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Published on 6/3/2008 in the Prospect News Structured Products Daily.

Structured Products Calendar

AMERICAN INTERNATIONAL GROUP, INC.

• Zero-coupon principal-protected notes due 2010 linked to equal weights of the Hong Kong dollar, Indian rupee, Indonesian rupiah, Malaysian ringgit and Singapore dollar; via Lehman Brothers Inc.

BANK OF AMERICA

• 0% notes due June 27, 2011 linked to euro, pound and yen; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; expected to price on June 24

• 0% notes due June 29, 2009 linked to Brazilian real, Mexican peso, Turkish lira and Russian ruble, against dollar; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; settlement June 27

• Zero-coupon commodity-linked notes linked to natural gas due June 27, 2012 or June 27, 2013; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; settlement June 27

• 0% Minimum Return Equity Appreciation Growth Linked Securities due June 28, 2013 linked to Dow Jones Industrial Average, S&P MidCap 400, S&P SmallCap 600, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes, via Banc of America Securities LLC and Banc of America Investment Services, Inc.; settlement in June

• 0% Strategic Equity Exposure Performance Linked Securities (Steepls) due Dec. 28, 2009 linked to the S&P 500 index; via Banc of America Securities LLC and Banc of America Investment Services Inc.; pricing in June

• 0% buffered Strategic Equity Exposure Performance Linked Securities (Steepls) due June 28, 2010 linked to the Dow Jones Industrial Average, S&P MidCap 400, S&P SmallCap 600, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; ia Banc of America Securities LLC and Banc of America Investment Services Inc.; pricing in June

BARCLAYS BANK PLC

• 10.25% annualized reverse convertible notes due Dec. 10, 2008 linked to the common stock of Alcoa Inc.; 70% trigger; via Barclays Capital Inc.; pricing June 6

• 9% reverse convertible notes due June 10, 2009 linked to the common stock of Deere & Co.; 70% trigger; via Barclays Capital Inc.; pricing June 6

• 20% annualized reverse convertible notes due Dec. 10, 2008 linked to the common stock of Evergreen Solar, Inc.; 60% trigger; via Barclays Capital Inc.; pricing June 6

• 15.25% annualized reverse convertible notes due Dec. 10, 2008 linked to the common stock of Ford Motor Co.; 60% trigger; via Barclays Capital Inc.; pricing June 6

• 19% reverse convertible notes due June 10, 2009 linked to the common stock of General Motors Corp.; 50% trigger; via Barclays Capital Inc.; pricing June 6

• 11% annualized reverse convertible notes due Dec. 10, 2008 linked to the common stock of Kohl's Corp.; 75% trigger; via Barclays Capital Inc.; pricing June 6

• 20% annualized reverse convertible notes due Dec. 10, 2008 linked to the common stock of LDK Solar Co., Ltd.; 60% trigger; via Barclays Capital Inc.; pricing June 6

• 10.5% annualized reverse convertible notes due Dec. 10, 2008 linked to the common stock of Marathon Oil Corp.; 75% trigger; via Barclays Capital Inc.; pricing June 6

• 10% annualized reverse convertible notes due Dec. 10, 2008 linked to the common stock of Morgan Stanley; 70% trigger; via Barclays Capital Inc.; pricing June 6

• 15.5% annualized reverse convertible notes due Dec. 10, 2008 linked to the common stock of Mosaic Co.; 65% trigger; via Barclays Capital Inc.; pricing June 6

• 20% annualized reverse convertible notes due Dec. 10, 2008 linked to the common stock of Suntech Power Holdings Co., Ltd.; 65% trigger; via Barclays Capital Inc.; pricing June 6

• 17.5% annualized reverse convertible notes due Dec. 10, 2008 linked to the common stock of Tesoro Corp.; 65% trigger; via Barclays Capital Inc.; pricing June 6

• 0% performance allocation securities due June 28, 2013 linked to U.S. equities, international developed market equities and Asia excluding Japan equities; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing June 25

• Zero-coupon 100% principal-protected notes due June 29, 2011 linked to the Barclays Intelligent Carry Index USD ER; via Barclays Capital Inc.; pricing June 25

• 0% performance securities with contingent protection due June 28, 2013 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing June 25

• 0% principal protected notes due April 2009 linked to the S&P 500 index; via Barclays Capital Inc.; pricing in June

• Six-month 14.4% annualized reverse convertible notes linked to the common stock of Deere & Co.; 80% trigger; via Barclays Capital Inc.

