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Published on 3/18/2009 in the Prospect News Structured Products Daily.

Structured Products Calendar

ABN AMRO BANK NV

• Zero-coupon 20% digital buffer securities due Sept. 24, 2010 linked to the S&P 500 index; via ABN Amro Inc.; pricing March 20

• 17.5% Knock-in Reverse Exchangeable Securities due Sept. 30, 2009 linked to the common stock of ConocoPhillips; 70% trigger; via ABN Amro Inc.; pricing March 26

• 26% Knock-in Reverse Exchangeable Securities due June 30, 2009 linked to the common stock of General Electric Co.; 50% trigger; via ABN Amro Inc.; pricing March 26

• 10% Knock-in Reverse Exchangeable Securities due Sept. 30, 2009 linked to the common stock of Kellogg Co.; 80% trigger; via ABN Amro Inc.; pricing March 26

• 11.25% Knock-in Reverse Exchangeable Securities due Sept. 30, 2009 linked to the common stock of McDonald's Corp.; 80% trigger; via ABN Amro Inc.; pricing March 26

• ABN Amro Bank NV plans to price 16.25% Knock-in Reverse Exchangeable Securities due June 30, 2009 linked to the common stock of Oracle Corp.; 80% trigger; via ABN Amro Inc.; pricing March 26

BANK OF AMERICA CORP.

• 7%-9% STEP Income Securities due April 2010 linked to the Russell 2000 index; via Merrill Lynch & Co.; pricing in March

• 0% Market Index Target-Term Securities due in March 2014 linked to S&P 500, Dow Jones Euro Stoxx 50 and Nikkei 225; via Merrill Lynch & Co., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in March

• 0% Accelerated Return Notes due September 2010 linked to S&P 500, MSCI EAFE and MSCI Emerging Markets indexes; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in March

• 19- to 23-month 0% Long Short linked to the Health Care Select Sector/Consumer Discretionary Select Sector Long Short Index - Series I; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in March or April

BARCLAYS BANK PLC

• 0% buffered return enhanced notes due Sept. 29, 2010 linked to the S&P GSCI Crude Oil Excess Return Index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing March 19

• 0% buffered return enhanced notes due Sept. 29, 2010 linked to the S&P GSCI Crude Oil Excess Return index; 85% trigger; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing March 19

• 18.5% reverse convertible notes due Sept. 30, 2009 linked to Amazon.com, Inc. stock; 65% trigger; via Barclays Capital; pricing March 26

• 18.5% reverse convertible notes due Sept. 30, 2009 linked to Arch Coal, Inc. stock; 60% trigger; via Barclays Capital; pricing March 26

• 11.5% reverse convertible notes due March 26, 2010 linked to Archer Daniels Midland Co. stock; 60% trigger; via Barclays Capital; pricing March 26

• Zero-coupon 100% principal-protected notes due March 31, 2014 linked to the Barclays Capital Q-BES Large Cap U.S. Excess Return index; via Barclays Capital Inc.; pricing March 26

• 11.6% reverse convertible notes due Sept. 30, 2009 linked to Barrick Gold Corp. stock; 60% trigger; via Barclays Capital; pricing March 26

• 11.25% reverse convertible notes due March 26, 2010 linked to Boeing Co. stock; 65% trigger; via Barclays Capital; pricing March 26

• 13.75% reverse convertible notes due Sept. 30, 2009 linked to Boston Scientific Corp. stock; 60% trigger; via Barclays Capital; pricing March 26

• 20% reverse convertible notes due Sept. 30, 2009 linked to Consol Energy Inc. stock; 50% trigger; via Barclays Capital; pricing March 26

• 10.25% reverse convertible notes due Sept. 30, 2009 linked to Corning Inc. stock; 60% trigger; via Barclays Capital; pricing March 26

• 9.5% reverse convertible notes due Sept. 30, 2009 linked to Deere & Co. stock; 80% trigger; via Barclays Capital; pricing March 26

• 18% reverse convertible notes due Sept. 30, 2009 linked to Deere & Co. stock; 65% trigger; via Barclays Capital; pricing March 26

• 11.5% reverse convertible notes due Sept. 30, 2009 linked to Dell Inc. stock; 65% trigger; via Barclays Capital; pricing March 26

• 13.5% reverse convertible notes due Sept. 30, 2009 linked to Devon Energy Corp. stock; 65% trigger; via Barclays Capital; pricing March 26

