase & Co. stock; 65% trigger; via Barclays Capital Inc.; pricing June 12

• 10.75% reverse convertible notes due June 16, 2010 linked to Lowe's Cos., Inc. stock; 70% trigger; via Barclays Capital Inc.; pricing June 12

• 13.75% reverse convertible notes due Dec. 16, 2009 linked to Morgan Stanley stock; 65% trigger; via Barclays Capital Inc.; pricing June 12

• 12% reverse convertible notes due Dec. 16, 2009 linked to Noble Corp. stock; 70% trigger; via Barclays Capital Inc.; pricing June 12

• 15.6% reverse convertible notes due Dec. 16, 2009 linked to Peabody Energy Corp. stock; 65% trigger; via Barclays Capital Inc.; pricing June 12

• 11% reverse convertible notes due Dec. 16, 2009 linked to Potash Corp. of Saskatchewan Inc. stock; 65% trigger; via Barclays Capital Inc.; pricing June 12

• 13.75% reverse convertible notes due Dec. 16, 2009 linked to Research In Motion Ltd. stock; 65% trigger; via Barclays Capital Inc.; pricing June 12

• 20% reverse convertible notes due Sept. 16, 2009 linked to SunPower Corp. stock; 65% trigger; via Barclays Capital Inc.; pricing June 12

• 16% reverse convertible notes due Dec. 16, 2009 linked to Superior Energy Services, Inc. stock; 65% trigger; via Barclays Capital Inc.; pricing June 12

• 18% reverse convertible notes due Sept. 16, 2009 linked to United States Steel Corp. stock; 70% trigger; via Barclays Capital Inc.; pricing June 12

• 13% reverse convertible notes due Sept. 16, 2009 linked to U.S. Bancorp stock; 70% trigger; via Barclays Capital Inc.; pricing June 12

• 12.25% reverse convertible notes due Dec. 16, 2009 linked to Valero Energy Corp. stock; 70% trigger; via Barclays Capital Inc.; pricing June 12

• 0% Buffered Super Track Notes due June 23, 2011 linked to the iShares MSCI Emerging Markets index fund; via Barclays Capital Inc.; pricing June 19

• 0% Super Track Notes due July 22, 2010 linked to the S&P 500 index; via Barclays Capital Inc.; pricing June 19

• 0% performance securities with contingent protection due June 30, 2014 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays Capital, Inc.; pricing June 25

• 0% Buffered Super Track Notes due June 22, 2012 linked to the S&P GSCI Agriculture Excess Return Index; via Barclays Capital Inc.; pricing June 19

• 100% principal-protected leveraged callable CMS spread notes due June 26, 2024; via Barclays Capital Inc.; settlement June 26

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

CITIGROUP FUNDING INC.

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

• One-year Equity LinKed Securities linked to Comcast Corp. stock; via Citigroup Global Markets Inc.; pricing in June

• Variable-rate principal-protected notes due 2014 linked to the Consumer Price Index; via Citigroup Global Markets Inc.; pricing in June

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

• 18-month 0% global recovery upturn notes linked to the iBoxx USD Liquid High Yield index, iBoxx USD Liquid Investment Grade index, iShares Russell 2000 index fund, iShares MSCI Emerging Markets index fund, Technology Select Sector SPDR fund, iShares Dow Jones U.S. Real Estate index fund and PowerShares DB Commodity index tracking fund; via Citigroup Global Markets Inc.; pricing in June

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

• Zero-coupon principal-protected trust certificates due 2014 linked to the S&P 500 index through Safety First Trust Series 2009-3; via Citigroup Global Markets Inc.; pricing in June

• 3% minimum coupon principal-protected notes due 2014 linked to the S&P MidCap 400 index; via Citigroup Global Markets Inc.; pricing in June

CREDIT SUISSE, NASSAU BRANCH

• % return enhanced notes due Dec. 9, 2009 linked to the Hang Seng China Enterprises index and Hong Kong dollar, the Korea Stock Price Index 200 and Korean won the MSCI Taiwan index and Taiwan dollar, the Hang Seng index and Hong Kong dollar and the MSCI Singapore index and Singapore dollar; via J.P. Morgan Securities Inc. and JPMorgan Chase Bank, NA; pricing June 4

