Structured Products Calendar

BANK OF AMERICA CORP.

• Callable capped notes due Nov. 4, 2031 linked to the 30-year and two-year Constant Maturity Swap rates; via Bank of America Merrill Lynch; settlement Nov. 4; Cusip: 06048WJA9

• Autocallable notes due November 2013 linked to the lesser performing of the common stocks of Amazon.com, Inc. and JPMorgan Chase & Co.; via Bank of America Merrill Lynch; settlement in November; Cusip: 06051N765

BANK OF MONTREAL

• 0% buffered bullish enhanced return notes due May 16, 2013 linked to the iShares MSCI EAFE index fund; 85% trigger; via BMO Capital Markets Corp.; pricing Nov. 11; Cusip: 06366QC88

• 12.6%-15.6% annualized reverse exchangeable notes due May 16, 2012 linked to Coach Inc. shares; 60% trigger; via BMO Capital Markets Corp.; pricing Nov. 11; Cusip: 06366QC47

• 14%-17% annualized reverse exchangeable notes due May 16, 2012 linked to JPMorgan Chase & Co. shares; 60% trigger; via BMO Capital Markets Corp.; pricing Nov. 11; Cusip: 06366QC54

• 14.5%-17.5% annualized reverse exchangeable notes due May 16, 2012 linked to Macy's Inc. shares; 65% trigger; via BMO Capital Markets Corp.; pricing Nov. 11; Cusip: 06366QC70

• 13.2%-16.2% annualized reverse exchangeable notes due May 16, 2012 linked to Rio Tinto plc shares; 60% trigger; via BMO Capital Markets Corp.; pricing Nov. 11; Cusip: 06366QC62

BANK OF NOVA SCOTIA

• Callable step-up rate notes due Nov. 16, 2026 with 3% initial rate; via Scotia Capital (USA) Inc.; pricing Nov. 10; Cusip: 064159G27

• Callable step-up rate notes due Nov. 16, 2026 with 3% initial rate; via Scotia Capital (USA) Inc.; pricing Nov. 10; Cusip: 064159AH9

BARCLAYS BANK PLC

• 0% notes due Nov. 8, 2016 linked to the Barclays Capital Voyager II DJ-UBSCI Total Return index; via Barclays Capital Inc.; pricing Nov. 3; Cusip: 06738KXL0

• 0% contingent return optimization securities due Nov. 16, 2012 linked to corn futures contracts; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Nov. 4; Cusip: 06741L674

• 0% barrier notes due Nov. 8, 2013 linked to the S&P 500 index; via Barclays Capital Inc.; pricing Nov. 4; Cusip: 06738KYC9

• 0% buffered Super Track notes due May 15, 2013 linked to the iShares Russell 2000 index fund; via Barclays Capital Inc.; pricing Nov. 10; Cusip: 06738KYF2

• Annual reset coupon buffered notes due Nov. 28, 2014 linked to the S&P 500 index; via Barclays Capital Inc.; pricing Nov. 28; Cusip: 06738KYL9

• Annual reset coupon buffered notes due Nov. 30, 2016 linked to the S&P 500 index; via Barclays Capital Inc.; pricing Nov. 28; Cusip: 06738KYM7

• 0% Strategic Accelerated Redemption Securities due November 2012 linked to the common stock of Apple Inc.; via Bank of America Merrill Lynch; pricing in November

• 0% enhanced market-linked step-up notes with buffer due November 2014 linked to the Dow Jones industrial average; via Bank of America Merrill Lynch; pricing in November

• 0% Accelerated Return Notes due December 2012 linked to the NYSE Arca Gold Miners index; via Bank of America Merrill Lynch; pricing in November

• 0% Accelerated Return Notes due January 2013 linked to the Russell 2000 index; via Bank of America Merrill Lynch; pricing in November

• Zero-coupon capped leveraged index return notes due October 2013 linked to the S&P 500 index; 90% trigger; via Bank of America Merrill Lynch; pricing in November

• 0% Barclays Perpetual Rolling Open Structure Protecting Equity Returns exchange-traded fund notes due Dec. 1, 2016 linked to the Barclays Prosper ETF portfolio; via Barclays Capital Inc.; settlement Dec. 1; Cusip: 06738KYG0

CITIBANK, NA

• Callable leveraged fixed-to-inverse floating-rate market-linked certificates of deposit due in 2031; via Citigroup Global Markets Inc.; Cusip: 172986FN6

• Callable fixed-to-inverse floating-rate market-linked certificates of deposit due 2031 linked to six-month Libor; via Citigroup Global Markets Inc.; Cusip: 172986FU0

CITIGROUP FUNDING INC.

