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Published on 2/6/2009 in the Prospect News Structured Products Daily.

Structured Products Calendar

ABN AMRO BANK NV

• 23.5% annualized Knock-in Reverse Exchangeable Securities due May 18, 2009 linked to the common stock of Freeport-McMoRan Copper & Gold Inc.; 60% trigger; via ABN Amro Inc.; pricing Feb. 12

• 24.25% Knock-in Reverse Exchangeable Securities due Aug. 18, 2009 linked to General Electric Co. common stock; 50% trigger; via ABN Amro Inc.; pricing Feb. 12

• 14.5% Knock-in Reverse Exchangeable Securities due Aug. 18, 2009 linked to Microsoft Corp. common stock; 70% trigger; via ABN Amro Inc.; pricing Feb. 12

• 22% Knock-in Reverse Exchangeable Securities due May 18, 2009 linked to Netflix, Inc. common stock; 70% trigger; via ABN Amro Inc.; pricing Feb. 12

• 21.5% Knock-in Reverse Exchangeable Securities due May 18, 2009 linked to U.S. Bancorp common stock; 50% trigger; via ABN Amro Inc.; pricing Feb. 12

• 29.85% Knock-in Reverse Exchangeable Securities due Aug. 18, 2009 linked to Wells Fargo & Co. common stock; 50% trigger; via ABN Amro Inc.; pricing Feb. 12

• 13.5% Knock-in Reverse Exchangeable Securities due April 19, 2009 linked to the common stock of Deere & Co.; 60% trigger; via ABN Amro Inc.; pricing Feb. 13

• 12.75% Knock-in Reverse Exchangeable Securities due Aug. 19, 2009 linked to the common stock of Google Inc.; 70% trigger; via ABN Amro Inc.; pricing Feb. 13

• 11.5% Knock-in Reverse Exchangeable Securities due Feb. 19, 2010 linked to shares of the SPDR Trust Series 1; 80% trigger; via ABN Amro Inc.; pricing Feb. 13

• 20% Knock-in Reverse Exchangeable Securities due April 19, 2009 linked to the common stock of JPMorgan Chase & Co.; 50% trigger; via ABN Amro Inc.; pricing Feb. 13

• 14% Knock-in Reverse Exchangeable Securities due April 19, 2009 linked to the common stock of Whirlpool Corp.; 60% trigger; via ABN Amro Inc.; pricing Feb. 13

BANK OF AMERICA CORP.

• 42-month 0% Currency Market Index Target-Term Securities linked to the dollar/Japanese yen exchange rate; via Merrill Lynch & Co., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in February or March

• 18-month 0% Capped Leveraged Index Return Notes linked to the Dow Jones - AIG Commodity Index - Excess Return; via Merrill Lynch & Co., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in February or March

• Five-year 0% Market Index Target-Term Securities linked to the Dow Jones - AIG Commodity Index - Excess Return; via Merrill Lynch & Co., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in February or March

• 18-month 0% Capped Leveraged Index Return Notes linked to the gold spot price; via Merrill Lynch & Co., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in February or March

• 14-month 0% Accelerated Return Notes linked to the PHLX Defense Sector index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in February or March

• 18-month 0% Capped Leveraged Index Return Notes linked to the S&P 500 index; via Merrill Lynch & Co., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in February or March

• Three-year zero-coupon 100% principal-protected conditional participation notes linked to the S&P 500 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in February or March

• Five-year 0% Market Index Target-Term Securities linked to the S&P 500 index; via Merrill Lynch & Co., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in February or March

• 18-month 0% Bear Market Strategic Accelerated Redemption Securities linked to the S&P Small Cap Regional Banks index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in February or March

BARCLAYS BANK PLC

• 13.25% reverse convertible notes due Aug. 13, 2009 linked to Best Buy Co., Inc. stock; 60% trigger; via Barclays Capital; pricing Feb. 10

• 15.75% reverse convertible notes due Aug. 13, 2009 linked to Deere & Co. stock; 60% trigger; via Barclays Capital; pricing Feb. 10

