Structured Products Calendar

ABN AMRO BANK NV

• 12.25% reverse convertible notes due Oct. 30, 2009 linked to Aetna Inc. stock; 80% trigger; via ABN Amro Inc.; pricing July 28

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

• 13.75% reverse convertible notes due Oct. 30, 2009 linked to Bank of America Corp. stock; 60% 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

• 13.5% reverse convertible notes due Jan. 29, 2010 linked to Caterpillar Inc. stock; 65% trigger; via ABN Amro Inc.; pricing July 28

• 11% reverse convertible notes due July 30, 2010 linked to CME Group Inc. stock; 65% trigger; via ABN Amro Inc.; pricing July 28

• 14.25% reverse convertible notes due Oct. 30, 2009 linked to ConocoPhillips stock; 80% trigger; via ABN Amro Inc.; pricing July 28

• 11.5% reverse convertible notes due Jan. 29, 2010 linked to CSX Corp. stock; 65% 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

• 15.5% reverse convertible notes due Jan. 29, 2010 linked to Freeport-McMoRan Copper & Gold Inc. stock; 65% trigger; via ABN Amro Inc.; pricing July 28

• 13.5% reverse convertible notes due Jan. 29, 2010 linked to General Electric Co. stock; 65% trigger; via ABN Amro Inc.; pricing July 28

• 11.5% reverse convertible notes due Jan. 29, 2010 linked to Goodyear Tire & stock; 65% trigger; via ABN Amro Inc.; pricing July 28

• 11% reverse convertible notes due Oct. 30, 2009 linked to Intel Corp. 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% reverse convertible notes due Jan. 29, 2010 linked to JPMorgan Chase & Co. stock; 65% trigger; via ABN Amro Inc.; pricing July 28

• 24.2% reverse convertible notes due Jan. 29, 2010 linked to Las Vegas Sands Corp. stock; 55% trigger; via ABN Amro Inc.; pricing July 28

• 16% reverse convertible notes due Oct. 30, 2009 linked to Lowe's Cos., Inc. stock; 80% trigger; via ABN Amro Inc.; pricing July 28

• 13.5% reverse convertible notes due Jan. 29, 2010 linked to MetLife, Inc. stock; 65% trigger; via ABN Amro Inc.; pricing July 28

• 9.5% reverse convertible notes due July 30, 2010 linked to Microsoft Corp. stock; 85% trigger; via ABN Amro Inc.; pricing July 28

• 12% reverse convertible notes due Jan. 29, 2010 linked to Palm, Inc. stock; 65% trigger; via ABN Amro Inc.; pricing July 28

• 15.25% reverse convertible notes due Oct. 30, 2009 linked to Potash Corp. of Saskatchewan Inc. stock; 70% trigger; via ABN Amro Inc.; pricing July 28

• 15% reverse convertible notes due Oct. 30, 2009 linked to Prudential Financial, Inc. stock; 65% trigger; via ABN Amro Inc.; pricing July 28

• 0% digital buffer securities due July 29, 2011 linked to the S&P 500 index; via ABN Amro Inc.; pricing July 28

• 12.5% reverse convertible notes due Oct. 30, 2009 linked to Sprint Nextel Corp. stock; 60% 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

• 13.75% reverse convertible notes due Oct. 30, 2009 linked to Titanium Metals Corp. stock; 65% trigger; via ABN Amro Inc.; pricing July 28

• 12.5% reverse convertible notes due Jan. 29, 2010 linked to U.S. Bancorp stock; 65% trigger; via ABN Amro Inc.; pricing July 28

• 15% reverse convertible notes due Jan. 29, 2010 linked to United States Steel stock; 65% trigger; via ABN Amro Inc.; pricing July 28

• 10.5% reverse convertible notes due Oct. 30, 2009 linked to Wells Fargo & Co. stock; 60% 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.

