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Published on 2/5/2010 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• Floating-rate notes due Feb. 22, 2017 based on the Consumer Price Index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; settlement Feb. 22

• 100% principal-protected notes due February 2015 with interest payments linked to the common stocks of Abercrombie & Fitch Co., Altria Group, Inc., Archer-Daniels-Midland Co., Barrick Gold Corp., Boeing Co., Caterpillar Inc., Deere & Co., General Electric Co., JPMorgan Chase & Co., McDonald's Corp., Monsanto Co., Motorola, Inc., United Technologies Corp., Verizon Communications Inc. and Wal-Mart Stores, Inc.; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in February

• 0% Currency Market Index Target-Term Securities due February 2012 based on Brazilian real, the Russian ruble, the Indian rupee and the South Korean won versus dollar; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in February

• Zero-coupon 90% principal-protected conditional participation notes due January 2012 based on the dollar/euro exchange rate measure; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in February

• Three-year 0% market-linked step up notes linked to the Dow Jones Industrial Average; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in February

• 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 February

• 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 February

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

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

• 0% Capped Leveraged Index Return Notes due March 2012 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in February

• 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 February

• 53-week 8%-10% STEP Income Securities linked to Apple Inc. common stock; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in February or March

• 53-week 8.5% STEP Income Securities linked to Goldman Sachs Group, Inc. common stock; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in February or March

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

BARCLAYS BANK DELAWARE

• 0.5%-1% certificates of deposit due Feb. 24, 2015 linked to gold; via Barclays Capital Inc. and distributor Advisors Asset Management, Inc.; pricing Feb. 19

• Certificates of deposit due Feb. 24, 2015 linked to soybeans, sugar, platinum, copper, lead, tin, nickel, zinc, West Texas Intermediate crude oil and gasoline RBOB; via Barclays Capital Inc. and distributor Advisors Asset Management, Inc.; pricing Feb. 19

• 0.5%-1% certificates of deposit due Feb. 24, 2015 linked to the S&P 500 index; via Barclays Capital Inc. and distributor Advisors Asset Management, Inc.; pricing Feb. 19

• 0.5% to 1% certificates of deposit due Feb. 24, 2013 linked to the S&P 500 index; via Barclays Capital Inc. and Advisors Asset Management, Inc. as distributor; pricing Feb. 19

• 0.5% to 1% certificates of deposit due Feb. 24, 2015 linked to the S&P 500 index; via Barclays Capital Inc. and Advisors Asset Management, Inc. as distributor; pricing Feb. 19

• Certificates of deposit due Feb. 24, 2015 linked to 16.67% weights of the S&P 500 index, the Dow Jones-UBS Commodity index and the Consumer Price index as well as a 50% weight of the Brazilian real/dollar exchange rate; via Barclays Capital Inc. and Advisors Asset Management, Inc. as distributor; pricing Feb. 19

• Certificates of deposit due Feb. 24, 2015 linked to equal weights 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. as distributor; pricing Feb. 19

• 0.5% -1% certificates of deposit due Feb. 24, 2015 linked to West Texas Intermediate light sweet crude oil; via Barclays Capital Inc. and distributor Advisors Asset Management, Inc.; pricing Feb. 19

BARCLAYS BANK PLC

• Principal-protected notes with variable coupon due Feb. 20, 2015 linked to the stocks of General Electric Co., Bank of America Corp., Pfizer Inc., Procter & Gamble Co., PepsiCo, Inc., Teva Pharmaceutical Industries Ltd., United Technologies Corp., Hewlett-Packard Co., Microsoft Corp. and FPL Group, Inc.; via JPMorgan Chase Bank, NA and JPMorgan Securities Inc.; pricing Feb. 17

• Zero-coupon principal-protected notes due Feb. 20, 2015 based on the performance of the S&P 500 index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing Feb. 17

• 0% Buffered Super Track Notes due Feb. 22, 2013 linked to the price of gold; via Barclays Capital Inc.; pricing Feb. 19

• 0% Buffered Performance Leveraged Upside Securities due Feb. 27, 2012 linked to the iShares MSCI EAFE index fund; via Morgan Stanley Smith Barney LLC and Barclays Capital Inc.; pricing Feb. 22

• 12.5% reverse convertible notes due May 27, 2010 linked to Alcoa Inc. stock; via Barclays Capital; pricing Feb. 23

• 15.4% reverse convertible notes due May 27, 2010 linked to Alcoa Inc. stock; via Barclays Capital; pricing Feb. 23

• 11.3% reverse convertible notes due Aug. 26, 2010 linked to Alcoa Inc. stock; 75% trigger; via Barclays Capital; pricing Feb. 23

• 11.3% reverse convertible notes due Aug. 26, 2010 linked to Alcoa Inc. stock; 80% trigger; via Barclays Capital; pricing Feb. 23

• 10% reverse convertible notes due Feb. 25, 2011 linked to Alcoa Inc stock; via Barclays Capital; pricing Feb. 23

• 10.4% reverse convertible notes due Feb. 25, 2011 linked to Alcoa Inc stock; via Barclays Capital; pricing Feb. 23

• 10% reverse convertible notes due Feb. 25, 2011 linked to Bank of America Corp. stock; via Barclays Capital; pricing Feb. 23

• 10.3% reverse convertible notes due Feb. 25, 2011 linked to Bank of America Corp. stock; via Barclays Capital; pricing Feb. 23

• 0% double short leverage securities due Feb. 28, 2011 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Feb. 23

• 0% double short leverage securities due Feb. 28, 2013 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Feb. 23

• 0% buffered Super Track Digital notes due Aug. 26, 2011 based on the Brazilian real, the Australian dollar, the Norwegian krone and the Canadian dollar relative to the U.S. dollar; 10% trigger; via Barclays Capital Inc.; pricing Feb. 23

• Zero-coupon principal-protected notes due Feb. 28, 2013 linked to equal weights of the Brazilian real, the Russian ruble and the Indian rupee; via Barclays Capital Inc.; pricing Feb. 23

• Zero-coupon 100% principal-protected notes due Feb. 28, 2013 linked to the Brazilian real, Russian ruble and Indian rupee; via Barclays Capital Inc.; pricing Feb. 23

• 11.3% reverse convertible notes due May 27, 2010 linked to Capital One Financial Corp. stock; via Barclays Capital; pricing Feb. 23