• 0% buffered return enhanced notes due June 23, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc. and JPMorgan Chase Bank, NA; pricing June 5

• 0% buffered return enhanced notes due June 23, 2010 linked to Hang Seng China Enterprises index, Hong Kong dollar, Korea Stock Price Index 200, Korean won, MSCI Taiwan index, Taiwan dollar, Hang Seng index, Hong Kong dollar, MSCI Singapore index and Singapore dollar; via J.P. Morgan Securities Inc. and JPMorgan Chase Bank, NA; pricing June 5

• 0% buffered return equity securities due June 15, 2011 linked to the S&P 500 index; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing June 10

• 7% callable yield notes due Sept. 18, 2009 linked to the S&P 500 index and Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing June 15

• 0% ProNotes due June 25, 2014 linked to the HS Market Neutral index powered by HOLT; via Credit Suisse Securities (USA) LLC; pricing June 19

• 0% Buffered Accelerated Return Equity Securities due July 26, 2010 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing June 19

• 0% Buffered Accelerated Return Equity Securities due June 26, 2013 linked to the S&P BRIC 40 index; via Credit Suisse Securities (USA) LLC; pricing June 19

• 11% to 14% callable yield notes due Dec. 30, 2009 linked to the S&P 500 index and Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing June 25

• 10.5% to 12.5% callable yield notes due June 30, 2010 linked to the S&P 500 index and Russell 2000 index; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing June 25

• 15% to 17% callable yield notes due July 6, 2010 linked to the S&P 500 index and Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing June 30

• 9.5% to 11.5% callable yield notes due July 6, 2010 linked to the S&P 500 index and Russell 2000 index; 55% trigger; via Credit Suisse Securities (USA) LLC; pricing June 30

• 14.5% to 17% callable yield notes due Jan. 5, 2010 linked to the S&P 500 index and Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing June 30

• 0% Cert PLUS securities due Jan. 6, 2012 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing June 30

• One-month Libor warrants expiring in June 2016; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in June

DEUTSCHE BANK AG, LONDON BRANCH

• 0% return enhanced notes linked to Apache Corp., Archer-Daniels-Midland Co., Barrick Gold Corp., Cliff's Natural Resources Inc., Companhia Vale do Rio Doce, El Paso Corp., Freeport-McMoRan Copper & Gold Inc., Monsanto Co., Newmont Mining Corp., Noble Energy, Inc., Occidental Petroleum Corp., Petroleo Brasileiro SA, Potash Corp. of Saskatchewan Inc., Sociedad Quimica Y Minera De Chile SA and XTO Energy Inc.; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing June 5

• 0% securities due June 11, 2012 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing June 5

• Principal-protected callable range accrual notes due June 17, 2024 linked to Libor; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing June 11

• 0% buffered barrier rebate securities due Feb. 28, 2011 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing June 25

• 0% buffered barrier rebate securities due Dec. 30, 2010 linked the S&P 500 index, S&P MidCap 400 index, Russell 2000 index and iShares MSCI EAFE index fund; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing June 25

• 0% return optimization securities due June 28, 2013 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing June 25

• 0% buffered barrier rebate notes due March 30, 2011 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing June 25

• 0% market contribution securities due July 7, 2014 linked to the Deutsche Bank Liquid Alpha USD 5 Total Return index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing June 30

• Five-year 0% market contribution securities linked to the Deutsche Bank Liquid Alpha USD 5 Total Return index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing in June

EKSPORTFINANS ASA

• 8.5% to 12.5% reverse convertible notes due Dec. 14, 2009 linked to iShares MSCI Emerging Markets index fund; 75% trigger; via Morgan Stanley & Co. Inc.; pricing June 9

• 9.3% to 13.3% reverse convertible notes due Dec. 14, 2009 linked to the PHLX Oil Service Sector index; 70% trigger; via Morgan Stanley & Co. Inc.; pricing June 9