• 0% bearish buffer notes due November 2013 linked inversely to the S&P MidCap 400 index and the Russell 2000 index; via Citigroup Global Markets Inc.; pricing Nov. 4; Cusip: 1730T0PR4

• 0% buffered Performance Leveraged Upside Securities due May 2013 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Nov. 22; Cusip: 17317U527

• Annual observation coupon notes due November 2014 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Nov. 28; Cusip: 1730T0PT0

CREDIT SUISSE AG, NASSAU BRANCH

• 12%-14% callable yield notes due Nov. 7, 2012 linked to the Russell 2000 index, the United States Oil Fund, LP and the Market Vectors Gold Miners exchange-traded fund; 55% trigger; via Credit Suisse Securities (USA) LLC; pricing Nov. 2; Cusip: 22546TGD7

• High/low coupon callable yield notes due May 7, 2012 linked to the Russell 2000 index, the United States Oil Fund, LP and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Nov. 2; Cusip: 22546TGE5

DEUTSCHE BANK AG, LONDON BRANCH

• 0% enhanced participation securities due Feb. 13, 2015 linked to the S&P 500 index; 60% trigger; via Deutsche Bank Securities Inc.; pricing Nov. 10; Cusip: 2515A1DR9

• 0% securities due Nov. 21, 2016 linked to the Deutsche Bank Fed Funds Total Return index and the Deutsche Bank Haven Plus Excess Return index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Nov. 16; Cusip: 2515A1E31

EKSPORTFINANS ASA

• Zero-coupon Capped Leveraged Index Return Notes due February 2013 linked to the price of gold; 95% trigger; via Bank of America Merrill Lynch; pricing in November

• Zero-coupon Capped Leveraged Index Return Notes due January 2013 linked to front month palladium futures contract; 90% trigger; via Bank of America Merrill Lynch; pricing in November

• 0% Strategic Accelerated Redemption Securities due December 2012 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in November

• 18- to 21-month 0% leveraged buffered index-linked notes tied to the MSCI EAFE index; via Goldman, Sachs & Co.

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

GOLDMAN SACHS GROUP, INC.

• Fixed-to-floating notes due Nov. 4, 2014 with 4% initial rate; via Goldman Sachs & Co.; settlement Nov. 4; Cusip: 38143UZA2

• 0% buffered equity index-linked notes due Dec. 4, 2013 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Nov. 28; Cusip: 38143UYX3

• Callable step-up fixed-rate notes due November 2014; via Goldman Sachs & Co. and Incapital LLC; settlement in November; Cusip: 38143UYPO

• 0% equity index-linked notes tied to the Dow Jones industrial average; via Goldman Sachs & Co.; Cusip: 38143UF63

• 0% knock-out equity index-linked notes tied to the Dow Jones industrial average; via Goldman Sachs & Co.; Cusip: 38143UXZ9

• 0% commodity-linked notes due Nov. 9, 2012 tied to the price of gold; 90% trigger; via Goldman Sachs & Co. and J.P. Morgan Securities LLC; Cusip: 38143UYQ8

• 24- to 27-month 0% commodity-linked notes linked to the Goldman Sachs Enhanced Strategy E143 on the Dow Jones-UBS Commodity index; via Goldman, Sachs & Co.

• 24-month 0% leveraged buffered index fund-linked notes tied to the iShares MSCI Emerging Markets index fund; via Goldman Sachs & Co.; Cusip: 38143UZC8

• 18- to 21-month 0% leveraged buffered basket-linked notes tied to Russell 1000 Growth index, the Russell 1000 Value index, Russell Midcap Growth index, Russell Midcap Value index, S&P SmallCap 600 Growth index and the S&P SmallCap 600 Value index; 90% trigger; via Goldman Sachs & Co.; Cusip: 38143UG39

• Four-year 0% leveraged buffered basket-linked notes tied to Russell 1000 Growth index, the Russell 1000 Value index, Russell Midcap Growth index, Russell Midcap Value index, S&P SmallCap 600 Growth index and the S&P SmallCap 600 Value index; 70% trigger; via Goldman Sachs & Co.; Cusip: 38143UG47

• 24-month 0% leveraged buffered index-linked notes tied to the Russell 2000 index; via Goldman Sachs & Co.; Cusip 38143UZB0

• 0% buffered equity index-linked notes due in 13 to 15 months linked to the S&P 500 index; via Goldman Sachs & Co.

• Three-year buffered annual reset coupon equity index-linked notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143UYV7

• 0% digital buffered index-linked notes due between 36 and 37 months after the trade date tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143UZD6

• Five-year buffered annual reset coupon equity index-linked notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143UYW5

• 0% digital buffered index-linked notes due 2016 tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143UZE4

• Callable quarterly index-linked range accrual notes due in 15 years linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38146R477

• Callable quarterly index-linked range accrual notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143UYR6

HSBC USA INC.