• 12% reverse convertible notes due Sept. 30, 2009 linked to Diamond Offshore Drilling, Inc. stock; 65% trigger; via Barclays Capital; pricing March 26

• 10% reverse convertible notes due Sept. 30, 2009 linked to Diamonds Trust, Series 1 stock; 75% trigger; via Barclays Capital; pricing March 26

• 0% Knock-Out Buffered Super Track Notes due April 1, 2010 linked to the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500 indexes; via Barclays Capital Inc.; pricing March 26

• 0% annual autocallable notes due April 1, 2013 linked to the exchange rate between the dollar and the euro; via Barclays Capital Inc.; pricing March 26

• 20% reverse convertible notes due Sept. 30, 2009 linked to Freeport-McMoRan Copper & Gold Inc. stock; 50% trigger; via Barclays Capital; pricing March 26

• 0% Buffered Super Track Digital Notes due April 30, 2010 linked to Freeport-McMoRan Copper & Gold Inc. common stock; via Barclays Capital Inc.; pricing March 26

• 16% Callable One Observation Reverse Convertible Notes due Sept. 30, 2009 linked to General Electric Co. stock; via Barclays Capital; pricing March 26

• 13% annualized reverse convertible notes due Sept. 30, 2009 linked to General Electric Co. shares; 80% trigger; via Barclays Capital; pricing March 26

• 16% reverse convertible notes due Sept. 30, 2009 linked to General Electric Co., Caterpillar Inc., Microsoft Corp., CSX Corp., Schlumberger Ltd., Lockheed Martin Corp., Charles Schwab Corp., Fresh Del Monte Produce Inc., Archer-Daniels-Midland Co. and ConocoPhillips; via Barclays Capital; pricing March 26

• 0% Buffered Super Track Digital Notes due April 29, 2010 linked to the price of gold; via Barclays Capital Inc.; pricing March 26

• 14.25% reverse convertible notes due Sept. 30, 2009 linked to Goldcorp Inc. stock; 60% trigger; via Barclays Capital; pricing March 26

• 0% Knock-Out Buffered Super Track Notes due April 29, 2010 linked to the performance of Goldman Sachs Group, Inc.; via Barclays Capital Inc.; pricing March 26

• 10.2% Callable One Observation Reverse Convertible Notes due Sept. 30, 2009 linked to Goldman Sachs Group, Inc. stock; via Barclays Capital; pricing March 26

• 14.5% reverse convertible notes due Sept. 30, 2009 linked to Halliburton Co. stock; 60% trigger; via Barclays Capital; pricing March 26

• 11% reverse convertible notes due Sept. 30, 2009 linked to Home Depot, Inc. stock; 65% trigger; via Barclays Capital; pricing March 26

• 12% reverse convertible notes due June 30, 2009 linked to Ingersoll-Rand Co. Ltd. stock; 65% trigger; via Barclays Capital; pricing March 26

• 12.25% reverse convertible notes due March 26, 2010 linked to Intel Corp. stock; 70% trigger; via Barclays Capital; pricing March 26

• 14.25% reverse convertible notes due Sept. 30, 2009 linked to the iShares MSCI EAFE index fund, iShares MSCI Emerging Markets index fund, Financial Select Sector SPDR fund and Energy Select Sector SPDR fund; via Barclays Capital Inc.; pricing March 26

• 0% Buffered Super Track Notes due April 30, 2010 linked to the iShares Russell 2000 index fund; via Barclays Capital Inc.; pricing March 26

• 20% Callable One Observation Reverse Convertible Notes due Sept. 30, 2009 linked to JPMorgan Chase & Co. stock; via Barclays Capital; pricing March 26

• 15% reverse convertible notes due Sept. 30, 2009 linked to JPMorgan Chase & Co. stock; 50% trigger; via Barclays Capital; pricing March 26

• 0% Knock-Out Buffered Super Track Notes due April 30, 2010 linked to the performance of JPMorgan Chase & Co.; via Barclays Capital Inc.; pricing March 26

• 15.25% reverse convertible notes due March 26, 2010 linked to Lowe's Cos., Inc. stock; 65% trigger; via Barclays Capital; pricing March 26

• 12% reverse convertible notes due March 26, 2010 linked to Microsoft Corp. stock; 70% trigger; via Barclays Capital; pricing March 26

• 10% Callable One Observation Reverse Convertible Notes due Sept. 30, 2009 linked to Monsanto Co. stock; via Barclays Capital; pricing March 26