• 13.9% reverse convertible notes due May 27, 2010 linked to Capital One Financial Corp. stock; via Barclays Capital; pricing Feb. 23

• 10.2% reverse convertible notes due Aug. 26, 2010 linked to Capital One Financial Corp. stock; via Barclays Capital; pricing Feb. 23

• 12.5% reverse convertible notes due Aug. 26, 2010 linked to Capital One Financial Corp. stock; via Barclays Capital; pricing Feb. 23

• 10% reverse convertible notes due Feb. 25, 2011 linked to Capital One Financial Corp. stock; via Barclays Capital; pricing Feb. 23

• 10.9% reverse convertible notes due Feb. 25, 2011 linked to Capital One Financial Corp. stock; via Barclays Capital; pricing Feb. 23

• 9% reverse convertible notes due Aug. 26, 2010 linked to Carpenter Technology Corp. stock; via Barclays Capital; pricing Feb. 23

• 11.6% reverse convertible notes due Aug. 26, 2010 linked to Carpenter Technology Corp. stock; via Barclays Capital; pricing Feb. 23

• 10% reverse convertible notes due Feb. 25, 2011 linked to Carpenter Technology Corp. stock; via Barclays Capital; pricing Feb. 23

• 10.8% reverse convertible notes due Feb. 25, 2011 linked to Carpenter Technology Corp. stock; via Barclays Capital; pricing Feb. 23

• 0% SuperTrack notes due Aug. 26, 2011 based on the Consumer Staples Select Sector SPDR fund; via Barclays Capital Inc.; pricing Feb. 23

• 0% SuperTrack notes due Aug. 26, 2011 based on the Consumer Staples Select Sector SPDR fund; via Barclays Capital Inc.; pricing Feb. 23

• 0% return optimization securities with contingent protection due Feb. 28, 2013 linked to the Dow Jones - UBS Commodity index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Feb. 23

• 0% performance securities with contingent protection due Feb. 27, 2015 linked to the Dow Jones - UBS Commodity index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Feb. 23

• Zero-coupon Super Track Notes due March 28, 2011 linked to the Energy Select Sector SPDR fund with maximum return of 22.1%; via Barclays Capital Inc.; pricing Feb. 23

• Zero-coupon Super Track Notes due March 28, 2011 linked to the Energy Select Sector SPDR fund with maximum return of 18.2%; via Barclays Capital Inc.; pricing Feb. 23

• Zero-coupon Super Track Notes due March 28, 2011 linked to the Financial Select Sector SPDR fund with maximum return of 19.9%; via Barclays Capital Inc.; pricing Feb. 23

• Zero-coupon Super Track Notes due March 28, 2011 linked to the Financial Select Sector SPDR fund with maximum return of 22.4%; via Barclays Capital Inc.; pricing Feb. 23

• 10% reverse convertible notes due May 27, 2010 linked to Ford Motor Co. stock; via Barclays Capital; pricing Feb. 23

• 12.1% reverse convertible notes due May 27, 2010 linked to Ford Motor Co. stock; via Barclays Capital; pricing Feb. 23

• 10% reverse convertible notes due Aug. 26, 2010 linked to Ford Motor Co. stock; via Barclays Capital; pricing Feb. 23

• 10.1% reverse convertible notes due Aug. 26, 2010 linked to Ford Motor Co. stock; via Barclays Capital; pricing Feb. 23

• 10% reverse convertible notes due Feb. 25, 2011 linked to Ford Motor Co. stock; via Barclays Capital; pricing Feb. 23

• 11% reverse convertible notes due Feb. 25, 2011 linked to Ford Motor Co. stock; via Barclays Capital; pricing Feb. 23

• 0.5%-1% 100% principal-protected knock-out notes due Feb. 28, 2013 linked to the price of gold; via Barclays Capital Inc.; pricing Feb. 23

• 0% SuperTrack notes due Aug. 26, 2011 based on the Health Care Select Sector SPDR fund; via Barclays Capital Inc.; pricing Feb. 23

• 0% SuperTrack notes due Aug. 26, 2011 based on the Health Care Select Sector SPDR fund; via Barclays Capital Inc.; pricing Feb. 23

• 0% SuperTrack notes due Aug. 26, 2011 based on the Industrial Select Sector SPDR fund; via Barclays Capital Inc.; pricing Feb. 23

• 0% SuperTrack notes due Aug. 26, 2011 based on the Industrial Select Sector SPDR fund; via Barclays Capital Inc.; pricing Feb. 23

• Zero-coupon buffered Super Track Notes due Aug. 26, 2011 linked to the iShares Dow Jones U.S. Real Estate index fund with maximum return of 25.1%; via Barclays Capital Inc.; pricing Feb. 23

• Zero-coupon buffered Super Track Notes due Aug. 26, 2011 linked to the iShares Dow Jones U.S. Real Estate index fund with maximum return of 21.5%; via Barclays Capital Inc.; pricing Feb. 23

• Zero-coupon buffered Super Track Notes due Aug. 26, 2011 linked to the iShares MSCI EAFE index fund; via Barclays Capital Inc.; pricing Feb. 23

• Zero-coupon Super Track Notes due March 28, 2011 linked to the iShares MSCI EAFE index fund with maximum return of 14.8%; via Barclays Capital Inc.; pricing Feb. 23

• 0% SuperTrack notes due Aug. 26, 2011 based on the iShares MSCI EAFE index fund; via Barclays Capital Inc.; pricing Feb. 23

• Zero-coupon Super Track Notes due March 28, 2011 linked to the iShares MSCI EAFE index fund with maximum return of 18.2%; via Barclays Capital Inc.; pricing Feb. 23

• Zero-coupon buffered Super Track Notes due Aug. 26, 2011 linked to the iShares MSCI Emerging Markets index fund; via Barclays Capital Inc.; pricing Feb. 23

• Zero-coupon Super Track Notes due March 28, 2011 linked to the iShares MSCI Emerging Markets index fund; via Barclays Capital Inc.; pricing Feb. 23

• 0% SuperTrack notes due Aug. 26, 2011 based on the iShares MSCI Emerging Markets index fund; via Barclays Capital Inc.; pricing Feb. 23

• 9% reverse convertible notes due Aug. 26, 2010 linked to Motorola, Inc. stock; via Barclays Capital; pricing Feb. 23

• 11.1% reverse convertible notes due Aug. 26, 2010 linked to Motorola, Inc. stock; via Barclays Capital; pricing Feb. 23

