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Published on 9/30/2009 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• 0% Accelerated Return Notes due October 2011 linked to the Dow Jones - UBS Commodity Index - Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co. LLC; pricing in October

• 0% Strategic Accelerated Redemption Securities due November 2011 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Bank of America Investment Services, Inc.; pricing in October

• One-year 11% STEP Income Securities linked to Deere & Co. stock; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in October or November

• Two-year 0% Capped Leveraged Index Return Notes linked to the gold spot price; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in October or November

• Two-year 0% currency-linked step up notes linked to the Indian rupee, Indonesian rupiah and Russian ruble; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in October or November

• 14-month 0% Accelerated 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 October or November

• 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 October or November

• 14-month 0% Accelerated Return Notes linked to the Nasdaq 100 index; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in October or November

• Two-year 0% Capped Leveraged Index Return Notes linked to the Rogers International 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 October or November

• Two-year 0% market-linked step up notes linked to the Russell 2000 index; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in October or November

• 53-week 0% Bear Accelerated 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 October or November

• Two-year 0% market-linked step up 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 October or November

• 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 October or November

• Five-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 October or November

• Two-year 0% Accelerated Return Notes linked to the S&P GSCI - Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in October or November

BARCLAYS BANK PLC

• Zero-coupon 98% principal-protected notes due Oct. 7, 2011 linked to Brazilian real, Russian ruble, Indian rupee and Chinese yuan; via Barclays Capital and J.P. Morgan Securities Inc.; pricing Oct. 2

• Zero-coupon capital-protected notes due April 28, 2015 linked to the S&P 500 index; via Morgan Stanley Smith Barney LLC and Barclays Capital Inc.; pricing in October

CITIGROUP FUNDING INC.

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

• 8%-11% Equity LinKed Securities due 2010 linked to the common stock of Schlumberger Ltd.; 70% trigger; via Citigroup Global Markets, Inc.; pricing in October

• 9%-12% Equity LinKed Securities due 2010 linked to the common stock of Wells Fargo & Co.; 65% trigger; via Citigroup Global Markets, Inc.; pricing in October

• 0% buffer notes due 2011 linked to the Dow Jones Industrial Average index; via Citigroup Global Markets Inc.

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

CREDIT SUISSE, NASSAU BRANCH

• 0% Buffered Accelerated Return Equity Securities due Oct. 19, 2011 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 14

• 0% ProNotes due Oct. 30, 2014 linked to equal weights of the Dow Jones Euro Stoxx 50 index, the FTSE 100 index and the Nikkei 225 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 27

• 0% Buffered Accelerated Return Equity Securities due May 2, 2011 linked to the S&P 500 index; via Credit Suisse (USA) LLC; pricing Oct. 27

• 0% Accelerated Return Equity Securities due Dec. 3, 2010 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 30

• 0% Accelerated Return Equity Securities due Nov. 5, 2012 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 30

EKSPORTFINANS ASA

• 9%-13% annualized reverse convertible notes due April 15, 2010 linked to the common stock of Bank of New York Mellon Corp.; 75% trigger; via Morgan Stanley & Co. Inc.; pricing Oct. 9

• 9%-13% annualized reverse convertible notes due April 15, 2010 linked to the common stock of Schlumberger Ltd.; 75% trigger; via Morgan Stanley & Co. Inc.; pricing Oct. 9

• 14-month 0% Accelerated Return Notes 2010 linked to the Energy Select Sector index; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in October or November

GOLDMAN SACHS GROUP, INC.

• 18- to 21-month 0% buffered equity index-linked notes linked to the MSCI EAFE index; via Goldman, Sachs & Co.

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

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

• 24- to 28-month 0% buffered equity index-linked notes linked to the S&P 500 index; 88.5% to 90% trigger; via Goldman, Sachs & Co.

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

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

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

• Six-year 0% basket-linked notes tied to the SPDR Gold Trust and the iShares Silver Trust; 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.

HSBC BANK USA, NA

• Contingent annual income certificates of deposit due Oct. 30, 2015 linked to the stocks of Alcoa Inc., Amazon.com, Inc., Apple Inc., AT&T Inc., Bank of America Corp., Boeing Co., ConocoPhillips, Devon Energy Corp., Entergy Corp., Exelon Corp., Freeport-McMoRan Copper & Gold Inc., General Electric Co., Gilead Sciences, Inc., Hewlett-Packard Co., Home Depot, Inc., Pfizer Inc., Philip Morris International Inc., Procter & Gamble Co., Verizon Communications Inc. and Wells Fargo & Co.; via agent HSBC Securities (USA) Inc. and distributor Morgan Stanley Smith Barney; pricing Oct. 23

HSBC USA, INC.

• 0% buffered return enhanced notes due Oct. 20, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing Oct. 2

• 0% barrier optimization securities with partial protection due Jan. 31, 2011 linked to the S&P 500 index; via UBS Financial Services Inc. and HSBC USA Inc.; pricing Oct. 27

JPMORGAN CHASE BANK, NA

• Callable leveraged spread certificates of deposit due Oct. 21, 2024 linked to the 10-year and two-year Constant Maturity Swap rates; via J.P. Morgan Securities Inc.; settlement Oct. 21

• 0% equity-linked certificates of deposit due Oct. 28, 2015 linked to the Dow Jones Industrial Average; via agent J.P. Morgan Securities Inc. and distributor Morgan Stanley; pricing Oct. 23

• 0% market-linked deposits due 2014 linked to the S&P GSCI Agriculture Index Excess Return; via J.P. Morgan Securities Inc. and distributor InCapital

JPMORGAN CHASE & CO.