• 0% Performance Leveraged Upside Securities due July 28, 2010 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in June

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

• 15% to 17% annualized enhanced yield securities due Dec. 10, 2009 linked to the common stock of Alcoa Inc.; 60% trigger; via Wachovia Capital Markets, LLC

• 12% to 13% annualized enhanced yield securities due Dec. 10, 2009 linked to the common stock of Chesapeake Energy Corp.; 60% trigger; via Wachovia Capital Markets, LLC

• 12%-14% enhanced yield securities due Dec. 18, 2009 linked to Dow Chemical Co. common stock; 60% trigger; via Wachovia Capital Markets, LLC

• 9.5% to 10.5% annualized enhanced yield securities due Dec. 10, 2009 linked to the common stock of E. I. du Pont de Nemours & Co.; 70% trigger; via Wachovia Capital Markets, LLC

• 11.5% to 12.5% annualized enhanced yield securities due Dec. 10, 2009 linked to the common stock of Freeport-McMoRan Copper & Gold Inc.; 60% trigger; via Wachovia Capital Markets, LLC

• 12.5%-13.5% enhanced yield securities due Dec. 18, 2009 linked to JPMorgan Chase & Co. common stock; 65% trigger; via Wachovia Capital Markets, LLC

• 10% to 12% enhanced yield securities due Dec. 18, 2009 linked to the common stock of MetLife, Inc.; via Wachovia Capital Markets, LLC

• 10%-12% enhanced yield securities due Sept. 14, 2009 linked to Merck & Co., Inc. common stock; 80% trigger; via Wachovia Capital Markets, LLC

• 24- to 27-month 0% notes linked to the MSCI EAFE index; via Goldman, Sachs & Co.

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

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

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

GOLDMAN SACHS GROUP, INC.

• 18- to 21-month 0% leveraged equity index-linked notes denominated in Canadian dollars linked to the S&P 500 index and the Canadian dollar/U.S. dollar exchange rate; via Goldman, Sachs & Co.

HSBC BANK USA, NA

• Contingent annual income certificates of deposit due June 30, 2015 linked to the stocks of 3M Co., Abbott Laboratories, AT&T Inc., Boeing Co., Chevron Corp., Exxon Mobil Corp., Entergy Corp., FPL Group, Inc., International Business Machines Corp., Johnson & Johnson, JPMorgan Chase & Co., Kraft Foods Inc., McDonald's Corp., Microsoft Corp., Monsanto Co., Nucor Corp., Verizon Communications Inc., Wal-Mart Stores, Inc., Walt Disney Co. and Wells Fargo & Co.; via Morgan Stanley & Co. Inc.; pricing June 23

HSBC USA INC.

• 0% knock-out buffer notes due Dec. 9, 2010 linked to the Hang Seng China Enterprises index, Korea Stock Price Index 200, MSCI Taiwan index, Hang Seng index and MSCI Singapore index; via J.P. Morgan Securities Inc.; pricing June 5

• 0% knock-out buffer notes due Dec. 9, 2010 linked to the iShares MSCI Brazil index fund and the iShares MSCI Mexico index fund; via J.P. Morgan Securities Inc.; pricing June 5

• 90% principal-protected emerging markets-linked notes due June 12, 2013 linked to the iShares MSCI Emerging Markets index fund, the iShares MSCI Brazil index fund, the iShares FTSE/Xinhua China 25 index fund and the iShares S&P Latin American 40 index fund; via HSBC Securities (USA) Inc.; pricing June 12

• 0% enhanced market participation notes due July 15, 2010 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing June 12

• 0% barrier optimization securities with partial protection due Sept. 17, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and HSBC USA Inc.; pricing June 12

• 0% best of performance notes due June 26, 2014 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing June 23

JPMORGAN CHASE BANK, NA

• 0% certificates of deposit due Dec. 31, 2013 linked to the JPMorgan Optimax Market-Neutral index; via J.P. Morgan Securities Inc.; pricing June 25

JPMORGAN CHASE & CO.