• 0% knock-out buffer notes due Nov. 20, 2012 linked to the Chilean peso relative to the dollar; via J.P. Morgan Securities LLC and HSBC Securities (USA) Inc.; pricing Nov. 2; Cusip: 4042K1RF2

• 18-month 0% twin participation notes due May 9, 2013 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Nov. 4; Cusip: 4042K1RD7

• Fixed-to-floating notes due Nov. 16, 2015; via HSBC Securities (USA) Inc.; settlement Nov. 16; Cusip: 4042K1RC9

• 0% Currency Accelerated Return Securities due November 2013 linked to a basket of currencies; via HSBC Securities (USA) Inc.; pricing in November; Cusip: 4042K1RB1

• Return optimization securities due 2013 linked to the iShares FTSE/Xinhua China 25 index fund; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; Cusip: 40433C494

JPMORGAN CHASE & CO.

• Callable fixed-rate step-up notes due Nov. 3, 2031; via J.P. Morgan Securities LLC; pricing Oct. 31; Cusip: 48125VBX7

• Callable fixed-rate step-up notes due Nov. 7, 2026; via J.P. Morgan Securities LLC; pricing Nov. 2; Cusip: 48125VBU3

• 0% Performance Leveraged Upside Securities due May 25, 2012 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Nov. 22; Cusip: 46636T275

MORGAN STANLEY

• 0% trigger jump securities due Nov. 21, 2013 linked to the Brazilian real, the Russian ruble, the Indian rupee and the Chinese renminbi; via Morgan Stanley & Co. LLC; pricing Nov. 22; Cusip: 617482SG0

• 0% trigger Performance Leveraged Upside Securities due Nov. 27, 2015 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Nov. 22; Cusip: 617482D68

• 0% buffered jump securities due Nov. 27, 2015 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Nov. 22; Cusip: 617482D50

• 0% equity-linked notes due Nov. 28, 2017 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Nov. 22; Cusip: 617482D76

• 0% trigger jump securities due November 2014 linked to the iShares MSCI Emerging Markets index fund; 65% trigger; via Morgan Stanley & Co. LLC; pricing in November; Cusip: 61760T157

• 0% equity-linked notes due November 2017 linked to the S&P 500 index; via Morgan Stanley & co. LLC; pricing in November; Cusip: 61760T173

• 0% trigger jump securities due November 2014 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in November; Cusip: 61760T165

ROYAL BANK OF CANADA

• 0% direct investment notes due Dec. 10, 2012 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing Nov. 3; Cusip: 78008TVW1

• 0% buffered bullish enhanced return notes due May 15, 2013 linked to the iShares MSCI Emerging Markets index fund; 85% trigger; via RBC Capital Markets, LLC; pricing Nov. 10; Cusip: 78008TA20

• 0% buffered bullish enhanced return notes due May 15, 2013 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing Nov. 10; Cusip: 48125VBX7

• 18- to 21-month 0% leveraged equity index-linked notes linked to the MSCI EAFE index; via Goldman Sachs & Co.

ROYAL BANK OF SCOTLAND PLC

• Annual reset coupon notes with fixed buffer due Dec. 31, 2014 linked to the S&P 500 index; via RBS Securities Inc.; pricing Nov. 28; Cusip: 78009PCB5

• Annual reset coupon notes with fixed buffer due Dec. 1, 2016 linked to the S&P 500 index; via RBS Securities Inc.; pricing Nov. 28; Cusip: 78009PCA7

AB SVENSK EXPORTKREDIT

• 0% Accelerated Return Notes due February 2013 linked to the Rogers International Commodity Index - Excess Return; via Bank of America Merrill Lynch; pricing in November

UBS AG, LONDON BRANCH

• 0% double short leverage securities linked to the S&P 500 Total Return index; via UBS Financial Services Inc. and UBS Investment Bank

UNITED COMMUNITY BANK

• Callable leveraged CMS steepener certificates of deposit due Nov. 10, 2031 linked to the 10-year and two-year Constant Maturity Swap rates; pricing Nov. 7; Cusip: 90984P3Q6

WELLS FARGO & CO.

• 0% growth securities with upside participation and contingent downside protection due May 2016 linked to the Dow Jones industrial average; via Wells Fargo Securities, LLC; settlement in November; Cusip: 94986RFV8

• 0% upside participation equity-linked notes due May 2018 linked to the Dow Jones industrial average; via Wells Fargo Securities, LLC; settlement in November; Cusip: 94986RFX4

• 0% growth securities with capped upside and fixed percentage buffered downside due May 2015 linked to the iShares MSCI Emerging Markets index fund; via Wells Fargo Securities, LLC; settlement in November; Cusip: 94986RFW6

• 0% growth securities due May 2014 linked to SPDR S&P MidCap 400 ETF trust; 85% trigger; via Wells Fargo Securities, LLC; settlement in November; Cusip: 94986RGA3

• 0% growth securities due May 2015 linked to SPDR S&P 500 ETF trust; iShares Russell 2000 index fund and the SPDR S&P MidCap 400 ETF trust; 85% trigger; via Wells Fargo Securities, LLC; settlement in November; Cusip: 94986RFY2

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