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Published on 8/22/2008 in the Prospect News Structured Products Daily.

Structured Products Calendar

ABN AMRO BANK NV

• 11% annualized Knock-in Reverse Exchangeable Securities S-Notes due Feb. 27, 2009 linked to the common stock of Alcoa Inc.; 65% trigger; via ABN Amro Inc.; pricing Aug. 26

• 13.5% annualized Knock-in Reverse Exchangeable Securities S-Notes due Feb. 27, 2009 linked to the common stock of Apache Corp.; 70% trigger; via ABN Amro Inc.; pricing Aug. 26

• 12.8% annualized Knock-in Reverse Exchangeable Securities S-Notes due Feb. 27, 2009 linked to the common stock of Apple Inc.; 70% trigger; via ABN Amro Inc.; pricing Aug. 26

• 12% annualized Knock-in Reverse Exchangeable Securities S-Notes due Nov. 28, 2008 linked to the common stock of Arch Coal, Inc.; 65% trigger; via ABN Amro Inc.; pricing Aug. 26

• 10% annualized Knock-in Reverse Exchangeable Securities S-Notes due Feb. 27, 2009 linked to the common stock of Boeing Co.; 80% trigger; via ABN Amro Inc.; pricing Aug. 26

• 11% annualized Knock-in Reverse Exchangeable Securities S-Notes due Nov. 28, 2008 linked to the common stock of Caterpillar Inc.; 85% trigger; via ABN Amro Inc.; pricing Aug. 26

• 10% annualized Knock-in Reverse Exchangeable Securities S-Notes due Nov. 28, 2008 linked to the common stock of Chesapeake Energy Corp.; 70% trigger; via ABN Amro Inc.; pricing Aug. 26

• 16% annualized Knock-in Reverse Exchangeable Securities S-Notes due Nov. 28, 2008 linked to the common stock of Chicago Bridge & Iron Co. NV; 75% trigger; via ABN Amro Inc.; pricing Aug. 26

• 10.5% annualized Knock-in Reverse Exchangeable Securities S-Notes due Nov. 28, 2008 linked to the common stock of Deere & Co.; 80% trigger; via ABN Amro Inc.; pricing Aug. 26

• 10% annualized Knock-in Reverse Exchangeable Securities S-Notes due Nov. 28, 2008 linked to the common stock of Diamond Offshore Drilling, Inc.; 75% trigger; via ABN Amro Inc.; pricing Aug. 26

• 11.75% annualized Knock-in Reverse Exchangeable Securities S-Notes due Aug. 31, 2009 linked to Dick's Sporting Goods, Inc. stock; via ABN Amro Inc.; pricing Aug. 26

• 10% annualized Knock-in Reverse Exchangeable Securities S-Notes due Aug. 31, 2009 linked to Exxon Mobil Corp. stock; via ABN Amro Inc.; pricing Aug. 26

• 10.3% annualized Knock-in Reverse Exchangeable Securities S-Notes due Feb. 27, 2009 linked to the common stock of Goldman Sachs Group, Inc.; 70% trigger; via ABN Amro Inc.; pricing Aug. 26

• 10% annualized Knock-in Reverse Exchangeable Securities S-Notes due Feb. 27, 2009 linked to the common stock of Google Inc.; 75% trigger; via ABN Amro Inc.; pricing Aug. 26

• 14.5% annualized Knock-in Reverse Exchangeable Securities S-Notes due Nov. 28, 2008 linked to the common stock of Hess Corp.; 70% trigger; via ABN Amro Inc.; pricing Aug. 26

• 10% annualized Knock-in Reverse Exchangeable Securities S-Notes due Nov. 28, 2008 linked to the common stock of Honeywell International Inc.; 85% trigger; via ABN Amro Inc.; pricing Aug. 26

• 11.7% annualized Knock-in Reverse Exchangeable Securities S-Notes due Feb. 27, 2009 linked to the common stock of Intel Corp.; 80% trigger; via ABN Amro Inc.; pricing Aug. 26

• 11.5% annualized Knock-in Reverse Exchangeable Securities S-Notes due Feb. 27, 2009 linked to the common stock of International Paper Co.; 80% trigger; via ABN Amro Inc.; pricing Aug. 26

• 11.5% annualized Knock-in Reverse Exchangeable Securities S-Notes due Nov. 28, 2008 linked to the common stock of JPMorgan Chase & Co.; 75% trigger; via ABN Amro Inc.; pricing Aug. 26

• 13% annualized Knock-in Reverse Exchangeable Securities S-Notes due Feb. 27, 2009 linked to the common stock of MasterCard Inc.; 70% trigger; via ABN Amro Inc.; pricing Aug. 26

• 11.5% annualized Knock-in Reverse Exchangeable Securities S-Notes due Aug. 31, 2009 linked to McDermott International, Inc. stock; via ABN Amro Inc.; pricing Aug. 26

• 12.3% annualized Knock-in Reverse Exchangeable Securities S-Notes due Feb. 27, 2009 linked to the common stock of Monsanto Co.; 65% trigger; via ABN Amro Inc.; pricing Aug. 26

• 12.5% annualized Knock-in Reverse Exchangeable Securities S-Notes due Nov. 28, 2008 linked to the common stock of Noble Corp.; 75% trigger; via ABN Amro Inc.; pricing Aug. 26

• 10% annualized Knock-in Reverse Exchangeable Securities S-Notes due Nov. 28, 2008 linked to the common stock of Norfolk Southern Corp.; 80% trigger; via ABN Amro Inc.; pricing Aug. 26

• 15% annualized Knock-in Reverse Exchangeable Securities S-Notes due Feb. 27, 2009 linked to the common stock of Peabody Energy Corp.; 65% trigger; via ABN Amro Inc.; pricing Aug. 26

• 14.5% annualized Knock-in Reverse Exchangeable Securities S-Notes due Aug. 31, 2009 linked to Potash Corp. of Saskatchewan Inc. stock; via ABN Amro Inc.; pricing Aug. 26

• 15.5% annualized Knock-in Reverse Exchangeable Securities S-Notes due Nov. 28, 2008 linked to the common stock of Schering-Plough Corp.; 80% trigger; via ABN Amro Inc.; pricing Aug. 26

• 12.5% annualized Knock-in Reverse Exchangeable Securities S-Notes due Feb. 27, 2009 linked to the common stock of Schlumberger NV; 75% trigger; via ABN Amro Inc.; pricing Aug. 26

• 12% annualized Knock-in Reverse Exchangeable Securities S-Notes due Feb. 27, 2009 linked to the common stock of Suncor Energy Inc.; 70% trigger; via ABN Amro Inc.; pricing Aug. 26

• 11.25% annualized Knock-in Reverse Exchangeable Securities S-Notes due Aug. 31, 2009 linked to Transocean Inc.; via ABN Amro Inc.; pricing Aug. 26

• 11.7% annualized Knock-in Reverse Exchangeable Securities S-Notes due Feb. 27, 2009 linked to the common stock of Trinity Industries, Inc.; 70% trigger; via ABN Amro Inc.; pricing Aug. 26

• 13.4% annualized Knock-in Reverse Exchangeable Securities S-Notes due Feb. 27, 2009 linked to the common stock of United States Steel Corp.; 60% trigger; via ABN Amro Inc.; pricing Aug. 26

• 13.5% annualized Knock-in Reverse Exchangeable Securities S-Notes due Nov. 28, 2008 linked to the common stock of Valero Energy Corp.; 70% trigger; via ABN Amro Inc.; pricing Aug. 26

• 13.5% annualized Knock-in Reverse Exchangeable Securities S-Notes due Nov. 28, 2008 linked to the common stock of Visa Inc.; 70% trigger; via ABN Amro Inc.; pricing Aug. 26

• 13% annualized Knock-in Reverse Exchangeable Securities S-Notes due Nov. 28, 2008 linked to the common stock of Wyeth; 85% trigger; via ABN Amro Inc.; pricing Aug. 26

• 13% Knock-in Reverse Exchangeable Securities due Dec. 4, 2008 linked to Schlumberger NV common stock; 80% trigger; via ABN Amro Inc.; pricing Aug. 29

BANK OF AMERICA CORP.