• 0% Buffered Super Track Notes due July 2, 2009 linked to the Financial Select Sector SPDR fund; via Barclays Capital

• Six-month 9.5% annualized reverse convertible notes linked to the common stock of Pfizer Inc.; 90% trigger; via Barclays Capital Inc.

• Six-month 13.5% annualized reverse convertible notes linked to the common stock of Valero Energy Corp.; 75% trigger; via Barclays Capital Inc.

CITIGROUP FUNDING INC.

• One-year Equity LinKed Securities (ELKS) linked to Amazon.com, Inc. stock; via Citigroup Global Markets Inc.; pricing in June

• 0% strategic market access notes due 2011 linked to the Citi Country Select; via Citigroup Global Markets Inc.; pricing in June

• Zero-coupon 95% principal-protected notes due in 2010 linked to a basket with equal weights of the euro and British pound; via Citigroup Global Markets Inc.; pricing in June

• 11% to 12.5% one-year Equity LinKed Securities (ELKS) linked to the common stock of J.C. Penney Co., Inc.; 70% trigger; via Citigroup Global Markets Inc.; pricing in June

• Zero-coupon notes due 2011 linked to gold, platinum, aluminum and copper; via Citi; pricing in June

• Premium Mandatory Callable Equity-linked Securities due Nov. 26, 2008 linked to American Depositary Shares of Petroleo Brasileiro SA; 75% trigger; via Citigroup Global Markets Inc.; pricing in June

• Principal-protected trust certificates due 2013 linked to S&P 500 index via Safety First Trust Series 2008-1; pricing in June

• 0% Stock Market Upturn notes due 2009 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing in June

• 0% medium-term notes due 2009 linked to a basket including the Australian dollar, Brazilian real, Canadian dollar, Swiss franc and Japanese yen and a basket including the euro and British pound; via Citigroup Global Markets Inc.

• 0% notes due 2011 linked to gold, platinum, aluminum and copper; via Citigroup

CREDIT SUISSE, NASSAU BRANCH

• 0% Buffered Accelerated Return Equity Securities (Bares) due July 30, 2009 linked to the Nasdaq 100 index; via Credit Suisse Securities (USA) LLC; pricing June 24

• 12% callable yield notes due June 30, 2009 linked to S&P 500, Russell 2000 and Dow Jones Euro Stoxx 50 indexes; via Credit Suisse Securities (USA) LLC; pricing June 24

• 0% Accelerated Return Equity Securities (ARES) due July 19, 2012 linked to the Credit Suisse FX Rolling Optimised Carry Index - Global 18 Unfunded - USD; via Credit Suisse Securities (USA) LLC; pricing June 27

• 0% Accelerated Return Equity Securities (ARES) due July 30, 2009 linked to the MSCI EAFE index; via Credit Suisse Securities (USA) LLC; pricing in June

• 0% Accelerated Return Equity Securities (ARES) due July 30, 2009 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing in June

DEUTSCHE BANK AG, LONDON BRANCH

• 0% return enhanced notes due June 23, 2010 linked to the stocks of 3M Co., AGCO Corp., Cemex, SAB de CV, Corning Inc., Deere & Co., Dover Corp., Illinois Tool Works Inc., Siemens AG, Textron Inc., Tyco International Ltd. and United Technologies Corp.; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing June 6

• 0% buffered return enhanced notes due June 24, 2009 linked to FTSE/Xinhua China 25 index, Korea Stock Price Index 200, MSCI Taiwan index, Amex Hong Kong 30 index and MSCI Singapore index; 90% trigger; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing June 6

• Zero-coupon market contribution securities due June 24, 2011 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 June 19

• 0% principal-protected absolute return barrier securities due Feb. 26, 2010 linked to the S&P 500 index; via Deutsche Bank Securities and Deutsche Bank Trust Co. Americas; pricing June 25

• 0% principal-protected absolute return barrier securities due Dec. 30, 2009 linked to the S&P 500 index; via Deutsche Bank Securities and Deutsche Bank Trust Co. Americas; pricing June 25