• Zero-coupon 80% principal-protected notes due Feb. 28, 2012 linked to the New Taiwan dollar, Indonesian rupiah, Indian rupee, Singapore dollar, Korean won, U.S. dollar, euro and Japanese yen; via Barclays Capital Inc.; pricing Feb. 23

• 0% autocallable index knock-out buffer notes due Nov. 30, 2010 linked to the Russell 2000 index; via Barclays Capital Inc.; pricing Feb. 23

• 0% Super Track Notes due Aug. 31, 2011 based on the Russell 2000 index; via Barclays Capital Inc.; pricing Feb. 23

• 10% reverse convertible notes due Aug. 26, 2010 linked to Seagate Technology stock; via Barclays Capital; pricing Feb. 23

• 12% reverse convertible notes due Aug. 26, 2010 linked to Seagate Technology stock; via Barclays Capital; pricing Feb. 23

• 10% reverse convertible notes due Feb. 25, 2011 linked to Seagate Technology stock; via Barclays Capital; pricing Feb. 23

• 11.3% reverse convertible notes due Feb. 25, 2011 linked to Seagate Technology stock; via Barclays Capital; pricing Feb. 23

• 0% Super Track Notes due Aug. 31, 2011 based on the S&P 500 index; via Barclays Capital Inc.; pricing Feb. 23

• 0% Buffered Super Digital Track Notes due Feb. 28, 2012 based on the S&P 500 index; via Barclays Capital Inc.; pricing Feb. 23

• 0% return optimization securities with contingent protection due Feb. 28, 2013 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Feb. 23

• Zero-coupon 100% principal-protected notes due Feb. 29, 2016 linked to the S&P 500 index; via Barclays Capital Inc.; pricing Feb. 23

• 0% performance securities with contingent protection due Feb. 27, 2015 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Feb. 23

• Zero-coupon 100% principal-protected notes due Feb. 29, 2016 linked to the S&P 500, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes with 45%-60% cap; pricing Feb. 23

• Zero-coupon 100% principal-protected notes due Feb. 29, 2016 linked to the S&P 500, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes with 51%-60% cap; pricing Feb. 23

• Zero-coupon 100% principal-protected notes due Feb. 29, 2016 linked to the S&P BRIC 40 index; via Barclays Capital Inc.; pricing Feb. 23

• 15.4% reverse convertible notes due May 27, 2010 linked to Stillwater Mining Co. stock; via Barclays Capital; pricing Feb. 23

• 20% reverse convertible notes due May 27, 2010 linked to Stillwater Mining Co. stock; via Barclays Capital; pricing Feb. 23

• 17.5% reverse convertible notes due Aug. 26, 2010 linked to Stillwater Mining Co. stock; via Barclays Capital; pricing Feb. 23

• 18.8% reverse convertible notes due Aug. 26, 2010 linked to Stillwater Mining Co. stock; via Barclays Capital; pricing Feb. 23

• 16.5% reverse convertible notes due Feb. 25, 2011 linked to Stillwater Mining Co. stock; via Barclays Capital; pricing Feb. 23

• 18.3% reverse convertible notes due Feb. 25, 2011 linked to Stillwater Mining Co. stock; via Barclays Capital; pricing Feb. 23

• 11.7% reverse convertible notes due May 27, 2010 linked to SunTrust Banks, Inc. stock; via Barclays Capital; pricing Feb. 23

• 14.2% reverse convertible notes due May 27, 2010 linked to SunTrust Banks, Inc. stock; via Barclays Capital; pricing Feb. 23

• 10.5% reverse convertible notes due Aug. 26, 2010 linked to SunTrust Banks, Inc. stock; via Barclays Capital; pricing Feb. 23

• 12.7% reverse convertible notes due Aug. 26, 2010 linked to SunTrust Banks, Inc. stock; via Barclays Capital; pricing Feb. 23

• 10% reverse convertible notes due Feb. 25, 2011 linked to SunTrust Banks, Inc. stock; via Barclays Capital; pricing Feb. 23

• 11.3% reverse convertible notes due Feb. 25, 2011 linked to SunTrust Banks, Inc. stock; via Barclays Capital; pricing Feb. 23

• 0% double short leverage securities due April 1, 2011 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing March 26

• 0% double short leverage securities due March 28, 2013 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing March 26

• 0% Barclays Perpetual Rolling Open Structure Protecting Equity Returns exchange-traded fund notes due July 24, 2014; via Barclays Capital Inc.; pricing in February

• 0% Performance Leveraged Upside Securities due Aug. 29, 2011 linked to the S&P BRIC 40 index, SPDR S&P Dividend exchange-traded fund, Vanguard REIT ETF, Dow Jones - UBS Commodity index, Energy Select Sector SPDR fund, PowerShares Water Resources Portfolio, iShares MSCI Australia index fund, iShares MSCI Canada index fund, dollar/Japanese yen exchange rate and dollar/euro exchange rate; via Morgan Stanley Smith Barney LLC and Barclays Capital Inc.; pricing in February

CITIGROUP FUNDING, INC.

• Contingent coupon principal-protected ProNotes due Feb. 26, 2015 based on Alcoa Inc., AT&T Inc., American Express Co., E.I. Du Pont De Nemours and Co., General Electric Co., JPMorgan Chase & Co., Johnson & Johnson, Merck & Co., Inc., Exxon Mobil Corp. and Verizon Communications Inc.; via Credit Suisse Securities (USA) LLC; pricing Feb. 23

• 9%-11% callable yield notes due Feb. 28, 2011 based on the S&P 500 index and Market Vectors Gold Miners exchange-traded fund; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing Feb. 23

• Contingent coupon principal-protected ProNotes due Feb. 28, 2013 based on Alcoa Inc., AT&T Inc., American Express Co., E.I. Du Pont De Nemours and Co., General Electric Co., JPMorgan Chase & Co., Johnson & Johnson, Merck & Co., Inc., Exxon Mobil Corp. and Verizon Communications Inc.; via Credit Suisse Securities (USA) LLC; pricing Feb. 25

• Contingent coupon principal-protected ProNotes due Feb. 28, 2013 based on Arch Coal, Inc., Caterpillar, Inc., Chevron Corp., Exxon Mobil Corp., Freeport-McMoRan Copper & Gold Inc., Monsanto Co., Newmont Mining Corp., Potash Corp. of Saskatchewan Inc., Schlumberger NV (Schlumberger Ltd.) and United States Steel Corp.; via Credit Suisse Securities (USA) LLC; pricing Feb. 25

