Structured Products Calendar

ABN AMRO BANK NV

• Zero-coupon 90% principal-protected notes due July 10, 2012 linked to the Rogers International Commodity Index - Excess Return; via ABN Amro Inc.; pricing July 7

• 21% reverse convertible notes due Oct. 30, 2009 linked to Baidu, Inc. stock; 80% trigger; via ABN Amro Inc.; pricing July 28

• 12.9% reverse convertible notes due Jan. 29, 2010 linked to Best Buy Co., Inc. stock; 75% trigger; via ABN Amro Inc.; pricing July 28

• 11.9% reverse convertible notes due Jan. 29, 2010 linked to Diamond Offshore Drilling, Inc. stock; 75% trigger; via ABN Amro Inc.; pricing July 28

• 12.1% reverse convertible notes due Jan. 29, 2010 linked to E.I. Du Pont De Nemours And Co. stock; 80% trigger; via ABN Amro Inc.; pricing July 28

• 16.4% reverse convertible notes due July 30, 2010 linked to J.C Penney Co., Inc. stock; 70% trigger; via ABN Amro Inc.; pricing July 28

• 13.5% reverse convertible notes due Jan. 29, 2010 linked to T. Rowe Price Group, Inc. stock; 75% trigger; via ABN Amro Inc.; pricing July 28

• 17% reverse convertible notes due July 30, 2010 linked to Wells Fargo & Co. stock; 70% trigger; via ABN Amro Inc.; pricing July 28

• 15.7% reverse convertible notes due Jan. 29, 2010 linked to Weyerhaeuser Co. stock; 75% trigger; via ABN Amro Inc.; pricing July 28

BANK OF AMERICA CORP.

• 0% Accelerated Return Notes due October 2010 linked to the Nikkei 225 index; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in July

• Four-year 0% Market Index Target-Term Securities linked to the Dow Jones - UBS Commodity Index - Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in July or August

• Two-year 0% Strategic Accelerated Redemption Securities linked to the iShares MSCI Brazil index fund; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in July or August

• Three-year 0% Leveraged Index Return Notes linked to the MSCI EAFE index; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in July or August

• Two-year 0% Capped Leveraged Index Return Notes linked to the MSCI Emerging Markets index; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in July or August

• 36- to 42-month 0% Leveraged Index 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 July or August

• Two-year zero-coupon 97% principal-protected step up notes linked to the Russian ruble, Indonesian rupiah and Indian rupee; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in July or August

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

• Three-year 0% Leveraged Index Return Notes linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in July or August

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

• 14-month 0% Accelerated Return Notes linked to the Technology Select Sector index; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in July or August

BARCLAYS BANK PLC

• 14% reverse convertible notes due Oct. 15, 2009 linked to Alcoa Inc. stock; 70% trigger: via Barclays Capital; pricing July 9

• 9% reverse convertible notes due July 13, 2010 linked to Apple Inc. stock; 75% trigger; via Barclays Capital; pricing July 9

• Zero-coupon 100% principal protection notes due July 12, 2012 linked to the Barclays Capital Trade-Weighted Dollar Diversification Index USD Excess Return; via Barclays Capital Inc.; pricing July 9

• 11.5% reverse convertible notes due July 13, 2010 linked to Best Buy Co., Inc. stock; 70% trigger; via Barclays Capital; pricing July 9

• 15% reverse convertible notes due Jan. 13, 2010 linked to Chesapeake Energy Corp. stock; 65% trigger; via Barclays Capital; pricing July 9

• 10% reverse convertible notes due Jan. 13, 2010 linked to ConocoPhillips stock; 80% trigger; via Barclays Capital; pricing July 9

• 12% reverse convertible notes due July 13, 2010 linked to Deere & Co. stock; 70% trigger; via Barclays Capital; pricing July 9

• 9.5% reverse convertible notes due July 13, 2010 linked to Dell Inc. stock; 70% trigger; via Barclays Capital; pricing July 9

• 16% reverse convertible notes due Jan. 13, 2010 linked to First Solar, Inc. stock; 70% trigger; via Barclays Capital; pricing July 9

• 12.5% reverse convertible notes due Oct. 15, 2009 linked to Ford Motor Co. stock; 65% trigger: via Barclays Capital; pricing July 9

• 10% reverse convertible notes due Jan. 13, 2010 linked to General Electric Corp. stock; 70% trigger; via Barclays Capital; pricing July 9

• 10.75% reverse convertible notes due Jan. 13, 2010 linked to JPMorgan Chase & Co. stock; 70% trigger; via Barclays Capital; pricing July 9

