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Published on 1/13/2010 in the Prospect News Structured Products Daily.

Structured Products Calendar

ABN AMRO BANK NV

• 12.5% knock-in reverse exchangeable securities due July 21, 2010 linked to Alcoa Inc.; via RBS Securities; pricing Jan. 15

• 9% annualized Knock-In Reverse Exchangeable notes due July 30, 2010 based on the performance of Consol Energy Inc. shares; 70% trigger; via RBS Securities Inc.; pricing Jan. 26

• 10.15% annualized Knock-In Reverse Exchangeable notes due April 30, 2010 based on the performance of Hartford Financial Group, Inc. shares 80% trigger; via RBS Securities Inc.; pricing Jan. 26

• 11.35% annualized Knock-In Reverse Exchangeable notes due April 30, 2010 based on the performance of Joy Global Inc. shares; 80% trigger; via RBS Securities Inc.; pricing Jan. 26

• 25% annualized Knock-In Reverse Exchangeable notes due July 30, 2010 based on the performance of Palm Inc. shares; 70% trigger; via RBS Securities Inc.; pricing Jan. 26

• 0% digital buffer securities due Jan. 31, 2012 based on the performance of the S&P 500 index; 90% trigger; via RBS Securities Inc.; pricing Jan. 26

• 14% annualized Knock-In Reverse Exchangeable notes due April 30, 2010 based on the performance of United States Steel Corp. shares; 80% trigger; via RBS Securities Inc.; pricing Jan. 26

• 13.75% annualized Knock-In Reverse Exchangeable notes due July 30, 2010 based on the performance of Wynn Resorts, Ltd. shares; 70% trigger; via RBS Securities Inc.; pricing Jan. 26

BANK OF AMERICA CORP.

• 0% Market Index Target-Term Securities due January 2015 based on the Dow Jones Industrial Average; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in January

• 0% Accelerated Return Notes due March 2011 linked to the Dow Jones U.S. Real Estate index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co. LLC; pricing in January

• 0% Capped Leveraged Index Return Notes due February 2012 linked to the Rogers International Commodity Index - Excess Return; 90% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in January

• 10% STEP Income Securities linked to Boeing Co. common stock; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in January or February

• Zero-coupon 90% principal-protected conditional participation notes due January 2012 based on the dollar/euro exchange rate measure; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in January or February

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

• Six-month 0% Bear 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 January or February

• Two-year 0% market-linked step up notes linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in January or February

• Two-year 0% Capped Leveraged Index Return Notes linked to the S&P BRIC 40 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in January or February

BARCLAYS BANK DELAWARE

• 0.6% certificates of deposit due Jan. 27, 2015 based the Australian dollar, the South African rand and the Brazilian real; via Barclays Capital Inc. and Advisors Asset Management, Inc.; pricing Jan. 22

• 0% certificates of deposit due Jan. 27, 2015 inversely linked to the Barclays Capital 10Y Treasury Futures index; via Barclays Capital Inc. and distributor Advisors Asset Management, Inc.; pricing Jan. 22

• Zero-coupon certificates of deposit due Jan. 27, 2015 based on General Electric Co., Sara Lee Corp., Whole Foods Market, Inc., Merck & Co. Inc., Tiffany & Co., Nordstrom Inc., Apple Inc., Yahoo! Inc., Chesapeake Energy Corp. and Barrick Gold Corp.; via Barclays Capital Inc. and Advisors Asset Management, Inc.; pricing Jan. 22

• Certificates of deposit due Jan. 27, 2015 linked to soybeans, sugar, platinum, copper, lead, tin, nickel, zinc, West Texas Intermediate crude oil and gasoline RBOB; via Barclays Capital Inc. and distributor Advisors Asset Management, Inc.; pricing Jan. 22

• 0.6% certificates of deposit due Jan. 27, 2015 linked to the S&P 500 index; via Barclays Capital Inc. and distributor Advisors Asset Management, Inc.; pricing Jan. 22

• 0.5% certificates of deposit due Jan. 27, 2015 based on S&P 500 index, the Brazilian real, the Dow Jones - UBS Commodity index and the Consumer Price Index; via Barclays Capital Inc. and Advisors Asset Management, Inc.; pricing Jan. 22

• Certificates of deposit due Jan. 27, 2015 linked to the common stocks of Tesoro Corp., Massey Energy Co., Iamgold Corp., Bank of America Corp., Prudential Financial, Inc., Advanced Micro Devices, Inc., Micron Technology, Inc., Deere & Co., Goodyear Tire & Rubber Co. and Office Depot, Inc.; via Barclays Capital Inc. and distributor Advisors Asset Management, Inc.; pricing Jan. 22

• 0.6% certificates of deposit due Jan. 27, 2015 linked to West Texas Intermediate light sweet crude oil; via Barclays Capital Inc. and distributor Advisors Asset Management, Inc.; pricing Jan. 22

BARCLAYS BANK PLC

• Zero-coupon 95% principal-protected notes due Jan. 21, 2011 linked to three currency baskets that include the Brazilian real, Mexican peso, Singapore dollar, South Korean won, Russian ruble and Polish zloty; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing Jan. 15

• 0% quarterly review notes due Jan. 21, 2011 linked to the price of copper; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing Jan. 15

• 0% autocallable knock-out buffer notes due Oct. 26, 2010 linked to the Dow Jones Euro Stoxx 50 index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing Jan. 15

• 0% buffered return enhanced notes due Jan. 24, 2012 linked to the Dow Jones - UBS Commodity Index 3 Month Forward; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing Jan. 15

• 8.5%-10.5% yield optimization notes with contingent protection due Jan. 23, 2012 linked to the common stock of Ford Motor Co.; 70% trigger; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Jan. 15

• 9.75%-11.75% yield optimization notes with contingent protection due Jan. 23, 2012 linked to the common stock of Petrohawk Energy Corp.; 75% trigger; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Jan. 15

• 9.5% reverse convertible notes due Jan. 28, 2011 linked to Abercrombie & Fitch Co. (Class A) stock; via Barclays Capital; pricing Jan. 26

• 9.25% reverse convertible notes due July 29, 2010 linked to AES Corp. stock; via Barclays Capital; pricing Jan. 26

• 9.25% reverse convertible notes due Jan. 28, 2011 linked to Aetna Inc. stock; via Barclays Capital; pricing Jan. 26

• 11.5% reverse convertible notes due July 29, 2010 linked to AK Steel Holding Corp. stock; via Barclays Capital; pricing Jan. 26

• 10% reverse convertible notes due July 29, 2010 linked to Alcoa Inc. stock; via Barclays Capital; pricing Jan. 26

• 10.75% reverse convertible notes due Jan. 28, 2011 linked to Alcoa Inc. stock; 80% trigger; via Barclays Capital; pricing Jan. 26

• 12.25% reverse convertible notes due Jan. 28, 2011 linked to Alcoa Inc. stock; 80% trigger; via Barclays Capital; pricing Jan. 26

• 11.75% reverse convertible notes due July 29, 2010 linked to Alpha Natural Resources, Inc. stock; via Barclays Capital; pricing Jan. 26

• Variable-coupon principal-protected notes due Jan. 29, 2015 linked to the stocks of Amazon.com, Inc., Celgene Corp., EOG Resources, Inc., Newmont Mining Corp., News Corp., PNC Financial Services Group, Inc., Schlumberger NV (Schlumberger Ltd.), UnitedHealth Group Inc., U.S. Bancorp and Yahoo! Inc.; via Barclays Capital Inc.; pricing Jan. 26

• 8.5% reverse convertible notes due Jan. 28, 2011 linked to American Express Co. stock; via Barclays Capital; pricing Jan. 26

• 10.5% reverse convertible notes due Jan. 28, 2011 linked to American Express Co. stock; 80% trigger; via Barclays Capital; pricing Jan. 26

• 9% annualized reverse convertible notes due July 29, 2010 linked to American Express Co., Bank of America Corp., Capital One Financial Corp., MetLife, Inc. and Morgan Stanley; 80% trigger; via Barclays Capital Inc.; pricing Jan. 26

• 11% annualized reverse convertible notes due July 29, 2010 linked to American Express Co., Bank of America Corp., Capital One Financial Corp., MetLife, Inc. and Morgan Stanley; 80% trigger; via Barclays Capital Inc.; pricing Jan. 26

• 8.5% reverse convertible notes due Jan. 28, 2011 linked to Ameriprise Financial, Inc. stock; via Barclays Capital; pricing Jan. 26

• 8.5% reverse convertible notes due Jan. 28, 2011 linked to Anadarko Petroleum Corp. stock; via Barclays Capital; pricing Jan. 26

• 7% reverse convertible notes due Jan. 28, 2011 linked to Anheuser-Busch Inbev Sa/Nv (Adr) stock; via Barclays Capital; pricing Jan. 26