• 16.75% reverse convertible notes due Aug. 13, 2009 linked to General Electric Co. stock; 60% trigger; via Barclays Capital; pricing Feb. 10

• 15% reverse convertible notes due Aug. 13, 2009 linked to JPMorgan Chase & Co. stock; 50% trigger; via Barclays Capital; pricing Feb. 10

• 10.5% reverse convertible notes due Aug. 13, 2009 linked to Mosaic Co. stock; 50% trigger; via Barclays Capital; pricing Feb. 10

• 18.5% reverse convertible notes due Aug. 13, 2009 linked to Peabody Energy Corp. stock; 50% trigger; via Barclays Capital; pricing Feb. 10

• 15.75% reverse convertible notes due Aug. 13, 2009 linked to Target Corp. stock; 60% trigger; via Barclays Capital; pricing Feb. 10

• 14.75% reverse convertible notes due Aug. 13, 2009 linked to United States Oil Fund, LP stock; 60% trigger; via Barclays Capital; pricing Feb. 10

• 0% Knock-Out Buffered Super Track Notes due March 2, 2010 linked to the S&P 500, Nikkei 225 and Dow Jones Euro Stoxx 50 indexes; via Barclays Capital; pricing Feb. 14

• 0% Buffered Super Track Digital Plus Notes due Aug. 25, 2010 linked to the S&P 500 index; via Barclays Capital Inc.; pricing Feb. 20

• 0% annual autocallable notes due Feb. 25, 2014 linked to the S&P 500 index; via Barclays Capital; pricing Feb. 20

• Zero-coupon 100% principal-protected notes due Feb. 27, 2013 linked to British pound sterling, Australian dollar and New Zealand dollar; via Barclays Capital Inc.; pricing Feb. 24

• Zero-coupon 100% principal-protected notes due Feb. 27, 2014 linked to copper, tin, gold, S&P GSCI Natural Gas Index Excess Return, S&P GSCI Crude Oil Excess Index Return, S&P GSCI Livestock Excess Index Return and S&P GSCI Agriculture Index Excess Return; via Barclays Capital Inc.; pricing Feb. 24

• Zero-coupon 100% principal-protected notes due Feb. 27, 2014 linked to the Dow Jones-AIG Commodity index; via Barclays Capital Inc.; pricing Feb. 24

• 0% Buffered Super Track Digital Plus Notes due March 2, 2010 linked to the price of gold; via Barclays Capital Inc.; pricing Feb. 24

• 0% barrier optimization securities with partial protection slated for maturity on March 10, 2010 linked to the iShares MSCI EAFE Index Fund; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Feb. 24

• Zero-coupon 100% principal-protected notes expected to mature March 7, 2014 linked to the Pimco Total Return Fund; via Barclays Capital; pricing Feb. 24

• Annual autocallable notes due Feb. 27, 2014 linked to the S&P 500 index; via Barclays Capital Inc.; pricing Feb. 24

• 0% Knock-Out Buffered Super Track Notes due March 2, 2010 linked to S&P GSCI Excess Return index; via Barclays Capital Inc.; pricing Feb. 24

• Zero-coupon 100% principal-protected notes due Feb. 27, 2014 linked to the Barclays Capital Q-BES Large Cap US Excess Return index; via Barclays Capital Inc.; pricing Feb. 27

CITIGROUP FUNDING INC.

• 8% to 11% Equity LinKed Securities due August 2009 linked to Coca-Cola Co. common stock; 75% trigger; via Citigroup Global Markets Inc.; pricing in February

• 8% to 10% Equity LinKed Securities linked to International Business Machines Corp.; via Citigroup Global Markets Inc.; pricing in February

• 2% minimum coupon principal-protected notes due 2014 linked to the Russell 2000 index; via Citigroup Global Markets Inc.; pricing in February

• 1.5% fixed coupon principal-protected notes due 2014 linked to the Consumer Price Index; via Citigroup Global Markets Inc.