• 0% autocallable optimization securities with contingent protection due Dec. 10, 2010 linked to the Market Vectors Gold Miners exchange-traded fund; via UBS Financial Services Inc. and J.P. Morgan Securities Inc.; pricing June 5

• 0% knock-out buffered return enhanced notes due June 8, 2012 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing June 5

• 19% reverse exchangeable notes due June 15, 2010 linked to Bank of America Corp. stock; via J.P. Morgan Securities Inc.; pricing June 10

• 11.5% reverse exchangeable notes due June 15, 2010 linked to General Electric Co. stock; via J.P. Morgan Securities Inc.; pricing June 10

• 0% buffered Performance Leveraged Upside Securities due June 30, 2011 linked to the iShares MSCI EAFE index fund; via Morgan Stanley; pricing June 23

• 0% buffered Performance Leveraged Upside Securities due June 30, 2011 linked to the S&P 500 index; via Morgan Stanley; pricing June 23

• 0% buffered equity notes due June 30, 2011 linked to the iShares MSCI Emerging Markets index fund; via J.P. Morgan Securities Inc.; pricing June 25

• 0% buffered return enhanced notes capped at 21% to 24% due Dec. 31, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing June 25

• 0% buffered return enhanced notes capped at 17% to 20% due Dec. 31, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing June 25

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

MORGAN STANLEY

• 8.5% Stock Participation Accreting Redemption Quarterly-pay Securities due July 28, 2010 mandatorily exchangeable for Apple Inc. stock; via Morgan Stanley & Co. Inc.; pricing June 23

• Zero-coupon capital-protected notes due Sept. 28, 2012 linked to Australian dollar, British pound, Canadian dollar, euro, Japanese yen, Swiss franc, Brazilian real, Chinese renminbi and Indian rupee; via Morgan Stanley & Co. Inc.; pricing June 23

• Zero-coupon 90% capital-protected notes due June 28, 2013 linked to the Dow Jones - USB Commodity index; via Morgan Stanley & Co. Inc.; pricing June 23

• 0% Performance Leveraged Upside Securities due Dec. 30, 2010 linked to 16.667% weights of the iShares Russell 2000 index fund, Technology Select Sector SPDR fund, iShares MSCI Emerging Markets index fund; 15% weights of the iBoxx USD Liquid High-Yield Index and the iBoxx USD Liquid Investment-Grade Index; as well as 10% weights of the iShares Dow Jones U.S. Real Estate index fund and the PowerShares DB Commodity Index Tracking Fund; via Morgan Stanley & Co. Inc.; pricing June 23

• Zero-coupon protected absolute return barrier notes due June 28, 2011 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing June 23

• Zero-coupon capital-protected notes due June 26, 2014 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing June 23

• 0% buffered Performance Leveraged Upside Securities due June 30, 2011 linked to the S&P GSCI Agriculture Index - Excess Return; via Morgan Stanley & Co. Inc.; pricing June 23

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

ROYAL BANK OF CANADA

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

• 25% annualized reverse convertible notes due Sept. 18, 2009 linked to Aflac, Inc. common stock; 70% trigger; via RBC Capital Markets Corp.; pricing June 12

• 21% annualized reverse convertible notes due Sept. 18, 2009 linked to Alcoa Inc. common stock; 65% trigger; via RBC Capital Markets Corp.; pricing June 12

• 20% annualized reverse convertible notes due Sept. 18, 2009 linked to American Express Co. common stock; 65% trigger; via RBC Capital Markets Corp.; pricing June 12

• 9.5% annualized reverse convertible notes due Dec. 18, 2009 linked to Apple Inc. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing June 12

• 27% annualized reverse convertible notes due Dec. 18, 2009 linked to Arch Coal, Inc. common stock; 70% trigger; via RBC Capital Markets Corp.; pricing June 12

• 30.25% annualized reverse convertible notes due Sept. 18, 2009 linked to Bank of America Corp. common stock; 65% trigger; via RBC Capital Markets Corp.; pricing June 12

• 17% annualized reverse convertible notes due Sept. 18, 2009 linked to Caterpillar Inc. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing June 12