• 100% principal-protected notes due July 2019 linked to the 30-year and twp-year Constant Maturity Swap rates; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in July

• 0% Accelerated Return Notes due September 2010 linked to the gold spot price; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in July

• 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

• 0% Accelerated Return Notes due August 2011 linked to S&P GSCI Energy Excess Return index, S&P GSCI Precious Metals Excess Return index and S&P GSCI Agriculture Excess Return index; via Merrill Lynch, Pierce, Fenner & Smith 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

• Zero-coupon 97% principal-protected step-up notes due August 2011 linked to Indonesian rupiah, Indian rupee and Russian ruble; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; settlement in August

BARCLAYS BANK PLC

• 0% autocallable notes due Aug. 8, 2011 linked to the iShares MSCI Germany index fund; via Barclays Capital Inc.; pricing Aug. 4

• Zero-coupon 100% principal-protected notes due Aug. 13, 2012 linked to Brazilian real, Russian ruble, Indian rupee and Chinese yuan; via Barclays Capital Inc.; pricing Aug. 4

• 0% bearish notes due Aug. 12, 2013 linked to the Barclays Capital 10Y Treasury Futures index; via Barclays Capital Inc.; pricing Aug. 7

• Medium-term notes due Aug. 17, 2012 linked to the Barclays Capital Corals Total Return index; via Barclays Capital Inc.; pricing Aug. 14

• 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

• 0% Performance Leveraged Upside Securities due Sept. 28, 2010 linked to the S&P 500 index; via Morgan Stanley Smith Barney LLC and Barclays Capital Inc.; pricing in August

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

• 0% buffer notes due 2012 linked to the Dow Jones - UBS Commodity Index; via Citigroup Global Markets Inc.; pricing in August

• 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. 2, 2011 linked to the S&P 500 index; 90% trigger; via Credit Suisse Securities (USA) LLC; pricing July 28

• Callable yield notes due Feb. 2, 2010 linked to the S&P 500 index and Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing July 28

• Callable yield notes due Aug. 2, 2010 linked to the S&P 500 index and Russell 2000 index; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing July 28

• Callable yield notes due Feb. 5, 2010 linked to the S&P 500 index and Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing July 31

• Callable yield notes due Aug. 5, 2010 linked to the S&P 500 index and Russell 2000 index; 55% trigger; via Credit Suisse Securities (USA) LLC; pricing July 31

• 0% Buffered Accelerated Return Equity Securities due Nov. 4, 2010 linked to the S&P 500 index; 90% trigger; via Credit Suisse Securities (USA) LLC; pricing July 31

• 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% 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

• 0% leveraged securities due Aug. 18, 2014 linked to the 30-year Constant Maturity Swap rate; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Aug. 13

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0% market contribution securities due Sept. 4, 2014 linked to the Deutsche Bank Liquid Alpha USD 5 Total Return index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Aug. 28

EKSPORTFINANS ASA

• 11% to 15% annualized reverse convertible notes due Feb. 16, 2010 linked to shares of the iShares MSCI Brazil index fund; via Morgan Stanley & Co. Inc.; pricing Aug. 10

• 0% enhanced growth securities with leveraged upside and buffered downside due Feb. 10, 2011 linked to the iShares Russell 2000 index fund; via Wells Fargo Securities, LLC; pricing in July

• 0% enhanced growth securities with leveraged upside and buffered downside due Aug. 5, 2011 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing in July

• 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

• 10%-11% annualized enhanced yield securities due Feb. 5, 2010 linked to the common stock of Apple Inc.; 80% trigger; via Wells Fargo Securities

• 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

• 9.5%-10.5% annualized enhanced yield securities due Feb. 5, 2010 linked to the common stock of Goldman Sachs Group, Inc.; 75% trigger; via Wells Fargo Securities

• 9%-10% annualized enhanced yield securities due Jan. 26, 2010 linked to the iShares Russell index fund; via Wells Fargo Securities, LLC

• 9%-10% annualized enhanced yield securities due Feb. 5, 2010 linked to the common stock of Microsoft Corp.; 80% trigger; via Wells Fargo Securities, 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

• 13%-14% annualized enhanced yield securities due Feb. 5, 2010 linked to the common stock of Peabody Energy Corp.; 70% trigger; via Wells Fargo Securities, 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.

• 0% access securities with contingent downside protection due Aug. 5, 2014 linked to the S&P 500 index; via Wells Fargo Securities, LLC

GOLDMAN SACHS GROUP, INC.