• 9.5% reverse convertible notes due July 13, 2010 linked to Lowe's Cos., Inc. stock; 70% trigger; via Barclays Capital; pricing July 9

• 20% reverse convertible notes due Jan. 13, 2010 linked to Massey Energy Co. stock; 60% trigger; via Barclays Capital; pricing July 9

• 14% reverse convertible notes due Jan. 13, 2010 linked to Mosaic Co. stock; 65% trigger; via Barclays Capital; pricing July 9

• 11% reverse convertible notes due Jan. 13, 2010 linked to UnitedHealth Group Inc. stock; 70% trigger; via Barclays Capital; pricing July 9

• 16.6% reverse convertible notes due Oct. 15, 2009 linked to United States Steel Corp. stock; 65% trigger: via Barclays Capital; pricing July 9

• 11.25% reverse convertible notes due Jan. 13, 2010 linked to U.S. Bancorp stock; 70% trigger; via Barclays Capital; pricing July 9

• 13.5% reverse convertible notes due Jan. 13, 2010 linked to Wells Fargo & Co. stock; 65% trigger; via Barclays Capital; pricing July 9

• 14% reverse convertible notes due Jan. 13, 2010 linked to Whole Foods Market, Inc. stock; 70% trigger; via Barclays Capital; pricing July 9

• Zero-coupon 98% principal-protected notes due July 15, 2011 linked the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing July 10

• Zero-coupon 95% principal-protected notes due July 15, 2011 linked to the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing July 10

• 8.3%-10.3% yield optimization notes with contingent protection due July 21, 2011 linked to Apple Inc. common stock; 75% trigger; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing July 15

• 9%-11% yield optimization notes with contingent protection due July 21, 2011 linked to Deere & Co. common stock; 60% trigger; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing July 15

• 0% return optimization securities due Jan. 21, 2011 linked to the Hang Seng China Enterprises, Hang Seng, MSCI Singapore and SET50 indexes; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing July 16

• Zero-coupon 100% principal-protected notes due July 24, 2012 linked to the Brazilian real, Russian ruble, Indian rupee and Chinese yuan, all against the dollar; via Barclays Capital Inc.; pricing July 21

• Zero-coupon 100% principal-protected notes due July 24, 2014 linked to the Dow Jones - UBS Commodity index; via Barclays Capital Inc.; pricing July 21

• Zero-coupon 100% principal-protected notes due July 24, 2014 linked to Financial Select Sector SPDR fund; via Barclays Capital Inc.; pricing July 21

• Zero-coupon 100% principal-protected notes due July 24, 2014 linked to General Electric Co. stock; via Barclays Capital Inc.; pricing July 21

• 0% Buffered Super Track Notes due July 26, 2011 linked to the iShares MSCI Emerging Markets index fund; via Barclays Capital Inc.; pricing July 21

• Zero-coupon 100% principal-protected notes due July 24, 2014 linked to the iShares MSCI Emerging Markets index fund; via Barclays Capital Inc.; pricing July 21

• Zero-coupon 100% principal-protected notes due July 24, 2014 linked to the iShares Russell 2000 index fund; via Barclays Capital Inc.; pricing July 21

• Zero-coupon 100% principal-protected notes due July 24, 2013 linked to the price of gold; via Barclays Capital Inc.; pricing July 21

• Zero-coupon 100% principal-protected notes due July 24, 2014 linked to the S&P 500 index; via Barclays Capital Inc.; pricing July 21

• 0% Performance Leveraged Upside Securities due Aug. 27, 2010 linked to the S&P 500 index; via Morgan Stanley Smith Barney LLC and Barclays Capital Inc.; pricing in July

• Medium-term notes due July 25, 2012 linked to the best performing among three baskets of the same components: the SPDR Trust, Series 1, the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; via Barclays Capital Inc.; pricing in July

BARCLAYS BANK DELAWARE

• 0% certificates of deposit due July 22, 2014 linked to the S&P 500 index; via Barclays Capital Inc. and distributor Advisors Asset Management, Inc.; pricing July 17

CITIGROUP FUNDING INC.

• Two-year zero-coupon principal-protected notes linked to the Brazilian real, Russian ruble, Indian rupee and Chinese yuan; via Citigroup Global Markets Inc.; pricing in July

• 3% minimum coupon principal-protected notes due 2014 linked to the price of gold; via Citigroup Global Markets Inc.; pricing in July

• 0% buffer notes due 2011 linked to the iShares FTSE/Xinhua China 25 index fund; via Citigroup Global Markets Inc.; pricing in July

• 0% fixed upside return notes due 2010 linked to the iShares Russell 2000 index fund; via Citigroup Global Markets Inc.; pricing in July

• 3% minimum coupon principal-protected notes due 2014 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing in July

• Callable six-month Libor range accrual principal-protected notes due 2024; via Citigroup Global Markets Inc.