• 8%-11% 13-month Equity LinKed Securities due 2011 based on Alcoa Inc. shares; 75% trigger; via Citigroup Global Markets Inc.; pricing in February

• 8%-10% annualized Equity LinKed Securities due Aug. 25, 2010 linked to the common stock of Chesapeake Energy Corp.; via Citigroup Global Markets Inc.; pricing in February

• 0% Index Leading Stockmarket Return Securities due Feb. 26, 2013 linked to the Dow Jones Industrial Average; via Citigroup Global Markets Inc. and Morgan Stanley Smith Barney LLC; pricing in February

• 0% Performance Leveraged Upside Securities due Feb. 27, 2012 linked to equal weights of the euro, Japanese yen and British pound; via Citigroup Global Markets Inc.; pricing in February

• 2% minimum coupon principal-protected notes due 2015 based on the price of gold; pricing in February

• 0% buffered Performance Leveraged Upside Securities due Feb. 27, 2012 linked to the iShares MSCI Emerging Markets index fund; via Citigroup Global Markets Inc.; pricing in February

• Buffered Performance Leveraged Upside Securities due Feb. 27, 2012 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing in February

• 0% principal-protected notes due Aug. 26, 2015 linked to the S&P 500 index; pricing in February

CREDIT SUISSE, NASSAU BRANCH

• 0% Accelerated Return Equity Securities due Aug. 21, 2013 based on the performance of the Credit Suisse FX Factor US Dollar Excess Return index; via Credit Suisse Securities (USA) LLC; pricing Feb. 19

• Zero-coupon 90% principal-protected ProNotes due May 29, 2012 linked to Australian dollar, Brazilian real, Canadian dollar and Norwegian krone; via Credit Suisse Securities (USA) LLC; pricing Feb. 22

• 8%-10% callable yield notes due Aug. 26, 2010 linked to the iShares MSCI Emerging Markets index fund, Russell 2000 index and S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 23

• 9.5%-12% callable yield notes due Feb. 28, 2011 linked to the iShares MSCI Emerging Markets index fund, Russell 2000 index and S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 23

• Zero-coupon principal-protected ProNotes due Aug. 27, 2015 linked to S&P 500, Dow Jones Euro Stoxx 50 and the Nikkei 225 indexes; via Credit Suisse Securities (USA) LLC; pricing Feb. 23

• Zero-coupon principal-protected ProNotes due Aug. 27, 2015 linked to the S&P 500 index with a 50% weight, the iShares Barclays 20+ Year Treasury Bond fund with a 25% weight, the iShares MSCI EAFE index fund with a 10% weight, the SPDR Gold trust with a 10% weight and the iShares MSCI Emerging Markets index fund with a 5% weight each; via Credit Suisse Securities (USA) LLC; pricing Feb. 23

• 7%-9% callable yield notes due Feb. 28, 2011 based on the S&P 500 index and Russell 2000 index; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing Feb. 23

• 11.5%-14% callable yield notes due March 2, 2011 linked to the iShares MSCI Emerging Markets index fund, Russell 2000 index and S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 25

• 9%-11% callable yield notes due March 2, 2011 linked to the S&P 500 index and Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Feb. 25

• Zero-coupon principal-protected ProNotes due March 3, 2015 linked to the S&P 500 index with a 50% weight, the iShares Barclays 20+ Year Treasury Bond fund with a 25% weight, the iShares MSCI EAFE index fund with a 10% weight, the SPDR Gold trust with a 10% weight and the iShares MSCI Emerging Markets index fund with a 5% weight each; via Credit Suisse Securities (USA) LLC; pricing Feb. 25

• 8%-10.5% callable yield notes due March 2, 2011 based on the S&P 500 index and Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Feb. 25

• 8%-10% callable yield notes due Aug. 30, 2010 based on the S&P 500 index and Russell 2000 index; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing Feb. 25

• Zero-coupon bull/bear principal-protected ProNotes due March 3, 2015 based on S&P 500 index and iShares Barclays 20+ Year Treasury Bond fund; via Credit Suisse Securities (USA) LLC; pricing Feb. 25

• Zero-coupon bull/bear principal-protected ProNotes due Aug. 27, 2015 based on S&P 500 index and iShares Barclays 20+ Year Treasury Bond fund; via Credit Suisse Securities (USA) LLC; pricing Feb. 25

DEUTSCHE BANK AG, LONDON BRANCH

• 7.3%-8.3% yield optimization notes with contingent protection due Feb. 17, 2012 linked to the common stock of Amazon.com, Inc.; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Feb. 11

• 10.3%-12.3% yield optimization notes with contingent protection due Feb. 17, 2012 linked to the common stock of Iamgold Corp.; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Feb. 11

• 8.25%-10.25% yield optimization notes with contingent protection due Feb. 17, 2012 linked to the common stock of Citigroup Inc.; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Feb. 11

• 0% enhanced participation notes due Feb. 23, 2012 based on the Australian dollar, the Brazilian real, the Chinese renminbi and the Indian rupee; via Deutsche Bank Securities Inc.; pricing Feb. 17

• 0% capped Buffered Underlying Securities due Feb. 22, 2012 based on S&P 500 index, the Russell 2000 index, the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; 90% trigger; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Feb. 17

• 0% five-year market contribution securities due Feb. 23, 2015 linked to the Deutsche Bank Liquid Alpha USD 5 Total Return index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Feb. 18

• 0% capped Buffered Underlying Securities due Feb. 29, 2012 based on the iShares MSCI Emerging Markets index fund; 85% trigger; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Feb. 23

• 0% autocallable securities due Feb. 28, 2013, linked to the S&P 500 index; pricing Feb. 23

• 0% market contribution securities due March 11, 2013 linked to the Deutsche Bank Liquid Commodity Index - Mean Reversion Plus Total Return; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing March 5

EKSPORTFINANS ASA

• 0% enhanced growth securities with leveraged upside and buffered downside due March 5, 2012 linked to the iShares MSCI EAFE index fund; via Wells Fargo Securities, LLC; pricing in February

• 9.5% to 10.5% annualized enhanced yield securities with contingent downside protection due May 20, 2010 based on Caterpillar Inc. shares; 80% trigger; via Wells Fargo Securities, LLC