• 9% annualized reverse convertible notes due July 29, 2010 linked to equal weights of Apache Corp., Ensco International Inc., Noble Corp., Superior Energy Services, Inc. and Southwestern Energy Co.; 80% trigger; via Barclays Capital Inc.; pricing Jan. 26

• 11% annualized reverse convertible notes due July 29, 2010 linked to equal weights of Apache Corp., Ensco International Inc., Noble Corp., Superior Energy Services, Inc. and Southwestern Energy Co.; 80% trigger; via Barclays Capital Inc.; pricing Jan. 26

• 8.5% reverse convertible notes due Jan. 28, 2011 linked to Apple Inc stock; via Barclays Capital; pricing Jan. 26

• 9.25% reverse convertible notes due July 29, 2010 linked to Arch Coal, Inc. stock; via Barclays Capital; pricing Jan. 26

• 11.5% reverse convertible notes due April 29, 2010 linked to ATP Oil & Gas Corp. stock; via Barclays Capital; pricing Jan. 26

• Synthetic foreign currency notes due Jan. 29, 2013 linked to the Australian dollar-U.S. dollar exchange rate; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Jan. 26

• 9% reverse convertible notes due Jan. 28, 2011 linked to AutoNation, Inc. stock; via Barclays Capital; pricing Jan. 26

• 8.5% reverse convertible notes due Jan. 28, 2011 linked to Baker Hughes Inc. stock; via Barclays Capital; pricing Jan. 26

• 8.5% reverse convertible notes due Jan. 28, 2011 linked to Bank of America Corp. stock; via Barclays Capital; pricing Jan. 26

• 10.75% reverse convertible notes due Jan. 28, 2011 linked to Bank of America Corp. stock; 80% trigger; via Barclays Capital; pricing Jan. 26

• 0% double short leverage securities due Jan. 31, 2011 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Jan. 26

• 0% double short leverage securities due Jan. 31, 2013 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Jan. 26

• 9.25% reverse convertible notes due July 29, 2010 linked to Barrick Gold Corp. stock; via Barclays Capital; pricing Jan. 26

• 8.5% reverse convertible notes due Jan. 28, 2011 linked to Best Buy Co., Inc. stock; via Barclays Capital; pricing Jan. 26

• 8.25% reverse convertible notes due Jan. 28, 2011 linked to BJ Services Co. stock; via Barclays Capital; pricing Jan. 26

• 8.5% reverse convertible notes due Jan. 28, 2011 linked to BorgWarner Inc. stock; via Barclays Capital; pricing Jan. 26

• 12.25% reverse convertible notes due July 29, 2010 linked to Bucyrus International, Inc. stock; via Barclays Capital; pricing Jan. 26

• 9% reverse convertible notes due July 29, 2010 linked to Buffalo Wild Wings, Inc. stock; via Barclays Capital; pricing Jan. 26

• 8.5% reverse convertible notes due July 29, 2010 linked to Capital One Financial Corp. stock; via Barclays Capital; pricing Jan. 26

• 11% reverse convertible notes due July 29, 2010 linked to Capital One Financial Corp. stock; 80% trigger; via Barclays Capital; pricing Jan. 26

• 8% reverse convertible notes due Jan. 28, 2011 linked to Caterpillar Inc. stock; via Barclays Capital; pricing Jan. 26

• 11.75% reverse convertible notes due July 29, 2010 linked to CB Richard Ellis Group, Inc. stock; via Barclays Capital; pricing Jan. 26

• 11.5% reverse convertible notes due July 29, 2010 linked to CBS Corp. stock; via Barclays Capital; pricing Jan. 26

• 8.25% reverse convertible notes due Jan. 28, 2011 linked to Celgene Corp. stock; via Barclays Capital; pricing Jan. 26

• 11% reverse convertible notes due July 29, 2010 linked to Cemex, S.A.B. De C.V. stock; via Barclays Capital; pricing Jan. 26

• 9% reverse convertible notes due July 29, 2010 linked to Chesapeake Energy Corp. stock; via Barclays Capital; pricing Jan. 26

• 11% reverse convertible notes due Jan. 28, 2011 linked to Chicago Bridge & Iron Co. N.V. stock; via Barclays Capital; pricing Jan. 26

• 9.25% reverse convertible notes due July 29, 2010 linked to CIGNA Corp. stock; via Barclays Capital; pricing Jan. 26

• 12.25% reverse convertible notes due July 29, 2010 linked to Cliffs Natural Resources Inc. stock; via Barclays Capital; pricing Jan. 26

• 8.5% reverse convertible notes due Jan. 28, 2011 linked to Comerica Inc. stock; via Barclays Capital; pricing Jan. 26

• 10% reverse convertible notes due July 29, 2010 linked to Consol Energy Inc. stock; via Barclays Capital; pricing Jan. 26

• 14% reverse convertible notes due April 29, 2010 linked to Continental Airlines, Inc. (Class B) stock; via Barclays Capital; pricing Jan. 26

• 8% reverse convertible notes due Jan. 28, 2011 linked to Corning Inc. stock; via Barclays Capital; pricing Jan. 26

• 7.5% reverse convertible notes due Jan. 28, 2011 linked to CSX Corp. stock; via Barclays Capital; pricing Jan. 26

• 8% reverse convertible notes due Jan. 28, 2011 linked to Darden Restaurants, Inc. stock; via Barclays Capital; pricing Jan. 26

• 8.25% reverse convertible notes due Jan. 28, 2011 linked to Deere & Co. stock; via Barclays Capital; pricing Jan. 26

• 8.5% reverse convertible notes due July 29, 2010 linked to Dell Inc. stock; via Barclays Capital; pricing Jan. 26

• 15% reverse convertible notes due April 29, 2010 linked to Delta Airlines, Inc. stock; via Barclays Capital; pricing Jan. 26

• 0% Super Track Notes due Feb. 28, 2011 linked to the Diamonds Trust, series 1; via Barclays Capital Inc.; pricing Jan. 26

• 10.25% reverse convertible notes due July 29, 2010 linked to Diana Shipping Inc. stock; via Barclays Capital; pricing Jan. 26

• 10% reverse convertible notes due July 29, 2010 linked to Discover Financial Services stock; via Barclays Capital; pricing Jan. 26

• 8.5% reverse convertible notes due Jan. 28, 2011 linked to Dow Chemical Co. stock; via Barclays Capital; pricing Jan. 26

• 13% reverse convertible notes due July 29, 2010 linked to DryShips Inc. stock; via Barclays Capital; pricing Jan. 26

• 13.75% reverse convertible notes due April 29, 2010 linked to Elan Corp., plc (ADR) stock; via Barclays Capital; pricing Jan. 26

• 0% Super Track Notes due Feb. 28, 2011 linked to the Energy Select Sector SPDR fund; via Barclays Capital Inc.; pricing Jan. 26

• 10.5% reverse convertible notes due July 29, 2010 linked to Ensco International Inc. stock; 80% trigger; via Barclays Capital; pricing Jan. 26

• 8% reverse convertible notes due Jan. 28, 2011 linked to Family Dollar Stores, Inc. stock; via Barclays Capital; pricing Jan. 26

• 10% reverse convertible notes due July 29, 2010 linked to Fifth Third Bancorp stock; via Barclays Capital; pricing Jan. 26

• 0% Super Track Notes due Feb. 28, 2011 linked to the Financial Select Sector SPDR fund; via Barclays Capital Inc.; pricing Jan. 26

• 8% reverse convertible notes due July 29, 2010 linked to First Horizon National Corp. stock; via Barclays Capital; pricing Jan. 26

• 12.25% reverse convertible notes due July 29, 2010 linked to First Solar, Inc. stock; via Barclays Capital; pricing Jan. 26

• 10.5% reverse convertible notes due Jan. 28, 2011 linked to Flowserve Corp. stock; 75% trigger; via Barclays Capital; pricing Jan. 26

• 10% reverse convertible notes due July 29, 2010 linked to Ford Motor Co. stock; via Barclays Capital; pricing Jan. 26

• 10.25% reverse convertible notes due July 29, 2010 linked to Ford Motor Co. stock; 80% trigger; via Barclays Capital; pricing Jan. 26

• 10.5% reverse convertible notes due Jan. 28, 2011 linked to Ford Motor Co. stock; 75% trigger; via Barclays Capital; pricing Jan. 26

• 12% reverse convertible notes due July 29, 2010 linked to Ford Motor Co. stock; 80% trigger; via Barclays Capital; pricing Jan. 26

• 12% reverse convertible notes due Jan. 28, 2011 linked to Ford Motor Co. stock; 75% trigger; via Barclays Capital; pricing Jan. 26

• 13% reverse convertible notes due July 29, 2010 linked to Forest Oil Corp. stock; via Barclays Capital; pricing Jan. 26