• Return optimization securities with partial protection due Dec. 31, 2009 linked to the S&P 500 index; via UBS Financial Services and Deutsche Bank Securities Inc.; pricing June 25

EKSPORTFINANS ASA

• 14% to 15% enhanced yield securities Dec. 19, 2008 linked to the common stock of Las Vegas Sands Corp.; 70% trigger; via Wachovia Capital Markets, LLC

• 13% to 14% enhanced yield securities Dec. 19, 2008 linked to the common stock of Macy¹s, Inc.; 70% trigger; via Wachovia Capital Markets, LLC

• 16% to 17% enhanced yield securities Dec. 19, 2008 linked to the common stock of Mosaic Co.; 65% trigger; via Wachovia Capital Markets, LLC

• 0% enhanced growth securities with capped upside due Oct. 1, 2009 linked to the S&P 500 index; via agent Wachovia Capital Markets, LLC

• 0% absolute return trigger notes linked to the S&P 500 index; via Goldman, Sachs & Co.

• 0% enhanced growth securities with capped upside due Nov. 5, 2009 linked to the S&P 400 MidCap index; via agent Wachovia Capital Markets, LLC

• 11% to 12% enhanced yield securities Dec. 19, 2008 linked to the common stock of Transocean Inc.; 75% trigger; via Wachovia Capital Markets, LLC

GOLDMAN SACHS GROUP, INC.

• 0% leveraged notes due 24 to 25 months after issue linked to the MSCI EAFE 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.

HARRIS NA

• Principal-protected certificates of deposit due June 29, 2009 linked to the S&P 500 index; pricing June 24

HSBC USA INC.

• 17.7% annualized reverse convertible notes due Sept. 11, 2008 linked to General Motors Corp. stock; via HSBC Securities (USA) Inc.; pricing June 6

• 13% annualized reverse convertible notes due Dec. 11, 2008 linked to the common stock of JPMorgan Chase & Co.; 75% trigger; via HSBC Securities (USA) Inc.; pricing June 6

• 13% annualized reverse convertible notes due Sept. 11, 2008 linked to JPMorgan Chase & Co. stock; via HSBC Securities (USA) Inc.; pricing June 6

• 14% annualized reverse convertible notes due Sept. 11, 2008 linked to Moody's Corp. stock; via HSBC Securities (USA) Inc.; pricing June 6

• 16.3% annualized reverse convertible notes due Sept. 11, 2008 linked to Research In Motion Ltd. stock; via HSBC Securities (USA) Inc.; pricing June 6

• 0% bearish autocallable optimization securities with contingent protection due Dec. 31, 2009 linked to the Energy Select Sector SPDR fund; via UBS Financial Services Inc. and HSBC USA Inc.; pricing June 25

• 0% partially protected return optimization securities due Dec. 31, 2009 linked to the MSCI EAFE; via UBS Financial Services Inc. and HSBC USA Inc.; pricing June 25

• 0% performance securities with contingent protection due June 30, 2011 linked to the S&P 500 index; via UBS Financial Services Inc. and HSBC USA Inc.; pricing June 25

JPMORGAN CHASE & CO.

• 0% knock-out buffered return enhanced notes due June 10, 2010 linked to the S&P 500 index; 70% trigger; via J.P. Morgan Securities Inc.; pricing June 5

• 14% annualized reverse exchangeable notes due Sept. 11, 2008 linked to Apple Inc. stock; via J.P. Morgan Securities Inc.; pricing June 6

• 13.5% annualized reverse exchangeable notes due Dec. 11, 2008 linked to Apple Inc. stock; via J.P. Morgan Securities Inc.; pricing June 6

• 14% annualized reverse exchangeable notes due Sept. 11, 2008 linked to Bank of America Corp. stock; via J.P. Morgan Securities Inc.; pricing June 6

• 10% annualized reverse exchangeable notes due June 11, 2009 linked to Bank of America Corp. stock; via J.P. Morgan Securities Inc.; pricing June 6

• 12% annualized reverse exchangeable notes due Dec. 11, 2008 linked to Diana Shipping Inc. stock; via J.P. Morgan Securities Inc.; pricing June 6

