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Published on 11/25/2009 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• 8% STEP Income Securities linked to the common stock of Caterpillar Inc.; 95% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in November

• 9% two-year callable Stock Return Income Debt Securities payable at maturity with shares of Amazon.com, Inc. common stock; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in November or December

• Two-year 0% Market Index Target-Term Securities due November 2011 linked the Brazilian real and Mexican peso against the dollar; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC, Inc.; pricing in November or December

• 100% principal-protected floating-rate notes due November 2019 linked to the 10-year Constant Maturity Swap rate; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in November or December

• Two-year zero-coupon 100% principal-protected market-linked step up notes linked to the Dow Jones Stoxx 600 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in November or December

• 0% five-year Market Index Target-Term Securities linked to gold; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in November or December

• One-year 8% STEP Income Securities linked to Microsoft Corp. common stock; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in November or December

• Two-year 0% Strategic Accelerated Redemption Securities linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in November or December

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

• 0% Market Index Target-Term Securities due December 2014 linked to the MSCI World index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in December

• 0% Capped Leveraged Index Return Notes due January 2012 linked to the Rogers International Commodity Index - Excess Return; 90% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in December

• 0% Capped Leveraged Index Return Notes due January 2012 linked to the S&P 500 index; 90% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in December

• Zero-coupon 100% principal-protected market-linked step up notes due in January 2012 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in December

• 0% Strategic Accelerated Redemption Securities due January 2012 based on the S&P 500 index; 90% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in December

BARCLAYS BANK PLC

• Zero-coupon 95% principal-protected notes due Dec. 2, 2011 linked the Australian dollar, Brazilian real, Canadian dollar and Norwegian krone; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing Nov. 27

• 0% buffered return enhanced notes due Dec. 5, 2011 linked to the Dow Jones - UBS Commodity Index 3 Month Forward index; via Barclays Capital and J.P. Morgan Securities Inc.; pricing Nov. 27

• Zero-coupon 100% principal-protected notes due March 4, 2013 linked to the Chinese renminbi, Australian dollar, Brazilian real, Turkish lira, South African rand, Israeli new shekel and New Taiwan dollar; via Barclays Capital Inc.; pricing Dec. 1

• 0% double short leverage securities due Dec. 28, 2010 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Dec. 21

CREDIT SUISSE, NASSAU BRANCH

• 11.5%-14% callable yield notes due Dec. 3, 2010 linked to the iShares MSCI Emerging Markets index fund, Russell 2000 index and S&P 500 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Nov. 30

• 7.25%-10% callable yield notes due Dec. 3, 2010 linked to the iShares MSCI Emerging Markets index fund, Russell 2000 index and S&P 500 index; 55% trigger; via Credit Suisse Securities (USA) LLC; pricing Nov. 30

• 10.25% callable yield notes due Dec. 3, 2010 linked to the Energy Select Sector SPDR fund and the SPDR Gold Trust; via Credit Suisse Securities (USA) LLC; pricing Nov. 30

• 0% Accelerated Return Equity Securities due Dec. 5, 2011 linked to the iShares MSCI EAFE index fund; via Credit Suisse Securities (USA) LLC; pricing Nov. 30

• 0% Booster Cert PLUS securities due Dec. 5, 2011 linked to the iShares MSCI Emerging Markets index fund; via Credit Suisse Securities (USA) LLC; pricing Nov. 30

• 0% Accelerated Return Equity Securities due Dec. 5, 2012 linked to the S&P 100 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 30

• 0% Buffered Accelerated Return Equity Securities due June 3, 2011 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 30

• 0% Accelerated Return Equity Securities due Jan. 5, 2011 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 30

• 8%-10.5% callable yield notes due Dec. 3, 2010 linked to the S&P 500 index and Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 30

• 8%-10% callable yield notes due June 3, 2010 linked to the S&P 500 and Russell 2000 indexes; via Credit Suisse Securities (USA) LLC; pricing Nov. 30

• Zero-coupon 90% principal-protected ProNotes due Dec. 28, 2012 linked to the Australian dollar, Brazilian real, Canadian dollar and Norwegian krone; via Credit Suisse Securities (USA) LLC; pricing Dec. 23

• 0% Accelerated Return Equity Securities due Dec. 28, 2012 linked to the iShares MSCI EAFE index fund; via Credit Suisse Securities (USA) LLC; pricing Dec. 23

• 0% Buffered Accelerated Return Equity Securities due Jan. 3, 2012 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Dec. 28

• 0% Accelerated Return Equity Securities due Jan. 10, 2012 linked to the iShares MSCI EAFE index fund; via Credit Suisse Securities (USA) LLC; pricing Jan. 5

• 0% Buffered Accelerated Return Equity Securities due July 8, 2011 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Jan. 5

DEUTSCHE BANK AG, LONDON BRANCH

• Zero-coupon 100% principal protection notes due Dec. 5, 2012 linked to the Brazilian real, South African rand, New Zealand dollar and the Turkish lira; via Deutsche Bank Securities; pricing Nov. 30

• 0% capped Buffered Underlying Securities due Dec. 3, 2012 linked to S&P 500 index and Russell 2000 index; 80% trigger; via Deutsche Bank Securities Inc.; pricing Nov. 30

• Zero-coupon 100% principal protection notes due Dec. 5, 2012 linked to the South African rand, Turkish lira, Brazilian real and New Zealand dollar, against the U.S. dollar; via Deutsche Bank Securities; pricing Nov. 30

• 0% alpha overlay securities due Jan. 7, 2011 linked to an equally weighted basket holding the Deutsche Bank Commodity Booster-Dow Jones-UBS 14 TV index and the Deutsche Bank Commodity Harvest - 10 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Dec. 4