• 9% reverse convertible notes due Jan. 28, 2011 linked to Freeport-McMoRan Copper & Gold Inc. stock; via Barclays Capital; pricing Jan. 26

• 10.25% reverse convertible notes due Jan. 28, 2011 linked to Frontier Oil Corp. stock; via Barclays Capital; pricing Jan. 26

• 10% reverse convertible notes due July 29, 2010 linked to GameStop Corp. stock; via Barclays Capital; pricing Jan. 26

• 8% reverse convertible notes due Jan. 28, 2011 linked to Gap, Inc. stock; via Barclays Capital; pricing Jan. 26

• 10% reverse convertible notes due Jan. 28, 2011 linked to Garmin Ltd. stock; via Barclays Capital; pricing Jan. 26

• 15% reverse convertible notes due April 29, 2010 linked to Genworth Financial, Inc. stock; via Barclays Capital; pricing Jan. 26

• 10% reverse convertible notes due Jan. 28, 2011 linked to Goldcorp Inc. stock; via Barclays Capital; pricing Jan. 26

• 11.25% reverse convertible notes due July 29, 2010 linked to Goodyear Tire & Rubber Co. stock; via Barclays Capital; pricing Jan. 26

• 11% reverse convertible notes due July 29, 2010 linked to Green Mountain Coffee Roasters, Inc. stock; via Barclays Capital; pricing Jan. 26

• 8% reverse convertible notes due Jan. 28, 2011 linked to Halliburton Co. stock; via Barclays Capital; pricing Jan. 26

• 9% reverse convertible notes due Jan. 28, 2011 linked to Hartford Financial Services Group, Inc. stock; via Barclays Capital; pricing Jan. 26

• 8% reverse convertible notes due Jan. 28, 2011 linked to Hess Corp. stock; via Barclays Capital; pricing Jan. 26

• 8.5% reverse convertible notes due Jan. 28, 2011 linked to Humana, Inc. stock; via Barclays Capital; pricing Jan. 26

• 11.75% reverse convertible notes due April 29, 2010 linked to Iamgold Corp. stock; via Barclays Capital; pricing Jan. 26

• 9.25% reverse convertible notes due Jan. 28, 2011 linked to IntercontinentalExchange, Inc. stock; via Barclays Capital; pricing Jan. 26

• 15.5% reverse convertible notes due April 29, 2010 linked to InterOil Corp. stock; via Barclays Capital; pricing Jan. 26

• 9% reverse convertible notes due Jan. 28, 2011 linked to International Paper Co. stock; via Barclays Capital; pricing Jan. 26

• 10% reverse convertible notes due Jan. 28, 2011 linked to Intuitive Surgical, Inc. stock; 80% trigger; via Barclays Capital; pricing Jan. 26

• 0% Super Track Notes due Feb. 28, 2011 linked to the iShares MSCI EAFE index fund; via Barclays Capital Inc.; pricing Jan. 26

• 0% Buffered Super Track Notes due July 29, 2011 linked to the iShares MSCI EAFE index fund; via Barclays Capital Inc.; pricing Jan. 26

• 0% Super Track Notes due Feb. 28, 2011 linked to the iShares MSCI Emerging Markets index fund; via Barclays Capital Inc.; pricing Jan. 26

• 0% Buffered Super Track Notes due July 29, 2011 linked to the iShares MSCI Emerging Markets index fund; via Barclays Capital Inc.; pricing Jan. 26

• 0% Super Track Notes due Feb. 28, 2011 linked to the iShares Russell 2000 index fund; via Barclays Capital Inc.; pricing Jan. 26

• 8.25% reverse convertible notes due Jan. 28, 2011 linked to J.B. Hunt Transport Services, Inc. stock; via Barclays Capital; pricing Jan. 26

• 9% reverse convertible notes due Jan. 28, 2011 linked to J.C. Penney Co., Inc. stock; via Barclays Capital; pricing Jan. 26

• 8.25% reverse convertible notes due Jan. 28, 2011 linked to Johnson Controls, Inc. stock; via Barclays Capital; pricing Jan. 26

• 11% reverse convertible notes due April 29, 2010 linked to Jones Apparel Group, Inc. stock; via Barclays Capital; pricing Jan. 26

• 10.25% reverse convertible notes due July 29, 2010 linked to Joy Global Inc. stock; via Barclays Capital; pricing Jan. 26

• 15.5% reverse convertible notes due April 29, 2010 linked to Las Vegas Sands Corp. stock; via Barclays Capital; pricing Jan. 26

• 9% reverse convertible notes due July 29, 2010 linked to Lexmark International, Inc. stock; via Barclays Capital; pricing Jan. 26

• 10.5% reverse convertible notes due Jan. 28, 2011 linked to Lincoln National Corp. stock; via Barclays Capital; pricing Jan. 26

• 8% reverse convertible notes due Jan. 28, 2011 linked to Lowe's Cos., Inc. stock; via Barclays Capital; pricing Jan. 26

• 12.25% reverse convertible notes due July 29, 2010 linked to Macy's, Inc. stock; via Barclays Capital; pricing Jan. 26

• 8.5% reverse convertible notes due July 29, 2010 linked to Manpower Inc. stock; via Barclays Capital; pricing Jan. 26

• 11.25% reverse convertible notes due July 29, 2010 linked to Mariner Energy, Inc. stock; via Barclays Capital; pricing Jan. 26

• 8.5% reverse convertible notes due Jan. 28, 2011 linked to Marriott International, Inc. stock; via Barclays Capital; pricing Jan. 26

• 10% reverse convertible notes due Jan. 28, 2011 linked to Marvell Technology Group Ltd. stock; via Barclays Capital; pricing Jan. 26

• 10% reverse convertible notes due Jan. 28, 2011 linked to Masco Corp. stock; via Barclays Capital; pricing Jan. 26

• 11% reverse convertible notes due Jan. 28, 2011 linked to Massey Energy Co. stock; via Barclays Capital; pricing Jan. 26

• 8.5% reverse convertible notes due Jan. 28, 2011 linked to MetLife, Inc. stock; via Barclays Capital; pricing Jan. 26

• 10.25% reverse convertible notes due Jan. 28, 2011 linked to MetLife, Inc. stock; 75% trigger; via Barclays Capital; pricing Jan. 26

• 16% callable reverse convertible notes due Jan. 28, 2011 linked to the common stock of MGM Mirage; 70% trigger; via Barclays Capital Inc.; pricing Jan. 26

• 16.5% reverse convertible notes due April 29, 2010 linked to MGM Mirage stock; via Barclays Capital; pricing Jan. 26

• 8% reverse convertible notes due Jan. 28, 2011 linked to Morgan Stanley stock; via Barclays Capital; pricing Jan. 26

• 9% reverse convertible notes due July 29, 2010 linked to Mosaic Co. stock; via Barclays Capital; pricing Jan. 26

• 10% reverse convertible notes due July 29, 2010 linked to Motorola, Inc. stock; via Barclays Capital; pricing Jan. 26

• 11.5% reverse convertible notes due July 29, 2010 linked to Motorola, Inc. stock; 75% trigger; via Barclays Capital; pricing Jan. 26

• 9.5% reverse convertible notes due July 29, 2010 linked to Nabors Industries Ltd. stock; via Barclays Capital; pricing Jan. 26

• 9% reverse convertible notes due July 29, 2010 linked to NBTY, Inc. stock; via Barclays Capital; pricing Jan. 26

• 10% reverse convertible notes due Jan. 28, 2011 linked to NetApp, Inc. stock; 80% trigger; via Barclays Capital; pricing Jan. 26

• 10% reverse convertible notes due July 29, 2010 linked to Netflix, Inc. stock; via Barclays Capital; pricing Jan. 26

• 8% reverse convertible notes due Jan. 28, 2011 linked to Newell Rubbermaid Inc. stock; via Barclays Capital; pricing Jan. 26

• 9% reverse convertible notes due Jan. 28, 2011 linked to Newmont Mining Corp. stock; via Barclays Capital; pricing Jan. 26

• 8.25% reverse convertible notes due Jan. 28, 2011 linked to Noble Corp. stock; via Barclays Capital; pricing Jan. 26

• 8% reverse convertible notes due Jan. 28, 2011 linked to Noble Energy, Inc. stock; via Barclays Capital; pricing Jan. 26

• 9% reverse convertible notes due Jan. 28, 2011 linked to Nordstrom, Inc. stock; via Barclays Capital; pricing Jan. 26

• 8% reverse convertible notes due Jan. 28, 2011 linked to Nucor Corp. stock; via Barclays Capital; pricing Jan. 26

• 8% reverse convertible notes due Jan. 28, 2011 linked to NYSE Euronext, Inc. stock; via Barclays Capital; pricing Jan. 26