• 25% annualized reverse exchangeable notes due Sept. 11, 2008 linked to Freeport-McMoRan Copper & Gold, Inc. stock; via J.P. Morgan Securities Inc.; pricing June 6

• 18.5% reverse exchangeable notes due Sept. 11, 2008 linked Freeport-McMoRan Copper & Gold, Inc. stock; via J.P. Morgan Securities Inc.; pricing June 6

• 0% return enhanced notes due June 24, 2009 linked to the FTSE/Xinhua China 25, Korea Stock Price 200, MSCI Taiwan, Amex Hong Kong 30 and MSCI Singapore indexes; via J.P. Morgan Securities Inc.; pricing June 6

• 9% annualized reverse exchangeable notes due June 11, 2009 linked to General Electric Co. stock; via J.P. Morgan Securities Inc.; pricing June 6

• 9% annualized reverse exchangeable notes due June 11, 2009 linked to Microsoft Corp. stock; via J.P. Morgan Securities Inc.; pricing June 6

• 16.5% annualized reverse exchangeable notes due Sept. 11, 2008 linked to Monsanto Co. stock; via J.P. Morgan Securities Inc.; pricing June 6

• 17% annualized reverse exchangeable notes due Sept. 11, 2008 linked to Potash Corp. of Saskatchewan Inc. stock; via J.P. Morgan Securities Inc.; pricing June 6

• Zero-coupon principal-protected dual directional knock-out notes due Dec. 11, 2009 linked to the S&P Midcap 400 Index; via J.P. Morgan Securities Inc.; pricing June 6

• 14% annualized reverse exchangeable notes due Dec. 11, 2008 linked to Terex Corp. stock; via J.P. Morgan Securities Inc.; pricing June 6

• Floating-rate notes due June 18, 2015 linked to the Consumer Price Index; via J.P. Morgan Securities Inc.; pricing June 13

• Floating-rate notes due June 24, 2013 linked to the Consumer Price Index; via J.P. Morgan Securities Inc.; pricing June 19

• Zero-coupon 100% principal-protected notes due Dec. 22, 2010 linked to equal weights of the Brazilian real, Indian rupee, Mexican peso and New Turkish lira against the dollar; via J.P. Morgan Securities; pricing June 17

• Zero-coupon principal-protected asset allocation notes due June 28, 2013 linked to the best performer of three reference portfolios that consist of four asset classes, including currencies, commodities, debt and equity; via J.P. Morgan Securities Inc.; pricing June 25

• Zero-coupon principal-protected asset allocation notes due June 30, 2014 linked to the best performer of three reference portfolios that consist of four asset classes, including currencies, commodities, debt and equity; via J.P. Morgan Securities Inc.; pricing June 25

• Zero-coupon principal-protected dual directional notes due Dec. 31, 2010 linked to Brazilian real, Russian ruble, Indian rupee, Chinese renminbi and South Korean won, relative to the dollar; via J.P. Morgan Securities Inc.; pricing June 25

• Zero-coupon principal-protected dual directional notes due Dec. 31, 2010 linked to Brazilian real, Russian ruble, Indian rupee, Chinese renminbi and South Korean won, relative to the dollar; via J.P. Morgan Securities Inc.; pricing June 25

• 0% buffered return enhanced notes due Dec. 31, 2009 linked to the MSCI EAFE index; via J.P. Morgan Securities Inc.; pricing June 25

• 0% buffered return enhanced notes due Dec. 31, 2009 linked to the S&P 500 index with at least 14.25% cap; via J.P. Morgan Securities Inc.; pricing June 25

• 0% buffered return enhanced notes due Dec. 31, 2009 linked to the S&P 500 index with at least 17.5% cap; via J.P. Morgan Securities Inc.; pricing June 25

• Zero-coupon principal-protected dual directional notes due June 28, 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 June 25

• Callable curve range certificates of deposit due June 20, 2023 linked to the 30-year and two-year Constant Maturity Swap rates; via J.P. Morgan Securities Inc.; pricing in June

LEHMAN BROTHERS HOLDINGS INC.