CREDIT SUISSE, NASSAU BRANCH

• 0% Buffered Accelerated Return Equity Securities due Feb. 1, 2011 linked to the Russell 2000 index; via Credit Suisse (USA) LLC; pricing July 24

• 0% Cert PLUS securities due Feb. 3, 2012 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing July 31

DEUTSCHE BANK AG, LONDON BRANCH

• 0% leveraged securities due July 12, 2012 linked to the Deutsche Bank Liquid Alpha USD 5 Total Return index and Deutsche Bank Liquid Alpha USD 5 Excess Return; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing July 8

• 0% buffered absolute return barrier securities due April 14, 2011 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing July 10

• 100% principal-protected CMS slope steepener notes due July 17, 2024; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing July 14

• Zero-coupon 100% principal-protected notes due July 23, 2015 linked to the S&P 500, Deutsche Bank Liquid Commodity Index - Mean Reversion Plus Excess Return, iShares MSCI Emerging Markets index fund and iShares Dow Jones U.S. Real Estate Index Fund; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing July 20

• Zero-coupon 100% principal-protected notes due July 23, 2015 linked the S&P 500 index, iShares MSCI Emerging Markets index fund, iShares Dow Jones U.S. Real Estate index fund and the Deutsche Bank Liquid Commodity Index - Mean Reversion Plus Excess Return; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing July 20

• 0% buffered barrier rebate securities due March 31, 2011 linked to the S&P 500, S&P MidCap 400, Russell 2000 and the iShares MSCI EAFE index fund; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing July 28

• 0% Buffered Underlying Securities due July 31, 2013 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing July 28

EKSPORTFINANS ASA

• 9.2%-13.2% annualized reverse convertible notes due Jan. 15, 2010 linked to shares of the iShares MSCI Emerging Markets index fund; via Morgan Stanley & Co. Inc.; pricing July 10

• 17%-21% annualized reverse convertible notes due Jan. 15, 2010 linked to shares of the SPDR S&P Metals and Mining exchange-traded fund; via Morgan Stanley & Co. Inc.; pricing July 10

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

• 13%-14% enhanced yield securities due Jan. 5, 2010 linked to the common stock of General Electric Co.; 70% trigger; via Wachovia Capital Markets, LLC

• 15%-16% enhanced yield securities due Jan. 5, 2010 linked to the common stock of Morgan Stanley; 70% trigger; via Wachovia Capital Markets, LLC

• 14%-15% enhanced yield securities due Jan. 5, 2010 linked to the common stock of Nordstrom, Inc.; 60% trigger; via Wachovia Capital Markets, LLC

• 14.5%-15.5% enhanced yield securities due Oct. 5, 2010 linked to the American Depository Receipts of Petrσleo Brasileiro SA - Petrobras; 75% trigger; via Wachovia Capital Markets, LLC

• 17%-18% enhanced yield securities due Jan. 5, 2010 linked to the common stock of Research in Motion Ltd.; 70% trigger; via Wachovia Capital Markets, LLC

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

GOLDMAN SACHS GROUP, INC.

• 18- to 19-month 0% notes linked to a basket of 37 energy stocks, 30 industrials stocks and 33 materials stocks; via Goldman, Sachs & Co.

• 18-month 0% notes with no buffer linked to the Australian dollar, Brazilian real, Chinese renminbi and Norwegian krone; via Goldman, Sachs & Co.

• 18- to 21-month 0% leveraged equity index-linked notes denominated in Canadian dollars linked to the S&P 500 index and the Canadian dollar/U.S. dollar exchange rate; via Goldman, Sachs & Co.

• 15- to 18-month 0% buffered equity index-linked notes tied to the MSCI EAFE index; via Goldman, Sachs & Co.

• 36- to 42-month 0% leveraged basket-linked notes tied to equal weights of the S&P GSCI Enhanced Commodity Index Excess Return and the iShares MSCI Emerging Markets index fund; via Goldman, Sachs & Co.

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

• 13- to 15-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 linked to the S&P 500 index; via Goldman, Sachs & Co

• 13-month 0% leveraged buffered commodity index-linked notes linked to the S&P GSCI Enhanced Commodity Index Excess Return; 90% trigger; via Goldman, Sachs & Co.

• 24- to 27-month 0% buffered commodity index-linked notes tied to the S&P GSCI Enhanced Commodity Index Excess Return; via Goldman, Sachs & Co.

