FWP 1 f430103fwp.htm REVCON MAY f430103fwp.htm
     
          RBC Capital Markets®
Filed Pursuant to Rule 433  
Registration Statement No. 333-163632  
     
The information in this preliminary terms supplement is not complete and may be changed.
     
Preliminary Terms Supplement
   
Subject to Completion:
Dated May 3, 2010
   
Pricing Supplement Dated May __, 2010 to the Product
Prospectus Supplement Dated April 9, 2010, Prospectus
Dated January 11, 2010, and Prospectus Supplement Dated
January 11, 2010
      
$ __________
 
Reverse Convertible Notes
 
Each Linked to the Common Stock of a
Single Reference Stock Issuer
 
Royal Bank of Canada
 
     
Royal Bank of Canada is offering forty (40) separate Reverse Convertible Notes (“RevCons”). Each RevCon offering is a separate offering of RevCons linked to one, and only one, Reference Stock named below. The RevCons offered are senior unsecured obligations of Royal Bank of Canada, will pay a coupon at the interest rate specified below, and will have the terms described in the documents described above, as supplemented or modified by this terms supplement, as set forth below.
The RevCons do not guarantee any return of principal at maturity. Any payments on the RevCons are subject to our credit risk.
Investing in the RevCons involves a number of risks. See “Risk Factors” beginning on page S-1 of the prospectus supplement dated January 11, 2010 and “Additional Risk Factors Specific to the Notes” beginning on page PS-3 of the product prospectus supplement dated April 9, 2010.
The RevCons will not constitute deposits insured by the Canada Deposit Insurance Corporation, the U.S. Federal Deposit Insurance Corporation (the “FDIC”) or any other Canadian or U.S. government agency or instrumentality.
Neither the Securities and Exchange Commission nor any state securities commission has approved or disapproved of these securities or determined that this terms supplement is truthful or complete. Any representation to the contrary is a criminal offense.
 
Common Terms for All Forty RevCons:
Issuer:
Royal Bank of Canada
Listing:
None
Pricing Date:
May 13, 2010
Principal Amount:
$1,000 per RevCons
Issuance Date:
May 18, 2010
Coupon Payment:
Each coupon will be paid in equal monthly payments. (30/360)
Initial Share Price:
The closing price of the Reference Stock on the pricing date.
Final Share Price:
The closing price of the Reference Stock on the valuation date.
Payment at Maturity (if
held to maturity):
For each $1,000 principal amount, $1,000 plus any accrued and unpaid interest at maturity unless:
 
(i)       the Final Stock Price is less than the Initial Stock Price; and
 
(ii)      on any day during the Monitoring Period, the closing price of the Reference Stock is less than the Barrier Price.
 
If the conditions described in (i) and (ii) are both satisfied, then at maturity the investor will receive, instead of the principal amount, in addition to accrued and unpaid interest, the number of shares of the Reference Stock equal to the Physical Delivery Amount, or at our election, the cash value of those shares.
 
Investors could lose some or all of their investment at maturity if there has been a decline in the trading price of the applicable Reference Stock.
Monitoring Period:
From the Pricing Date to the applicable Valuation Date.
Physical Delivery
Amount:
For each $1,000 principal amount, a number of shares of the Reference Stock equal to the principal amount divided by the Initial Share Price, subject to adjustment as described in the product prospectus supplement
 
Specific Terms for Each RevCon:
 
No.
  
Reference Stock
  
Coupon
Rate
  
Barrier
Price
  
Term
  
Cusip
  
Principal
Amount
  
Price to
Public
  
Agent’s
Commission
  
Proceeds to Royal
Bank of Canada
2059
  
Arch Coal, Inc. (ACI)
  
14.75%
  
80.00%
  
3 Months
  
78008HZ37
  
$[   ]
  
100%
  
$[   ]
     [   ]%
  
$[   ]
     [   ]%
2060
  
Apollo Group, Inc. (APOL)
  
12.25%
  
80.00%
  
3 Months
  
78008HZ45
  
$[   ]
  
100%
  
$[   ]
     [   ]%
  
$[   ]
     [   ]%
2061
  
ATP Oil & Gas Corporation (ATPG)
  
16.75%
  
65.00%
  
3 Months
  
78008HZ52
  
$[   ]
  
100%
  
$[   ]
     [   ]%
  
$[   ]
     [   ]%
2062
  
Peabody Energy Corporation (BTU)
  
10.75%
  
80.00%
  
3 Months
  
78008HZ60
  
$[   ]
  
100%
  
$[   ]
     [   ]%
  
$[   ]
     [   ]%
2063
  
Continental Airlines Inc. (CAL)
  
18.25%
  
75.00%
  
3 Months
  
78008HZ78
  
$[   ]
  
100%
  
$[   ]
     [   ]%
  
$[   ]
     [   ]%
 
(continued on the next page)
RBC Capital Markets Corporation
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
No.
  