CREDIT SUISSE, NASSAU BRANCH

• 0% Accelerated Return Equity Securities due Feb. 24, 2011 linked to the S&P 500 index; via Credit Suisse (USA) LLC; pricing Feb. 18

• 0% Accelerated Return Equity Securities due Aug. 24, 2010 linked to the S&P 500 index; via Credit Suisse (USA) LLC; pricing Feb. 18

• 0% Accelerated Return Equity Securities due Feb. 28, 2012 linked to the Credit Suisse Fortinbras USD Excess Return Three Factor Model index; via Credit Suisse (USA) LLC; pricing Feb. 20

• 13% to 15% callable yield notes due Feb.26, 2010 linked to the S&P 500 index and Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 23

• 17% to 20% callable yield notes due Feb.26, 2010 linked to the S&P 500 index and Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 23

• 0% Buffered Accelerated Return Equity Securities due Aug. 27, 2010 linked to the S&P 500 index; 90% trigger; via Credit Suisse Securities (USA) LLC; pricing Feb. 24

• 0% Buffered Accelerated Return Equity Securities due March 29, 2010 linked to the S&P 500 index; via Credit Suisse (USA) LLC; pricing Feb. 24

• 0% Buffered Accelerated Return Equity Securities due May 27, 2010 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 24

• 0% Buffered Accelerated Return Equity Securities due Oct. 29, 2010 linked to the S&P 500 index; via Credit Suisse (USA) LLC; pricing Feb. 24

• 0% Cert Plus securities due Feb. 29, 2012 linked to the S&P 500 index with 105% to 115% leverage; via Credit Suisse Securities (USA) LLC; pricing Feb. 24

• 0% Cert Plus securities due Feb. 29, 2012 linked to the S&P 500 index with 115% to 125% leverage; via Credit Suisse Securities (USA) LLC; pricing Feb. 24

DEUTSCHE BANK AG, LONDON BRANCH

• CPI-indexed buffered barrier rebate notes due Feb. 22, 2011 linked to the S&P 500 index; 75% trigger; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Feb. 13

• 0% capped Buffered Underlying Securities due Aug. 27, 2010 linked to the iShares MSCI EAFE index fund; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Feb. 24

• 0% capped Buffered Underlying Securities due Feb. 26, 2010 linked to the ProShares UltraShort 20+ Year Treasury fund; 90% trigger; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Feb. 24• 0% buffered absolute return barrier securities due March 29, 2010 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Feb. 24

• 0% buffered barrier rebate notes due May 27, 2010 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Feb. 24

• 0% capped Buffered Underlying Securities due Aug. 27, 2010 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Feb. 24

• 0% capped Buffered Underlying Securities due Aug. 27, 2010 linked to the S&P 500, Russell 2000 and S&P 400 Midcap indexes; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Feb. 24

EKSPORTFINANS ASA

• 20% reverse convertible notes due May 18, 2009 linked Freeport-McMoRan Copper & Gold, Inc. stock; via Barclays Capital; pricing Feb. 10

• 16% reverse convertible notes due May 18, 2009 linked Frontier Oil Corp. stock; via Barclays Capital; pricing Feb. 10

• 20% reverse convertible notes due May 18, 2009 linked Goldman Sachs Group, Inc. stock; via Barclays Capital; pricing Feb. 10

• 20% reverse convertible notes due May 18, 2009 linked Wells Fargo & Co. stock; via Barclays Capital; pricing Feb. 10

• 0% enhanced growth securities with leveraged upside and buffered downside due Dec. 10, 2009 linked to the S&P 500 index; via Wachovia Capital Markets, LLC; pricing in February

• 13% to 14% enhanced yield securities due Sept. 10, 2009 linked to the common stock of Boeing Co.; 70% trigger; via Wachovia Capital Markets, LLC

• 14% to 15% enhanced yield securities due Sept. 10, 2009 linked to the common stock of ConocoPhillips; 70% trigger; via Wachovia Capital Markets, LLC

• 14% to 15% enhanced yield securities due Sept. 10, 2009 linked to the common stock of Microsoft Corp.; 70% trigger; via Wachovia Capital Markets, LLC

• 13% to 14% enhanced yield securities due Sept. 10, 2009 linked to the common stock of Walt Disney Co.; 70% trigger; via Wachovia Capital Markets, LLC

GOLDMAN SACHS GROUP, INC.