• 19.25% reverse convertible notes due June 30, 2009 linked to Mosaic Co. stock; 60% trigger; via Barclays Capital; pricing March 26

• 18% reverse convertible notes due Sept. 30, 2009 linked to Peabody Energy Corp. stock; 50% trigger; via Barclays Capital; pricing March 26

• Zero-coupon 100% principal-protected notes due April 7, 2014 linked to the Pimco Total Return Fund; via Barclays Capital Inc.; pricing March 26

• 13.5% reverse convertible notes due Sept. 30, 2009 linked to Research In Motion Ltd. stock; 60% trigger; via Barclays Capital; pricing March 26

• Zero-coupon 100% principal-protected notes due March 31, 2014 linked to the Rogers International Commodity Index - Excess Return; via Barclays Capital Inc.; pricing March 26

• 0% Buffered Super Track Notes due Sept. 29, 2010 linked to the S&P 500 index; via Barclays Capital; pricing March 26

• 0% return optimization securities with partial protection due Sept. 30, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing March 26

• 0% variable participation principal-protected notes due March 31, 2014 linked to the S&P 500 index; via Barclays Capital Inc.; pricing March 26

• 0% Annual autocallable notes due March 31, 2014 linked to the S&P 500 index; via Barclays Capital Inc.; pricing March 26

• 14.5% reverse convertible notes due June 30, 2009 linked to Southern Copper Corp. stock; 60% trigger; via Barclays Capital; pricing March 26

• 15.25% reverse convertible notes due Sept. 30, 2009 linked to Sunoco, Inc. stock; 60% trigger; via Barclays Capital; pricing March 26

• 13% annualized reverse convertible notes due Sept. 30, 2009 linked to SunPower Corp. shares; 70% trigger; via Barclays Capital; pricing March 26

• 18.5% reverse convertible notes due June 30, 2009 linked to Superior Energy Services, Inc. stock; 65% trigger; via Barclays Capital; pricing March 26

• 13.5% reverse convertible notes due Sept. 30, 2009 linked to Target Corp. stock; 65% trigger; via Barclays Capital; pricing March 26

• 17.25% reverse convertible notes due June 30, 2009 linked to U.S. Bancorp stock; 60% trigger; via Barclays Capital; pricing March 26

• 0% Knock-Out Buffered Super Track Notes due April 30, 2010 linked to the performance of the United States Oil Fund, LP; via Barclays Capital Inc.; pricing March 26

• 13% annualized reverse convertible notes due Sept. 30, 2009 linked to Wells Fargo & Co. shares; 70% trigger; via Barclays Capital; pricing March 26

• 0% Knock-Out Buffered Super Track Notes due April 29, 2010 linked to West Texas Intermediate crude oil; via Barclays Capital Inc.; pricing March 26

• 0% covered call notes due May 5, 2010 linked to the iShares S&P 500 index fund; via Barclays Capital Inc.; pricing March 30

CITIGROUP FUNDING INC.

• 10%-13% one-year Equity LinKed Securities linked to the common stock of Apple Inc.; 60% trigger; via Citigroup Global Markets Inc.; pricing in March

• 3% minimum coupon principal-protected notes due 2014 linked to the Dow Jones-AIG Commodity index; via Citigroup Global Markets Inc.; pricing in March

• Zero-coupon principal-protected trust certificates due 2014 linked to the S&P 500 index issued through Safety First Trust Series 2009-1; via Citigroup Global Markets Inc.; pricing in March

• 9%-12% Equity LinKed Securities due 2009 linked to Standard & Poor's Depositary Receipts; via Citigroup Global Markets Inc.; pricing in March

CREDIT SUISSE, NASSAU BRANCH

• 0% semiannual review notes due April 8, 2011 linked to the S&P 500 index; via J.P. Morgan Securities Inc. and JPMorgan Chase Bank, NA; pricing March 19

• 0% dual directional buffered return enhanced notes due April 8, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc. and JPMorgan Chase Bank, NA; pricing March 19

• 0% dual directional buffered return enhanced notes due April 9, 2010 linked to the Dow Jones Euro Stoxx 50 index with a 55% weight, the FTSE 100 index with a 25% weight and the Topix index with a 20% weight; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing March 20

• 0% ProNotes due March 28, 2013 linked to the HS Market Neutral Index Powered by HOLT; via Credit Suisse Securities (USA) LLC; pricing March 25