Reference Stock
  
Coupon
Rate
  
Barrier
Price
  
Term
  
Cusip
  
Principal
Amount
  
Price to
Public
  
Agent’s
Commission
  
Proceeds to Royal
Bank of Canada
2064
  
CONSOL Energy Inc. (CNX)
  
13.25%
  
80.00%
  
3 Months
  
78008HZ86
  
$[   ]
  
100%
  
$[   ]
     [   ]%
  
$[   ]
     [   ]%
2065
  
Delta Air Lines, Inc. (DAL)
  
17.75%
  
75.00%
  
3 Months
  
78008HZ94
  
$[   ]
  
100%
  
$[   ]
     [   ]%
  
$[   ]
     [   ]%
2066
  
DryShips Inc. (DRYS)
  
21.75%
  
75.00%
  
3 Months
  
78008H2A7
  
$[   ]
  
100%
  
$[   ]
     [   ]%
  
$[   ]
     [   ]%
2067
  
Elan Corporation plc (ELN)
  
14.25%
  
80.00%
  
3 Months
  
78008H2B5
  
$[   ]
  
100%
  
$[   ]
     [   ]%
  
$[   ]
     [   ]%
2068
  
Fifth Third Bancorp (FITB)
  
12.75%
  
80.00%
  
3 Months
  
78008H2C3
  
$[   ]
  
100%
  
$[   ]
     [   ]%
  
$[   ]
     [   ]%
2069
  
First Solar, Inc. (FSLR)
  
14.00%
  
80.00%
  
3 Months
  
78008H2D1
  
$[   ]
  
100%
  
$[   ]
     [   ]%
  
$[   ]
     [   ]%
2070
  
Fuel Systems Solutions Inc. (FSYS)
  
21.50%
  
75.00%
  
3 Months
  
78008H2E9
  
$[   ]
  
100%
  
$[   ]
     [   ]%
  
$[   ]
     [   ]%
2071
  
Green Mountain Coffee Roasters, Inc. (GMCR)
  
13.00%
  
80.00%
  
3 Months
  
78008H2F6
  
$[   ]
  
100%
  
$[   ]
     [   ]%
  
$[   ]
     [   ]%
2072
  
Genworth Financial Inc. (GNW)
  
12.25%
  
75.00%
  
3 Months
  
78008H2G4
  
$[   ]
  
100%
  
$[   ]
     [   ]%
  
$[   ]
     [   ]%
2073
  
The Hartford Financial Servcies Group, Inc. (HIG)
  
11.25%
  
80.00%
  
3 Months
  
78008H2H2
  
$[   ]
  
100%
  
$[   ]
     [   ]%
  
$[   ]
     [   ]%
2074
  
Hutchinson Technology Incorporated (HTCH)
  
24.50%
  
70.00%
  
3 Months
  
78008H2J8
  
$[   ]
  
100%
  
$[   ]
     [   ]%
  
$[   ]
     [   ]%
2075
  
Imax Corporation (IMAX)
  
21.50%
  
75.00%
  
3 Months
  
78008H2K5
  
$[   ]
  
100%
  
$[   ]
     [   ]%
  
$[   ]
     [   ]%
2076
  
Joy Global Inc. (JOYG)
  
14.50%
  
80.00%
  
3 Months
  
78008H2L3
  
$[   ]
  
100%
  
$[   ]
     [   ]%
  
$[   ]
     [   ]%
2077
  
KeyCorp (KEY)
  
14.75%
  
80.00%
  
3 Months
  
78008H2M1
  
$[   ]
  
100%
  
$[   ]
     [   ]%
  
$[   ]
     [   ]%
2078
  
Las Vegas Sands Corp. (LVS)
  
21.25%
  
70.00%
  
3 Months
  
78008H2N9
  
$[   ]
  
100%
  
$[   ]
     [   ]%
  
$[   ]
     [   ]%
2079
  
Massey Energy Company (MEE)
  
14.00%
  
70.00%
  
3 Months
  
78008H2P4
  
$[   ]
  
100%
  
$[   ]
     [   ]%
  
$[   ]
     [   ]%
2080
  
MercadoLibre Inc. (MELI)
  
14.25%
  
80.00%
  
3 Months
  
78008H2Q2
  
$[   ]
  