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

HSBC USA INC.

• 0% barrier optimization securities with partial protection due Feb. 22, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and HSBC USA Inc.; pricing Feb. 12

• 0% autocallable optimization securities with contingent protection due Aug. 18, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and HSBC USA Inc.; pricing Feb. 12

• 0% enhanced market participation notes due Feb. 25, 2011 linked to Berkshire Hathaway Inc. class B stock; via HSBC Securities Inc.; pricing Feb. 20

• 0% global opportunity notes due Aug. 29, 2014 linked to the S&P 500, Nikkei 225 and Dow Jones Euro Stoxx 50 indexes; via HSBC Securities (USA) Inc.; pricing Feb. 23

• 0% return optimization securities due March 3, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and HSBC USA Inc.; pricing Feb. 24

• 0% enhanced market participation notes due Aug. 27, 2010 linked the S&P 500 and iShares MSCI EAFE Index Fund; via HSBC Securities (USA) Inc.; pricing Feb. 24

JPMORGAN CHASE & CO.

• 13% annualized reverse exchangeable notes due Aug. 17, 2009 linked to the common stock of Caterpillar Inc.; 60% trigger; via J.P. Morgan Securities Inc.; pricing Feb. 11

• 23.5% reverse exchangeable notes due May 18, 2009 linked to the common stock of Freeport-McMoRan Copper & Gold Inc.; 60% trigger; via J.P. Morgan Securities Inc.; pricing Feb. 11

• 15% annualized reverse exchangeable notes due Aug. 17, 2009 linked to the common stock of General Electric Co.; 50% trigger; via J.P. Morgan Securities Inc.; pricing Feb. 11

• 11.5% annualized reverse exchangeable notes due Aug. 17, 2009 linked to the common stock of Intel Corp.; 60% trigger; via J.P. Morgan Securities Inc.; pricing Feb. 11

• 13% annualized reverse exchangeable notes due Aug. 17, 2009 linked to the common stock of Microsoft Corp.; 70% trigger; via J.P. Morgan Securities Inc.; pricing Feb. 11

• 22% reverse exchangeable notes due May 18, 2009 linked to the common stock of Peabody Energy Corp.; 60% trigger; via J.P. Morgan Securities Inc.; pricing Feb. 11

• 25% reverse exchangeable notes due May 18, 2009 linked to the common stock of United States Steel Corp.; 60% trigger; via J.P. Morgan Securities Inc.; pricing Feb. 11

• 0% buffered return enhanced notes due Aug. 17, 2010 linked to the S&P GSCI Crude Oil Index Excess Return; via J.P. Morgan Securities Inc.; pricing Feb. 12

• 0% knock-out certificates of deposit due Feb. 29, 2012 linked to gold; via J.P. Morgan Securities Inc.; pricing Feb. 24

• 0% return optimization securities due March 3, 2010 linked to the iShares MSCI EAFE index fund; via UBS Financial Services Inc. and J.P. Morgan Securities Inc.; pricing Feb. 24

• Zero-coupon principal-protected notes due Feb. 27, 2014 linked to the JPMorgan Efficiente (USD) index; via J.P. Morgan Securities Inc.; pricing Feb. 24

• Zero-coupon principal-protected notes due Feb. 27, 2015 linked to the JPMorgan Efficiente (USD) index; via J.P. Morgan Securities Inc.; pricing Feb. 24

• 0% buffered return enhanced notes due March 29, 2010 linked to the Russell 2000 index; via J.P. Morgan Securities Inc.; pricing Feb. 24

• 0% buffered return enhanced notes due March 29, 2010 linked to the Russell 2000 index; via J.P. Morgan Securities Inc.; pricing Feb. 24

• 0% single review notes due Aug. 27, 2009 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing Feb. 24

• 0% buffered return enhanced notes due March 29, 2010 linked to the S&P 500 index; 90% trigger; via J.P. Morgan Securities Inc.; pricing Feb. 24