• 16%-17% enhanced yield securities due May 5, 2010 linked to CBS Corp. common stock; 80% trigger; via Wells Fargo Securities, LLC

• 10%-11% enhanced yield securities due May 5, 2010 linked to Cigna Corp. common stock; 80% trigger; via Wells Fargo Securities, LLC

• 12%-13% enhanced yield securities due Aug. 5, 2010 linked to First Solar, Inc. common stock; 75% trigger; via Wells Fargo Securities, LLC

• 11% to 12% annualized enhanced yield securities with contingent downside protection due May 20, 2010 based on Genworth Financial Inc. shares; 75% trigger; via Wells Fargo Securities, LLC

• 9% to 10% annualized enhanced yield securities with contingent downside protection due May 20, 2010 based on Goldman Sachs Group, Inc. shares; 80% trigger; via Wells Fargo Securities, LLC

• 0% currency-linked notes linked to the performance of the Korean won relative to a currency basket holding the euro, Japanese yen and dollar; via Goldman, Sachs & Co.

• 8%-9% enhanced yield securities due April 26, 2010 linked to the Market Vectors Gold Miners exchange-traded fund; via Wells Fargo Securities, LLC

• 14.5%-15.5% enhanced yield securities due Aug. 5, 2010 linked to MGM Mirage common stock; 65% trigger; via Wells Fargo Securities, LLC

• 10.5% to 11.5% annualized enhanced yield securities with contingent downside protection due May 20, 2010 based on Peabody Energy Corp. shares; 75% trigger; via Wells Fargo Securities, LLC

• 8% to 9% annualized enhanced yield securities with contingent downside protection due May 20, 2010 based on Petrσleo Brasileiro SA shares; 80% trigger; via Wells Fargo Securities, LLC

• 18- to 19-month 0% equity index-linked notes tied to the S&P 500 index; via Goldman, Sachs & Co.

• 12%-13% enhanced yield securities due Aug. 5, 2010 linked to Tesoro Corp. common stock; 75% trigger; via Wells Fargo Securities, LLC

• 12%-13% enhanced yield securities due Aug. 5, 2010 linked to Vertex Pharmaceuticals Inc. common stock; 70% trigger; via Wells Fargo Securities, LLC

GOLDMAN SACHS BANK NA

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

GOLDMAN SACHS GROUP, INC.

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

• 15-year callable range accrual notes linked to six-month Libor; via Goldman, Sachs & Co.

• 18- to 21-month 0% leveraged buffered index-linked notes due Sept. 26, 2011 based on the MSCI EAFE index; 90% trigger; via Goldman, Sachs & Co.

• 24- to 28-month 0% leveraged buffered equity index-linked notes based on the MSCI EAFE index; 90% trigger; via Goldman, Sachs & Co.

• 15- to 16-month 0% buffered index-linked notes tied to the S&P 500 index; via Goldman, Sachs & Co.

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

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

• 0% trigger notes due Aug. 4, 2011 based on performance of the S&P 500 index; 85% trigger; via J.P. Morgan Securities Inc.

• 18- to 21-month 0% leveraged buffered index-linked notes based on the S&P 500 index; 90% trigger; via Goldman, Sachs & Co. is the underwriter.

• 19- to 22-month 0% leveraged index-linked notes tied to the S&P 500 index; via Goldman, Sachs & Co.

• 24- to 28-month 0% leveraged buffered equity index-linked notes based on the S&P 500 index; 90% trigger; 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.

• Five-year 0% autocallable index-linked notes tied to the S&P 500 index; via Goldman, Sachs & Co.

• 0% buffered index-linked notes tied to the S&P Homebuilders Select Industry index; via Goldman, Sachs & Co.

HAMPSHIRE FIRST BANK

• Annual income opportunity certificates of deposit due Feb. 23, 2015 linked to the common stocks of AT&T Inc., Bank of America Corp., Bristol-Myers Squibb Co., Newmont Mining Corp., Potash Corp. of Saskatchewan, Inc., Research In Motion Ltd., Schlumberger Ltd., Southern Co., Tiffany & Co., Waste Management Inc., WellPoint Inc. and Yahoo! Inc.; via distributor Advisors Asset Management, Inc.; pricing Feb. 23

HARRIS NA

• Principal-protected certificates of deposit due Feb. 26, 2015 linked to the S&P 500 index; via Incapital LLC; pricing Feb. 23

• Callable principal-protected certificates of deposit due Feb. 26, 2015 based on the S&P 500 index; via InCapital LLC; pricing Feb. 23

HSBC BANK USA, NA

• 0% certificates of deposit with minimum return due Feb. 23, 2016 linked to the Dow Jones Industrial Average; via HSBC Securities (USA) Inc.; pricing Feb. 18

• 0% sector selector certificates of deposit with minimum return due Feb. 24, 2016 linked to the iShares MSCI Emerging Markets index fund, Market Vectors Gold Miners exchange-traded fund, Oil Service Holdrs trust, Financial Select Sector SPDR fund, iShares Dow Jones U.S. Real Estate index fund and Technology Select Sector SPDR fund; via HSBC Securities (USA) Inc.; pricing Feb. 19

• 0% absolute return certificates of deposit due Dec. 22, 2011 based on the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Feb. 19

• 0% absolute return certificates of deposit due June 22, 2012 based on the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Feb. 19

• Contingent annual income certificates of deposit due Feb. 25, 2016 linked to the stocks of American Electric Power Inc., Applied Materials Inc., AT&T Inc., Bank of America Corp., Bank of New York Mellon Corp., Bristol-Myers Squibb Co., ConocoPhillips, Emerson Electric Co., Exelon Corp., Freeport-McMoran Copper & Gold Inc., H.J. Heinz Co., Honeywell International, Intel Corp., Johnson Controls Inc., Kroger Co., Nucor Corp., Merck & Co., Time Warner Inc., Valero Energy Corp. and Verizon Communications Inc.; via HSBC Securities (USA) Inc. and distributor Morgan Stanley Smith Barney; pricing Feb. 22

• Annual income opportunity certificates of deposit due Feb. 25, 2016 linked to the stocks of Archer-Daniels-Midland Co., Barrick Gold Corp., Cameco Corp., El Paso Corp., Freeport-McMoRan Copper & Gold Inc., International Paper Co., Mosaic Co., Schlumberger Ltd., Transocean Ltd. and Weyerhaeuser Co.; via HSBC Securities (USA) Inc.; pricing Feb. 22