100%
  
$[   ]
     [   ]%
  
$[   ]
     [   ]%
2081
  
McMoRan Exploration Co. (MMR)
  
19.75%
  
70.00%
  
3 Months
  
78008H2R0
  
$[   ]
  
100%
  
$[   ]
     [   ]%
  
$[   ]
     [   ]%
2082
  
Melco Crown Entertainment. Ltd. (MPEL)
  
29.00%
  
70.00%
  
3 Months
  
78008H2S8
  
$[   ]
  
100%
  
$[   ]
     [   ]%
  
$[   ]
     [   ]%
2083
  
Sprint Nextel Corporation (S)
  
15.75%
  
75.00%
  
3 Months
  
78008H2T6
  
$[   ]
  
100%
  
$[   ]
     [   ]%
  
$[   ]
     [   ]%
2084
  
Trina Solar Limited (TSL)
  
18.50%
  
70.00%
  
3 Months
  
78008H2U3
  
$[   ]
  
100%
  
$[   ]
     [   ]%
  
$[   ]
     [   ]%
2085
  
Wynn Resorts Limited (WYNN)
  
16.75%
  
80.00%
  
3 Months
  
78008H2V1
  
$[   ]
  
100%
  
$[   ]
     [   ]%
  
$[   ]
     [   ]%
2086
  
United States Steel Corporation (X)
  
15.25%
  
75.00%
  
3 Months
  
78008H2W9
  
$[   ]
  
100%
  
$[   ]
     [   ]%
  
$[   ]
     [   ]%
2087
  
Alcoa Inc. (AA)
  
10.75%
  
80.00%
  
6 Months
  
78008H2X7
  
$[   ]
  
100%
  
$[   ]
     [   ]%
  
$[   ]
     [   ]%
2088
  
Amazon.com, Inc. (AMZN)
  
11.50%
  
80.00%
  
6 Months
  
78008H2Y5
  
$[   ]
  
100%
  
$[   ]
     [   ]%
  
$[   ]
     [   ]%
2089
  
Yamana Gold Inc. (AUY)
  
10.25%
  
75.00%
  
6 Months
  
78008H2Z2
  
$[   ]
  
100%
  
$[   ]
     [   ]%
  
$[   ]
     [   ]%
2090
  
Bank of America Corporation (BAC)
  
10.75%
  
80.00%
  
6 Months
  
78008H3A6
  
$[   ]
  
100%
  
$[   ]
     [   ]%
  
$[   ]
     [   ]%
 
(continued on the next page)
RBC Capital Markets Corporation
P2
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
No.
  
Reference Stock
  
Coupon
Rate
  
Barrier
Price
  
Term
  
Cusip
  
Principal
Amount
  
Price to
Public
  
Agent’s
Commission
  
Proceeds to Royal
Bank of Canada
2091
  
Boston Scientific Corporation (BSX)
  
13.25%
  
80.00%
  
6 Months
  
78008H3B4
  
$[   ]
  
100%
  
$[   ]
     [   ]%
  
$[   ]
     [   ]%
2092
  
Caterpillar Inc. (CAT)
  
8.25%
  
80.00%
  
6 Months
  
78008H3C2
  
$[   ]
  
100%
  
$[   ]
     [   ]%
  
$[   ]
     [   ]%
2093
  
Chesapeake Energy Corporation (CHK)
  
10.00%
  
80.00%
  
6 Months
  
78008H3D0
  
$[   ]
  
100%
  
$[   ]
     [   ]%
  
$[   ]
     [   ]%
2094
  
Ford Motor Company (F)
  
11.75%
  
80.00%
  
6 Months
  
78008H3E8
  
$[   ]
  
100%
  
$[   ]
     [   ]%
  
$[   ]
     [   ]%
2095
  
Freeport-McMoRan Copper & Gold, Inc. (FCX)
  
12.25%
  
80.00%
  
6 Months
  
78008H3F5
  
$[   ]
  
100%
  
$[   ]
     [   ]%
  
$[   ]
     [   ]%
2096
  
The Goldman Sachs Group, Inc. (GS)
  
9.75%
  
80.00%
  
6 Months
  
78008H3G3
  
$[   ]
  
100%
  
$[   ]
     [   ]%
  
$[   ]
     [   ]%
2097
  
Halliburton Company (HAL)
  
10.50%
  
80.00%
  
6 Months
  
78008H3H1
  
$[   ]
  
100%
  
$[   ]
     [   ]%
  
$[   ]
     [   ]%
2098
  
Lincoln National Corporation (LNC)
  