• 0% buffered return enhanced notes due Aug. 31, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing Feb. 24

• 11% to 15% yield generator certificates of deposit due Feb. 27, 2015 linked to Apple Inc., Coca-Cola Co., ConocoPhillips, Eli Lilly and Co., General Mills, Inc., Google Inc., McDonald's Corp., Monsanto Co., Union Pacific Corp. and Wells Fargo & Co.; via J.P. Morgan Securities Inc.; pricing Feb. 24• 0% semiannual review notes due March 1, 2011 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing Feb. 24

• 0% semiannual review notes due March 1, 2011 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing Feb. 24

• 0% Performance Leveraged Upside Securities due March 26, 2010 linked to the Russell 2000 index; via JPMorgan & Co. Inc.; pricing in February

• 0% Performance Leveraged Upside Securities due March 26, 2010 linked to the S&P 500 index; via JPMorgan & Co. Inc.; pricing in February

MORGAN STANLEY

• 9% to 11% reverse convertible securities due Aug. 25, 2009 linked to the common stock of Kroger Co.; 75% trigger; via Morgan Stanley & Co. Inc.; pricing Feb. 20

• 11% to 13% reverse convertible securities due Aug. 25, 2009 linked to Standard & Poor's Depositary Receipts; via Morgan Stanley & Co. Inc.; pricing Feb. 20

• 10% Stock Participation Accreting Redemption Quarterly-pay Securities due March 20, 2010 mandatorily exchangeable for AT&T Inc. common stock; via Morgan Stanley & Co. Inc.; pricing in February

• Zero-coupon barrier capital-protected notes due Feb. 28, 2011 linked to the Australian dollar/U.S. dollar exchange rate; via Morgan Stanley & Co. Inc.; pricing in February

• 100% principal-protected leveraged 10-year CMS observation notes due Feb. 10, 2012; via Morgan Stanley & Co. Inc.; pricing in February

• 0% buffered securities due Aug. 29, 2011 linked to the price of gold; via Morgan Stanley; pricing in February

• Floating-rate six-month Libor and S&P 500 index range accrual notes due Feb. 10, 2019; via Morgan Stanley & Co. Inc.; pricing in February

• Zero-coupon protected absolute return barrier notes due Aug. 20, 2010 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in February

• 0% Buffered Performance Leveraged Upside Securities due Feb. 20 2011 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in February

• 0% auto-callable securities due March 8, 2011 linked to the S&P 500 index; via Morgan Stanley; pricing in February

• 0% buffered Performance Leveraged Upside Securities due Aug. 31, 2010 linked to the S&P GSCI Brent Crude Index - Excess Return; 90% trigger; via Morgan Stanley & Co. Inc.; pricing in February

ROYAL BANK OF CANADA

• 21% reverse convertible notes due May 18, 2009 linked to Amazon.com, Inc. common stock; 65% trigger; via RBC Capital Markets Corp.; pricing Feb. 12

• 12.5% reverse convertible notes due May 18, 2009 linked to Apple Inc. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing Feb. 12

• 32% reverse convertible notes due May 18, 2009 linked to Bank of America Corp. common stock; 65% trigger; via RBC Capital Markets Corp.; pricing Feb. 12

• 11% reverse convertible notes due May 18, 2009 linked to CA Inc. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing Feb. 12

• 10% reverse convertible notes due May 18, 2009 linked to Caterpillar Inc. common stock; 65% trigger; via RBC Capital Markets Corp.; pricing Feb. 12

• 12.5% reverse convertible notes due Aug. 18, 2009 linked to Chevron Corp. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing Feb. 12

• 16% reverse convertible notes due May 18, 2009 linked to Deere & Co. common stock; 65% trigger; via RBC Capital Markets Corp.; pricing Feb. 12

• 21% reverse convertible notes due Aug. 18, 2009 linked to Deere & Co. common stock; 65% trigger; via RBC Capital Markets Corp.; pricing Feb. 12