• Floating-rate notes due between Aug. 28, 2012 and Aug. 28, 2013 linked to the Consumer Price Index; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing Aug. 25

• Zero-coupon one- to two-year commodity-linked notes linked to natural gas; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; settlement Aug. 28

• 0% buffered Strategic Equity Exposure Performance Linked Securities due Aug. 27, 2010 linked to the S&P 500 index; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing in August

• 0% buffered Strategic Equity Exposure Performance Linked Securities due Aug. 27, 2010 linked to the S&P 500, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via Banc of America Securities LLC and Bank of America Investment Services, Inc.; pricing in August

• 0% Minimum Return Equity Appreciation Growth Linked Securities due Aug. 30, 2013 linked to S&P 500, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via Banc of America Securities LLC and Bank of America Investment Services, Inc.; pricing in August

• 0% Minimum Return Equity Appreciation Growth Linked Securities due Sept. 9, 2013 linked to Dow Jones Industrial Average, Nasdaq 100 index, iShares MSCI EAFE index fund and S&P MidCap 400 index; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing Sept. 3

• Floating-rate notes due between Sept. 26, 2012 and Sept. 26, 2013 linked to the Consumer Price Index; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing Sept. 23

• 0% Minimum Return Equity Appreciation Growth Linked Securities due Sept. 27, 2013 linked to the Nasdaq 100; via Banc of America Securities LLC and Bank of America Investment Services, Inc.; pricing Sept. 23

• 0% Minimum Return Equity Appreciation Growth Linked Securities due Sept. 27, 2013 linked to the Dow Jones Industrial Average; via Banc of America Securities LLC and Bank of America Investment Services, Inc.; pricing Sept. 24

• 0% Buffered Strategic Equity Exposure Performance Linked Securities due Sept. 27, 2010 linked to the Nasdaq 100 index; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing in September

• 0% Minimum Return Equity Appreciation Growth Linked Securities due Aug. 29, 2013 linked to the S&P 500; via Banc of America Securities LLC and Bank of America Investment Services, Inc.

BARCLAYS BANK PLC

• 0% performance allocation securities due Aug. 30, 2013 linked to the best performing of three equity portfolios, each consisting of different weighted allocations to U.S. equities, international developed market equities and Asia excluding Japan equities; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Aug. 26

• 14% reverse convertible notes due Feb. 27, 2009 linked to Alcoa Inc. stock; 75% trigger; via Barclays Capital; pricing Aug. 26

• 13.25% reverse convertible notes due Feb. 27, 2009 linked to Amazon.com, Inc. stock; 70% trigger; via Barclays Capital; pricing Aug. 26

• 13.75% reverse convertible notes due Feb. 27, 2009 linked to American Express Co. stock; 70% trigger; via Barclays Capital; pricing Aug. 26

• 9.75% reverse convertible notes due Feb. 27, 2009 linked to Applied Materials, Inc. stock; 60% trigger; via Barclays Capital; pricing Aug. 26

• 19.5% reverse convertible notes due Feb. 27, 2009 linked to Arch Coal, Inc. stock; 60% trigger; via Barclays Capital; pricing Aug. 26

• 17% reverse convertible notes due Aug. 26, 2009 linked to Arch Coal, Inc. stock; 60% trigger; via Barclays Capital; pricing Aug. 26

• 13.5% reverse convertible notes due Feb. 27, 2009 linked to Archer-Daniels-Midland Co. stock; 80% trigger; via Barclays Capital; pricing Aug. 26

• 9.25% reverse convertible notes due Aug. 26, 2009 linked to AT&T Inc. stock; 80% trigger; via Barclays Capital; pricing Aug. 26

• 0% Barclays AIMS Algorithmic Inflation Momentum Switching index notes due Aug. 30, 2013; via Barclays Capital Inc.; pricing Aug. 26

• Zero-coupon principal-protected Barclays Capital Global Carbon Index Excess Return notes due Aug. 30, 2013 linked to the Barclays Capital Global Carbon Index Excess Return; via Barclays Capital; pricing Aug. 26

• Zero-coupon 100% principal-protected notes due Aug. 31, 2011 linked to the Barclays Intelligent Carry Index USD ER; via Barclays Capital Inc.; pricing Aug. 26

• 2% notes due Aug. 31, 2018 linked to the Barclays TrendStar index; via Barclays Capital Inc.; pricing Aug. 26

• 14.6% reverse convertible notes due Feb. 27, 2009 linked to Barrick Gold Corp. stock; 76% trigger; via Barclays Capital; pricing Aug. 26

• 10% reverse convertible notes due Feb. 27, 2009 linked to Best Buy Co., Inc. stock; 75% trigger; via Barclays Capital; pricing Aug. 26

• 10.75% reverse convertible notes due Feb. 27, 2009 linked to Boston Scientific Corp. stock; 70% trigger; via Barclays Capital; pricing Aug. 26

• 9.75% reverse convertible notes due Aug. 26, 2009 linked Bristol-Myers Squibb Co. stock; via Barclays Capital; 80% trigger; pricing Aug. 26

• 15.8% reverse convertible notes due Feb. 27, 2009 linked to Canadian Natural Resources Ltd. stock; 70% trigger; via Barclays Capital; pricing Aug. 26

• 13.8% reverse convertible notes due Feb. 27, 2009 linked to Chesapeake Energy Corp. stock; 70% trigger; via Barclays Capital; pricing Aug. 26

• 15.5% reverse convertible notes due Aug. 26, 2009 linked Chesapeake Energy Corp. stock; 70% trigger; via Barclays Capital; pricing Aug. 26

• 16% reverse convertible notes due Feb. 27, 2009 linked to Chicago Bridge & Iron Co. N.V. stock; 70% trigger; via Barclays Capital; pricing Aug. 26

• 13% reverse convertible notes due Feb. 27, 2009 linked to Citigroup Inc. stock; 60% trigger; via Barclays Capital; pricing Aug. 26

• 9.5% reverse convertible notes due Aug. 26, 2009 linked ConocoPhillips stock; 80% trigger; via Barclays Capital; pricing Aug. 26

• 15.9% reverse convertible notes due Feb. 27, 2009 linked to Consol Energy Inc. stock; 60% trigger; via Barclays Capital; pricing Aug. 26

• 10.75% reverse convertible notes due Aug. 26, 2009 linked Corning Inc. stock; 75% trigger; via Barclays Capital; pricing Aug. 26

• 11.1% reverse convertible notes due Feb. 27, 2009 linked to Deere & Co. stock; 80% trigger; via Barclays Capital; pricing Aug. 26

• 15.25% reverse convertible notes due Feb. 27, 2009 linked to Devon Energy Corp. stock; 75% trigger; via Barclays Capital; pricing Aug. 26

• 12.5% reverse convertible notes due Feb. 27, 2009 linked to Diamond Offshore Drilling, Inc. stock; 70% trigger; via Barclays Capital; pricing Aug. 26

• 20% reverse convertible notes due Aug. 26, 2009 linked DryShips Inc. stock; 60% trigger; via Barclays Capital; pricing Aug. 26

• 10.75% reverse convertible notes due Feb. 27, 2009 linked to eBay Inc. stock; 80% trigger; via Barclays Capital; pricing Aug. 26

• 10.5% reverse convertible notes due Feb. 27, 2009 linked to EMC Corp. stock; 75% trigger; via Barclays Capital; pricing Aug. 26

• 16.8% reverse convertible notes due Nov. 28, 2008 linked to Energy Conversion Devices, Inc. stock; 60% trigger; via Barclays Capital; pricing Aug. 26

• 15.65% reverse convertible notes due Nov. 28, 2008 linked to Evergreen Solar, Inc. stock; 60% trigger; via Barclays Capital; pricing Aug. 26

• 11% reverse convertible notes due Feb. 27, 2009 linked to Financial Select Sector SPDR Fund stock; 75% trigger; via Barclays Capital; pricing Aug. 26

• 20% reverse convertible notes due Feb. 27, 2009 linked to First Solar, Inc. stock; 60% trigger; via Barclays Capital; pricing Aug. 26

• 20% reverse convertible notes due Nov. 28, 2008 linked to Ford Motor Co. stock; 60% trigger; via Barclays Capital; pricing Aug. 26

• 13.5% reverse convertible notes due Feb. 27, 2009 linked to Forest Oil Corp. stock; 70% trigger; via Barclays Capital; pricing Aug. 26

• 16.75% reverse convertible notes due Feb. 27, 2009 linked to Freeport-McMoRan Copper & Gold Inc. stock; 60% trigger; via Barclays Capital; pricing Aug. 26

• 18% reverse convertible notes due Feb. 27, 2009 linked to Frontier Oil Corp. stock; 60% trigger; via Barclays Capital; pricing Aug. 26

• 15.5% reverse convertible notes due Nov. 28, 2008 linked to Garmin Ltd. stock; 75% trigger; via Barclays Capital; pricing Aug. 26

• 16.7% reverse convertible notes due Feb. 27, 2009 linked to Goldcorp Inc. stock; 75% trigger via Barclays Capital; pricing Aug. 26