HSBC BANK USA, NA

• 0% barrier rebate certificates of deposit due July 25, 2013 linked to the Russell 2000 index; via agent HSBC Securities (USA) Inc. and distributor Advisors Asset Management; pricing July 22

• Principal-protected contingent annual income certificates of deposit due July 31, 2015 linked to an equally weighted basket of common stocks, including Amazon.com, Inc., Lowe's Cos., Inc., Philip Morris International Inc., Wal-Mart Stores, Inc., Chevron Corp., Schlumberger Ltd., Bank of New York Mellon Corp., JPMorgan Chase & Co., Gilead Sciences, Inc., Johnson & Johnson, Lockheed Martin Corp., Union Pacific Corp., Apple Inc., Oracle Corp. Freeport-McMoRan Copper & Gold, Inc., Monsanto Corp., AT&T Inc., Verizon Communications Inc., Entergy Corp. and FPL Group, Inc.; via HSBC Securities (USA) Inc.; pricing July 24

• 0% "bullish skewed" absolute return certificates of deposit due Nov. 30, 2011 linked to the Russell 2000 index; via agent HSBC Securities (USA) Inc. and distributor Advisors Asset Management; pricing July 27

• 0% absolute return certificates of deposit due Nov. 30, 2011 linked to the S&P 500 index; via agent HSBC Securities (USA) Inc. and distributor Advisors Asset Management; pricing July 27

• Annual income opportunity certificates of deposit due July 31, 2015 linked to the stocks of Abbott Laboratories, Amgen Inc., General Electric Co., Kimberly-Clark Corp., Medtronic Inc., Nike Inc., Schlumberger Ltd., Target Corp., Walgreen Co. and Yahoo! Inc.; via agent HSBC Securities (USA) Inc. and distributor Advisors Asset Management; pricing July 28

HSBC USA INC.

• 0% bearish return optimization securities due Jan. 15, 2010 linked to the Russell 2000 index; via UBS Financial Services Inc. and HSBC USA Inc.; pricing July 10

• 0% enhanced market participation notes due Oct. 25, 2010 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing July 20

• 0% callable return enhanced notes with contingent protection due July 27, 2011 linked to the iShares MSCI Emerging Markets index fund; 70% trigger; via HSBC Securities (USA) Inc.; pricing July 22

• 0% callable return enhanced notes with contingent protection due July 27, 2011 linked to the iShares MSCI Emerging Markets index fund; 90% trigger; via HSBC Securities (USA) Inc.; pricing July 22

• 0% best-of performance notes due July 28, 2014 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing July 22

• 0% best-of performance notes due July 31, 2014 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing July 22

• 0% performance securities with contingent protection due July 31, 2014 linked to the S&P 500 index; via UBS Financial Services Inc. and HSBC USA Inc.; pricing July 28

JPMORGAN CHASE BANK, NA

• Callable leveraged spread certificates of deposit due July 24, 2024 linked to the 10-year and two-year Constant Maturity Swap rates; via J.P. Morgan Securities Inc.; settlement July 24

• 0% certificates of deposit due July 31, 2015 linked to the Dow Jones - UBS Commodity and S&P 500 indexes; via J.P. Morgan Securities Inc. and distributor Advisors Asset Management, Inc.; pricing July 28

• 0% certificates of deposit due Oct. 31, 2013 linked to the JPMorgan Optimax Market-Neutral index; via J.P. Morgan Securities Inc.; pricing July 28

• 0% certificates of deposit due July 31, 2015 linked to the JPMorgan Efficiente (USD) index; via J.P. Morgan Securities Inc.; pricing July 28

• Callable range certificates of deposit due July 16, 2029 linked to six-month Libor; pricing in July

JPMORGAN CHASE & CO.

• 13% reverse convertible notes due July 15, 2010 linked to Bank of America Corp. stock; 50% trigger; via J.P. Morgan Securities Inc.; pricing July 10

• 10% reverse convertible notes due July 15, 2010 linked to Caterpillar Inc. stock; 60% trigger; via J.P. Morgan Securities Inc.; pricing July 10

• 13.5% reverse convertible notes due July 15, 2010 linked to Freeport-McMoRan Copper & Gold Inc. stock; 50% trigger; via J.P. Morgan Securities Inc.; pricing July 10

• 14% reverse convertible notes due July 15, 2010 linked to Wells Fargo & Co. stock; 60% trigger; via J.P. Morgan Securities Inc.; pricing July 10

• Zero-coupon 100% principal-protected notes due July 23, 2014 linked to S&P 500 and MSCI EAFE indexes; via J.P. Morgan Securities Inc.; pricing July 21