• 9% reverse convertible notes due Jan. 28, 2011 linked to Peabody Energy Corp. stock; via Barclays Capital; pricing Jan. 26

• 10% reverse convertible notes due July 29, 2010 linked to Pioneer Natural Resources Co. stock; via Barclays Capital; pricing Jan. 26

• 8.5% reverse convertible notes due Jan. 28, 2011 linked to PNC Financial Services Group, Inc. stock; via Barclays Capital; pricing Jan. 26

• 10% reverse convertible notes due Jan. 28, 2011 linked to PNC Financial Services Group, Inc. stock; 80% trigger; via Barclays Capital; pricing Jan. 26

• 8.5% reverse convertible notes due Jan. 28, 2011 linked to Polo Ralph Lauren Corp. stock; via Barclays Capital; pricing Jan. 26

• 9.25% reverse convertible notes due Jan. 28, 2011 linked to Potash Corp. of Saskatchewan Inc. stock; via Barclays Capital; pricing Jan. 26

• 10.25% reverse convertible notes due Jan. 28, 2011 linked to priceline.com Inc. stock; via Barclays Capital; pricing Jan. 26

• 10.75% reverse convertible notes due July 29, 2010 linked to Principal Financial Group, Inc. stock; via Barclays Capital; pricing Jan. 26

• 10.75% reverse convertible notes due July 29, 2010 linked to RadioShack Corp. stock; via Barclays Capital; pricing Jan. 26

• 20% reverse convertible notes due July 29, 2010 linked to Rambus Inc. stock; via Barclays Capital; pricing Jan. 26

• 8% reverse convertible notes due Jan. 28, 2011 linked to Red Hat, Inc. stock; via Barclays Capital; pricing Jan. 26

• 11.25% reverse convertible notes due July 29, 2010 linked to Regions Financial Corp. stock; via Barclays Capital; pricing Jan. 26

• 9.5% reverse convertible notes due Jan. 28, 2011 linked to Research In Motion Ltd. stock; via Barclays Capital; pricing Jan. 26

• 9.5% reverse convertible notes due Jan. 28, 2011 linked to Rowan Cos., Inc. stock; via Barclays Capital; pricing Jan. 26

• 9.5% reverse convertible notes due Jan. 28, 2011 linked to salesforce.com, inc. stock; via Barclays Capital; pricing Jan. 26

• 12.5% reverse convertible notes due July 29, 2010 linked to SanDisk Corp. stock; via Barclays Capital; pricing Jan. 26

• 8% reverse convertible notes due Jan. 28, 2011 linked to Schlumberger N.V. (Schlumberger Ltd.) stock; via Barclays Capital; pricing Jan. 26

• 10.5% reverse convertible notes due July 29, 2010 linked to Seagate Technology stock; 80% trigger; via Barclays Capital; pricing Jan. 26

• 12.25% reverse convertible notes due July 29, 2010 linked to Seagate Technology stock; 80% trigger; via Barclays Capital; pricing Jan. 26

• 13% reverse convertible notes due July 29, 2010 linked to Silver Wheaton Corp. stock; via Barclays Capital; pricing Jan. 26

• 9.5% reverse convertible notes due Jan. 28, 2011 linked to Smith International, Inc. stock; via Barclays Capital; pricing Jan. 26

• 11.75% reverse convertible notes due July 29, 2010 linked to Smithfield Foods, Inc. stock; via Barclays Capital; pricing Jan. 26

• 10.5% reverse convertible notes due July 29, 2010 linked to SolarWinds, Inc. stock; via Barclays Capital; pricing Jan. 26

• 9.25% reverse convertible notes due Jan. 28, 2011 linked to Southern Copper Corp. stock; via Barclays Capital; pricing Jan. 26

• 9.25% reverse convertible notes due July 29, 2010 linked to Southwestern Energy Co. stock; via Barclays Capital; pricing Jan. 26

• 0% notes due Jan. 31, 2012 linked to the S&P 500 index; via Barclays Capital Inc.; pricing Jan. 26

• Zero-coupon principal-protected notes due Jan. 29, 2016 based on the performance of the S&P 500 index; via Barclays Capital Inc.; pricing Jan. 26

• Zero-coupon principal-protected notes due Jan. 29, 2016 based the S&P 500 index, Dow Jones Euro Stoxx 50 index and Nikkei 225 index; via Barclays Capital Inc.; pricing Jan. 26

• Zero-coupon 100% principal-protected notes due Jan. 29, 2016 linked to shares of the S&P BRIC 40 index; via Barclays Capital Inc.; pricing Jan. 26

• 0% Super Track Notes due Feb. 28, 2011 linked to the SPDR Trust, series 1; via Barclays Capital Inc.; pricing Jan. 26

• 0% Buffered Super Track Notes due July 29, 2011 linked to the SPDR Trust, series 1; via Barclays Capital Inc.; pricing Jan. 26

• 8.5% reverse convertible notes due Jan. 28, 2011 linked to Starbucks Corp. stock; via Barclays Capital; pricing Jan. 26

• 9.5% reverse convertible notes due Jan. 28, 2011 linked to Starwood Hotels & Resorts Worldwide, Inc. stock; via Barclays Capital; pricing Jan. 26

• 8% reverse convertible notes due Jan. 28, 2011 linked to State Street Corp. stock; via Barclays Capital; pricing Jan. 26

• 9.5% reverse convertible notes due Jan. 28, 2011 linked to Steel Dynamics, Inc. stock; via Barclays Capital; pricing Jan. 26

• 9% reverse convertible notes due Jan. 28, 2011 linked to Suncor Energy Inc. stock; via Barclays Capital; pricing Jan. 26

• 8.5% reverse convertible notes due Jan. 28, 2011 linked to Sunoco, Inc. stock; via Barclays Capital; pricing Jan. 26

• 16.5% reverse convertible notes due April 29, 2010 linked to SunPower Corp. (Class A) stock; via Barclays Capital; pricing Jan. 26

• 16.5% reverse convertible notes due July 29, 2010 linked to Suntech Power Holdings Co., Ltd. (Adr) stock; via Barclays Capital; pricing Jan. 26

• 9.25% reverse convertible notes due July 29, 2010 linked to SunTrust Banks, Inc. stock; via Barclays Capital; pricing Jan. 26

• 10% reverse convertible notes due July 29, 2010 linked to SunTrust Banks, Inc. stock; 75% trigger; via Barclays Capital; pricing Jan. 26

• 12% reverse convertible notes due July 29, 2010 linked to SunTrust Banks, Inc. stock; 75% trigger; via Barclays Capital; pricing Jan. 26

• 10% reverse convertible notes due Jan. 28, 2011 linked to Superior Energy Services, Inc. stock; via Barclays Capital; pricing Jan. 26

• 10.25% reverse convertible notes due Jan. 28, 2011 linked to Superior Energy Services, Inc. stock; 75% trigger; via Barclays Capital; pricing Jan. 26

• 11.5% reverse convertible notes due Jan. 28, 2011 linked to Superior Energy Services, Inc. stock; 75% trigger; via Barclays Capital; pricing Jan. 26

• 10% reverse convertible notes due Jan. 28, 2011 linked to Tesoro Corp. stock; via Barclays Capital; pricing Jan. 26

• 12.25% reverse convertible notes due July 29, 2010 linked to Terex Corp. stock; via Barclays Capital; pricing Jan. 26

• 10% reverse convertible notes due July 29, 2010 linked to Textron Inc. stock; via Barclays Capital; pricing Jan. 26

• 9% reverse convertible notes due Jan. 28, 2011 linked to Thomas & Betts Corp. stock; via Barclays Capital; pricing Jan. 26

• 8% reverse convertible notes due Jan. 28, 2011 linked to Transocean Ltd. stock; via Barclays Capital; pricing Jan. 26

• 20% reverse convertible notes due April 29, 2010 linked to Trina Solar Ltd. (ADR) stock; via Barclays Capital; pricing Jan. 26

• 8% reverse convertible notes due Jan. 28, 2011 linked to T. Rowe Price Group stock; via Barclays Capital; pricing Jan. 26

• 16% reverse convertible notes due April 29, 2010 linked to TRW Automotive Holdings Corp. stock; via Barclays Capital; pricing Jan. 26

• 9.5% reverse convertible notes due Jan. 28, 2011 linked to Tupperware Brands Corp. stock; via Barclays Capital; pricing Jan. 26

• 8.5% reverse convertible notes due Jan. 28, 2011 linked to Tyson Foods, Inc. (Class A) stock; via Barclays Capital; pricing Jan. 26

• 14% reverse convertible notes due April 29, 2010 linked to UAL Corp. stock; via Barclays Capital; pricing Jan. 26

• 9% reverse convertible notes due Jan. 28, 2011 linked to Ultra Petroleum Corp. stock; via Barclays Capital; pricing Jan. 26