• 12.35% reverse convertible notes due Feb. 27, 2009 linked to Goldman Sachs Group, Inc. stock; 75% trigger; via Barclays Capital; pricing Aug. 26

• 11.75% reverse convertible notes due Feb. 27, 2009 linked to Halliburton Co. stock; 80% trigger; via Barclays Capital; pricing Aug. 26

• 11.75% reverse convertible notes due Feb. 27, 2009 linked to Harley-Davidson, Inc. stock; 75% trigger; via Barclays Capital; pricing Aug. 26

• 11.5% reverse convertible notes due Feb. 27, 2009 linked to H&R Block, Inc. stock; 75% trigger; via Barclays Capital; pricing Aug. 26

• 9.25% reverse convertible notes due Feb. 27, 2009 linked to Ingersoll-Rand Co. Ltd. stock; 80% trigger; via Barclays Capital; pricing Aug. 26

• 12.75% reverse convertible notes due Feb. 27, 2009 linked to iShares MSCI Brazil Index Fund stock; 70% trigger; via Barclays Capital; pricing Aug. 26

• 10.25% reverse convertible notes due Feb. 27, 2009 linked to iShares MSCI Emerging Markets Index Fund stock; 75% trigger; via Barclays Capital; pricing Aug. 26

• 8.25% reverse convertible notes due Feb. 27, 2009 linked to iShares Russell 2000 Index Fund stock; 85% trigger; via Barclays Capital; pricing Aug. 26

• 14% reverse convertible notes due Feb. 27, 2009 linked to JPMorgan Chase & Co. stock; 75% trigger; via Barclays Capital; pricing Aug. 26

• 12.25% reverse convertible notes due Feb. 27, 2009 linked to Kohl's Corp. stock; 75% trigger; via Barclays Capital; pricing Aug. 26

• 18.75% reverse convertible notes due Feb. 27, 2009 linked to Las Vegas Sands Corp. stock; 60% trigger; via Barclays Capital; pricing Aug. 26

• 11.5% reverse convertible notes due Feb. 27, 2009 linked to Marathon Oil Corp. stock; 75% trigger; via Barclays Capital; pricing Aug. 26

• 13.5% reverse convertible notes due Feb. 27, 2009 linked to Marvell Technology Group Ltd. stock; 70% trigger; via Barclays Capital; pricing Aug. 26

• 9.75% reverse convertible notes due Aug. 26, 2009 linked Merck & Co. Inc. stock; 80% trigger; via Barclays Capital; pricing Aug. 26

• 16.75% reverse convertible notes due Feb. 27, 2009 linked to Merrill Lynch & Co., Inc. stock; 60% trigger; via Barclays Capital; pricing Aug. 26

• 12.75% reverse convertible notes due Nov. 28, 2008 linked to MGM Mirage stock; 60% trigger; via Barclays Capital; pricing Aug. 26

• 17.5% reverse convertible notes due Feb. 27, 2009 linked to Mosaic Co. stock; 60% trigger; via Barclays Capital; pricing Aug. 26

• 13.8% reverse convertible notes due Feb. 27, 2009 linked to Mylan Laboratories Inc. stock; 70% trigger; via Barclays Capital; pricing Aug. 26

• 14% reverse convertible notes due Feb. 27, 2009 linked to Noble Corp. stock; 75% trigger; via Barclays Capital; pricing Aug. 26

• 9.5% reverse convertible notes due Feb. 27, 2009 linked to Norfolk Southern Corp. stock; 75% trigger; via Barclays Capital; pricing Aug. 26

• 14.9% reverse convertible notes due Nov. 28, 2008 linked to Nucor Corp. stock; 75% trigger; via Barclays Capital; pricing Aug. 26

• 18% reverse convertible notes due Feb. 27, 2009 linked to Nvidia Corp. stock; 70% trigger; via Barclays Capital; pricing Aug. 26

• 13% reverse convertible notes due Feb. 27, 2009 linked to Occidental Petroleum Corp. stock; 75% trigger; via Barclays Capital; pricing Aug. 26

• 15.5% reverse convertible notes due Aug. 26, 2009 linked to Peabody Energy Corp. stock; 60% trigger; via Barclays Capital; pricing Aug. 26

• 18.5% reverse convertible notes due Feb. 27, 2009 linked to Peabody Energy Corp. stock; 65% trigger; via Barclays Capital; pricing Aug. 26

• 20% reverse convertible notes due Nov. 28, 2008 linked to Petrohawk Energy Corp. stock; 60% trigger; via Barclays Capital; pricing Aug. 26

• 13.5% reverse convertible notes due Feb. 27, 2009 linked to Potash Corp. of Saskatchewan Inc. stock; 60% trigger; via Barclays Capital; pricing Aug. 26

• 8.25% reverse convertible notes due Feb. 27, 2009 linked to PowerShares QQQ Trust, Series 1 stock; 85% trigger; via Barclays Capital; pricing Aug. 26

• 9.25% reverse convertible notes due Feb. 27, 2009 linked to Qualcomm Inc. stock; 80% trigger; via Barclays Capital; pricing Aug. 26

• 14.9% reverse convertible notes due Feb. 27, 2009 linked to Reliant Energy Inc. stock; 75% trigger; via Barclays Capital; pricing Aug. 26

• 14.4% reverse convertible notes due Feb. 27, 2009 linked to Research In Motion Ltd. stock; 70% trigger; via Barclays Capital; pricing Aug. 26

• 0% performance securities with contingent protection due Aug. 30, 2013 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Aug. 26

• 11.1% reverse convertible notes due Aug. 26, 2009 linked to Schering-Plough Corp. stock; 75% trigger; via Barclays Capital; pricing Aug. 26

• 12.75% reverse convertible notes due Feb. 27, 2009 linked to Schlumberger N.V. (Schlumberger Ltd.) stock; 75% trigger; via Barclays Capital; pricing Aug. 26

• 15% reverse convertible notes due Feb. 27, 2009 linked to Sears Holdings Corp. stock; 70% trigger; via Barclays Capital; pricing Aug. 26

• 13.5% reverse convertible notes due Nov. 28, 2008 linked to Shaw Group Inc. stock; 70% trigger; via Barclays Capital; pricing Aug. 26

• 20% reverse convertible notes due Feb. 27, 2009 linked to Southern Copper Corp. stock; 70% trigger; via Barclays Capital; pricing Aug. 26

• 7.3% reverse convertible notes due Feb. 27, 2009 linked to the SPDR Trust, Series 1; 80% trigger; via Barclays Capital Inc.; pricing Aug. 26

• 11.5% reverse convertible notes due Feb. 27, 2009 linked to Starbucks Corp. stock; 75% trigger; via Barclays Capital; pricing Aug. 26

• 15.8% reverse convertible notes due Feb. 27, 2009 linked to Sunoco, Inc. stock; 70% trigger; via Barclays Capital; pricing Aug. 26

• 20% reverse convertible notes due Feb. 27, 2009 linked to SunPower Corp. stock; 60% trigger; via Barclays Capital; pricing Aug. 26

• 20% reverse convertible notes due Feb. 27, 2009 linked to Suntech Power Holdings Co., Ltd. stock; 60% trigger; via Barclays Capital; pricing Aug. 26

• 13.5% reverse convertible notes due Feb. 27, 2009 linked to Superior Energy Services, Inc. stock; 75% trigger; via Barclays Capital; pricing Aug. 26

• 11% reverse convertible notes due Feb. 27, 2009 linked to Target Corp. stock; 70% trigger; via Barclays Capital; pricing Aug. 26

• 20% reverse convertible notes due Feb. 27, 2009 linked to Terra Industries Inc. stock; 60% trigger; via Barclays Capital; pricing Aug. 26

• 19.5% reverse convertible notes due Nov. 28, 2008 linked to Tesoro Corp. stock; 60% trigger; via Barclays Capital; pricing Aug. 26

• 18% reverse convertible notes due Feb. 27, 2009 linked to Titanium Metals Corp. stock; 65% trigger; via Barclays Capital; pricing Aug. 26

• 17.25% reverse convertible notes due Feb. 27, 2009 linked to United States Steel Corp. stock; 60% trigger; via Barclays Capital; pricing Aug. 26

• 14.5% reverse convertible notes due Feb. 27, 2009 linked to Valero Energy Corp. stock; 70% trigger; via Barclays Capital; pricing Aug. 26

• 9.25% reverse convertible notes due Aug. 26, 2009 linked Verizon Communications Inc. stock; 80% trigger; via Barclays Capital; pricing Aug. 26

• 14.3% reverse convertible notes due Feb. 27, 2009 linked to Wells Fargo & Co. stock; 70% trigger; via Barclays Capital; pricing Aug. 26