• Annual income opportunity certificates of deposit due Feb. 25, 2016 linked to Baidu, Canon, Chunghwa Telecom, Cnooc, Icici Bank, LG Display, NTT, SK Telecom, Tata Motors and Toyota Motors; via HSBC Securities (USA) Inc.; pricing Feb. 22

• Barrier multi-coupon opportunity certificates of deposit due Feb. 27, 2013 linked to the Market Vectors Gold Miners exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Feb. 22

• Barrier multi-coupon opportunity certificates of deposit due Feb. 27, 2014 linked to the Market Vectors Gold Miners exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Feb. 22

• Annual income opportunity series 6 certificates of deposit with an auto cap feature due Feb. 26, 2016 linked to Amazon.com, Inc., Archer-Daniels-Midland Co., Bank of America Corp., Berkshire Hathaway Inc. (class B shares), Exelon Corp., First Solar, Inc., Gilead Sciences, Inc., Motorola, Inc. Newmont Mining Corp., Pfizer Inc., Verizon Communications Inc. and Waste Management, Inc.; via HSBC Securities (USA) Inc.; pricing Feb. 23

• Annual income opportunity series 5 certificates of deposit with an auto cap feature due Feb. 26, 2013 linked to AstraZeneca plc, Barrick Gold Corp., Cameco Corp., China Life Insurance Co., Ltd., Honda Motor Co., Ltd., Kraft Foods Inc., Research in Motion, SAP AG, Sony Corp., Starbucks Corp., Teva Pharmaceutical Industries Ltd. and Vodafone Group plc; via HSBC Securities (USA) Inc.; pricing Feb. 23

• Annual income opportunity series 5 certificates of deposit with an auto cap feature due Feb. 26, 2016 linked to AstraZeneca plc, Barrick Gold Corp., Cameco Corp., China Life Insurance Co., Ltd., Honda Motor Co., Ltd., Kraft Foods Inc., Research in Motion, SAP AG, Sony Corp., Starbucks Corp., Teva Pharmaceutical Industries Ltd. and Vodafone Group plc; via HSBC Securities (USA) Inc.; pricing Feb. 23

HSBC USA INC.

• 0% buffered Accelerated Market Participation Securities due May 24, 2011 based on the iShares Dow Jones U.S. Real Estate index fund; 90% trigger; via HSBC Securities (USA) Inc.; pricing Feb. 19

• 0% Buffered Accelerated Market Participation Securities due Aug. 24, 2011 linked to the iShares Dow Jones U.S. Real Estate index fund; via HSBC Securities (USA) Inc.; pricing Feb. 19

• 8%-11% callable yield notes due Feb. 28, 2011 based on the performance of the iShares MSCI EAFE index fund and iShares MSCI Emerging Markets index fund; 70% trigger; via HSBC Securities (USA) Inc.; pricing Feb. 19

• 0% Accelerated Market Participation Securities due March 24, 2011 linked to the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc.; pricing Feb. 19

• 0% Buffered Accelerated Market Participation Securities due Aug. 24, 2011 linked to the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc.; pricing Feb. 19

• 0% buffered Accelerated Market Participation Securities due May 24, 2011 based on the iShares MSCI Emerging Markets index fund; 90% trigger; via HSBC Securities (USA) Inc.; pricing Feb. 19

• 0% Accelerated Market Participation Securities due May 24, 2011 based on the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc.; pricing Feb. 19

• 11%-14% callable yield notes due Feb. 28, 2011 based on the performance of the Market Vector Gold Miners trust and Energy Select SPDR fund; 70% trigger; via HSBC Securities (USA) Inc.; pricing Feb. 19

• 0% buffered Accelerated Market Participation Securities due May 24, 2011 based on the Russell 2000 index; 90% trigger; via HSBC Securities (USA) Inc.; pricing Feb. 19

• 0% Accelerated Market Participation Securities due May 24, 2011 based on the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Feb. 19

• 0% Accelerated Market Participation Securities due March 24, 2011 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Feb. 19

• 0% Buffered Accelerated Market Participation Securities due Aug. 24, 2011 linked to the Russell index; via HSBC Securities (USA) Inc.; pricing Feb. 19

• 0% Accelerated Market Participation Securities due March 24, 2011 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Feb. 19

• 0% Accelerated Market Participation Securities due May 24, 2011 based on the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Feb. 19

• 0% return optimization securities with contingent protection due Feb. 28, 2013 linked to the Hang Seng China Enterprises, Hang Seng and MSCI Singapore indexes; via UBS Financial Services Inc. and HSBC USA Inc.; pricing Feb. 23

• 0% return optimization securities with contingent protection due Feb. 28, 2013 linked to the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; via UBS Financial Services Inc.; pricing Feb. 23

JPMORGAN CHASE BANK, NA

• 0% certificates of deposit due Feb. 26, 2016 based on S&P 500 index, the Dow Jones Euro Stoxx 50 index and the iShares MSCI EAFE index fund; via J.P. Morgan Securities Inc.; pricing Feb. 19

• Contingent coupon certificates of deposit due Feb. 25, 2016 based on WTI crude oil, natural gas, corn, soybeans, zinc, gold, silver, platinum, S&P GSCI Wheat Index Excess Return and S&P GSCI Livestock Index Excess Return; via J.P. Morgan Securities Inc. and Morgan Stanley Smith Barney; pricing Feb. 22

• Contingent coupon certificates of deposit due Feb. 26, 2016 linked to the common stocks of Alcoa Inc., Abbott Laboratories, Amazon.com, Inc., Costco Wholesale Corp., CVS Caremark Corp., General Electric Co., Microsoft Corp., Newmont Mining Corp., Verizon Communications Inc. and Wells Fargo & Co.; via J.P. Morgan Securities Inc. and distributor Incapital LLC; pricing Feb. 23

• Digital contingent coupon certificates of deposit due Feb. 26, 2016 linked the common stocks of Apple Inc., Abbott Laboratories, Aflac Inc., Baxter International Inc., Cameron International Corp., Fluor Corp., Coca-Cola Co., Monsanto Co., Procter & Gamble Co. and Western Digital Corp.; via J.P. Morgan Securities Inc.; pricing Feb. 23