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

• 15-year callable CMS spread notes; via Goldman, Sachs & Co.

• 15-year callable CMS spread range accrual notes non-callable for six months; via Goldman Sachs & Co.

• 36- and 42-month 0% leveraged equity index-linked notes linked to the S&P 500 index; 80% trigger; via Goldman, Sachs & Co.

• 12- to 14-month 0% buffered equity index-linked 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.

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

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

HARRIS NA

• Principal-protected contingent annual payout certificates of deposit due July 31, 2014 linked to the common stocks of Costco Wholesale Corp., CVS Caremark Corp., Exxon Mobil Corp., Home Depot, Inc., Honeywell International Inc., McDonald's Corp., Microsoft Corp., Monsanto Corp., Nokia Corp. and Wells Fargo & Co.; via distributor InCapital; pricing July 28

• Principal-protected contingent annual payout certificates of deposit due July 31, 2015 linked to the common stocks of Costco Wholesale Corp., CVS Caremark Corp., Exxon Mobil Corp., Home Depot, Inc., Honeywell International Inc., McDonald's Corp., Microsoft Corp., Monsanto Corp., Nokia Corp. and Wells Fargo & Co.; via distributor InCapital; pricing July 28

• Contingent payout principal-protected certificates of deposit due July 31, 2014 linked to the S&P 500 index; via Incapital LLC; pricing July 28

HSBC BANK USA, NA

• 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

• 0% sector selector certificates of deposit with minimum return due July 31, 2014 linked to the Market Vectors Gold Miners, Energy Select Sector SPDR fund, Financial Select Sector SPDR fund, Healthcare Select Sector SPDR fund and Semiconductor Holdrs Trust; via HSBC Securities (USA) Inc.; pricing July 28

HSBC USA INC.

• 0% autocallable optimization securities with contingent protection due Aug. 3, 2010 linked to the Energy Select Sector SPDR fund; via UBS Financial Services Inc. and HSBC USA Inc.; pricing July 28

• 0% return optimization securities with contingent protection due July 31, 2012 linked to Standard & Poor's Depositary Receipts, the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; via UBS Financial Services Inc. and HSBC USA Inc.; pricing July 28

• 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

• 8%-10% yield optimization notes due July 29, 2011 linked to General Electric Co. stock; via UBS Financial Services Inc. and HSBC USA Inc.; pricing July 29

• 8.5%-10.5% yield optimization notes due July 29, 2011 linked to JPMorgan Chase & Co. stock; via UBS Financial Services Inc. and HSBC USA Inc.; pricing July 29

• 8.8%-10.8% yield optimization notes with contingent protection due July 29, 2011 linked to the iShares FTSE/Xinhua China 25 index fund; via UBS Financial Services Inc. and HSBC USA Inc.; pricing July 29

JPMORGAN CHASE BANK, NA

• Contingent coupon certificates of deposit due July 31, 2014 linked to American Express Co., Barrick Gold Corp., Boeing Co., Campbell Soup Co., Caterpillar Inc., ConocoPhillips, Goldcorp, Inc., Home Depot, Inc., 3M Co. and Time Warner Inc.; via J.P. Morgan Securities Inc.; pricing July 28

• Contingent coupon certificates of deposit due July 31, 2015 linked to American Express Co., Barrick Gold Corp., Boeing Co., Campbell Soup Co., Caterpillar Inc., ConocoPhillips, Goldcorp, Inc., Home Depot, Inc., 3M Co. and Time Warner Inc.; via J.P. Morgan Securities Inc.; pricing July 28

• 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

• Contingent coupon certificates of deposit due July 31, 2015 linked to the Russell 2000 index; via J.P. Morgan Securities Inc.; pricing July 28

• Callable range certificates of deposit due July 30, 2021 linked to six-month Libor; via agent J.P. Morgan Securities Inc. and distributor Incapital; settlement July 30

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

JPMORGAN CHASE & CO.