• 9% reverse convertible notes due July 29, 2010 linked to United States Steel Corp. stock; via Barclays Capital; pricing Jan. 26

• 9% reverse convertible notes due Jan. 28, 2011 linked to Urban Outfitters, Inc. stock; via Barclays Capital; pricing Jan. 26

• 8% reverse convertible notes due Jan. 28, 2011 linked to Valero Energy Corp. stock; via Barclays Capital; pricing Jan. 26

• 12% reverse convertible notes due July 29, 2010 linked to Vertex Pharmaceuticals Inc. stock; via Barclays Capital; pricing Jan. 26

• 9% reverse convertible notes due Jan. 28, 2011 linked to Weatherford International Ltd. stock; via Barclays Capital; pricing Jan. 26

• 8.5% reverse convertible notes due Jan. 28, 2011 linked to Wells Fargo & Co. stock; via Barclays Capital; pricing Jan. 26

• 9.5% reverse convertible notes due July 29, 2010 linked to Whole Foods Markets, Inc. stock; via Barclays Capital; pricing Jan. 26

• 8% reverse convertible notes due Jan. 28, 2011 linked to Williams Cos., Inc. stock; via Barclays Capital; pricing Jan. 26

• 13.75% reverse convertible notes due July 29, 2010 linked to Zions Bancorporation stock; via Barclays Capital; pricing Jan. 26

• 0% Buffered Super Track Digital Notes due Aug. 8, 2011 linked to the Australian dollar, Brazilian real, Canadian dollar and Norwegian krone; via Barclays Capital Inc.; pricing Feb. 3

• 0% double short leverage securities due Feb. 28, 2011 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Feb. 23

• 0% double short leverage securities due Feb. 28, 2013 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Feb. 23

• 0% double short leverage securities due April 1, 2011 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing March 26

• 0% double short leverage securities due March 28, 2013 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing March 26

CITIBANK, NA

• 0% market-linked certificates of deposit due Jan. 27, 2016 linked to the S&P 500 index; via Citigroup Global Markets Inc. and distributor Advisors Asset Management, Inc.; pricing Jan. 22

• Market-linked certificates of deposit due Jan. 27, 2016 linked to West Texas Intermediate crude oil, natural gas, corn, soybeans, copper - grade A, gold, silver, platinum, the S&P GSCI Aluminum Excess Return index and the S&P GSCI Wheat Excess Return index; via Citigroup Global Markets Inc. and distributor Morgan Stanley Smith Barney; pricing in January

CITIGROUP FUNDING, INC.

• 8%-10% annualized Equity LinKed Securities due Feb. 24, 2011 linked to Freeport-McMoRan Copper and Gold Inc. stock; 75% trigger; via Citigroup Global Markets, Inc.; pricing Jan. 25

• 8%-10% Equity LinKed Securities due July 2010 linked to Apple Inc. stock; via Citigroup Global Markets, Inc.; pricing in January

• 12%-15% annualized Equity LinKed Securities due July 21, 2010 based on the common stock of Barrick Gold Corp.; 75% trigger; via Citigroup Global Markets, Inc.; pricing in January

• Callable CMS spread range accrual notes due 2030; via Citigroup Global Markets Inc.; pricing in January

• 0% Index Leading Stockmarket Return Securities due Jan. 29, 2013 linked to the Russell 2000 index; via Citigroup Global Markets Inc. and Morgan Stanley Smith Barney LLC; pricing in January

• 0% buffered Performance Leveraged Upside Securities due Jan. 27, 2012 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing in January

• 2% minimum coupon principal-protected notes due January 2015 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing in January

CREDIT SUISSE, NASSAU BRANCH

• 0% return enhanced notes due July 21, 2010 linked to Oil Service Holdrs Trust; via J.P. Morgan Securities Inc. and JPMorgan Chase Bank, NA; pricing Jan. 15

• 0% outperformance notes due April 27, 2010 linked to the S&P 500 Diversified Financial Services Industry index and the S&P 500 Consumer Finance Industry index; via J.P. Morgan Securities Inc. and JPMorgan Chase Bank, NA; pricing Jan. 15

• 0% enhanced participation securities due April 29, 2014 linked to the Credit Suisse Long/Short Equity Liquid Index (Excess Net); via Credit Suisse Securities (USA) LLC; pricing Jan. 22

• Zero-coupon 90% principal-protected ProNotes due Jan. 30, 2012 linked to Australian dollar, Brazilian real, Canadian dollar and Norwegian krone; via Credit Suisse Securities (USA) LLC; pricing Jan. 25

• 9%-10% callable yield notes due Jan. 31, 2011 linked to the Energy Select Sector SPDR fund and the SPDR Gold Trust; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Jan. 26

• 0% accelerated return securities due Jan. 29, 2013 linked to the iShares MSCI EAFE index fund; via Credit Suisse (USA) LLC; pricing Jan. 26

• 8%-10% callable yield notes due July 29, 2010 linked to the Russell 2000 index, S&P 500 index and iShares MSCI Emerging Markets index fund; via Credit Suisse Securities (USA) LLC; pricing Jan. 26

• 0% Buffered Accelerated Return Equity Securities due Jan. 31, 2012 linked to the S&P 500 index; via Credit Suisse (USA) LLC; pricing Jan. 26

• 7%-9% callable yield notes due Jan. 31, 2011 based on the S&P 500 index and Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Jan. 26

• 9.5%-12% callable yield notes due Jan. 31, 2011 linked to the S&P 500 index, Russell 2000 index and iShares MSCI Emerging Markets index fund; via Credit Suisse Securities (USA) LLC; pricing Jan. 26

• Contingent coupon principal-protected ProNotes due Jan. 29, 2015 linked to the stocks of Alcoa Inc., AT&T Inc., American Express Co., E.I. Du Pont De Nemours and Co., General Electric Co., JPMorgan Chase & Co., Johnson & Johnson, Merck & Co., Inc., Exxon Mobil Corp. and Verizon Communications Inc.; via Credit Suisse Securities (USA) LLC; pricing Jan. 26

• Contingent coupon principal-protected ProNotes due Feb. 4, 2013 linked to the stocks of Arch Coal, Inc., Caterpillar, Inc., Chevron Corp., Exxon Mobil Corp., Freeport-McMoRan Copper & Gold Inc., Monsanto Co., Newmont Mining Corp., Potash Corp. of Saskatchewan Inc., Schlumberger NV (Schlumberger Ltd.) and United States Steel Corp.; via Credit Suisse Securities (USA) LLC; pricing Jan. 29

• 0% Buffered Accelerated Return Equity Securities due Aug. 3, 2011 based on the performance of the Dow Jones-UBS Commodity index; 90% trigger; via Credit Suisse Securities (USA) LLC; pricing Jan. 29

• 10%-12% callable yield notes due Feb. 3, 2011 linked to the Energy Select Sector SPDR fund and the SPDR Gold Trust; via Credit Suisse Securities (USA) LLC; pricing Jan. 29

• 9.75% callable yield notes due Feb. 3, 2011 linked to the iShares Silver Trust and the Utilities Select Sector SPDR fund; via Credit Suisse Securities (USA) LLC; pricing Jan. 29

• 8%-10% callable yield notes due Aug. 3, 2010 linked to the Russell 2000 and S&P 500 indexes; via Credit Suisse Securities (USA) LLC; pricing Jan. 29

• Zero-coupon principal-protected ProNotes due Feb. 3, 2015 linked to the S&P 500 index, iShares MSCI EAFE index fund, iShares MSCI Emerging Markets index fund, SPDR Gold trust and PowerShares DB US Dollar Index Bearish fund; via Credit Suisse Securities (USA) LLC; pricing Jan. 29

• 8%-10.5% callable yield notes due Feb. 3, 2011 based on the S&P 500 index and Russell 2000 index; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing Jan. 29

• 11.5%-14% callable yield notes due Feb. 3, 2011 linked to the S&P 500 index, Russell 2000 index and iShares MSCI Emerging Markets index fund; via Credit Suisse Securities (USA) LLC; pricing Jan. 29

DEUTSCHE BANK AG, LONDON BRANCH

• 0% market contribution securities due Jan. 18, 2013 based on the performance of the Deutsche Bank Liquid Commodity Index - Mean Reversion Total Return; via Deutsche Bank Securities Inc.; pricing Jan. 15

• 0% capped Buffered Underlying Securities due Jan. 31, 2012 linked to iShares MSCI Emerging Markets index fund; via Deutsche Bank Securities Inc.; pricing Jan. 26

• 0% alpha overlay securities due March 3, 2011 linked the Deutsche Bank Commodity Booster - Dow Jones - UBS 14 TV Index Excess Return and the Deutsche Bank Commodity Harvest - 10 Index USD Total Return; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Jan. 29