10.25%
  
75.00%
  
6 Months
  
78008H3J7
  
$[   ]
  
100%
  
$[   ]
     [   ]%
  
$[   ]
     [   ]%
 
The price to purchasers who maintain accounts with participating dealers in which only asset-based fees are charged is __%.
The price at which you purchase the RevCons includes hedging costs and profits that Royal Bank of Canada or its affiliates expect to incur or realize. These costs and profits will reduce the secondary market price, if any secondary market develops, for the RevCons. As a result, you may experience an immediate and substantial decline in the market value of your RevCons on the Issue Date.
We may use this terms supplement in the initial sale of the RevCons. In addition, RBC Capital Markets Corporation or another of our affiliates may use this terms supplement in a market-making transaction in the RevCons after their initial sale. Unless we or our agent informs the purchaser otherwise in the confirmation of sale, this terms supplement is being used in a market-making transaction.
 
 
 
RBC Capital Markets Corporation
P3
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
SUMMARY
 
The information in this “Summary” section is qualified by the more detailed information set forth in this terms supplement, the product prospectus supplement, the prospectus supplement, and the prospectus.

General:
This terms supplement relates to forty (40) separate Reverse Convertible Notes (“RevCons”) offerings.  Each RevCon offering is a separate offering of Notes linked to one, and only one, Reference Stock.  All of the Notes offered by this terms supplement are collectively referred to as the “Notes”. Twenty eight (28) of the Notes have a term of three months (“Three Month Notes”) and twelve (12) have a term of six months (“Six Month Notes”). The term of each Note is indicated above. If you wish to participate in more than one RevCon offering, you must separately purchase the applicable Notes.  The Notes offered by this terms supplement do not represent Notes linked to a basket of two or more of the Reference Stocks.
   
Issuer:
Royal Bank of Canada (“Royal Bank”)
   
Issue:
Senior Medium-Term Notes, Series D
   
Pricing Date:
May 13, 2010
   
Issuance Date:
May 18, 2010
   
Denominations:
Minimum denomination of $1,000, and integral multiples of $1,000 thereafter.
   
Designated Currency:
U.S. Dollars
   
Coupon Payment:
Each coupon will be paid in equal monthly payments. (30/360)
   
Coupon Payment
Date(s):
The coupon will be paid on the 18th day of each month during the term of the Note, except for the final coupon, which will be paid on the applicable Maturity Date.
   
Three Month Notes:
  
Valuation Date:
August 13, 2010
Maturity Date:
August 18, 2010
   
Six Month Notes:
  
Valuation Date:
November 15, 2010
Maturity Date:
November 18, 2010
   
Reference Stocks:
As set forth on the cover page.
   
Term:
As set forth on the cover page.
   
Initial Share Price:
The closing price of the Reference Stock on the Pricing Date.
   
Final Share Price:
The closing price of the Reference Stock on the Valuation Date.
 
RBC Capital Markets Corporation
P4
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
Payment at Maturity (if
held to maturity):
For each $1,000 principal amount of the Notes, the investor will receive $1,000 plus any accrued and unpaid interest at maturity unless:
 
(i)           the Final Stock Price is less than the Initial Stock Price; and
   
 
(ii)          on any day during the Monitoring Period, the closing price of the Reference Stock is less than the Barrier Price.
   
 
If the conditions described in (i) and (ii) are both satisfied, then at maturity the investor will receive, instead of the principal amount of the Notes, in addition to any accrued and unpaid interest, the number of shares of the Reference Stock equal to the Physical Delivery Amount, or at our election, the cash value of those shares.  If we elect to deliver shares of the Reference Stock, fractional shares will be paid in cash.
   
 
Investors in the Notes could lose some or all of their investment at maturity if there has been a decline in the trading price of the applicable Reference Stock.
   
Monitoring Period:
From and excluding the Pricing Date to and including the applicable Valuation Date.
   
Monitoring Method:
Close of Trading Day
   
Physical Delivery
Amount:
For each $1,000 principal amount, a number of shares of the Reference Stock equal to the principal amount divided by the Initial Share Price, subject to adjustment as described in the product prospectus supplement.  If this number is not a round number, then the number of shares of the Reference Stock to be delivered will be rounded down and the fractional part shall be paid in cash.
   
Calculation Agent:
RBC Capital Markets Corporation
   
Secondary Market:
RBC Capital Markets Corporation (or one of its affiliates), though not obligated to do so, plans to maintain a secondary market in the Notes after the Issuance Date.  The amount that an investor may receive upon sale of the Notes prior to maturity may be less than the principal amount of those Notes.
   