• 20% reverse convertible notes due Oct. 30, 2009 linked to Bank of America Corp. stock; 70% trigger; via JPMorgan; pricing July 28

• 10% reverse convertible notes due July 30, 2010 linked to Boeing Co. stock; 70% trigger; via JPMorgan; pricing July 28

• 10% reverse convertible notes due July 30, 2010 linked to Caterpillar Inc. stock; 60% trigger; via JPMorgan; pricing July 28

• 15% reverse convertible notes due Jan. 29, 2010 linked to Dow Chemical Co. stock; 70% trigger; via JPMorgan; pricing July 28

• 11% reverse convertible notes due July 30, 2010 linked to General Electric Co. stock; 60% trigger; via JPMorgan; pricing July 28

• 14% reverse convertible notes due Jan. 29, 2010 linked to General Electric Co. stock; 70% trigger; via JPMorgan; pricing July 28

• 0% buffered equity notes due Aug. 31, 2010 linked to the iShares MSCI Emerging Markets index fund; J.P. Morgan Securities Inc.; pricing July 28

• 0% buffered equity notes due July 31, 2012 linked to the iShares MSCI Emerging Markets index fund; J.P. Morgan Securities Inc.; pricing July 28

• Floating-rate notes due July 31, 2014 linked to Libor; via JPMorgan; pricing July 28

• 25% reverse convertible notes due Oct. 30, 2009 linked to Palm, Inc. stock; 70% trigger; via JPMorgan; pricing July 28

• 0% barrier optimization securities with partial protection due Oct. 29, 2010 linked to the Russell 2000 index; via UBS Financial Services Inc. and J.P. Morgan Securities Inc.; pricing July 28

• 0% buffered return enhanced notes due Oct. 29, 2010 linked to the Russell 2000 index; 90% trigger; via J.P. Morgan Securities Inc.; pricing July 28

• 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

• 0% buffered equity notes due July 29, 2011 linked to the S&P MidCap 400 index; J.P. Morgan Securities Inc.; pricing July 28

• 20% reverse convertible notes due Oct. 30, 2009 linked to United States Steel Corp. stock; 70% trigger; via JPMorgan; pricing July 28

• 15% reverse convertible notes due Jan. 29, 2010 linked to Wells Fargo & Co. stock; 60% trigger; via JPMorgan; pricing July 28

• 0% buffered return enhanced notes due January 2010 linked to a 60% weight of the iShares MSCI Emerging Markets index fund and a 40% weight of the iShares MSCI EAFE index fund; via J.P. Morgan Securities Inc.; pricing in July

• Range accrual notes linked to Constant Maturity Swap rates and the S&P 500 due July 31, 2029; via Morgan Stanley & Co. Inc.; pricing in July

• 0% buffered Performance Leveraged Upside Securities due Aug. 31, 2011 linked to the iShares MSCI EAFE index fund; via J.P. Morgan Securities Inc.; pricing in August

MORGAN STANLEY

• Currency-linked capital-protected notes due Feb. 28, 2013 tied to the Australian dollar, British pound, Canadian dollar, Eurozone euro, Japanese yen and Swiss franc, Brazilian real, Chinese renminbi and Indian rupee; via Morgan Stanley & Co. Inc.; pricing Aug. 24

• Zero-coupon capital-protected notes due May 31, 2012 linked to the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi, all against the dollar; pricing Aug. 24

• 0% Bear Market Performance Leveraged Upside Securities due Jan. 27, 2010 linked to the Financial Select Sector SPDR fund; via Morgan Stanley & Co. Inc.; pricing in July

• Six-month Libor and S&P 500 index range accrual notes due July 29, 2024; via Morgan Stanley & Co. Inc.; pricing in July

• 0% buffered Performance Leveraged Upside Securities due September 2010 linked to PHLX Oil Service Sector index, iShares MSCI Emerging Markets index fund and the iShares Dow Jones U.S. Real Estate index fund; via Morgan Stanley & Co. Inc.; pricing in July

• Leveraged callable CMS curve-linked notes due Aug. 6, 2024; via Morgan Stanley & Co. Inc.; pricing in July or August

• Zero-coupon 95% capital-protected notes due Aug. 30, 2013 linked to the Dow Jones - UBS Commodity index; via Morgan Stanley & Co. Inc.; pricing in August