• 0% equity-linked certificates of deposit due Aug. 27, 2015 linked to the Dow Jones Industrial Average; via J.P. Morgan Securities Inc.; pricing Feb. 23

• 0% certificates of deposit due Feb. 26, 2016 linked to the MSCI World index, the Dow Jones - UBS Commodity index and the JPMorgan GBI Global Bond Index Total Return hedged in dollars; via J.P. Morgan Securities Inc.; pricing Feb. 23

• Certificates of deposit due Feb. 29, 2016 linked inversely to the J.P. Morgan US Treasury Note Futures (G) Tracker; via J.P. Morgan Securities Inc.; pricing Feb. 23

• 0% certificates of deposit due Feb. 29, 2016 based on the S&P 500 Risk Control 10% Excess Return index; via J.P. Morgan Securities Inc.; pricing Feb. 23

• Callable countdown CMS range accrual certificates of deposit due Feb. 26, 2025; via J.P. Morgan Securities Inc. and distributor Incapital LLC; pricing Feb. 24

• Callable leveraged spread certificates of deposit due Feb. 26, 2025 based on the 10-year and two-year Constant Maturity Swap rates; via J.P. Morgan Securities Inc.; settlement Feb. 26

• Callable six-month Libor range accrual certificates of deposit due Feb. 23, 2025; via J.P. Morgan Securities Inc.; pricing in February

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

JPMORGAN CHASE & CO.

• 7.5%-10% yield optimization notes with contingent protection due Aug. 17, 2010 linked to Goldman Sachs Group, Inc. common stock; via UBS Financial Services Inc. and J.P. Morgan Securities Inc.; pricing Feb. 11

• 9%-11.5% yield optimization notes with contingent protection due Aug. 17, 2010 linked to International Paper Co. common stock; via UBS Financial Services Inc. and J.P. Morgan Securities Inc.; pricing Feb. 11

• 10.75% reverse convertible notes due Feb. 28, 2011 linked to Amazon.com, Inc. stock; via JPMorgan; pricing Feb. 23

• 13.25% reverse convertible notes due Aug. 26, 2010 linked to Arch Coal, Inc. stock; via JPMorgan; pricing Feb. 23

• 10.5% reverse convertible notes due Aug. 26, 2010 linked to Bank of America Corp. stock; via JPMorgan; pricing Feb. 23

• 10.5% reverse convertible notes due Feb. 28, 2011 linked to Caterpillar Inc. stock; via JPMorgan; pricing Feb. 23

• 9.5% reverse convertible notes due Feb. 28, 2011 linked to CSX Corp. stock; via JPMorgan; pricing Feb. 23

• 15% reverse convertible notes due May 27, 2010 linked to DryShips Inc. stock; via JPMorgan; pricing Feb. 23

• 21% reverse convertible notes due May 27, 2010 linked to First Solar, Inc. stock; via JPMorgan; pricing Feb. 23

• 14.5% reverse convertible notes due Aug. 26, 2010 linked to Freeport-McMoRan Copper & Gold Inc. stock; via JPMorgan; pricing Feb. 23

• 0% semiannual review notes due Aug. 26, 2011 based on the iShares Dow Jones U.S. Real Estate index fund; pricing Feb. 23

• 0% buffered return enhanced notes due Aug. 31, 2011 linked to the iShares MSCI EAFE index fund;via J.P. Morgan Securities Inc.; pricing Feb. 23

• 0% semiannual review notes due Aug. 26, 2011 based on Market Vectors Gold Miners ETF; pricing Feb. 23

• 0% semiannual review notes due Aug. 26, 2011 based on Market Vectors Gold Miners ETF; pricing Feb. 23

• 11.25% reverse convertible notes due Feb. 28, 2011 linked to Peabody Energy Corp. stock; via JPMorgan; pricing Feb. 23

• 11% reverse convertible notes due Aug. 26, 2010 linked to Research In Motion Ltd. stock; via JPMorgan; pricing Feb. 23

• 0% buffered return enhanced notes due Aug. 31, 2011 based on the Russell 2000 index; 90% trigger; via J.P. Morgan Securities Inc.; pricing Feb. 23

• 0% barrier optimization securities with partial protection due Aug. 31, 2011 linked to the S&P 500 index; via UBS Financial Services Inc. and J.P. Morgan Securities Inc.; pricing Feb. 23

• 0% buffered return enhanced notes due Feb. 29, 2012 based on the S&P 500 index; 90% trigger; via J.P. Morgan Securities Inc.; pricing Feb. 23

• 0% buffered return enhanced notes due Aug. 31, 2011 based on the S&P 500 index; 90% trigger; via J.P. Morgan Securities Inc.; pricing Feb. 23

• 17.25% reverse convertible notes due May 27, 2010 linked to United States Steel Corp. stock; via JPMorgan; pricing Feb. 23

• 17% reverse convertible notes due May 27, 2010 linked to Wynn Resorts, Ltd. stock; via JPMorgan; pricing Feb. 23

• 0% Performance Leveraged Upside Securities due March 29, 2011 based on S&P 500 index; via J.P. Morgan Securities Inc.; pricing in February

MORGAN STANLEY

• 0% Performance Leveraged Upside Securities due Aug. 29, 2011 linked to the Brazilian real, Korean won and Mexican peso; via Morgan Stanley & Co. Inc.; pricing in February

• Leveraged callable CMS curve-linked notes due Feb. 16, 2030; via Morgan Stanley & Co. Inc.; pricing in February

• Leveraged callable CMS curve-linked notes due Feb. 18, 2030; via Morgan Stanley & Co. Inc.; pricing in February

• CMS Curve and Russell 2000 index-linked range accrual notes due Feb. 16, 2030; via Morgan Stanley & Co. Inc.; pricing in February

• Floating-rate notes due March 1, 2020 linked to the Consumer Price Index; via Morgan Stanley & Co. Inc.; pricing in February

• 0% Performance Leveraged Upside Securities due Aug. 29, 2011 based on the Dow Jones - UBS Commodity index; via Morgan Stanley & Co. Inc.; pricing in February

• 0% jump securities due Feb. 27, 2012 based on the performance of iShares Dow Jones U.S. Real Estate index fund; Morgan Stanley & Co. Inc.; pricing in February

• Fixed to floating rate range accrual notes due Feb. 16, 2025 linked to six-month Libor and the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in February