• Floating-rate range accrual notes due Dec. 14, 2016 linked to Libor; via Deutsche Bank Securities Inc.; pricing Dec. 9

EKSPORTFINANS ASA

• 0% enhanced growth securities with leveraged upside and buffered downside due Dec. 5, 2011 linked to the Industrial Select Sector SPDR fund; via Wells Fargo Securities, LLC; pricing in November

• 0% enhanced growth securities with leveraged upside and buffered downside due June 5, 2013 linked to the Russell 2000 index; 85% trigger; via Wells Fargo Securities, LLC; pricing in November

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

• 10%-11% enhanced yield securities due June 1, 2010 linked to AK Steel Holding Corp. common stock; 60% trigger; via Wells Fargo Securities, LLC

• 12%-13% enhanced yield securities due June 1, 2010 linked to Alcoa Inc. common stock; 70% trigger; via Wells Fargo Securities, LLC

• 13%-14% enhanced yield securities due June 1, 2010 linked to Baker Hughes Inc. common stock; 75% trigger; via Wells Fargo Securities, LLC

• 14%-15% enhanced yield securities due June 1, 2010 linked to Cemex SAB de CV American Depositary Receipts; 70% trigger; via Wells Fargo Securities, LLC

GOLDMAN SACHS GROUP, INC.

• 0% autocallable underlier-linked notes due Sept. 7, 2010 linked to the Dow Jones Euro Stoxx 50, Topix and FTSE 100 indexes; via Goldman, Sachs & Co. and J.P. Morgan Securities Inc.; pricing Nov. 26

• 0% autocallable index-linked notes due Sept. 7, 2010 tied to the Euro Stoxx 50 index; via Goldman, Sachs & Co.; pricing Nov. 26

• 13- and 15-month 0% buffered equity index-linked notes linked to the iShares FTSE/Xinhua China 25 index fund; 85% trigger; via Goldman Sachs & Co.

• 18- to 21-month 0% leveraged buffered notes linked to the iShares MSCI Emerging Markets index fund; via Goldman, Sachs & Co.

• Two-year 0% leveraged buffered equity index-linked notes linked to the MSCI EAFE and S&P 500 indexes; 88.5% trigger; via Goldman, Sachs & Co.

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

• 18- to 21-month 0% leveraged equity index-linked notes linked to the S&P 500 index; via Goldman, Sachs & Co.

• 24- to 28-month 0% buffered equity index-linked notes linked to the S&P 500 index; via Goldman, Sachs & Co.

• 28- to 30-month 0% equity index-linked notes tied to the S&P 500 index; via Goldman, Sachs & Co.

• 36- to 42-month 0% leveraged equity index-linked notes linked to the S&P 500 index; via Goldman, Sachs & Co.

• Five-year look back notes linked to the S&P 500 index; via Goldman, Sachs & Co.

• 13- to 15-month 0% buffered equity index-linked notes linked to equal weights of the S&P 500 and MSCI EAFE indexes; via Goldman Sachs & Co.

HSBC USA, INC.

• Multi-coupon securities due November 2015 linked to the iShares MSCI Emerging Markets index fund, Market Vectors Gold Miners ETF, Semiconductor Holdrs trust, Energy Select Sector SPDR fund, Financial Select Sector SPDR fund and Health Care SPDR fund; via HSBC Securities (USA) Inc.; pricing in November

JPMORGAN CHASE BANK, NA

• Callable six-month Libor range accrual certificates of deposit due Dec. 9, 2024; via J.P. Morgan Securities Inc.; settlement Dec. 9

MORGAN STANLEY

• 0% buffered Performance Leveraged Upside Securities due Dec. 13, 2010 linked to the price of gold; via Morgan Stanley & Co. Inc.; pricing Nov. 27

• 0% buffered jump securities due May 2011 linked to the price of gold; 90% trigger; via Morgan Stanley & Co. Inc.; pricing in November

• Six-month Libor and S&P 500 index range accrual notes due Dec. 16, 2024; via Morgan Stanley & Co. Inc.; pricing in December

• 0% buffered Performance Leveraged Upside Securities due May 27, 2011 linked to the Dow Jones - UBS Commodity Index; via Morgan Stanley & Co. Inc.

ROYAL BANK OF CANADA

• 0% direct investment notes due Jan. 6, 2011 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets Corp.; pricing Dec. 3

• 0% direct investment notes due Jan. 31, 2011 linked to the stocks of Allete, Inc., American Water Works Co., Inc., American States Water Co., Crane Co., California Water Services Group, DTE Energy Co., the Empire District Electric Co., Alliant Energy Corp., PNM Resources Inc., Sabesp, Veolia Environment and Aqua America Inc.; via RBC Capital Markets Corp.; pricing Dec. 23

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

AB SVENSK EXPORTKREDIT

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

UBS AG

• 0% double long leverage securities due March 10, 2010 linked to the S&P 500 Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Dec. 3

• 0% double short leverage securities due March 10, 2010 linked to the S&P 500 Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Dec. 3

• 0% double long leverage securities due Dec. 9, 2010 linked to the S&P 500 Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Dec. 3

• 0% double short leverage securities due Dec. 9, 2010 linked to the S&P 500 Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Dec. 3

• 0% double long leverage securities due March 24, 2010 linked to the S&P 500 Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Dec. 17

• 0% double short leverage securities due March 24, 2010 linked to the S&P 500 Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Dec. 17

• 0% double long leverage securities due Dec. 23, 2010 linked to the S&P 500 Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Dec. 17

• 0% double short leverage securities due Dec. 23, 2010 linked to the S&P 500 Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Dec. 17

WELLS FARGO & CO.

• 0% enhanced growth securities with partial principal protection due December 2011 linked to the iShares MSCI EAFE index fund; via Wells Fargo Securities, LLC

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


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