• 12% reverse convertible notes due Feb. 27, 2009 linked to Whirlpool Corp. stock; 80% trigger; via Barclays Capital; pricing Aug. 26

• Zero-coupon principal protection absolute return barrier notes due Feb. 26, 2010 linked to WTI crude oil; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Aug. 26

• 9% reverse convertible notes due Aug. 26, 2009 linked Xerox Corp. stock; 80% trigger; via Barclays Capital; pricing Aug. 26

• 11.1% reverse convertible notes due Feb. 27, 2009 linked to XTO Energy Inc. stock; 70% trigger; via Barclays Capital; pricing Aug. 26

• 14.5% reverse convertible notes due Feb. 27, 2009 linked to Yahoo! Inc. stock; 70% trigger; via Barclays Capital; pricing Aug. 26

• Zero-coupon principal-protected notes due Aug. 31, 2011 linked to equal weights of the British pound, Canadian dollar and euro, all relative to the U.S. dollar; via Barclays Capital Inc.; pricing Aug. 28

• Zero-coupon principal-protected notes due Sept. 8, 2011 linked to British pound sterling, Canadian dollar and euro, each against the dollar; via Barclays Capital; pricing Sept. 5

• 0% Buffered Super Track notes due Sept. 8, 2011 linked to the KBW Bank exchange-traded fund; via Barclays Capital; pricing Sept. 5

• 0% return optimization securities with partial protection due March 31, 2010 linked to the S&P 500 index; 90% trigger; via UBS Financial Services Inc. and Barclays Capital Inc. are the underwriters; pricing Sept. 25

CITIGROUP FUNDING INC.

• Zero-coupon principal-protected trust certificates due 2013 linked to the Dow Jones Euro Stoxx 50, S&P 500 and S&P BRIC 40 indexes; issued through Safety First Trust Series 2008-3, with Citigroup Global Markets Inc. as underwriter; pricing in August

• 8% to 9% Equity LinKed Securities linked to the common stock of Exxon Mobil Corp. 80% trigger; via Citigroup Global Markets Inc.; pricing in August

• One-year 8% Premium Mandatory Callable Equity-linked Securities based on the iShares MSCI Brazil index fund; via Citigroup Global Markets, Inc.; pricing in August

• 8% to 9.5% Equity LinKed Securities due August 2009 linked to Microsoft Corp. common stock; 75% trigger; via Citigroup Global Markets, Inc.; pricing in August

• 3.8% to 4.2% principal-protected fixed-coupon notes due August 2013 linked to the Russian ruble and Indian rupee; via Citigroup Global Markets Inc.; pricing in August

• 0% contingent upside participation principal-protected notes due 2010 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing in August

• 0% buffer notes due 2000 linked to shares of the iShares MSCI Emerging Markets index fund; via Citigroup Global Markets Inc.

• Zero-coupon contingent absolute return principal-protected notes due 2010 linked to the S&P MidCap 400 index; via Citigroup Global Markets Inc.

CREDIT SUISSE, NASSAU BRANCH

• 0% ProNotes due Aug. 31, 2010 linked to Brazilian real, Russian ruble, Australian dollar and South African rand, versus U.S. dollar; via Credit Suisse Securities (USA) LLC; pricing Aug. 26

• 0% ProNotes due March 2, 2011 linked to Brazilian real, Russian ruble, Australian dollar and South African rand, versus U.S. dollar; via Credit Suisse Securities (USA) LLC; pricing Aug. 26

• 14.5% callable yield notes due Aug. 31, 2009 linked to the Dow Jones Euro Stoxx 50, Russell 2000 and S&P 500 indexes; via Credit Suisse Securities (USA) LLC; pricing Aug. 26

• 0% Accelerated Return Equity Securities due Sept. 30, 2009 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 26

• 12% callable yield notes due Aug. 31, 2009 linked to the S&P 500 index, the Russell 2000 index and the Dow Jones Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 26

DEUTSCHE BANK AG, LONDON BRANCH

• 0% performance securities with contingent protection due Aug. 30, 2013 linked to the Dow Jones Euro Stoxx 50 index with a 40% weight, the FTSE 100 index with a 25% weight, the Nikkei 225 index with a 20% weight, the Swiss Market index with a 5% weight, the S&P/ASX 200 index with a 5% weight and the MSCI Emerging Markets index with a 5% weight; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Aug. 26

• Zero-coupon 100% principal protection notes due Aug. 31, 2010 linked to the Indonesian rupiah, Taiwanese dollar, Malaysian ringgit, Philippine peso and Chinese renminbi; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Aug. 26

• 0% return optimization securities with partial protection due Feb. 26, 2010 linked to the MSCI EAFE index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Aug. 26

• Zero-coupon 100% principal protection absolute return barrier notes due Feb. 26, 2010 linked to the MSCI EAFE index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Aug. 26

• 0% capped Buffered Underlying Securities due Feb. 28, 2010 linked to the S&P 100 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Aug. 26

• Zero-coupon 100% principal protection absolute return barrier notes due Feb. 26, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Aug. 26

• Zero-coupon 100% principal protection absolute return barrier M-notes due April 29, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Aug. 26

• 0% Buffered Underlying Securities due Feb. 26, 2010 linked to S&P 500, Russell 2000 and MSCI EAFE indexes; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Aug. 26

• 0% capped Buffered Underlying Securities due March 3, 2010 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Aug. 28

• Zero-coupon 100% principal protection absolute return barrier M-notes due March 3, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Aug. 28

• 0% Buffered Underlying Securities due Sept. 4, 2013 linked to the Deutsche Bank Liquid Commodity Index - Mean Reversion Plus Excess Return; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Aug. 29

• 0% Buffered Underlying Securities due Sept. 10, 2013 linked to MSCI EAFE index, MSCI Emerging Markets index and Deutsche Bank Balanced Currency Harvest (USD) Index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Sept. 5

• Zero-coupon principal-protection escalator notes due Sept. 16, 2013 linked to MSCI EAFE index, S&P 500 index, Deutsche Bank Balanced Currency Harvest index and Deutsche Bank Liquid Commodity Index - Mean Reversion Plus Excess Return; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Sept. 10

• 0% leveraged upside securities due Sept. 29, 2011 linked to the Deutsche Bank Liquid Alpha USD 5 Total Return index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Sept. 24

EKSPORTFINANS ASA

• 24% reverse convertible notes due Dec. 1, 2008 linked to the common stock of Bank of America Corp.; 70% trigger; via Natixis Securities North America Inc.; pricing Aug. 26

• 19.2% reverse convertible notes due Dec. 1, 2008 linked to the common stock of Capital One Financial Corp.; 60% trigger; via Natixis Securities North America Inc.; pricing Aug. 26

• 14.6% reverse convertible notes due March 2, 2009 linked to the common stock of Chicago Bridge & Iron Co. NV; 70% trigger; via Natixis Securities North America Inc.; pricing Aug. 26

• 16.7% reverse convertible notes due Dec. 1, 2008 linked to the common stock of Consol Energy Inc.; 65% trigger; via Natixis Securities North America Inc.; pricing Aug. 26

• 33.5% reverse convertible notes due Dec. 1, 2008 linked to the common stock of Continental Airlines, Inc.; 60% trigger; via Natixis Securities North America Inc.; pricing Aug. 26

• 30.9% reverse convertible notes due March 2, 2009 linked to the common stock of D.R. Horton, Inc.; 65% trigger; via Natixis Securities North America Inc.; pricing Aug. 26

• 27.45% reverse convertible notes due Dec. 1, 2008 linked to the common stock of DryShips, Inc.; 70% trigger; via Natixis Securities North America Inc.; pricing Aug. 26

• 16.6% reverse convertible notes due March 2, 2009 linked to the common stock of Freeport-McMoRan Copper & Gold, Inc.; 65% trigger; via Natixis Securities North America Inc.; pricing Aug. 26

• 30% reverse convertible notes due Dec. 1, 2008 linked to the common stock of InterOil Corp.; 65% trigger; via Natixis Securities North America Inc.; pricing Aug. 26

• 16% reverse convertible notes due March 2, 2009 linked to the common stock of Potash Corp. of Saskatchewan Inc.; 70% trigger; via Natixis Securities North America Inc.; pricing Aug. 26

• 11.5% reverse convertible notes due March 2, 2009 linked to the common stock of Shaw Group Inc.; 65% trigger; via Natixis Securities North America Inc.; pricing Aug. 26

• 17.15% reverse convertible notes due March 2, 2009 linked to the common stock of United States Steel Corp.; 60% trigger; via Natixis Securities North America Inc.; pricing Aug. 26