• 0% Buffered Accelerated Return Equity Securities due May 27, 2010 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing March 26

• 0% Buffered Accelerated Return Equity Securities due Sept. 30, 2010 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing March 26

• Zero-coupon principal-protected upside knock-out notes due March 31, 2011 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing March 26

• 13%-15% callable yield notes due March 31, 2010 linked to the S&P 500 index and Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 26

• 0% M-ProNotes due Oct. 5, 2010 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing March 31

• 0% Buffered Accelerated Return Equity Securities due Oct. 5, 2010 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing March 31

• 0% Cert Plus securities due Oct. 5, 2011 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing March 31

• 17%-19% callable yield notes due April 6, 2010 linked to the S&P 500 index and Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 31

DEUTSCHE BANK AG, LONDON BRANCH

• 0% return optimization securities due March 28, 2013 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing March 26

• 0% buffered barrier rebate notes due July 30, 2010 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing March 26

• 0% Capped Buffered Underlying Securities due Aug. 27, 2010 linked to the S&P 500 index, Russell 2000 index, S&P 400 Midcap index and iShares MSCI EAFE index fund; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing March 26

EKSPORTFINANS ASA

• 27.75% reverse convertible notes due Oct. 1, 2009 linked to the common stock of General Electric Co.; 50% trigger; via Natixis Securities North America Inc.; pricing March 26

• 0% enhanced growth securities with capped upside due Oct. 5, 2010 linked to the S&P 500 index; via Wachovia Capital Markets, LLC; pricing in March

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.

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

• 13- to 15-month 0% leveraged index-linked notes tied to the performance of the S&P 500 Consumer Staples and S&P 500 Health Care indexes relative to the S&P 500 Consumer Discretionary index; via Goldman, Sachs & Co.

HARRIS NA

• Principal-protected contingent annual payout certificates of deposit due March 31, 2015 linked to the common stocks of Burlington Northern Santa Fe Corp., Coca-Cola Co., ConocoPhillips, General Electric Co., Google Inc., Johnson & Johnson, Kraft Foods Inc., Pfizer Inc., Procter & Gamble Co. and Wells Fargo & Co.; via distributor Incapital LLC; pricing March 26

• Zero-coupon principal-protected certificates of deposit due March 31, 2014 linked to the S&P 500 index; via distributor Incapital LLC; pricing March 26

HSBC USA INC.

• 0% autocallable notes due March 30, 2011 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing March 25

• 0% autocallable notes due March 30, 2011 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing March 25

• 0% return optimization securities due April 1, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and HSBC USA Inc.; pricing March 26

• 0% bearish autocallable optimization securities with contingent protection due Sept. 30, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and HSBC USA Inc.; pricing March 26

• 0% global opportunity notes due Sept. 30, 2014 linked to S&P 500, Nikkei 225 and the Dow Jones Euro Stoxx 50 indexes; via HSBC Securities (USA) Inc.; pricing March 26

JPMORGAN CHASE BANK, NA

• 0% knock-out certificates of deposit due March 30, 2012 linked to the price of gold; via J.P. Morgan Securities Inc.; pricing March 26

• 0% equity-linked certificates of deposit due March 31, 2014 linked to the JPMorgan Efficiente (USD) index; via J.P. Morgan Securities Inc.; pricing March 26

JPMORGAN CHASE & CO.

• 0% single review notes due Sept. 27, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing March 20

• 0% buffered return enhanced notes due March 31, 2010 linked to XTO Energy Inc., Noble Energy, Inc., Chesapeake Energy Corp., El Paso Corp., Newfield Exploration Co., Pioneer Natural Resources Co. and Encore Acquisition Co.; 90% trigger; via J.P. Morgan Securities Inc.; pricing March 20

• 17.5% reverse exchangeable notes due Sept. 30, 2009 linked to Amazon.com, Inc. stock; pricing J.P. Morgan Securities Inc.; pricing March 26

• 11.5% reverse exchangeable notes due March 31, 2010 linked to Apple Inc. stock; pricing J.P. Morgan Securities Inc.; pricing March 26

• 11% annualized Knock-in Reverse Exchangeable Securities due June 30, 2009 linked to the common stock of Apple Inc.; 70% trigger; via J.P. Morgan Securities Inc.; pricing March 26