ROYAL BANK OF CANADA

• 19% reverse convertible notes due Oct. 30, 2009 linked to Aflac, Inc. stock; 70% trigger; via RBC Capital Markets Corp.; pricing July 28

• 13.25% reverse convertible notes due Oct. 30, 2009 linked to Alcoa Inc. stock; 65% trigger; via RBC Capital Markets Corp.; pricing July 28

• 20.5% reverse convertible notes due Oct. 30, 2009 linked to Bank of America Corp. stock; 65% trigger; via RBC Capital Markets Corp.; pricing July 28

• 14.5% reverse convertible notes due Jan. 29, 2010 linked to Caterpillar Inc. stock; 75% trigger; via RBC Capital Markets Corp.; pricing July 28

• 16% reverse convertible notes due Jan. 29, 2010 linked to Chesapeake Energy Corp. stock; 65% trigger; via RBC Capital Markets Corp.; pricing July 28

• 20% reverse convertible notes due Oct. 30, 2009 linked to Chesapeake Energy Corp. stock; 75% trigger; via RBC Capital Markets Corp.; pricing July 28

• 15% reverse convertible notes due Jan. 29, 2010 linked to Deere & Co. stock; 75% trigger; via RBC Capital Markets Corp.; pricing July 28

• 12.5% reverse convertible notes due Jan. 29, 2010 linked to Devon Energy Corp. stock; 75% trigger; via RBC Capital Markets Corp.; pricing July 28

• 26.75% reverse convertible notes due Oct. 30, 2009 linked to Ford Motor Co. stock; 65% trigger; via RBC Capital Markets Corp.; pricing July 28

• 21% reverse convertible notes due Oct. 30, 2009 linked to Freeport-McMoRan Copper & Gold Inc. stock; 75% trigger; via RBC Capital Markets Corp.; pricing July 28

• 15.75% reverse convertible notes due Oct. 30, 2009 linked to General Electric Co. stock; 75% trigger; via RBC Capital Markets Corp.; pricing July 28

• 15% reverse convertible notes due Jan. 29, 2010 linked to Goldcorp, Inc. stock; 75% trigger; via RBC Capital Markets Corp.; pricing July 28

• 11.5% reverse convertible notes due Oct. 30, 2009 linked to JPMorgan Chase & Co. stock; 75% trigger; via RBC Capital Markets Corp.; pricing July 28

• 27% reverse convertible notes due Oct. 30, 2009 linked to Mosaic Co. stock; 80% trigger; via RBC Capital Markets Corp.; pricing July 28

• 12.5% reverse convertible notes due Jan. 29, 2010 linked to Nasdaq OMX Group, Inc. stock; 75% trigger; via RBC Capital Markets Corp.; pricing July 28

• 15% reverse convertible notes due Oct. 30, 2009 linked to Nucor Corp. stock; 75% trigger; via RBC Capital Markets Corp.; pricing July 28

• 16% reverse convertible notes due Oct. 30, 2009 linked to NYSE Euronext stock; 75% trigger; via RBC Capital Markets Corp.; pricing July 28

• 28% reverse convertible notes due Oct. 30, 2009 linked to Palm, Inc. stock; 70% trigger; via RBC Capital Markets Corp.; pricing July 28

• 22% reverse convertible notes due Oct. 30, 2009 linked to Peabody Energy Corp. stock; 75% trigger; via RBC Capital Markets Corp.; pricing July 28

• 13% reverse convertible notes due Jan. 29, 2010 linked to Petroleo Brasileiro S.A. stock; via RBC Capital Markets Corp.; pricing July 28

• 19.5% reverse convertible notes due Oct. 30, 2009 linked to Potash Corp. of Saskatchewan Inc. stock; 75% trigger; via RBC Capital Markets Corp.; pricing July 28

• 13.75% reverse convertible notes due Jan. 29, 2010 linked to Research In Motion Ltd. stock; 70% trigger; via RBC Capital Markets Corp.; pricing July 28

• 19.25% reverse convertible notes due Oct. 30, 2009 linked to Rowan Cos., Inc. stock; 75% trigger; via RBC Capital Markets Corp.; pricing July 28