• 17.5% reverse convertible notes due March 2, 2009 linked to the common stock of VMware, Inc.; 60% trigger; via Natixis Securities North America Inc.; pricing Aug. 26

• Zero-coupon 100% principal-protected notes due March 5, 2011 linked to the Brazilian real, Russian ruble, Indian rupee, Singapore dollar, Australian dollar, Norwegian krone and Mexican peso; via Wachovia Capital Markets, LLC; pricing Aug. 28

• Zero-coupon performance securities due Sept. 9, 2011 linked to the Deutsche Bank Balanced Currency Harvest index; via Deutsche Bank Securities Inc.; pricing Sept. 5

• 11% to 12% enhanced yield securities due March 5, 2009 linked to the common stock of Apple Inc.; 70% trigger; via Wachovia Capital Markets, LLC

• 10% to 11% price enhanced yield securities due March 5, 2009 linked to the common stock of ConocoPhillips; 80% trigger; via Wachovia Capital Markets, LLC

• 16% to 17% enhanced yield securities due March 5, 2009 linked to the common stock of Consol Energy Inc.; 65% trigger; via Wachovia Capital Markets, LLC

• 13% to 14% enhanced yield securities due March 6, 2009 linked to the common stock of JPMorgan Chase & Co.; 70% trigger; via Wachovia Capital Markets, LLC

• 9% to 10% enhanced yield securities due March 5, 2009 linked to the common stock of Microsoft Corp.; 80% trigger; via Wachovia Capital Markets, LLC

• 11.5% to 12.5% yield securities due March 5, 2009 linked to the common stock of Nucor Corp.; 65% trigger; via Wachovia Capital Markets, LLC

• 0% absolute return range notes due March 15, 2010 linked to the S&P 500 index; via Wachovia Capital Markets, LLC

• 0% enhanced growth securities with leveraged upside and buffered downside due Sept. 1, 2010 linked to S&P 500; via Wachovia Capital Markets

GOLDMAN SACHS GROUP, INC.

• 0% barrier upside notes linked to the S&P 500 index; via Goldman, Sachs & Co.

• 0% absolute return trigger notes due 14 to 16 months after issue linked to the S&P 500 index; via Goldman, Sachs & Co.

• 0% leveraged notes due 18 to 20 months after issue linked to the S&P 500 index; via Goldman, Sachs & Co.

• 0% leveraged notes due 24 to 25 months after issue linked to the S&P 500 index; via Goldman, Sachs & Co.

• 0% leveraged buffered notes due between 24 and 26 months after issue linked to the S&P 500 index; via Goldman, Sachs & Co.

• 0% leveraged notes due 13 to 14 months after issue linked to the S&P 500 and MSCI EAFE indexes; via Goldman, Sachs & Co.

• Basket-linked notes due between 24 and 27 months after issue linked to the S&P 500 index, MSCI EAFE index and iShares MSCI Emerging Markets index fund; via Goldman, Sachs & Co.

• 0% leveraged buffered notes due 18 to 20 months after issue linked to the S&P GSCI Enhanced Commodity Index Excess Return; via Goldman, Sachs & Co.

HARRIS NA

• Callable leveraged curve steepener certificates of deposit due Aug. 25, 2023; via BMO Capital Markets Corp.; pricing Aug. 25

HARTFORD LIFE INSURANCE CO.

• Zero-coupon principal-protected notes due March 2010 linked to equal weights of the Russian ruble, Indonesian rupiah, Malaysian ringgit and Singapore dollar, relative to the U.S. dollar; via Merrill Lynch & Co.; pricing in August

HSBC USA INC.

• 13.25% reverse convertible notes due Aug. 31, 2009 linked to American Express Co. stock; 65% trigger; via HSBC Securities (USA) Inc.; pricing Aug. 26

• 14% reverse convertible notes due Dec. 1, 2008 linked to Apache Corp. stock; 75% trigger; via HSBC Securities (USA) Inc.; pricing Aug. 26

• 13.5% reverse convertible notes due Dec. 1, 2008 linked to Apple Inc. stock; 80% trigger; via HSBC Securities (USA) Inc.; pricing Aug. 26

• 10.15% reverse convertible notes due Aug. 31, 2009 linked to AT&T Inc. stock; 80% trigger; via HSBC Securities (USA) Inc.; pricing Aug. 26

• 19% reverse convertible notes due Dec. 1, 2008 linked to Bank Of America Corp. stock; 65% trigger; via HSBC Securities (USA) Inc.; pricing Aug. 26

• 16% worst-of reverse convertible notes due Aug. 31, 2009 linked to Bank of America Corp., Citigroup Inc., AT&T Inc., Pfizer Inc., JPMorgan Chase & Co., Merck & Co., Inc., General Electric Co., Verizon Communications Inc., Home Depot, Inc. and E.I. DuPont De Nemours and Co.; 50% trigger; via HSBC Securities (USA) Inc.; pricing Aug. 26

• 13% reverse convertible notes due March 2, 2009 linked to Dish Network Corp. stock; 70% trigger; via HSBC Securities (USA) Inc.; pricing Aug. 26

• 0% buffered enhanced market participation notes due Oct., 29, 2009 linked to the Financial Select Sector SPDR fund; via HSBC Securities (USA) Inc.; pricing Aug. 26

• 12% reverse convertible notes due Dec. 1, 2008 linked to Goldman Sachs Group stock; 75% trigger; via HSBC Securities (USA) Inc.; pricing Aug. 26

• 11.5% reverse convertible notes due March 2, 2009 linked to JPMorgan Chase & Co. stock; 60% trigger; via HSBC Securities (USA) Inc.; pricing Aug. 26

• 20% reverse convertible notes due Aug. 31, 2009 linked to Pulte Homes, Inc. stock; 50% trigger; via HSBC Securities (USA) Inc.; pricing Aug. 26

• 13% reverse convertible notes due March 2, 2009 linked to Research In Motion Ltd. stock; 60% trigger; via HSBC Securities (USA) Inc.; pricing Aug. 26

• Zero-coupon 100% principal protection absolute return barrier notes due Feb. 26, 2010 linked to the Russell 2000; via UBS Financial Services Inc. and HSBC USA Inc.; pricing Aug. 26

• 0% return optimization securities due Aug. 31, 2009 linked to the S&P 500 index; via UBS Financial Services Inc. and HSBC USA Inc.; pricing Aug. 26

• 0% enhanced market participation notes due Nov. 30, 2009 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 26

• 16% reverse convertible notes due March 2, 2009 linked to VMware, Inc. stock; 60% trigger; via HSBC Securities (USA) Inc.; pricing Aug. 26

JPMORGAN CHASE & CO.

• 0% buffered return enhanced notes due Feb. 26, 2010 linked to the Financial Select Sector SPDR fund; via J.P. Morgan Securities Inc.; pricing Aug. 25

• Zero-coupon 98% principal-protected dual directional knock-out notes due April 9, 2009 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing Aug. 25

• Zero-coupon principal-protected asset allocation notes due Aug. 29, 2014 linked to the best performer of three reference portfolios that consist of currencies, commodities, debt and equity asset classes; via J.P. Morgan Securities Inc.; pricing Aug. 26

• Zero-coupon principal-protected asset allocation notes due Aug. 20, 2013 linked to the best performer of three reference portfolios that consist of currencies, commodities, debt and equity asset classes; via J.P. Morgan Securities Inc.; pricing Aug. 26

• 10.5% reverse exchangeable notes due Aug. 28, 2009 linked to Alcoa Inc. common stock; 60% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 26

• 12% reverse exchangeable notes due Aug. 28, 2009 linked to American International Group, Inc. common stock; 50% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 26

• 10% reverse exchangeable notes due Feb. 27, 2009 linked to Apple Inc. common stock; via J.P. Morgan Securities Inc.; pricing Aug. 26

• 10% reverse exchangeable notes due Aug. 28, 2009 linked to Apple Inc. common stock; 60% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 26

• 12.25% reverse exchangeable notes due Aug. 28, 2009 linked to the common stock of Apple Inc.; 60% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 26

• 25% annualized reverse exchangeable notes due Nov. 28, 2008 linked to the common stock of Arch Coal, Inc.; 70% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 26

• 11% annualized reverse exchangeable notes due Feb. 27, 2009 linked to the common stock of Archer-Daniels-Midland Co.; 70% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 26

• 10.5% reverse exchangeable notes due Aug. 28, 2009 linked to Bank of America Corp. common stock; 50% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 26

•Zero-coupon principal-protected dual directional notes due Feb. 28, 2011 linked to the performance of the dollar relative to Brazilian real, Russian ruble, South Korean won, Chinese renminbi and Indian rupee; via J.P. Morgan Securities Inc.; pricing Aug. 26