• 14% annualized Knock-in Reverse Exchangeable Securities due June 30, 2009 linked to the common stock of Archer-Daniels-Midland Co.; 70% trigger; via J.P. Morgan Securities Inc.; pricing March 26

• 11.5% annualized Knock-in Reverse Exchangeable Securities due June 30, 2009 linked to the common stock of Caterpillar Inc.; 60% trigger; via J.P. Morgan Securities Inc.; pricing March 26

• 14% reverse exchangeable notes due March 31, 2010 linked to Caterpillar Inc. stock; pricing J.P. Morgan Securities Inc.; pricing March 26

• 12.5% annualized Knock-in Reverse Exchangeable Securities due June 30, 2009 linked to the common stock of China Mobile Ltd.; 75% trigger; via J.P. Morgan Securities Inc.; pricing March 26

• 25% reverse exchangeable notes due June 30, 2009 linked to Freeport-McMoRan Copper & Gold Inc. stock; pricing J.P. Morgan Securities Inc.; pricing March 26

• 14% annualized Knock-in Reverse Exchangeable Securities due June 30, 2009 linked to the common stock of Freeport-McMoRan Copper & Gold Inc.; 55% trigger; via J.P. Morgan Securities Inc.; pricing March 26

• 21% reverse exchangeable notes due June 30, 2009 linked to Goldman Sachs Group, Inc. stock; pricing J.P. Morgan Securities Inc.; pricing March 26

• 11.25% reverse exchangeable notes due March 31, 2010 linked to Intel Corp. stock; pricing J.P. Morgan Securities Inc.; pricing March 26

• 0% return optimization securities with partial protection due Sept. 30, 2010 linked to the iShares MSCI EAFE index fund; via UBS Financial Services Inc. and J.P. Morgan Securities Inc.; pricing March 26

• 17% annualized Knock-in Reverse Exchangeable Securities due June 30, 2009 linked to the common stock of JPMorgan Chase & Co.; 50% trigger; via J.P. Morgan Securities Inc.; pricing March 26

• Zero-coupon principal-protected notes due March 31, 2014 linked to the JPMorgan Efficiente (USD) index; via J.P. Morgan Securities Inc.; pricing March 26

• 10.5% reverse exchangeable notes due March 31, 2010 linked to Microsoft Corp. stock; pricing J.P. Morgan Securities Inc.; pricing March 26

•13% reverse exchangeable notes due Sept. 30, 2009 linked to Monsanto Co. stock; pricing J.P. Morgan Securities Inc.; pricing March 26

• 12.5% annualized Knock-in Reverse Exchangeable Securities due June 30, 2009 linked to the common stock of PetroChina Co. Ltd.; 70% trigger; via J.P. Morgan Securities Inc.; pricing March 26

• 0% buffered return enhanced notes due April 30, 2010 linked to the S&P 500 index with 18% to 20% maximum return; via J.P. Morgan Securities Inc.; pricing March 26

• 0% buffered return enhanced notes due April 30, 2010 linked to the S&P 500 index with 20% to 22% maximum return; via J.P. Morgan Securities Inc.; pricing March 26

• 0% semiannual review notes due March 31, 2011 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing March 26

• 0% semiannual review notes due March 31, 2011 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing March 26

• 16% annualized Knock-in Reverse Exchangeable Securities due June 30, 2009 linked to the common stock of Target Corp.; 70% trigger; via J.P. Morgan Securities Inc.; pricing March 26

•15% reverse exchangeable notes due Sept. 30, 2009 linked to Transocean Ltd. stock; pricing J.P. Morgan Securities Inc.; pricing March 26

• 0% buffered equity notes due Sept. 30, 2010 linked to the iShares MSCI Emerging Markets index fund; via J.P. Morgan Securities Inc.; pricing March 27

• Exchange-traded notes due May 24, 2024 linked to the VWAP level of the Alerian MLP Index; via J.P. Morgan Securities Inc.; pricing April 1

• 0% Performance Leveraged Upside Securities due April 30, 2010 linked to the iShares MSCI EAFE index fund; via J.P. Morgan Securities Inc.; pricing in March

• 0% Performance Leveraged Upside Securities due April 30, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing in March

MORGAN STANLEY

• 10%-14% reverse convertible securities due Sept. 28, 2009 linked to units of the Diamonds Trust, Series 1; 75% trigger; via Morgan Stanley & Co. Inc.; pricing March 24