ROYAL BANK OF CANADA

• Zero-coupon principal-protected currency-linked notes due Feb. 20, 2014 based on Brazilian real, the Australian dollar, the Canadian dollar and the Norwegian krone; via RBC Capital Markets Corp.; pricing Feb. 17

• Zero-coupon principal-protected currency-linked notes due Feb. 28, 2014 linked to equal weights of the Brazilian real, the Australian dollar, the Canadian dollar and the Norwegian krone versus the U.S. dollar; via RBC Capital Markets Corp.; pricing Feb. 24

• Floating-rate notes due Feb. 16, 2017 linked to the Consumer Price Index; via RBC Capital Markets Corp.; pricing in February

• Redeemable range accrual notes due Feb. 12, 2020 based on Libor; via RBC Capital Markets Corp.; pricing in February

• Redeemable range accrual notes due Feb. 26, 2025 linked to six-month Libor; via RBC Capital Markets Corp.; pricing in February

• Redeemable leveraged steepener notes due Feb. 26, 2030; via RBC Capital Markets Corp.; pricing in February

SG STRUCTURED PRODUCTS, INC.

• 0% bearish principal-protected notes due Feb. 27, 2015 linked to the SGI Bond 10Y USD index; via SG Americas Securities, LLC and distributor Advisors Asset Management, Inc.; pricing Feb. 23

AB SVENSK EXPORTKREDIT

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

• 0% Accelerated Return Notes due April 2011 based on the MSCI EAFE index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in February

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

UBS AG

• 8%-10.5% yield optimization notes with contingent protection due Feb. 17, 2011 linked to the common stock of Apple Inc.; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 11

• 8.5%-11% yield optimization notes with contingent protection due Feb. 17, 2011 linked to the common stock of Ford Motor Co.; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 11

• 0% performance securities with partial protection due Feb. 19, 2013 linked to the Australian dollar, Brazilian real, Canadian dollar, Norwegian krone and New Zealand dollar; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 12

• 0% return optimization securities due Feb. 19, 2013 linked to the PHLX Housing Sector index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 12

• 11.25% annualized reverse convertible notes due May 28, 2010 linked to the common stock of Alcoa Inc.; 80% trigger; via UBS Securities LLC and UBS Investment Bank; pricing Feb. 23

• 11% reverse convertible notes due Aug. 31, 2010 linked to Chesapeake Energy Corp. stock; 80% trigger; via UBS Securities LLC and UBS Investment Bank; pricing Feb. 23

• 9.5% reverse convertible notes due Feb. 28, 2011 based on the common stock of Deere & Co.; 80% trigger; via UBS Securities LLC and UBS Investment Bank; pricing Feb. 23

• 14% reverse convertible notes due Aug. 31, 2010 linked to Ford Motor Co. common stock; 80% trigger; via UBS Securities LLC and UBS Investment Bank; pricing Feb. 23

• 0% performance securities with contingent protection due Feb. 27, 2015 linked the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 23

• 25.5% annualized reverse convertible notes due May 28, 2010 linked to the common stock of Las Vegas Sands Corp.; 80% trigger; via UBS Securities LLC and UBS Investment Bank; pricing Feb. 23

• 0% return optimization securities with partial protection due Feb. 29, 2012 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Securities LLC; pricing Feb 23

• 0% step performance securities due Feb. 29, 2012 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 23

• 0% double long leverage securities due Feb. 28, 2011 linked to the S&P 500 Information Technology Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 23

• 0% double long leverage securities due Feb. 28, 2011 linked to the S&P 500 Financials Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 23

• 0% double long leverage securities due Feb. 28, 2011 linked to the S&P 500 Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 23

• 0% double short leverage securities due Feb. 28, 2011 linked inversely to the performance of the S&P 500 Total Return index; via UBS Investment Bank and UBS Financial Services Inc.; pricing Feb. 23

• 0% performance securities due Feb. 28, 2013 linked to the UBS V10 Currency Index with Volatility Cap; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 23

• 9.25% reverse convertible notes due Feb. 28, 2011 based on the common stock of Wells Fargo & Co.; 80% trigger; via UBS Securities LLC and UBS Investment Bank; pricing Feb. 23

• 0% double long leverage securities due April 4, 2011 linked to the S&P 500 Information Technology Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 26

• 0% double long leverage securities due April 4, 2011 linked to the S&P 500 Financials Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 26

• 0% double long leverage securities due April 4, 2011 linked to the S&P 500 Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 26

• 0% double short leverage securities due April 4, 2011 linked inversely to the performance of the S&P 500 Total Return index; via UBS Investment Bank and UBS Financial Services Inc.; pricing March 26

• 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 quarterly capped return market-linked certificates of deposit due Feb. 24, 2014 linked to the S&P 500 index; via UnionBanc Investment Services, LLC and distributor Incapital LLC; pricing Feb. 19

• Zero-coupon principal-protected capped return market-linked certificates of deposit due Feb. 24, 2016 linked to the S&P 500 index; via UnionBanc Investment Services, LLC and distributor Incapital LLC; pricing Feb. 19

• Zero-coupon principal-protected market-linked certificates of deposit due Feb. 24, 2014 linked to the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; via UnionBanc Investment Services, LLC and distributor Incapital LLC; pricing Feb. 22

• Zero-coupon principal-protected quarterly capped return market-linked certificates of deposit due Aug. 26, 2013 linked to the Dow Jones - UBS Commodity index; via UnionBanc Investment Services, LLC and distributor Incapital LLC; pricing Feb. 22

WELLS FARGO BANK NA

• 0% market-linked certificates of deposit due Feb. 26, 2014 linked to equal weights of the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; via Incapital LLC; pricing Feb. 19

• Market-linked certificates of deposit due Feb. 26, 2016 based on the Dow Jones - UBS Commodity index; via Incapital LLC; pricing Feb. 19

• Certificates of deposit due Feb. 26, 2016 linked to the SGI WISE US Vol Target 8% (USD-Excess Return) index; via SG America Securities, LLC and distributor Advisors Asset Management, Inc.; pricing Feb. 19

WELLS FARGO & CO.

• 0% enhanced growth securities with partial principal protection due February 2012 linked to the Russell 2000 index; via Wells Fargo Securities

• 0% enhanced growth securities with partial principal protection due August 2013 linked to the S&P 500 index, S&P MidCap 400 index and Russell 2000 index; via Wells Fargo Securities


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