• 12% reverse exchangeable notes due Feb. 27, 2009 linked to Charles Schwab Corp. common stock; 75% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 26

• Floating-rate notes due Aug. 29, 2013 linked to the Consumer Price Index; via J.P. Morgan Securities Inc.; pricing Aug. 26

• 10% annualized reverse exchangeable notes due Feb. 27, 2009 linked to the common stock of Comcast Corp.; 80% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 26

• Callable leveraged spread certificates of deposit due Aug. 29, 2023 linked to the 30-year and five-year Constant Maturity Swap rates; via J.P. Morgan Securities Inc. and Incapital LLC; pricing Aug. 26

• 10% annualized reverse exchangeable notes due Feb. 27, 2009 linked to the common stock of Costco Wholesale Corp.; 80% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 26

• 12% annualized reverse exchangeable notes due Aug. 28, 2009 linked to the common stock of Freeport-McMoRan Copper & Gold Inc.; 50% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 26

• 21% annualized reverse exchangeable notes due Nov. 28, 2008 linked to the common stock of Freeport-McMoRan Copper & Gold Inc.; 70% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 26

• 11% annualized reverse exchangeable notes due Feb. 27, 2009 linked to the common stock of Google Inc.; 80% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 26

• 14.25% reverse exchangeable notes due Feb. 27, 2009 linked to Google Inc. stock; via J.P. Morgan Securities Inc.; pricing Aug. 26

• 12.5% annualized reverse exchangeable notes due Feb. 27, 2009 linked to the common stock of Home Depot, Inc.; 70% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 26

• 17% annualized reverse exchangeable notes due Nov. 28, 2008 linked to the common stock of Joy Global Inc.; 75% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 26

• Zero-coupon 100% principal protection notes due Aug. 30, 2013 linked to JPMorgan GBI Global Bond Total Return index hedged into dollars, Dow Jones - AIG Commodity index and global equity index basket (S&P 500 and MSCI EAFE); UBS Financial Services Inc. and J.P. Morgan Securities Inc.; pricing Aug. 26

• 13.25% annualized reverse exchangeable notes due Feb. 27, 2009 linked to the common stock of Kohl's Corp.; 70% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 26

• 15% annualized reverse exchangeable notes due Aug. 28, 2009 linked to the common stock of Las Vegas Sands Corp.; 50% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 26

• 8% annualized reverse exchangeable notes due Aug. 28, 2009 linked to the common stock of Microsoft Corp.; 75% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 26

• 15% annualized reverse exchangeable notes due Nov. 28, 2008 linked to Monsanto Co. common stock; 75% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 26

• 22.5% annualized reverse exchangeable notes due Nov. 28, 2008 linked to Mosaic Co. common stock; 70% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 26

• 0% buffered return enhanced notes due Feb. 26, 2010 linked to MSCI EAFE; via J.P. Morgan Securities Inc.; pricing Aug. 26

• 15% annualized reverse exchangeable notes due Feb. 27, 2009 linked to the common stock of Nasdaq OMX Group, Inc.; 70% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 26

• 20.5% annualized reverse exchangeable notes due Nov. 28, 2008 linked to the common stock of Peabody Energy Corp.; 70% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 26

• 30% annualized reverse exchangeable notes due Nov. 28, 2008 linked to Peabody Energy Corp. common stock; 70% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 26

• 13% annualized reverse exchangeable notes due Nov. 28, 2008 linked to Potash Corp. of Saskatchewan Inc. common stock; 70% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 26

• Zero-coupon principal-protected dual directional knock-out certificates of deposit due Aug. 28, 2009 linked to the S&P 500; via J.P. Morgan Securities Inc.; pricing Aug. 26

• Zero-coupon principal-protected dual directional knock-out notes due April 30, 2009 linked to the S&P 500 index and Russell 2000 index; 88% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 26

• Zero-coupon principal-protected dual directional knock-out certificates of deposit due Feb. 26, 2010 linked to the S&P 500; via J.P. Morgan Securities Inc.; pricing Aug. 26

• 0% buffered return enhanced notes due Feb. 26, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing Aug. 26

• 0% principal-protected notes due Aug. 31, 2011 linked to S&P 500, Dow Jones Euro Stoxx 50, Nikkei 225 and S&P GSCI Excess Return; via J.P. Morgan Securities Inc.; pricing Aug. 26

• 0% principal-protected notes due Aug. 30, 2013 linked to S&P 500, Dow Jones Euro Stoxx 50, Nikkei 225 and S&P GSCI Excess Return; via J.P. Morgan Securities Inc.; pricing Aug. 26

• 15% annualized reverse exchangeable notes due Feb. 27, 2009 linked to the common stock of Starwood Hotels & Resorts Worldwide, Inc.; 70% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 26

• 11% annualized reverse exchangeable notes due Feb. 27, 2009 linked to Target Corp. common stock; 65% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 26

• 14% reverse exchangeable notes due Feb. 27, 2009 linked to Yahoo! Inc. common stock; 60% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 26

• Zero-coupon principal-protected dual directional notes due Aug. 30, 2013 linked to WTI crude oil, primary aluminum, copper - grade A, S&P GSCI Precious Metals Index Excess Return, S&P GSCI Agriculture Index Excess Return and S&P GSCI Livestock Index Excess Return; via J.P. Morgan Securities Inc.; pricing Aug. 26

• Floating-rate notes due Sept. 2, 2011 linked to the Consumer Price Index; via J.P. Morgan Securities Inc.; pricing Aug. 27

• 0% buffered return enhanced notes due March 4, 2010 linked S&P 500, MSCI EAFE and Russell 2000; via J.P. Morgan Securities Inc.; pricing Aug. 29

• Floating-rate notes due Sept. 9, 2011 linked to the Consumer Price Index; via J.P. Morgan Securities Inc,; pricing Sept. 4

• Zero-coupon principal-protected notes due Nov. 22, 2010 linked to equal weights of the Brazilian real, Indian rupee, Mexican peso and New Turkish lira; via J.P. Morgan Securities Inc.; pricing Sept. 17

LEHMAN BROTHERS HOLDINGS INC.

• 40% reverse exchangeable notes due Nov. 29, 2008 linked to AMR Corp. stock; via Lehman Brothers Inc.; pricing Aug. 26

• 19% reverse exchangeable notes due Nov. 29, 2008 linked to Companhia Vale do Rio Doce stock; via Lehman Brothers Inc.; pricing Aug. 26

• 18% reverse exchangeable notes due Nov. 29, 2008 linked to DryShips Inc. stock; via Lehman Brothers Inc.; pricing Aug. 26

• 25% reverse exchangeable notes due Nov. 29, 2008 linked to Elan Corp., plc stock; via Lehman Brothers Inc.; pricing Aug. 26

• 10% reverse exchangeable notes due Aug. 29, 2009 linked to General Electric Co. stock; via Lehman Brothers Inc.; pricing Aug. 26

• 15% reverse exchangeable notes due Nov. 29, 2008 linked to Harley-Davidson, Inc. stock; via Lehman Brothers Inc.; pricing Aug. 26

• 9% reverse exchangeable notes due Aug. 29, 2009 linked to McDonald's Corp. stock; via Lehman Brothers Inc.; pricing Aug. 26

• 10% reverse exchangeable notes due Feb. 28, 2009 linked to Nike, Inc. stock; via Lehman Brothers Inc.; pricing Aug. 26

• 19.3% annualized reverse exchangeable notes due Sept. 29, 2008 linked to Tesoro Corp. stock; via Lehman Brothers Inc.; pricing Aug. 26

• 16% reverse exchangeable notes due Nov. 29, 2008 linked to Visa Inc. stock; via Lehman Brothers Inc.; pricing Aug. 26

• Two-year 0% U.S. dollar bullish notes linked to the British pound, Canadian dollar, euro, Japanese yen and Swiss franc; via Lehman Brothers Inc.

• Three-month principal-protected range notes linked to the Canadian dollar relative to the U.S. dollar; via Lehman Brothers Inc.

• Re-opening of an issue of 100% principal protection conditional range notes due Aug. 5, 2010 linked to the price of gold; via Lehman Brothers Inc.

• FX notes due June 30, 2011 linked to a 100% principal-protected revaluation basket consisting of United Arab Emirates dirham, Saudi riyal, Chinese renminbi, Hong Kong dollar and Russian ruble, against the dollar; via Lehman Brothers Inc.

MERRILL LYNCH & CO., INC.