• 0% alpha overlay securities due Feb. 25, 2011 linked to S&P 500 Total Return index and the Deutsche Bank Equity Mean Reversion Alpha Index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Jan. 29

• 0% market contribution securities due July 29, 2011 linked to the Deutsche Bank Liquid Alpha USD 5 Total Return index; via Deutsche Bank Securities Inc.; pricing Jan. 29

EKSPORTFINANS ASA

• 0% enhanced growth securities with leveraged upside and buffered downside due Feb. 1, 2012 linked to the Market Vectors Gold Miners exchange-traded fund; via Wells Fargo Securities, LLC; pricing in January

• 0% enhanced growth securities with leveraged upside and buffered downside due April 5, 2012 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing in January

• 12.5%-13.5% annualized enhanced yield securities with contingent downside protection due July 21, 2010 linked to Arch Coal Inc. stock; 75% trigger; via Wells Fargo Securities, LLC

• 11%-12% annualized enhanced yield securities with contingent downside protection due April 21, 2010 linked to Chesapeake Energy Corp. stock; 80% trigger; via Wells Fargo Securities, LLC

• 11%-12% annualized enhanced yield securities with contingent downside protection due April 21, 2010 linked to Freeport-McMoRan Copper & Gold Inc. stock; 80% trigger; via Wells Fargo Securities, LLC

• 12.5- to 14-month 0% currency-linked notes linked to the Korean won relative to the dollar; via Goldman, Sachs & Co.

• 12.5- to 14-month 0% currency-linked notes linked to the Korean won relative to the euro; via Goldman, Sachs & Co.

• 12.5- to 14-month 0% currency-linked notes linked to the Korean won relative to the Japanese yen; via Goldman, Sachs & Co.

• 8%-9% enhanced yield securities due April 26, 2010 linked to the Market Vectors Gold Miners exchange-traded fund; via Wells Fargo Securities, LLC

• 11%-12% annualized enhanced yield securities with contingent downside protection due July 21, 2010 linked to Mosaic Co. stock; 75% trigger; via Wells Fargo Securities, LLC

• 8.5%-9.5% annualized enhanced yield securities with contingent downside protection due April 21, 2010 linked to UnitedHealth Group Inc. stock; 80% trigger; via Wells Fargo Securities, LLC

GOLDMAN SACHS BANK USA

• Five- to five-and-a-half-year 0% equity index basket-linked deposit notes tied to the Dow Jones Industrial Average and the Dow Jones Euro Stoxx 50 index; via Goldman, Sachs & Co. and distributor Incapital LLC; pricing Jan. 25

• Six-year 0% equity index-linked deposit notes tied to the S&P 500 index; via Goldman, Sachs & Co. and distributor Incapital LLC; pricing Jan. 25

GOLDMAN SACHS GROUP, INC.

• 0% autocallable underlier-linked notes due Feb. 8, 2011 linked the Dow Jones Euro Stoxx 50, FTSE 100 and Topix indexes; via Goldman, Sachs & Co. and J.P. Morgan Securities Inc.; pricing Jan. 15

• 0% autocallable underlier-linked notes due Oct. 26, 2010 linked to the Russell 2000 index; via Goldman, Sachs & Co. and J.P. Morgan Securities Inc.; pricing Jan. 15

• 15-year range accrual notes linked to six-month Libor; 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 27-month 0% leveraged buffered equity index-linked notes based on the S&P 500 index; 90% trigger; 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.

• Five-year 0% autocallable index-linked notes tied to the S&P 500 index; via Goldman, Sachs & Co.

• 24- to 26-month 0% commodity index-linked notes tied to the S&P GSCI Enhanced Commodity Index Excess Return; via Goldman, Sachs & Co.

HARRIS NA

• Zero-coupon principal-protected certificates of deposit due Jan. 29, 2015 linked to the S&P 500 index; via distributor Incapital LLC; pricing Jan. 26

• Zero-coupon principal-protected callable certificates of deposit due Jan. 29, 2015 linked to the S&P 500 index; via distributor Incapital LLC; pricing Jan. 26

HSBC BANK USA, NA

• 0% certificates of deposit with minimum return due Jan. 25, 2016 linked to the Dow Jones Industrial Average; via HSBC Securities (USA) Inc.; pricing Jan. 20

• 0% certificates of deposit with minimum return due Jan. 25, 2016 linked to the Dow Jones Industrial Average; via HSBC Securities (USA) Inc.; pricing Jan. 20

• Annual income opportunity certificates of deposit due Jan. 28, 2013 linked to Barrick Gold Corp., Archer-Daniels-Midland Co., Cameco Corp., El Paso Corp., Freeport-McMoRan Copper & Gold Inc., International Paper Co., Mosaic Co., Schlumberger Ltd., Transocean Ltd. and Weyerhaeuser Co.; via HSBC Securities (USA) Inc.; pricing Jan. 21

• Annual income opportunity certificates of deposit due Jan. 26, 2016 linked to Barrick Gold Corp., Archer-Daniels-Midland Co., Cameco Corp., El Paso Corp., Freeport-McMoRan Copper & Gold Inc., International Paper Co., Mosaic Co., Schlumberger Ltd., Transocean Ltd. and Weyerhaeuser Co.; via HSBC Securities (USA) Inc.; pricing Jan. 21

• 0% barrier multi-coupon opportunity certificates of deposit due Jan. 25, 2013 linked to the Market Vectors Gold Miners exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Jan. 22

• 0% barrier multi-coupon opportunity certificates of deposit due Jan. 27, 2014 linked to the Market Vectors Gold Miners exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Jan. 22

• 0% absolute return certificates of deposit due Nov. 30, 2011 based on the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Jan. 25

• 0% absolute return certificates of deposit due May 29, 2012 based on the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Jan. 25

• 0% sector selector certificates of deposit with minimum return due Jan. 28, 2016 linked to the iShares MSCI Emerging Markets index fund, Market Vectors Gold Miners exchange-traded fund, 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 Jan. 25

• Annual income opportunity series 6 certificates of deposit with an auto cap feature due Jan. 31, 2013 linked to Amazon.com, Inc., Archer-Daniels-Midland Co., Bank of America Corp., Berkshire Hathaway Inc. (class B shares), Exelon Corp., First Solar, Inc., Gilead Sciences, Inc., Motorola, Inc. Newmont Mining Corp., Pfizer Inc., Verizon Communications Inc. and Waste Management, Inc.; via HSBC Securities (USA) Inc.; pricing Jan. 26

• Annual income opportunity series 6 certificates of deposit with an auto cap feature due Jan. 29, 2016 linked to Amazon.com, Inc., Archer-Daniels-Midland Co., Bank of America Corp., Berkshire Hathaway Inc. (class B shares), Exelon Corp., First Solar, Inc., Gilead Sciences, Inc., Motorola, Inc. Newmont Mining Corp., Pfizer Inc., Verizon Communications Inc. and Waste Management, Inc.; via HSBC Securities (USA) Inc.; pricing Jan. 26

• Annual income opportunity series 5 certificates of deposit with an auto cap feature due Jan. 31, 2013 linked to AstraZeneca plc, Barrick Gold Corp., Cameco Corp., China Life Insurance Co., Ltd., Honda Motor Co., Ltd., Kraft Foods Inc., Research in Motion, SAP AG, Sony Corp., Starbucks Corp., Teva Pharmaceutical Industries Ltd. and Vodafone Group plc; via HSBC Securities (USA) Inc.; pricing Jan. 26

• Annual income opportunity series 5 certificates of deposit with an auto cap feature due Jan. 29, 2016 linked to AstraZeneca plc, Barrick Gold Corp., Cameco Corp., China Life Insurance Co., Ltd., Honda Motor Co., Ltd., Kraft Foods Inc., Research in Motion, SAP AG, Sony Corp., Starbucks Corp., Teva Pharmaceutical Industries Ltd. and Vodafone Group plc; via HSBC Securities (USA) Inc.; pricing Jan. 26

HSBC USA, INC.