• 24%-30% reverse convertible securities due Sept. 28, 2009 linked to Goldman Sachs Group, Inc. common stock; 50% trigger; via Morgan Stanley & Co. Inc.; pricing March 24

• 12% Stock Participation Accreting Redemption Quarterly-pay Securities due April 20, 2010 mandatorily exchangeable for Apple Inc. stock; via Morgan Stanley & Co. Inc.; pricing in March

• Zero-coupon protected absolute return barrier notes due March 31, 2011 linked to the euro/dollar exchange rate; via Morgan Stanley & Co. Inc.; pricing in March

• 0% Buffered Performance Leveraged Upside Securities due March 31, 2011 linked to the price of gold; via Morgan Stanley & Co. Inc.; pricing in March

• 0% Performance Leveraged Upside Securities due April 20, 2010 linked to the Russell 2000 index; via Morgan Stanley & Co. Inc.; pricing in March

• 0% buffered securities due September 2011 linked to S&P 500, Nasdaq 100 and the iShares MSCI EAFE index fund; via Morgan Stanley & Co. Inc.; pricing in March

• Floating-rate six-month Libor and S&P 500 index range accrual notes due March 26, 2029; via Morgan Stanley & Co. Inc.; pricing in March

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

• 0% buffered securities due September 2010 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in March

• Zero-coupon capital-protected notes due March 20, 2014 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in March

• 0% buffered securities due September 2011 linked to S&P 500 index, Nasdaq 100 index and iShares MSCI EAFE index fund; 70% trigger; via Morgan Stanley & Co. Inc.; pricing in March

ROYAL BANK OF CANADA

• Buffered bullish digital notes due Sept. 24, 2010 linked to the S&P 500 index; 80% trigger; via RBC Capital Markets Corp.; pricing March 20

• Zero-coupon principal-protected bullish barrier notes due March 31, 2015 linked to the S&P 500 index; via RBC Capital Markets Corp.; pricing March 26

• 0% principal-protected notes due March 31, 2014 linked to equal weights of the S&P GSCI Energy Index - Excess Return, the S&P GSCI Precious Metals Index - Excess Return, the S&P GSCI Industrial Metals Index - Excess Return, the S&P GSCI Agriculture Index - Excess Return and the S&P GSCI Livestock Index - Excess Return; via RBC Capital Markets Corp.; pricing March 27

• 0% buffered bullish enhanced return notes due March 28, 2013 linked to the S&P 500 index; via RBC Capital Markets Corp.; pricing March 27

• 0% buffered bullish notes due Sept. 30, 2010 linked to the S&P GSCI Crude Oil Index - Excess Return; via RBC Capital Markets Corp.; pricing March 27

SUNTRUST BANK

• Five-year 0% principal-protected certificates of deposit linked to S&P 500, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via Incapital LLC; pricing March 23

• Four-year 0% shark fin barrier certificates of deposit linked to the Dow Jones Industrial Average; via Incapital LLC; pricing March 23

• 0% certificates of deposit due March 16, 2012 linked to the dollar/yen exchange rate; via distributor Incapital LLC; pricing March 25

AB SVENSK EXPORTKREDIT

• 18-month 0% Capped Leveraged Index Return Notes linked to the Merrill Lynch Commodity Index eXtra Brent 4-Series - Excess Return; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in March or April

• 14-month 0% Accelerated Return Notes linked to the Russell 2000 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in March or April

• 0% Accelerated Return Bear Market Notes due May 2010 linked to the S&P 500 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in March or April

• 0% buffer notes due 2011 linked to the S&P 500 index; via underwriter Citigroup Global Markets Inc.

UBS AG

• 12% to 14.25% yield optimization notes with contingent protection due March 25, 2011 linked to the depositary receipts of Oil Service HOLDRS Trust; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 20

• Zero-coupon 100% principal protection barrier notes due March 31, 2011 linked to the euro/dollar exchange rate; via UBS Financial Services, Inc. and UBS Investment Bank; pricing March 26

• Zero-coupon 100% principal protection absolute return barrier notes due March 31, 2011 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 26

• 0% performance securities with contingent protection due March 31, 2014 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 26

• 0% autocallable optimization securities with contingent protection due Sept. 30, 2010 linked to the UBS Bloomberg CMCI Components USD Excess Return WTI Crude Oil index; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 26

WELLS FARGO & CO.

• 0% enhanced participation securities with partial principal protection due in April 2011 linked to the S&P 500 index; via Wells Fargo Securities, LLC


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