• 0% buffered bullish digital notes due Jan. 31, 2011 linked to the S&P 500 index; via RBC Capital Markets Corp.; pricing July 28

• 0% buffered bullish commodity notes due July 31, 2013 linked to the S&P GSCI Excess Return index; via RBC Capital Markets Corp.; pricing July 28

• 0% bullish enhanced return notes due Jan. 31, 2011 linked to the SPDR Gold Trust; via RBC Capital Markets Corp.; pricing July 28

• 20.5% reverse convertible notes due Jan. 29, 2010 linked to United States Steel Corp. stock; 65% trigger; via RBC Capital Markets Corp.; pricing July 28

• 15.5% reverse convertible notes due Oct. 30, 2009 linked to U.S. Bancorp stock; 75% trigger; via RBC Capital Markets Corp.; pricing July 28

• 15.5% reverse convertible notes due Oct. 30, 2009 linked to Vale SA stock; 75% trigger; via RBC Capital Markets Corp.; pricing July 28

• 16% reverse convertible notes due Oct. 30, 2009 linked to Wells Fargo & Co. stock; 65% trigger; via RBC Capital Markets Corp.; pricing July 28

• 0% buffered bullish notes due July 31, 2013 linked to the S&P GSCI Agriculture Index - Excess Return and the S&P GSCI Livestock Index - Excess Return; via RBC Capital Markets Corp.; pricing July 29

• 0% direct investment notes due Sept. 9, 2010 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets Corp.; pricing Aug. 5

• Redeemable leveraged steepener notes due Aug. 14, 2029 linked to the 10-year and two-year Constant Maturity Swap rates; via RBC Capital Markets Corp.; pricing in July or August

SOUTHERN COMMUNITY BANK & TRUST CO.

• Callable certificates of deposit due July 28, 2024 linked to six-month Libor; settlement July 28

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

• 18- to 21-month 0% leveraged buffered notes linked to the S&P GSCI Enhanced Commodity Index Excess Return; 90% trigger; via Goldman, Sachs & Co.

UBS AG

• 100% principal protection callable CMS spread steepener notes due July 31, 2024; via UBS Investment Bank; pricing July 28

• 18% annualized reverse convertible notes due Feb. 2, 2010 linked to the common stock of Freeport-McMoRan Copper & Gold Inc.; 70% trigger; via UBS Investment Bank; pricing July 28

• 18.5% annualized reverse convertible notes due Feb. 2, 2010 linked to the common stock of Peabody Energy Corp.; 70% trigger; via UBS Investment Bank; pricing July 28

• 16.5% annualized reverse convertible notes due Feb. 2, 2010 linked to the common stock of Potash Corp. of Saskatchewan Inc.; 70% trigger; via UBS Investment Bank; pricing July 28

• 20.5% annualized reverse convertible notes due Feb. 2, 2010 linked to the common stock of Sprint Nextel Corp.; 60% trigger; via UBS Investment Bank; pricing July 28

• Zero-coupon 100% principal protection absolute return barrier notes due July 29, 2011 linked to the Russell 2000 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 28

• 11.25%-13.5% yield optimization notes with contingent protection due Jan. 29, 2010 linked to CSX Corp. common stock; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 29

• 8.5%-11% yield optimization notes with contingent protection due Jan. 29, 2010 linked to Dell Inc. common stock; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 29

WELLS FARGO & CO.

• Certificates of deposit due Aug. 18, 2019 linked to the 30-year and two-year Constant Maturity Swap rates; via distributor Incapital; pricing Aug. 11

• Certificates of deposit due Aug. 19, 2019 linked to six-month Libor; via distributor Bank Hapoalim; pricing Aug. 11

• 0% participation securities with partial principal protection due August 2011 linked to the iShares MSCI Emerging Markets index fund; via Wells Fargo Securities, LLC

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

• 0% participation securities with contingent principal protection due August 2014 linked to the S&P 500 index; via Wells Fargo Securities, LLC

• 0% enhanced participation securities with partial principal protection due August 2011 linked to the S&P MidCap 400 index; via Wells Fargo Securities, LLC

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