• 0% buffered return enhanced notes due Feb. 3, 2011 linked to the Hang Seng China Enterprises, Korea Stock Price 200, MSCI Taiwan, Hang Seng, MSCI Singapore indexes their related currencies; via J.P. Morgan Securities Inc.; pricing Jan. 15

• 0% accelerated market participation securities due Feb. 28, 2011 linked to the Hang Seng China Enterprises index; via HSBC Securities (USA) Inc.; pricing Jan. 22

• 0% accelerated market participation securities due April 27, 2011 linked to the Hang Seng China Enterprises index; via HSBC Securities (USA) Inc.; pricing Jan. 22

• 0% buffered accelerated market participation securities due April 27, 2011 linked to the Hang Seng China Enterprises index; via HSBC Securities (USA) Inc.; pricing Jan. 22

• 0% buffered accelerated market participation securities due July 27, 2011 linked to the Hang Seng China Enterprises index; via HSBC Securities (USA) Inc.; pricing Jan. 22

• 9%-12% callable yield notes due Jan. 27, 2011 linked to the iShares MSCI EAFE index fund and iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc.; pricing Jan. 22

• 14%-17% callable yield notes due Jan. 27, 2011 linked to the Market Vector Gold Miners trust and Energy Select SPDR fund; via HSBC Securities (USA) Inc.; pricing Jan. 22

• 0% accelerated market participation securities due Feb. 28, 2011 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Jan. 22

• 0% accelerated market participation securities due April 27, 2011 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Jan. 22

• 0% buffered accelerated market participation securities due April 27, 2011 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Jan. 22

• 0% buffered accelerated market participation securities due July 27, 2011 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Jan. 22

• 0% buffered market participation securities due July 27, 2011 based on the performance of the Russell 2000 index; 75% trigger; via HSBC Securities (USA) Inc.; pricing Jan. 22

• 0% accelerated market participation securities due Feb. 28, 2011 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Jan. 22

• 0% accelerated market participation securities due April 27, 2011 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Jan. 22

• 0% accelerated market participation securities due Jan. 28, 2013 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Jan. 22

• 0% buffered accelerated market participation securities due April 27, 2011 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Jan. 22

• 0% buffered accelerated market participation securities due July 27, 2011 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Jan. 22

• 0% return optimization securities with contingent protection due Jan. 31, 2013 linked to the iShares MSCI EAFE index fund and iShares MSCI Emerging Markets index fund; via UBS Financial Services Inc.; pricing Jan. 26

• 0% barrier optimization securities with partial protection due July 29, 2011 linked to the S&P 500 index; via UBS Financial Services Inc.; pricing Jan. 26

JPMORGAN CHASE BANK, NA

• Six-month Libor range accrual certificates of deposit due Jan. 21, 2025; via J.P. Morgan Securities Inc.; settlement Jan. 21

• Contingent coupon certificates of deposit due Jan. 29, 2016 based on Alcoa Inc., Abbott Laboratories, Amazon.com, Inc., CVS Caremark Corp., Costco Wholesale Corp., General Electric Co., Microsoft Corp., Newmont Mining Corp., Verizon Communications Inc. and Wells Fargo & Co.; via J.P. Morgan Securities Inc. and Incapital LLC; pricing Jan. 26

• Contingent coupon certificates of deposit due Jan. 29, 2015 linked to the stocks of BHP Billiton plc, Berkshire Hathaway Inc. (class B shares), China Mobile Ltd., Cisco Systems, Inc., Goldcorp Inc., Google Inc., Glaxosmithkline plc, Nokia Corp., Petroleo Brasileiro SA and Wal-Mart Stores, Inc.; via J.P. Morgan Securities Inc.; pricing Jan. 26

• 0% equity-linked certificates of deposit due July 30, 2015 linked to the Dow Jones Industrial Average; via J.P. Morgan Securities Inc.; pricing Jan. 26

• 0% certificates of deposit due Jan. 29, 2016 based on the performance of the JPMorgan Efficiente (USD) index; via J.P. Morgan Securities Inc. and InCapital; pricing Jan. 26

• 0% certificates of deposit due Jan. 30, 2015 based on the performance of the JPMorgan Optimax Market-Neutral index; via J.P. Morgan Securities Inc. and InCapital; pricing Jan. 26

• Callable leveraged spread certificates of deposit due Jan. 27, 2025 based on the spread between the 10-year and two-year Constant Maturity Swap rates; via J.P. Morgan Securities Inc.; settlement Jan. 27

• Callable countdown CMS range accrual certificates of deposit due Jan. 29, 2025; via J.P. Morgan Securities Inc. and distributor Incapital LLC; pricing Jan. 27

• Callable six-month Libor range accrual certificates of deposit due Jan. 28, 2025; via J.P. Morgan Securities Inc.; settlement Jan. 28

JPMORGAN CHASE & CO.

• At least 10% yield optimization notes with contingent protection due April 21, 2010 linked to the class A common stock of the DISH Network Corp.; 80% trigger; via UBS Financial Services Inc. and J.P. Morgan Securities Inc.; pricing Jan. 15

• At least 11.5% yield optimization notes with contingent protection due April 21, 2010 linked to the common stock of the Micron Technology, Inc.; 75% trigger; via UBS Financial Services Inc. and J.P. Morgan Securities Inc.; pricing Jan. 15

• 0% return enhanced notes due July 21, 2010 linked to Oil Service Holdrs Trust Depositary Receipts; via J.P. Morgan Securities Inc.; pricing Jan. 15

• 10% reverse convertible notes due April 29, 2010 linked to Alcoa Inc. stock; 80% trigger; via JPMorgan; pricing Jan. 26

• 13% reverse convertible notes due July 29, 2010 linked to Alcoa Inc. stock; 80% trigger; via JPMorgan; pricing Jan. 26

• 13% reverse convertible notes due July 29, 2010 linked to Alcoa Inc. stock; 80% trigger; via JPMorgan; pricing Jan. 26

• 12% reverse convertible notes due July 29, 2010 linked to Amazon.com, Inc. stock; 80% trigger; via JPMorgan; pricing Jan. 26

• 12.25% reverse convertible notes due Jan. 31, 2011 linked to Arch Coal, Inc. stock; 80% trigger; via JPMorgan; pricing Jan. 26

• 0% semiannual review notes due July 29, 2011 based on the Financial Select Sector SPDR fund; 80% trigger; via J.P. Morgan Securities Inc.; pricing Jan. 26

• 0% semiannual review notes due July 29, 2011 based on the Financial Select Sector SPDR fund; 80% trigger; via J.P. Morgan Securities Inc.; pricing Jan. 26

• 0% buffered return enhanced notes due July 29, 2011 linked to the iShares MSCI EAFE index fund; via J.P. Morgan Securities Inc. is the agent; pricing Jan. 26

• 0% buffered return enhanced notes due Jan. 31, 2012 linked to the iShares MSCI EAFE index fund; via J.P. Morgan Securities Inc. is the agent; pricing Jan. 26

• 23.25% reverse convertible notes due April 29, 2010 linked to Las Vegas Sands Corp. stock; 80% trigger; via JPMorgan; pricing Jan. 26

• 0% autocallable optimization securities with contingent protection due on or about July 31, 2011 linked to the Market Vectors Gold Miners exchange-traded fund; via UBS Financial Services Inc. and J.P. Morgan Securities Inc.; pricing Jan. 26

• 0% semiannual review notes due July 29, 2011 linked to the Market Vectors Gold Miners exchange-traded fund; J.P. Morgan Securities Inc.; pricing Jan. 26

• 0% semiannual review notes due July 29, 2011 linked to the Market Vectors Gold Miners exchange-traded fund; J.P. Morgan Securities Inc.; pricing Jan. 26

• 11.5% reverse convertible notes due Jan. 31, 2011 linked to Peabody Energy Corp. stock; 80% trigger; via JPMorgan; pricing Jan. 26

• 10.5% reverse convertible notes due July 29, 2010 linked to Research In Motion Ltd. stock; 80% trigger; via JPMorgan; pricing Jan. 26

• 0% buffered return enhanced notes due July 29, 2011 based on the Russell 2000 index; 90% trigger; via J.P. Morgan Securities Inc.; pricing Jan. 26

• 0% buffered return enhanced notes due Jan. 31, 2012 based on the Russell 2000 index; 90% trigger; via J.P. Morgan Securities Inc.; pricing Jan. 26

• 0% buffered return enhanced notes due July 29, 2011 based on the S&P 500 index; 90% trigger; via J.P. Morgan Securities Inc.; pricing Jan. 26

• 0% buffered return enhanced notes due Jan. 31, 2012 based on the S&P 500 index; 90% trigger; via J.P. Morgan Securities Inc.; pricing Jan. 26

• 14.5% reverse convertible notes due April 29, 2010 linked to United States Steel Corp. stock; 80% trigger; via JPMorgan; pricing Jan. 26

• 9.5% reverse convertible notes due Jan. 31, 2011 linked to Wells Fargo & Co. stock; 80% trigger; via JPMorgan; pricing Jan. 26

• 14.5% reverse convertible notes due July 29, 2010 linked to Wynn Resorts, Ltd. stock; 75% trigger; via JPMorgan; pricing Jan. 26

• 0% jump securities due Jan. 27, 2012 linked to the iShares Dow Jones U.S. Real Estate index fund; via J.P. Morgan Securities Inc.; pricing in January

• 0% buffered Performance Leveraged Upside Securities due Jan. 27, 2012 based on the iShares MSCI EAFE index fund; via J.P. Morgan Securities Inc. and Morgan Stanley Smith Barney LLC; pricing in January