Listing:
None
   
Settlement:
DTC global notes
   
Terms Incorporated In
the Master Note
All of the terms appearing above the item captioned “Secondary Market” on the cover page of this terms supplement and the terms appearing under the caption “General Terms of the Notes” in the product prospectus supplement.
 
 
RBC Capital Markets Corporation
P5
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
ADDITIONAL TERMS OF YOUR NOTES
 
You should read this terms supplement together with the prospectus dated January 11, 2010, as supplemented by the prospectus supplement dated January 11, 2010 and the product prospectus supplement dated April 9, 2010, relating to our Senior Global Medium-Term Notes, Series D, of which these Notes are a part. Capitalized terms used but not defined in this terms supplement will have the meanings given to them in the product prospectus supplement. In the event of any conflict, this terms supplement will control. The Notes vary from the terms described in the product prospectus supplement in several important ways. You should read this terms supplement carefully.
 
This terms supplement, together with the documents listed below, contains the terms of the Notes and supersedes all prior or contemporaneous oral statements as well as any other written materials including preliminary or indicative pricing terms, correspondence, trade ideas, structures for implementation, sample structures, brochures or other educational materials of ours. You should carefully consider, among other things, the matters set forth in “Risk Factors” in the prospectus supplement dated January 11, 2010 and “Additional Risk Factors Specific to the Notes” in the product prospectus supplement dated April 9, 2010, as the Notes involve risks not associated with conventional debt securities. We urge you to consult your investment, legal, tax, accounting and other advisors before you invest in the Notes. You may access these documents on the SEC website at www.sec.gov as follows (or if that address has changed, by reviewing our filings for the relevant date on the SEC website):
 
Prospectus dated January 11, 2010:
 
Prospectus Supplement dated January 11, 2010:
 
Product Prospectus Supplement dated April 9, 2010:
 
Our Central Index Key, or CIK, on the SEC Website is 1000275.  As used in this terms supplement, the “Company,” “we,” “us,” or “our” refers to Royal Bank of Canada.
 
Royal Bank of Canada has filed a registration statement (including a product supplement, and prospectus supplement and a prospectus) with the Securities and Exchange Commission (the “SEC”) for the offering to which this document relates. Before you invest, you should read those documents and the other documents relating to this offering that Royal Bank of Canada has filed with the SEC for more complete information about Royal Bank of Canada and this offering. You may obtain these documents without cost by visiting EDGAR on the SEC website at www.sec.gov. Alternatively, Royal Bank of Canada, any agent or any dealer participating in this offering will arrange to send you the product prospectus, the prospectus supplement and the prospectus if you so request by calling toll-free 866-609-6009.
 
 
RBC Capital Markets Corporation
P6
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
HYPOTHETICAL EXAMPLES OF AMOUNTS PAYABLE AT MATURITY
 
The examples set forth below are provided for illustration purposes only.  The assumptions in each of the examples are purely hypothetical and do not relate to the actual performance of any Reference Stock.  The hypothetical terms do not represent the terms of an actual Note and do not purport to be representative of every possible scenario concerning increases or decreases in the price of the Reference Stock on the Valuation Date relative to its price on the Pricing Date.  We cannot predict the actual performance of any Reference Stock.
 
The table below illustrates the Payment at Maturity of the Notes (excluding the final Coupon), assuming an Initial Share Price of $100, a Barrier Price of 75% and an initial investment of $1,000. Hypothetical Final Share Prices are shown in the first column on the left.  For this purpose, we have assumed that there will be no anti-dilution adjustments to the Final Share Price and no market disruption events. The second column shows the Payment at Maturity (as a percentage of the principal amount) in a case where the market price of the Reference Stock does not fall below the Barrier Price at any time during the Monitoring Period. The third column shows the Payment at Maturity (as a percentage of the principal amount) in a case where the market price of the Reference Stock does fall below the Barrier Price during the Monitoring Period.  The fourth column shows the Physical Delivery Amount as a number of shares of the Reference Stock. The fifth column shows the Cash Delivery Amount, should we elect to deliver the Cash Delivery Amount instead of the Physical Delivery Amount.
 