• 0% return optimization securities due Jan. 31, 2011 linked to the S&P 500 index; 90% trigger; via UBS Financial Services Inc. and J.P. Morgan Securities Inc.; pricing July 28

• 0% buffered return enhanced notes due Jan. 31, 2011 linked to the S&P 500 index with 16%-19% cap; via J.P. Morgan Securities Inc.; pricing July 28

• 0% buffered return enhanced notes due Jan. 31, 2011 linked to the S&P 500 index with 19%-22% cap; via J.P. Morgan Securities Inc.; pricing July 28

• Zero-coupon capital-protected notes due July 31, 2014 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing in July

MORGAN STANLEY

• Zero-coupon capital-protected notes due Oct. 31, 2012 linked to the Australian dollar, British pound, Canadian dollar, euro, Japanese yen, Swiss franc, Brazilian real, Chinese renminbi and Indian rupee; via Morgan Stanley & Co. Inc.; pricing in July

• Zero-coupon capital-protected notes due Oct. 31, 2011 linked to the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; via Morgan Stanley & Co. Inc.; pricing in July

• Callable CMS curve and S&P 500 index-linked notes due July 16, 2029; via Morgan Stanley & Co. Inc.; pricing in July

• Zero-coupon 90% capital-protected notes due July 31, 2013 linked to the Dow Jones - UBS Commodity index; via Morgan Stanley & Co. Inc.; pricing in July

• 0% buffered Performance Leveraged Upside Securities due January 2010 linked to the iShares Dow Jones U.S. Real Estate Index Fund; via Morgan Stanley & Co. Inc.; pricing in July

• 0% Performance Leveraged Upside Securities due January 2010 linked to iShares MSCI Emerging Markets index fund and Dow Jones Euro Stoxx 50 index; via Morgan Stanley & Co. Inc.; pricing in July

• 0% auto-callable securities due Aug. 9, 2011 linked to the iShares FTSE/Xinhua China 25 index fund; via Morgan Stanley & Co. Inc.; pricing in July

• 0% buffered Performance Leveraged Upside Securities due July 27, 2010 linked to the iShares MSCI EAFE Index Fund; via Morgan Stanley & Co. Inc.; pricing in July

• 0% Performance Leveraged Upside Securities due Aug. 27, 2010 linked to the iShares MSCI Emerging Markets Index Fund; via Morgan Stanley & Co. Inc.; pricing in July

• 0% Performance Leveraged Upside Securities due Jan. 27, 2011 linked to 16.667% weights of the iShares Russell 2000 index fund, Technology Select Sector SPDR fund, iShares MSCI Emerging Markets index fund; 15% weights of the iBoxx USD Liquid High-Yield Index and the iBoxx USD Liquid Investment-Grade Index; as well as 10% weights of the iShares Dow Jones U.S. Real Estate index fund and the PowerShares DB Commodity Index Tracking Fund; via Morgan Stanley & Co. Inc.; pricing in July

• Zero-coupon protected absolute return barrier notes due July 27, 2011 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in July

• 0% buffered Performance Leveraged Upside Securities due July 27, 2011 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in July

• 0% buffered Performance Leveraged Upside Securities due July 29, 2011 linked to the S&P GSCI Brent crude index - Excess Return; via Morgan Stanley & Co. Inc.; pricing in July

ROYAL BANK OF CANADA

• 0% buffered bullish digital notes due July 14, 2011 linked to the S&P 500 index; via RBC Capital Markets Corp.; pricing July 9

• 0% buffered bullish digital notes due Jan. 20, 2011 linked to the United States Natural Gas Fund LP; via RBC Capital Markets Corp.; pricing July 15

AB SVENSK EXPORTKREDIT

• 14-month 0% Accelerated Return Notes linked to the gold spot price; via Merril Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in July or August

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

• Two-year 90% principal-protected notes linked to the spot price of gold; via Citigroup Global Markets Inc.

UBS AG

• 10.75% reverse convertible notes due July 14, 2010 linked to General Electric Co. common stock; 65% trigger; via UBS Investment Bank; pricing July 10

• 23.25% reverse convertible notes due Oct. 16, 2009 linked to United States Steel Corp. common stock; 70% trigger; via UBS Investment Bank; pricing July 10

• 10.75% to 13% annualized yield optimization notes with contingent protection due Jan. 22, 2010 linked to the common stock of Dow Chemical Co.; 60% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 15

• 7.75% to 10% annualized yield optimization notes with contingent protection due Jan. 22, 2010 linked to the common stock of Microsoft Corp.; 75% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 15

• 0% return optimization securities due July 26, 2010 linked to the price of gold; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 16

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