• 13% reverse convertible notes due May 18, 2009 linked to Devon Energy Corp. common stock; 65% trigger; via RBC Capital Markets Corp.; pricing Feb. 12

• 34% reverse convertible notes due May 18, 2009 linked to Freeport-McMoRan Copper & Gold, Inc. common stock; 65% trigger; via RBC Capital Markets Corp.; pricing Feb. 12

• 27% reverse convertible notes due May 18, 2009 linked to Frontier Oil Corp. common stock; 65% trigger; via RBC Capital Markets Corp.; pricing Feb. 12

• 22% reverse convertible notes due May 18, 2009 linked to General Electric Co. common stock; 65% trigger; via RBC Capital Markets Corp.; pricing Feb. 12

• 11% reverse convertible notes due May 18, 2009 linked to Google Inc. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing Feb. 12

• 10.25% reverse convertible notes due May 18, 2009 linked to Hewlett-Packard Co. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing Feb. 12

• 16% reverse convertible notes due May 18, 2009 linked to Home Depot, Inc. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing Feb. 12

• 34% reverse convertible notes due May 18, 2009 linked to JPMorgan Chase & Co. common stock; 65% trigger; via RBC Capital Markets Corp.; pricing Feb. 12

• 15.25% reverse convertible notes due Aug. 18, 2009 linked to Lowe's Cos., Inc. common stock; 65% trigger; via RBC Capital Markets Corp.; pricing Feb. 12

• 15% reverse convertible notes due Aug. 18, 2009 linked to Microsoft Corp. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing Feb. 12

• 22% reverse convertible notes due May 18, 2009 linked to Monsanto Co. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing Feb. 12

• 16% reverse convertible notes due May 18, 2009 linked to Nucor Corp. common stock; 65% trigger; via RBC Capital Markets Corp.; pricing Feb. 12

• 10% reverse convertible notes due Aug. 18, 2009 linked to Pfizer Inc. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing Feb. 12

• 0% buffered bullish digital notes due March 18, 2010 linked to the S&P 500 index; 80% trigger; via RBC Capital Markets Corp.; pricing Feb. 12

• 29% reverse convertible notes due May 18, 2009 linked to U.S. Bancorp common stock; 65% trigger; via RBC Capital Markets Corp.; pricing Feb. 12

• 11% reverse convertible notes due May 18, 2009 linked to Wal-Mart Stores, Inc. common stock; 80% trigger; via RBC Capital Markets Corp.; pricing Feb. 12

• 33% reverse convertible notes due May 18, 2009 linked to Wells Fargo & Co. common stock; 65% trigger; via RBC Capital Markets Corp.; pricing Feb. 12

• Zero-coupon bullish buffered enhanced return notes due Feb. 19, 2013 linked to the S&P 500 index, Russell 2000 index, iShares MSCI EAFE index fund and iShares MSCI Emerging Markets index fund; via RBC Capital Markets Corp.; pricing Feb. 13

• 0% buffered bullish commodity-linked notes due Feb. 22, 2011 linked to price of gold; via RBC Capital Markets Corp.; pricing Feb. 18

AB SVENSK EXPORTKREDIT

• 0% fixed upside return notes due 2010 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing in February

• 14-month 0% Accelerated Return Notes linked to the S&P 500 index; via Merrill Lynch & Co., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in February or March

• 0% buffer notes due 2011 linked to the Russell 2000 index; via Citigroup Global Markets Inc.

UBS AG

• 9.25%-12.25% yield optimization notes with contingent protection due Aug. 27, 2009 linked to Standard & Poor's Depositary Receipts; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 23

• Zero-coupon 100% principal protection barrier notes due Feb. 28, 2011 linked to the euro/dollar exchange rate; via UBS Financial Services, Inc. and UBS Investment Bank; pricing Feb. 24

• Zero-coupon 100% principal protection barrier notes due Feb. 28, 2011 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 24

• 0% return optimization securities with partial protection due Aug. 31, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 24

WELLS FARGO BANK, NA

• 0% barrier return certificates of deposit due Aug. 31, 2012 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing Feb. 20


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