Hypothetical
Final Share
Price
If the closing market price of the
Reference Stock does not fall below
the Barrier Price on any day during
the Monitoring Period:
Payment at Maturity as Percentage of
Principal Amount
If the closing market price of the
Reference Stock falls below the
Barrier Price on any day during the
Monitoring Period:
Payment at Maturity as Percentage
of Principal Amount
Physical Delivery
Amount as
Number of Shares
of the Reference
Stock
Cash
Delivery
Amount
$200
100.00%
100.00%
n/a
n/a
$175
100.00%
100.00%
n/a
n/a
$150
100.00%
100.00%
n/a
n/a
$125
100.00%
100.00%
n/a
n/a
$100
100.00%
100.00%
n/a
n/a
$90
100.00%
Physical or Cash Delivery Amount
10
$900
$80
100.00%
Physical or Cash Delivery Amount
10
$800
$75
100.00%
Physical or Cash Delivery Amount
10
$750
$74.50
n/a
Physical or Cash Delivery Amount
10
$745
$60.00
n/a
Physical or Cash Delivery Amount
10
$600
$50.00
n/a
Physical or Cash Delivery Amount
10
$500
$25.00
n/a
Physical or Cash Delivery Amount
10
$250
$0.00
n/a
Physical or Cash Delivery Amount
10
$0.00

The Payments at Maturity shown above are entirely hypothetical; they are based on market prices for the Reference Stock that may not be achieved on the Valuation Date and on assumptions that may prove to be erroneous. The actual market value of your Notes on the Maturity Date or at any other time, including any time you may wish to sell your Notes, may bear little relation to the hypothetical Payments at Maturity shown above, and those amounts should not be viewed as an indication of the financial return on an investment in the Notes or on an investment in the Reference Stock.  Please read “Additional Risk Factors Specific to Your Notes” and “Hypothetical Returns on Your Notes” in the accompanying product prospectus supplement.
 
RBC Capital Markets Corporation
P7
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
Payments on your Notes are economically equivalent to the amounts that would be paid on a combination of other instruments.  For example, payments on your Notes are economically equivalent to the amounts that would be paid on a combination of an interest-bearing bond purchased, and an option sold, by the investor (with an implicit option premium paid over time to the investor).  The discussion in this paragraph does not modify or affect the terms of the offered Notes or the United States or Canadian income tax treatment of the offered Notes as described under “Supplemental Discussion of Canadian Tax Consequences” and “Supplemental Discussion of U.S. Federal Income Tax Consequences” in the accompanying product prospectus supplement.
 
SELECTED RISK CONSIDERATIONS
 
An investment in the Notes involves significant risks.  Investing in the Notes is not equivalent to investing directly in the applicable Reference Stock.  These risks are explained in more detail in the section “Additional Risk Factors Specific to Your Notes” in the product prospectus supplement.  In addition to the risks described in the prospectus supplement and the product prospectus supplement, you should consider the following:
 
·
Principal at Risk — Investors in the Notes could lose some or a substantial value of their principal amount if there is a decline in the trading price of the Reference Stock between the pricing date and the valuation date. The rate of interest payable on the Notes, which will be payable for less than one year, may not be sufficient to compensate for any such loss.
 
·
Market Disruption Events and Adjustments —The payment at maturity and the valuation date are subject to adjustment as described in the product prospectus supplement.  For a description of what constitutes a market disruption event as well as the consequences of that market disruption event, see “General Terms of the Notes—Consequences of Market Disruption Events” in the product prospectus supplement.
 
·
The Inclusion in the Purchase Price of the Notes of a Selling Concession and of Royal Bank’s Cost of Hedging its Market Risk under the Notes Will Adversely Affect the Value of the Notes Prior to Maturity — The price at which you purchase of the Notes includes a selling concession (including a broker’s commission), as well as the costs that Royal Bank (or one of its affiliates) expects to incur in the hedging of its market risk under the Notes. Such hedging costs include the expected cost of undertaking this hedge, as well as the profit that Royal Bank (or its affiliates) expects to realize in consideration for assuming the risks inherent in providing such hedge.  As a result, assuming no change in market conditions or any other relevant factors, the price, if any, at which you may be able to sell your Notes prior to maturity may be less than your original purchase price. The Notes are not designed to be short-term trading instruments.  Accordingly, you should be able and willing to hold your Notes to maturity.
 
 
RBC Capital Markets Corporation
P8
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
CERTAIN U.S. FEDERAL INCOME TAX CONSIDERATIONS
 
·
RevCon 78008HZ37 (ACI): [ ]% of each stated interest payment (14.75% in total) will be treated as an interest payment and [ ]% of each stated interest payment will be treated as payment for the Put Option for U.S. federal income tax purposes.
 
·
RevCon 78008HZ45 (APOL): [ ]% of each stated interest payment (12.25% in total) will be treated as an interest payment and [ ]% of each stated interest payment will be treated as payment for the Put Option for U.S. federal income tax purposes.
 