• Zero-coupon 100% principal-protected notes due September 2010 linked to the dollar against a basket of the British pound, euro, Canadian dollar and Swiss franc, equally weighted; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in August

• Zero-coupon 95% principal-protected declining-rate notes due October 2009 linked to the 10-year Constant Maturity Treasury rate; via Merrill Lynch & Co. and Pierce, Fenner & Smith Inc.; pricing in August

• 0% Accelerated Return Notes due October 2009 linked to the Dow Jones - AIG Commodity index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in August

• 0% Strategic Accelerated Redemption Securities due August 2010 linked to the Dow Jones - AIG Commodity Index - Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in August

• 0% Strategic Accelerated Redemption Securities due September 2010 linked to the Dow Jones Industrial Average; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in August

• Principal-protected notes due March 2010 linked to the euro/Russian ruble exchange rate; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in August

• Principal-protected notes due March 2010 linked to the Russian ruble/euro exchange rate; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in August

• Zero-coupon capped leveraged index return notes due February 2010 linked to the S&P 500 index; 85% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc. and its affiliate First Republic Securities Co., LLC; pricing in August

• 0% Accelerated Return Bear Market Notes due March 2008 linked to the S&P 500 index; 90% trigger; via Merrill Lynch & Co.; pricing in August

• 0% Accelerated Return Bear Market Notes due October 2009 linked to the S&P 500 index; 90% trigger; via Merrill Lynch & Co.; pricing in August

• Zero-coupon 100% principal-protected barrier notes due August 2009 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in August

• Zero-coupon capped return notes due October 2009 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in August

• Zero-coupon Capped Leveraged Index Return Notes due February 2010 linked to the Stowe Global Coal index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in August

• 0% 18-month Bear Market Strategic Accelerated Redemption Securities linked to the Dow Jones U.S. Real Estate index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in August or September

• 9.25% two-year callable Stock Return Income Debt Securities payable at maturity with Oracle Corp. common stock; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in August or September

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

• Quarterly Income Strategic Return Notes due September 2013 linked to the U.S. Select Foreign Access 25 Buy-Write index; via Merrill Lynch & Co.; pricing in September

MORGAN STANLEY

• 0% notes due Sept. 20, 2009 in the Bear Market PLUS (Performance Leveraged Upside Securities) structure inversely linked to a basket of 42 capital goods sector stocks; via Morgan Stanley & Co. Inc.; pricing in August

• 9% Stock Participation Accreting Redemption Quarterly-pay Securities due Sept. 20, 2009 mandatorily exchangeable for Boeing Co. stock; via Morgan Stanley & Co. Inc.; pricing in August

• 0% "jump" capital-protected notes due Aug. 31, 2011 linked to basket consisting of Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; via Morgan Stanley & Co. Inc.; pricing in August

• 100% principal-protected leveraged U.S. inflation-linked notes due Sept. 9, 2013 linked to the Consumer Price Index; via Morgan Stanley & Co. Inc.; pricing in August

• Constant Maturity Swap curve-linked accrual notes due Aug. 29, 2023; via Morgan Stanley & Co. Inc.; pricing in August

• 16% Stock Participation Accreting Redemption Quarterly-pay Securities due Sept. 20, 2009 mandatorily exchangeable for Consol Energy Inc. stock; via Morgan Stanley & Co. Inc.; pricing in August

• Capital-protected units due Nov. 29, 2011 linked to Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500; via Morgan Stanley & Co. Inc.; pricing in August

• 0% Performance Leveraged Upside Securities (PLUS) due Sept. 20, 2009 linked to the iShares MSCI Emerging Markets index fund; via Morgan Stanley & Co. Inc.; pricing in August

• 0% Trigger Performance Leveraged Upside Securities due August 2010 linked to the Market Vectors - Russia ETF; via Morgan Stanley & Co. Inc.; pricing in August

• Commodity-linked capital-protected notes due Jan. 5, 2011 based on the Radar Logic Residential Property index; via Morgan Stanley & Co. Inc.; pricing in August

• 0% Performance Leveraged Upside Securities due September 2009 linked to the Russell 2000 index; via Morgan Stanley & Co. Inc.; pricing in August

• 0% Performance Leveraged Upside Securities due September 2009 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in August

• 0% buffered Performance Leveraged Upside Securities due Aug. 31, 2011 linked to the S&P Global Infrastructure index; via Morgan Stanley & Co. Inc.; pricing in August

• Zero-coupon protected absolute return barrier notes due January 2010 linked to the S&P MidCap 400 index; via Morgan Stanley & Co. Inc.; pricing in August

• Zero-coupon dual participation commodity-linked capital-protected notes due April 4, 2014 linked to West Texas Intermediate light sweet crude oil with a 30% weight, copper - grade A with a 20% weight, high grade primary aluminum with a 15% weight, the S&P GSCI Livestock Index - Excess Return with a 15% weight, the S&P GSCI Precious Metals Index - Excess Return with a 10% weight and the S&P GSCI Agricultural Index - Excess Return with a 10% weight; via Morgan Stanley & Co. Inc.; pricing in August

• "Jump" capital-protected notes due March 30, 2011 linked to the performance of equal weights of the Brazilian real, Chilean peso and Mexican peso, all versus the dollar; via Morgan Stanley & Co. Inc.; pricing in September

• 0% Performance Leveraged Upside Securities due Oct. 20, 2009 linked to the Dow Jones Industrial Average; via Morgan Stanley & Co. Inc.; pricing in September

• Zero-coupon protected absolute return barrier notes due March 20, 2010 linked to the iShares FTSE/Xinhua China 25 Index Fund; via Morgan Stanley & Co. Inc.; pricing in September

• Zero-coupon bearish capital-protected notes due Dec. 30, 2010 linked to equal weights of the Malaysian ringgit, Singapore dollar, South Korean won and the Taiwan dollar, all against the U.S. dollar; via Morgan Stanley & Co. Inc.; pricing in September

• Performance Leveraged Upside Securities due Oct. 20, 2009 linked to the PowerShares Water Resources Portfolio; via Morgan Stanley & Co. Inc.; pricing in September

• 0% enhanced participation securities due Jan. 5, 2011 based on the Radar Logic Residential Property index; via Morgan Stanley & Co. Inc.; pricing in September

• 0% Performance Leveraged Upside Securities due Oct. 20, 2009 linked to the S&P Global Infrastructure index; via Morgan Stanley & Co. Inc.; pricing in September

• 0% Performance Leveraged Upside Securities due Oct. 20, 2009 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in September

• 0% auto-callable securities due Oct. 14, 2011 linked to the Dow Jones - AIG Commodity Index; via Morgan Stanley & Co. Inc.

• Auto-callable securities due March 7, 2011 linked to the Financial Select Sector SPDR fund; via Morgan Stanley & Co. Inc.

• Minimum return capital-protected units due Nov. 30, 2011 linked to the S&P 500 index; Morgan Stanley & Co. Inc.

• 0% Performance Leveraged Upside Securities due Oct. 20, 2009 linked to the S&P GSCI Index - Excess Return index; via Morgan Stanley & Co. Inc.

• 0% protected absolute return barrier notes due Aug. 31, 2011 linked to West Texas Intermediate light sweet crude oil; via Morgan Stanley & Co. Inc.

ROYAL BANK OF CANADA

• 13.25% annualized reverse convertible notes due Feb. 27, 2009 linked to the common stock of Alcoa Inc.; 70% trigger; via RBC Capital Markets Corp.; pricing Aug. 26

• 15.5% annualized reverse convertible notes due Feb. 27, 2009 linked to the common stock of American Express Co.; 70% trigger; via RBC Capital Markets Corp.; pricing Aug. 26

• 21.25% annualized reverse convertible notes due Feb. 27, 2009 linked to the common stock of American International Group, Inc.; 60% trigger; via RBC Capital Markets Corp.; pricing Aug. 26

• 10.75% annualized reverse convertible notes due Nov. 28, 2008 linked to the common stock of Apple Inc.; 75% trigger; via RBC Capital Markets Corp.; pricing Aug. 26

• 16% annualized reverse convertible notes due Nov. 28, 2008 linked to the common stock of Apple Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing Aug. 26

• 11% reverse convertible notes due Aug. 31, 2009 linked to the common stock of Archer-Daniels-Midland Co.; 70% trigger; via RBC Capital Markets Corp.; pricing Aug. 26

• 23.55% annualized reverse convertible notes due Nov. 28, 2008 linked to the common stock of Cal-Maine Foods Inc.; 65% trigger; via RBC Capital Markets Corp.; pricing Aug. 26

• 9.75% annualized reverse convertible notes due Nov. 28, 2008 linked to the common stock of Canadian Natural Resources Ltd.; 70% trigger; via RBC Capital Markets Corp.; pricing Aug. 26