• 0% return enhanced notes due Oct. 15, 2010 linked to Akamai Technologies, Inc., Cadence Design Systems, Inc., Church & Dwight Co., Inc., Encore Acquisition Co., Endo Pharmaceuticals Holdings Inc., FactSet Research Systems Inc., Gen-Probe Inc., McMoRan Exploration Co., MetroPCS Communications, Inc., Monster Worldwide, Inc., Office Depot, Inc., RRI Energy, Inc., tw telecom inc., UTi Worldwide Inc. and ValueClick, Inc.; via J.P. Morgan Securities Inc.; pricing Oct. 2

• 0% quarterly review notes due Oct. 12, 2010 linked to the price of copper; via J.P. Morgan Securities Inc.; pricing Oct. 2

• 13% reverse convertible notes due Oct. 15, 2010 linked to Bank of America Corp. stock; 60% trigger; via JPMorgan; pricing Oct. 9

• 12% reverse convertible notes due Oct. 15, 2010 linked to Caterpillar Inc. stock; 75% trigger; via JPMorgan; pricing Oct. 9

• 12.5% reverse convertible notes due April 14, 2010 linked to Freeport-McMoRan Copper & Gold Inc. stock; 70% trigger; via JPMorgan; pricing Oct. 9

• 10% reverse convertible notes due Oct. 15, 2010 linked to Schlumberger N.V. (Schlumberger Ltd.) stock; 70% trigger; via JPMorgan; pricing Oct. 9

• 11% reverse convertible notes due April 14, 2010 linked to United States Steel Corp. stock; 60% trigger; via JPMorgan; pricing Oct. 9

• 0% buffered return enhanced notes due Feb. 1, 2011 linked to the Russell 2000 index; via J.P. Morgan Securities Inc.; pricing Oct. 27

• 0% buffered return enhanced notes due May 2, 2011 linked to the S&P 500 index with 15%-18% cap; via J.P. Morgan Securities Inc.; pricing Oct. 27

• 0% buffered return enhanced notes due May 2, 2011 linked to the S&P 500 index with 18%-21% cap; via J.P. Morgan Securities Inc.; pricing Oct. 27

MORGAN STANLEY

• 0% knock-out notes due April 7, 2011 linked to the S&P 500 index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing Oct. 2

• Range accrual notes linked to Constant Maturity Swap rates and the S&P 500 due Oct. 9, 2024; via Morgan Stanley & Co. Inc.; settlement on Oct. 9

• Zero-coupon capital-protected notes due April 30, 2013 linked to 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 October

• Callable CMS curve and S&P 500 index-linked notes due Oct. 19, 2029; via Morgan Stanley & Co. Inc.; pricing in October

• 0% Performance Leveraged Upside Securities due April 29, 2011 linked to the Dow Jones - UBS Commodity index; via Morgan Stanley & Co. Inc.; pricing in October

• 0% buffered Performance Leveraged Upside Securities due Oct. 27, 2011 linked to the iShares MSCI EAFE index fund; via Morgan Stanley & Co. Inc.; pricing in October

• 0% jump securities due April 27, 2011 linked to the iShares MSCI Emerging Markets index fund; via Morgan Stanley & Co. Inc.; pricing in October

• 0% Global Recovery Performance Leveraged Upside Securities due April 29, 2011 linked to the iShares Russell 2000 index fund, iShares MSCI Emerging Markets index fund, iBoxx USD Liquid High Yield index, iBoxx USD Liquid Investment Grade index, Vanguard REIT exchange-traded fund and PowerShares DB Commodity Index Tracking Fund; via Morgan Stanley & Co. Inc.; pricing in October

• Floating-rate six-month Libor range accrual notes due Oct. 20, 2024; via Morgan Stanley & Co. Inc.; pricing in October

• 0% Bear Market Performance Leveraged Upside Securities due April 19, 2010 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in October

• 0% Performance Leveraged Upside Securities due Nov. 26, 2010 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in October

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

ROYAL BANK OF CANADA

• 0% direct investment notes due Nov. 8, 2010 linked to the EquityCompass Equity Risk Management Strategy; RBC Capital Markets Corp.; pricing Oct. 5

• Redeemable range accrual notes due Oct. 16, 2014 linked to Libor; via RBC Capital Markets Corp.; pricing Oct. 13

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

SUNTRUST BANK

• 0% certificates of deposit due Oct. 28, 2014 linked to the S&P 500 index; via InCapital LLC; pricing Oct. 22

• 0% certificates of deposit due Sept. 30, 2014 linked to the price of gold; via Advisors Asset Management, Inc.; settlement on Oct. 28

UBS AG

• 100% principal protection callable CMS spread steepener notes due Oct. 15, 2024; via UBS Investment Bank; pricing Oct. 7

WELLS FARGO & CO.

• 0% notes due 2012 linked to the S&P 500 index; via Wells Fargo Securities, LLC

• 0% enhanced participation securities with partial principal protection due April 2013 linked to the S&P 500 index; via Wells Fargo Securities, LLC

• 0% enhanced participation securities with partial principal protection due October 2014 linked the S&P 500 index, iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; via Wells Fargo Securities LLC

• 0% senior unsecured debt securities due in October 2014 linked to the S&P 500 index and the Rogers International Commodity Index - Excess Return; via Wells Fargo Securities, LLC


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