·
RevCon 78008HZ52 (ATPG): [ ]% of each stated interest payment (16.75% in total) will be treated as an interest payment and [ ]% of each stated interest payment will be treated as payment for the Put Option for U.S. federal income tax purposes.
 
·
RevCon 78008HZ60 (BTU): [ ]% of each stated interest payment (10.75% in total) will be treated as an interest payment and [ ]% of each stated interest payment will be treated as payment for the Put Option for U.S. federal income tax purposes.
 
·
RevCon 78008HZ78 (CAL): [ ]% of each stated interest payment (18.25% in total) will be treated as an interest payment and [ ]% of each stated interest payment will be treated as payment for the Put Option for U.S. federal income tax purposes.
 
·
RevCon 78008HZ86 (CNX): [ ]% of each stated interest payment (13.25% in total) will be treated as an interest payment and [ ]% of each stated interest payment will be treated as payment for the Put Option for U.S. federal income tax purposes.
 
·
RevCon 78008HZ94 (DAL): [ ]% of each stated interest payment (17.75% in total) will be treated as an interest payment and [ ]% of each stated interest payment will be treated as payment for the Put Option for U.S. federal income tax purposes.
 
·
RevCon 78008H2A7 (DRYS): [ ]% of each stated interest payment (21.75% in total) will be treated as an interest payment and [ ]% of each stated interest payment will be treated as payment for the Put Option for U.S. federal income tax purposes.
 
·
RevCon 78008H2B5 (ELN): [ ]% of each stated interest payment (14.25% in total) will be treated as an interest payment and [ ]% of each stated interest payment will be treated as payment for the Put Option for U.S. federal income tax purposes.
 
·
RevCon 78008H2C3 (FITB): [ ]% of each stated interest payment (12.75% in total) will be treated as an interest payment and [ ]% of each stated interest payment will be treated as payment for the Put Option for U.S. federal income tax purposes.
 
·
RevCon 78008H2D1 (FSLR): [ ]% of each stated interest payment (14.00% in total) will be treated as an interest payment and [ ]% of each stated interest payment will be treated as payment for the Put Option for U.S. federal income tax purposes.
 
RBC Capital Markets Corporation
P9
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
·
RevCon 78008H2E9 (FSYS): [ ]% of each stated interest payment (21.50% in total) will be treated as an interest payment and [ ]% of each stated interest payment will be treated as payment for the Put Option for U.S. federal income tax purposes.
 
·
RevCon 78008H2F6 (GMCR): [ ]% of each stated interest payment (13.00% in total) will be treated as an interest payment and [ ]% of each stated interest payment will be treated as payment for the Put Option for U.S. federal income tax purposes.
 
·
RevCon 78008H2G4 (GNW): [ ]% of each stated interest payment (12.25% in total) will be treated as an interest payment and [ ]% of each stated interest payment will be treated as payment for the Put Option for U.S. federal income tax purposes.
 
·
RevCon 78008H2H2 (HIG): [ ]% of each stated interest payment (11.25% in total) will be treated as an interest payment and [ ]% of each stated interest payment will be treated as payment for the Put Option for U.S. federal income tax purposes.
 
·
RevCon 78008H2J8 (HTCH): [ ]% of each stated interest payment (24.50% in total) will be treated as an interest payment and [ ]% of each stated interest payment will be treated as payment for the Put Option for U.S. federal income tax purposes.
 
·
RevCon 78008H2K5 (IMAX): [ ]% of each stated interest payment (21.50% in total) will be treated as an interest payment and [ ]% of each stated interest payment will be treated as payment for the Put Option for U.S. federal income tax purposes.
 
·
RevCon 78008H2L3 (JOYG): [ ]% of each stated interest payment (14.50% in total) will be treated as an interest payment and [ ]% of each stated interest payment will be treated as payment for the Put Option for U.S. federal income tax purposes.
 
·
RevCon 78008H2M1 (KEY): [ ]% of each stated interest payment (14.75% in total) will be treated as an interest payment and [ ]% of each stated interest payment will be treated as payment for the Put Option for U.S. federal income tax purposes.
 
·
RevCon 78008H2N9 (LVS): [ ]% of each stated interest payment (21.25% in total) will be treated as an interest payment and [ ]% of each stated interest payment will be treated as payment for the Put Option for U.S. federal income tax purposes.
 
·
RevCon 78008H2P4 (MEE): [ ]% of each stated interest payment (14.00% in total) will be treated as an interest payment and [ ]% of each stated interest payment will be treated as payment for the Put Option for U.S. federal income tax purposes.
 
·
RevCon 78008H2Q2 (MELI): [ ]% of each stated interest payment (14.25% in total) will be treated as an interest payment and [ ]% of each stated interest payment will be treated as payment for the Put Option for U.S. federal income tax purposes.
 