• 18.5% annualized reverse convertible notes due Dec. 18, 2009 linked to Chesapeake Energy Corp. common stock; 65% trigger; via RBC Capital Markets Corp.; pricing June 12

• 19% annualized reverse convertible notes due Sept. 18, 2009 linked to Companhia Vale do Rio Doce SA common stock; 75% trigger; via RBC Capital Markets Corp.; pricing June 12

• 17% annualized reverse convertible notes due Sept. 18, 2009 linked to Deere & Co. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing June 12

• 30.75% annualized reverse convertible notes due Sept. 18, 2009 linked to Ford Motor Co. common stock; 65% trigger; via RBC Capital Markets Corp.; pricing June 12

• 19.5% annualized reverse convertible notes due Sept. 18, 2009 linked to Freeport-McMoRan Copper & Gold, Inc. common stock; 70% trigger; via RBC Capital Markets Corp.; pricing June 12

• 11.25% annualized reverse convertible notes due Sept. 18, 2009 linked to Frontier Oil Corp. common stock; 70% trigger; via RBC Capital Markets Corp.; pricing June 12

• 18.5% annualized reverse convertible notes due Sept. 18, 2009 linked to General Electric Co. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing June 12

• 12.25% annualized reverse convertible notes due Sept. 18, 2009 linked to Goldcorp, Inc. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing June 12

• 10.35% annualized reverse convertible notes due Dec. 18, 2009 linked to Home Depot, Inc. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing June 12

• 19.25% annualized reverse convertible notes due Sept. 18, 2009 linked to JPMorgan Chase & Co. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing June 12

• 12.25% annualized reverse convertible notes due Dec. 18, 2009 linked to Lowe's Cos., Inc. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing June 12

• 11% annualized reverse convertible notes due Dec. 18, 2009 linked to Monsanto Co. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing June 12

• 21% annualized reverse convertible notes due Sept. 18, 2009 linked to Nucor Corp. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing June 12

• 18% annualized reverse convertible notes due Sept. 18, 2009 linked to Peabody Energy Corp. common stock; 70% trigger; via RBC Capital Markets Corp.; pricing June 12

• 10.75% annualized reverse convertible notes due Sept. 18, 2009 linked to Petroleo Brasileiro SA common stock; 75% trigger; via RBC Capital Markets Corp.; pricing June 12

• 16.5% annualized reverse convertible notes due Sept. 18, 2009 linked to Research In Motion Inc. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing June 12

• 0% bullish digital notes due July 16, 2010 linked to the S&P 500 index; via RBC Capital Markets Corp.; pricing June 12

• 9.5% annualized reverse convertible notes due Sept. 18, 2009 linked to Union Pacific Corp. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing June 12

• 25.5% annualized reverse convertible notes due Sept. 18, 2009 linked to United States Steel Corp. common stock; 65% trigger; via RBC Capital Markets Corp.; pricing June 12

• 18.75% annualized reverse convertible notes due Sept. 18, 2009 linked to U.S. Bancorp common stock; 65% trigger; via RBC Capital Markets Corp.; pricing June 12

• 18.5% annualized reverse convertible notes due Sept. 18, 2009 linked to Wells Fargo & Co. common stock; 60% trigger; via RBC Capital Markets Corp.; pricing June 12

• Zero-coupon principal-protected notes due June 29, 2012 linked to the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi relative to the dollar; via RBC Capital Markets Corp.; pricing June 26

AB SVENSK EXPORTKREDIT

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

UBS AG

• Zero-coupon 100% principal protection notes due June 11, 2012 linked to Australian dollar, the Brazilian real and the Canadian dollar, relative to U.S. dollar; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 5

• 0% return optimization securities due June 18, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 12

• 0% autocallable optimization securities with contingent protection due July 2, 2010 linked to the Energy Select Sector SPDR fund; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 25

• Zero-coupon 100% principal protection absolute return barrier notes due June 30, 2011 linked to the Russell 2000 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 25

• 0% return optimization securities with partial protection due Dec. 31, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 25

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