• 13% reverse exchangeable notes due Sept. 11, 2008 linked to American International Group, Inc. stock ; via Lehman Brothers Inc.; pricing June 6

• 10% reverse exchangeable notes due June 11, 2009 linked to AT&T Inc. stock; via Lehman Brothers Inc.; pricing June 6

• 20% reverse exchangeable notes due Sept. 11, 2008 linked to Federal National Mortgage Association stock ; via Lehman Brothers Inc.; pricing June 6

• 14% reverse exchangeable notes due Sept. 11, 2008 linked to Visa Inc. stock ; via Lehman Brothers Inc.; pricing June 6

• 0% annual review notes with contingent principal protection due June 12, 2011 linked to the S&P 500 index; via Lehman Brothers; pricing June 9

• 0% return optimization securities with partial protection due Dec. 18, 2009 linked to the PowerShares WilderHill Clean Energy Portfolio; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing June 13

• 100% principal protection notes due June 30, 2013 linked to the non-seasonally adjusted U.S. city average all items Consumer Price Index; via Lehman Brothers Inc.; pricing June 17

• 0% enhanced participation notes due Dec. 30, 2010 linked to Brazilian real, Hungarian forint, Turkish lira, Russian ruble and Indonesian rupiah; via Lehman Brothers Inc.; pricing June 24

• Principal-protected 0% enhanced participation notes due July 2, 2012 linked natural gas, heating oil, copper - grade A and primary nickel; via Lehman Brothers Inc.; pricing June 24

• Principal protection FX notes due June 30, 2011 linked to dollar versus euro; via Lehman Brothers Inc.; pricing June 25

• 0% return optimization securities with partial protection due Dec. 31, 2009 linked to the RICI Excess Return; 90% trigger; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing June 25

• Zero-coupon 100% principal protection absolute return barrier notes due June 29, 2009 linked to the S&P 500 index; via Lehman Brothers Inc.; pricing June 25

• 100% principal protection notes due June 30, 2013 linked to the non-seasonally adjusted U.S. city average all items Consumer Price Index; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing June 25

• Five-year zero-coupon 100% principal-protected bonus notes linked equal weights of copper - grade A, primary nickel and high-grade primary aluminum; via Lehman Brothers Inc.

• 0% foreign-currency notes linked to the spot exchange rate for the euro against the dollar; via Lehman Brothers Inc.

MERRILL LYNCH & CO., INC.

• Principal-protected notes due June 2028 linked to the 30-year and two-year Constant Maturity Swap rates; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in June

• Strategic Accelerated Redemption Securities (Stars) due April 2010 linked to the Dow Jones Industrial Average; Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in June

• Zero-coupon 90% principal-protected notes due January 2010 linked to the euro/dollar exchange rate; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in June

• 0% Capped Leveraged Index Return Notes due December 2009 linked to the Russell 2000 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in June

• Floating-rate notes due June 2009 linked to the S&P Diversified Trends Indicator Price Return index; via Merrill Lynch & Co.; pricing in June

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

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

• 0% 18-month Capped Leveraged Index Return Notes linked to the MSCI Brazil index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in June or July

• 0% Market Index Target-Term Securities (Mitts) due 54 to 60 months after issue linked the Nikkei 225, Dow Jones Euro Stoxx 50 and S&P 500 indexes; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in June or July

• Leveraged Index Return Notes due in July 2011 linked to the Rogers International Commodity Index - Agriculture Excess Return; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in June or July

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

MORGAN STANLEY

• 13% to 15% reverse convertible securities (RevCons) due Dec. 11, 2008 linked to Alcoa Inc. stock; Morgan Stanley & Co. Inc.; pricing June 6

• 11% to 13% reverse convertible securities (RevCons) due Dec. 11, 2008 linked to shares of the iShares MSCI Brazil index fund; via Morgan Stanley & Co. Inc.; pricing June 6

• 11% to 13% reverse convertible securities (RevCons) due Dec. 11, 2008 linked to Schlumberger NV stock; Morgan Stanley & Co. Inc.; pricing June 6

• Constant Maturity Swap (CMS) curve-linked accrual notes due June 20, 2023 tied to 30-year, 10-year CMS rate; via Morgan Stanley & Co. Inc.; settling June 20

• Bearish zero-coupon capital-protected notes due March 30, 2011 linked to British pound, euro, Japanese yen and Swiss franc, all against the dollar; via Morgan Stanley & Co. Inc.; pricing in June