• 15.65% annualized reverse convertible notes due Feb. 27, 2009 linked to the common stock of Chesapeake Energy Corp.; 60% trigger; via RBC Capital Markets Corp.; pricing Aug. 26

• 13.9% annualized reverse convertible notes due Aug. 31, 2009 linked to the common stock of Chesapeake Energy Corp.; 60% trigger; via RBC Capital Markets Corp.; pricing Aug. 26

• 16% annualized reverse convertible notes due Nov. 28, 2008 linked to the common stock of Companhia Vale do Rio Doce; 80% trigger; via RBC Capital Markets Corp.; pricing Aug. 26

• 9.5% reverse convertible notes due Aug. 31, 2009 linked to the common stock of Dow Chemical Co.; 75% trigger; via RBC Capital Markets Corp.; pricing Aug. 26

• 0% enhanced return notes due Sept. 30, 2009 linked to the Financial Select Sector SPDR fund; via RBC Capital Markets Corp.; pricing Aug. 26

• 14.3% annualized reverse convertible notes due Nov. 28, 2008 linked to the common stock of First Solar, Inc.; 65% trigger; via RBC Capital Markets Corp.; pricing Aug. 26

• 25.5% annualized reverse convertible notes due Nov. 28, 2008 linked to the common stock of First Solar Inc.; 75% trigger; via RBC Capital Markets Corp.; pricing Aug. 26

• 17% annualized reverse convertible notes due Nov. 28, 2008 linked to the common stock of Freeport-McMoRan Copper & Gold, Inc.; 70% trigger; via RBC Capital Markets Corp.; pricing Aug. 26

• 14% annualized reverse convertible notes due Nov. 28, 2008 linked to the common stock of General Motors Corp.; 60% trigger; via RBC Capital Markets Corp.; pricing Aug. 26

• 13.75% annualized reverse convertible notes due Feb. 27, 2009 linked to the common stock of General Motors Corp.; 50% trigger; via RBC Capital Markets Corp.; pricing Aug. 26

• 20.55% annualized reverse convertible notes due Nov. 28, 2008 linked to the common stock of Huntsman Corp.; 60% trigger; via RBC Capital Markets Corp.; pricing Aug. 26

• Zero-coupon principal-protected absolute return contingent coupon notes due Aug. 31, 2010 linked to the iShares MSCI Emerging Markets index fund; via RBC Capital Markets Corp.; pricing Aug. 26

• Zero-coupon principal-protected absolute return notes due Aug. 31, 2010 linked to shares of the iShares Russell 2000 index fund; via RBC Capital Markets Corp.; pricing Aug. 26

• 0% enhanced return notes due Sept. 30, 2009 linked to the iShares Russell 2000 index fund; via RBC Capital Markets Corp.; pricing Aug. 26

• 14% annualized reverse convertible notes due Nov. 28, 2008 linked to the common stock of LDK Solar Co. Ltd.; 60% trigger; via RBC Capital Markets Corp.; pricing Aug. 26

• 26.75% annualized reverse convertible notes due Feb. 27, 2009 linked to the common stock of Life Time Fitness Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing Aug. 26

• 34.8% annualized reverse convertible notes due Nov. 28, 2008 linked to the common stock of Life Time Fitness Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing Aug. 26

• 12.5% annualized reverse convertible notes due Feb. 27, 2009 linked to the common stock of Newell Rubbermaid Inc.; 75% trigger; via RBC Capital Markets Corp.; pricing Aug. 26

• 13.5% reverse convertible notes due Aug. 31, 2009 linked to the common stock of Paccar Inc.; 70% trigger; via RBC Capital Markets Corp.; pricing Aug. 26

• 18.5% annualized reverse convertible notes due Nov. 28, 2008 linked to the common stock of Peabody Energy Corp.; 70% trigger; via RBC Capital Markets Corp.; pricing Aug. 26

• 13.9% reverse convertible notes due Aug. 31, 2009 linked to the common stock of Peabody Energy Corp.; 60% trigger; via RBC Capital Markets Corp.; pricing Aug. 26

• 15.65% reverse convertible notes due Feb. 27, 2009 linked to the common stock of Peabody Energy Corp.; 60% trigger; via RBC Capital Markets Corp.; pricing Aug. 26

• 12.25% annualized reverse convertible notes due Nov. 28, 2008 linked to the common stock of Petroleo Brasileiro SA.; 80% trigger; via RBC Capital Markets Corp.; pricing Aug. 26

• Zero-coupon principal-protected absolute return notes due Feb. 26, 2010 linked to the S&P 500 index; via RBC Capital Markets Corp.; pricing Aug. 26

• Principal-protected bullish barrier notes with contingent coupon due Aug. 31, 2010 linked to the S&P 500 index; via RBC Capital Markets Corp.; pricing Aug. 26

• 22% annualized reverse convertible notes due Feb. 27, 2009 linked to the common stock of SunPower Corp.; 60% trigger; via RBC Capital Markets Corp.; pricing Aug. 26

• 0% enhanced return notes due Feb. 26, 2010 linked to the S&P 500 index; via RBC Capital Markets Corp.; pricing Aug. 26

• 20.25% annualized reverse convertible notes due Nov. 28, 2008 linked to the common stock of Southwestern Energy Co.; 70% trigger; via RBC Capital Markets Corp.; pricing Aug. 26

• 10.75% annualized reverse convertible notes due Nov. 28, 2008 linked to the common stock of Target Corp.; 75% trigger; via RBC Capital Markets Corp.; pricing Aug. 26

• 15.5% annualized reverse convertible notes due Feb. 27, 2009 linked to the common stock of Terex Corp.; 70% trigger; via RBC Capital Markets Corp.; pricing Aug. 26

• 15.25% annualized reverse convertible notes due Nov. 28, 2008 linked to the common stock of Terra Industries Inc.; 65% trigger; via RBC Capital Markets Corp.; pricing Aug. 26

• 25.75% annualized reverse convertible notes due Nov. 28, 2008 linked to the common stock of Titanium Metals Corp.; 70% trigger; via RBC Capital Markets Corp.; pricing Aug. 26

• 26% annualized reverse convertible notes due Nov. 28, 2008 linked to the common stock of Wells Fargo & Co.; 75% trigger; via RBC Capital Markets Corp.; pricing Aug. 26

AB SVENSK EXPORTKREDIT

• 0% three-year mandatory callable soft commodity basket-linked notes via Citigroup Global Markets Inc.; via Citigroup Global Markets Inc.; pricing Aug. 26

• Zero-coupon 95% principal-protected gold-linked notes due August 2009; via Citigroup Global Markets Inc.; pricing in August

• Zero-coupon capped leveraged index return notes due February 2010 linked to the S&P BRIC 40 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in August

• 0% 14-month Accelerated Return Notes linked to the MSCI EAFE index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in August or September

• 0% 14-month Accelerated Return Notes linked to the Nasdaq 100 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in August or September

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

UBS AG

• 9.25% to 11.25% yield optimization notes with contingent protection due Feb. 27, 2009 linked to the common stock of Apple Inc.; 60% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 25

• 10%-13%σ yield optimization notes with contingent protection due Feb. 27, 2009 linked to the common stock of Potash Corp. of Saskatchewan Inc.; 50% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 25

• 8% to 9% yield optimization notes with contingent protection due Feb. 27, 2009 linked to Standard & Poor's Depositary Receipts; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 25

• 9%-11% yield optimization notes with contingent protection due Feb. 27, 2009 linked to the common stock of Transocean Inc.; 65% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 25

• Principal protection notes due Aug. 31, 2013 linked to the Consumer Price Index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 26

• 0% return optimization securities with partial protection due Feb. 26, 2010 linked to the Dow Jones Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 26

• 0% return optimization securities due Aug. 31, 2009 linked to the price of gold; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 26

• 0% return optimization securities due Feb. 26, 2010 linked to the Rogers International Commodity Index Excess Return; via UBS Investment Bank and UBS Financial Services Inc.; pricing Aug. 26

• Zero-coupon 100% principal protection absolute return barrier notes due Aug. 28, 2009 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 26

• Zero-coupon 100% principal protection absolute return barrier notes due Feb. 26, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 26

• 0% return optimization securities with partial protection due on or about Feb. 26, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 26

• 0% return optimization securities with partial protection due March 31, 2010 linked to the MSCI EAFE index; 90% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing Sept. 25

• 0% return optimization securities due March 25, 2010 linked to the Russell 2000 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Sept. 25

• Zero-coupon 100% principal protection absolute return barrier notes due March 31, 2010 linked to the Russell 2000 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Sept. 25

• Zero-coupon 100% principal protection absolute return barrier notes due Sept. 28, 2009 linked to the S&P 500 index; 90% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing Sept. 25


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