MORGAN STANLEY

• At least 10% yield optimization notes with contingent protection due April 21, 2010 linked to the class A common stock of the DISH Network Corp.; 80% trigger; via UBS Financial Services Inc. and J.P. Morgan Securities Inc.; pricing Jan. 15

• 8%-11% Equity LinKed Securities Feb. 14, 2011 linked to the common stock of Amazon.com, Inc.; 75% trigger; via Morgan Stanley & Co. Inc.; pricing in January

• Zero-coupon 95% principal-protected currency-linked notes due July 29, 2013 linked to Australian dollar, British pound, Canadian dollar, Eurozone euro, Japanese yen, Swiss franc, Brazilian real, Chinese renminbi and Indian rupee, all against the dollar; via Morgan Stanley & Co. Inc.; pricing in January

• 100% principal-protected CMS curve and S&P 500 index-linked range accrual notes due January 2025; via Morgan Stanley & Co.; settling in January

• CMS Curve and S&P 500 index linked range accrual notes due Jan. 25, 2030; via Morgan Stanley & Co. Inc.; pricing in January

• Leveraged callable CMS curve-linked notes due Jan. 25, 2025; via Morgan Stanley & Co. Inc.; pricing in January

• 0% Performance Leveraged Upside Securities due July 27, 2011 based on the Dow Jones - UBS Commodity index; via Morgan Stanley & Co. Inc.; pricing in January

• 0% jump securities due Feb. 24, 2011 linked to the iShares MSCI Brazil index fund; via Morgan Stanley & Co. Inc.; pricing in January

• 0% buffered Performance Leveraged Upside Securities due Jan. 27, 2012 linked to the iShares MSCI Emerging Markets index fund; via Morgan Stanley Smith Barney LLC; pricing in January

• Six-month Libor and S&P 500 index linked range accrual notes due Jan. 27, 2025; via Morgan Stanley & Co.; pricing in January

ROYAL BANK OF CANADA

• 0% step performance securities due Jan. 31, 2012 linked to the iShares MSCI EAFE index fund; via UBS Financial Services Inc. and RBC Capital Markets Corp.; pricing Jan. 26

• 0% buffered bullish digital notes due July 29, 2011 linked to the Russell 2000 index; 85% trigger; via RBC Capital Markets Corp.; pricing Jan. 26

SG STRUCTURED PRODUCTS, INC.

• 0% bearish principal-protected notes due Jan. 29, 2015 linked to the SGI Bond 10y USD index; via SG Americas Securities, LLC and distributor Advisors Asset Management, Inc.; pricing Jan. 22

• Zero-coupon principal-protected notes due July 29, 2015 linked to the S&P 500, S&P GSCI Energy Excess Return, S&P GSCI Industrial Metals Excess Return, S&P GSCI Precious Metals Excess Return, S&P GSCI Agriculture Index Return and S&P GSCI Livestock Excess Return indexes; via SG Americas Securities, LLC with distributor Advisors Asset Management, Inc.; pricing Jan. 22

SUNTRUST BANK

• 0% certificates of deposit due Jan. 16, 2015 linked to the Dow Jones Industrial Average; pricing Jan. 22

• Index-linked certificates of deposit due Jan. 28, 2015 linked to the S&P 500 index; via distributor Incapital LLC; pricing Jan. 22

AB SVENSK EXPORTKREDIT

• 14-month 0% Accelerated Return Notes linked to the Financial Select Sector index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in January or February

• 14-month 0% Accelerated Return Notes linked to the Russell 2000 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in January or February

UBS AG

• 10%-12.5% annualized yield optimization notes with contingent protection due July 21, 2010 linked to Aetna Inc.; via UBS Financial Services Inc. and UBS Investment Bank; pricing Jan. 15

• 10.5%-13% annualized yield optimization notes with contingent protection due July 21, 2010 linked to Research in Motion Ltd.; via UBS Financial Services Inc. and UBS Investment Bank; pricing Jan. 15

• Two- to 21/2-year 0% performance securities linked to the UBS V10 Currency Index with Volatility Cap; via UBS Financial Services Inc. and UBS Investment Bank; pricing Jan. 15

• 13% annualized reverse convertible notes due July 30, 2010 linked to the common stock of Barrick Gold Corp.; 80% trigger; via UBS Securities LLC and UBS Investment Bank; pricing Jan. 26

• 14.75% annualized reverse convertible notes due April 30, 2010 linked to the common stock of DryShips Inc.; 80% trigger; via UBS Securities LLC and UBS Investment Bank; pricing Jan. 26

• 17.5% annualized reverse convertible notes due April 30, 2010 linked to the common stock of First Solar, Inc.; 80% trigger; via UBS Securities LLC and UBS Investment Bank; pricing Jan. 26

• 13.75% annualized reverse convertible notes due July 30, 2010 linked to the common stock of Joy Global Inc.; 80% trigger; via UBS Securities LLC and UBS Investment Bank; pricing Jan. 26

• 0% performance securities with contingent protection due Jan. 30, 2015 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Jan. 26

• 0% return optimization securities with contingent protection due Jan. 31, 2013 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Securities LLC; pricing Jan. 26

• 0% return optimization securities with partial protection due July 29, 2011 based on the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Jan. 26

• 0% double long leverage securities due Jan. 31, 2011 linked to the S&P 500 Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Jan. 26

• One-year 0% double short leverage securities due Jan. 31, 2011 linked inversely to the performance of the S&P 500 Total Return index; via UBS Investment Bank and UBS Financial Services Inc.; pricing Jan. 26

• 0% performance securities due Jan. 29, 2013 linked to the UBS V10 Currency Index with Volatility Cap; UBS Financial Services Inc. and UBS Investment Bank; pricing Jan. 26

• 0% exchange-traded access securities due Jan. 30, 2040 linked to the S&P 500 Gold Hedged index; via UBS Investment Bank; pricing Jan. 27

• 0% double long leverage securities due Feb. 28, 2011 linked to the S&P 500 Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 23

• One-year 0% double short leverage securities due Feb. 28, 2011 linked inversely to the performance of the S&P 500 Total Return index; via UBS Investment Bank and UBS Financial Services Inc.; pricing Feb. 23

• 0% double long leverage securities due April 4, 2011 linked to the S&P 500 Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 26

• One-year 0% double short leverage securities due April 4, 2011 linked inversely to the performance of the S&P 500 Total Return index; via UBS Investment Bank and UBS Financial Services Inc.; pricing March 26

UNION BANK, NA

• Zero-coupon principal-protected market-linked certificates of deposit due Jan. 27, 2014 linked to the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; via UnionBanc Investment Services, LLC and distributor Incapital LLC; pricing Jan. 22

• Market-linked certificates of deposit due Jan. 27, 2016 based on the performance of the S&P 500 index; via Incapital LLC; pricing Jan. 22

• Zero-coupon principal-protected quarterly capped return market-linked certificates of deposit due July 29, 2013 linked to the Dow Jones - UBS Commodity index; via UnionBanc Investment Services, LLC and distributor Incapital LLC; pricing Jan. 25

WELLS FARGO BANK, NA

• 0% market-linked certificates of deposit due Jan. 29, 2014 linked to the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; pricing Jan. 22

• 0% certificates of deposit due Jan. 29, 2016 linked to the Dow Jones - UBS Commodity index; via distributor Incapital LLC; pricing Jan. 22

• Market-linked certificates of deposit due Jan. 22, 2016 based on the SGI WISE US index; via SG Americas Securities, LLC and Advisors Asset Management, Inc.; pricing Jan. 22

• Contingent annual interest certificates of deposit due Jan. 27, 2016 linked to the common stocks of Alcoa Inc., Apple Inc., American Express Co., AT&T Inc., Bank of America Corp., ConocoPhillips, Duke Energy Corp., Exelon Corp., General Electric Co., Home Depot, Inc., Honeywell International Inc., Intel Corp., Johnson & Johnson, Lowe's Cos., Inc., Merck & Co., Inc., Nucor Corp., Philip Morris International Inc., Schlumberger NV (Schlumberger Ltd.), Verizon Communications Inc. and Wal-Mart Stores, Inc.; via Morgan Stanley & Co. Inc. and distributor Morgan Stanley Smith Barney; pricing Jan. 25

• 0% barrier return rebate certificates of deposit due Jan. 27, 2016 linked to gold, silver and platinum; via Morgan Stanley & Co. Inc. and distributor Morgan Stanley Smith Barney; pricing Jan. 25

WELLS FARGO & CO.

• 0% enhanced growth securities with contingent protection due February 2015 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing in January

• 0% enhanced growth securities with partial principal protection due February 2012 linked to the Russell 2000 index; via Wells Fargo Securities

• 0% enhanced growth securities with partial principal protection due August 2013 linked to the S&P 500 index, S&P MidCap 400 index and Russell 2000 index; via Wells Fargo Securities


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