• Leveraged callable CMS curve-linked notes due June 16, 2023; Morgan Stanley & Co. Inc.; pricing in June

• Zero-coupon capital-protected notes due Dec. 30, 2013 linked to the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500; via Morgan Stanley & Co. Inc.; pricing in June

• Zero-coupon protected absolute return barrier notes due Dec. 20, 2009 linked to the Financial Select Sector SPDR Fund; via Morgan Stanley & Co., Inc.; pricing in June

• 0% Performance Leveraged Upside Securities (PLUS) due July 20, 2009 linked to the iShares Emerging Markets Index Fund; via Morgan Stanley & Co. Inc.; pricing in June

• 0% Performance Leveraged Upside Securities (PLUS) due July 20, 2009 linked to the Nasdaq 100 index; via Morgan Stanley & Co. Inc.; pricing in June

• 0% Buffered Performance Leveraged Upside Securities (PLUS) due June 30, 2010 linked to natural gas; via Morgan Stanley & Co. Inc.; pricing in June

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

• Zero-coupon protected absolute return barrier notes due Dec. 20, 2009 linked to the S&P 500 index; via Morgan Stanley & Co., Inc.; pricing in June

• 0% dual participation capital-protected notes due June 30, 2014 linked to West Texas Intermediate light sweet crude oil with a 30% weight, grade A copper 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 June

PRUDENTIAL FINANCIAL, INC.

• Leveraged floating-rate notes due June 10, 2013 linked to via J.P. Morgan Securities Inc.; pricing June 5

ROYAL BANK OF CANADA

• Redeemable leveraged steepener range accrual notes due June 13, 2023 linked to the 30-year and two-year Constant Maturity Swap rates; via RBC Capital Markets Corp.; pricing June 6

• Zero-coupon principal-protected notes due June 30, 2010 linked to the Brazilian real relative to the dollar; via RBC Capital Markets Corp.; pricing June 26

AB SVENSK EXPORTKREDIT

• CMS range accrual notes due June 27, 2018; via underwriter Banc of America Securities LLC; pricing June 24

• 0% Accelerated Return Notes due August 2009 linked to the S&P 500 index via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in June

• 0% Accelerated Return Notes due August 2009 linked to the S&P 500 index via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in June

UBS AG

• 0% return optimization securities with partial protection due June 7, 2010 linked to the S&P 500 and MSCI EAFE indexes; via UBS Investment Bank and UBS Financial Services Inc.; pricing June 2

• Zero-coupon 100% principal protection absolute return barrier notes due June 17, 2009 linked to the S&P 500 index; via UBS Investment Bank; pricing June 13

• 0% return optimization securities with partial protection due on or about Dec. 17, 2009 linked to the S&P 500 index; via UBS Investment Bank; pricing on June 13

• Zero-coupon 100% principal protection notes due June 28, 2013 linked to the UBS Bloomberg Constant Maturity Commodity index Excess Return; via UBS Investment Bank; pricing June 23

• Zero-coupon 100% principal protection notes due June 30, 2011 linked to dollar versus euro, British pound and Canadian dollar; via UBS Financial Services, Inc. and UBS Investment Bank; pricing June 25

• 0% performance securities with contingent protection due June 28, 2013 linked to Dow Jones Euro Stoxx 50, FTSE 100, Nikkei 225, Swiss Market, S&P/ASX 200 and MSCI Emerging Markets indexes; 50% trigger; via UBS Investment Bank and UBS Financial Services Inc.; pricing June 25

• 0% autocallable optimization securities with contingent protection due Dec. 31, 2009 linked to the Market Vectors Agribusiness exchange-traded fund; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 25

• Zero-coupon 100% principal protection absolute return barrier notes due Dec. 31, 2009 linked to the MSCI EAFE index; via UBS Investment Bank and UBS Financial Services Inc.; pricing June 25

• Zero-coupon 100% principal protection absolute return barrier notes due Dec. 31, 2009 linked to the Russell 2000 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing June 25

• 0% return optimization securities due Dec. 31, 2009 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 25

• Zero-coupon 100% principal protection absolute return barrier notes due Dec. 31, 2009 linked to the S&P 500 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing June 25


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