·
RevCon 78008H2R0 (MMR): [ ]% of each stated interest payment (19.75% in total) will be treated as an interest payment and [ ]% of each stated interest payment will be treated as payment for the Put Option for U.S. federal income tax purposes.
 
RBC Capital Markets Corporation
P10
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
·
RevCon 78008H2S8 (MPEL): [ ]% of each stated interest payment (29.00% in total) will be treated as an interest payment and [ ]% of each stated interest payment will be treated as payment for the Put Option for U.S. federal income tax purposes.
 
·
RevCon 78008H2T6 (S): [ ]% of each stated interest payment (15.75% in total) will be treated as an interest payment and [ ]% of each stated interest payment will be treated as payment for the Put Option for U.S. federal income tax purposes.
 
·
RevCon 78008H2U3 (TSL): [ ]% of each stated interest payment (18.50% in total) will be treated as an interest payment and [ ]% of each stated interest payment will be treated as payment for the Put Option for U.S. federal income tax purposes.
 
·
RevCon 78008H2V1 (WYNN): [ ]% of each stated interest payment (16.75% in total) will be treated as an interest payment and [ ]% of each stated interest payment will be treated as payment for the Put Option for U.S. federal income tax purposes.
 
·
RevCon 78008H2W9 (X): [ ]% of each stated interest payment (15.25% in total) will be treated as an interest payment and [ ]% of each stated interest payment will be treated as payment for the Put Option for U.S. federal income tax purposes.
 
·
RevCon 78008H2X7 (AA): [ ]% of each stated interest payment (10.75% in total) will be treated as an interest payment and [ ]% of each stated interest payment will be treated as payment for the Put Option for U.S. federal income tax purposes.
 
·
RevCon 78008H2Y5 (AMZN): [ ]% of each stated interest payment (11.50% in total) will be treated as an interest payment and [ ]% of each stated interest payment will be treated as payment for the Put Option for U.S. federal income tax purposes.
 
·
RevCon 78008H2Z2 (AUY): [ ]% of each stated interest payment (10.25% in total) will be treated as an interest payment and [ ]% of each stated interest payment will be treated as payment for the Put Option for U.S. federal income tax purposes.
 
·
RevCon 78008H3A6 (BAC): [ ]% of each stated interest payment (10.75% in total) will be treated as an interest payment and [ ]% of each stated interest payment will be treated as payment for the Put Option for U.S. federal income tax purposes.
 
·
RevCon 78008H3B4 (BSX): [ ]% of each stated interest payment (13.25% in total) will be treated as an interest payment and [ ]% of each stated interest payment will be treated as payment for the Put Option for U.S. federal income tax purposes.
 
·
RevCon 78008H3C2 (CAT): [ ]% of each stated interest payment (8.25% in total) will be treated as an interest payment and [ ]% of each stated interest payment will be treated as payment for the Put Option for U.S. federal income tax purposes.
 
·
RevCon 78008H3D0 (CHK): [ ]% of each stated interest payment (10.00% in total) will be treated as an interest payment and [ ]% of each stated interest payment will be treated as payment for the Put Option for U.S. federal income tax purposes.
 
RBC Capital Markets Corporation
P11
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
·
RevCon 78008H3E8 (F): [ ]% of each stated interest payment (11.75% in total) will be treated as an interest payment and [ ]% of each stated interest payment will be treated as payment for the Put Option for U.S. federal income tax purposes.
 
·
RevCon 78008H3F5 (FCX): [ ]% of each stated interest payment (12.25% in total) will be treated as an interest payment and [ ]% of each stated interest payment will be treated as payment for the Put Option for U.S. federal income tax purposes.
 
·
RevCon 78008H3G3 (GS): [ ]% of each stated interest payment (9.75% in total) will be treated as an interest payment and [ ]% of each stated interest payment will be treated as payment for the Put Option for U.S. federal income tax purposes.
 
·
RevCon 78008H3H1 (HAL): [ ]% of each stated interest payment (10.50% in total) will be treated as an interest payment and [ ]% of each stated interest payment will be treated as payment for the Put Option for U.S. federal income tax purposes.
 
·
RevCon 78008H3J7 (LNC): [ ]% of each stated interest payment (10.25% in total) will be treated as an interest payment and [ ]% of each stated interest payment will be treated as payment for the Put Option for U.S. federal income tax purposes.
 
Please see the discussion (including the opinion of our counsel Morrison & Foerster LLP) in the product prospectus supplement dated April 9, 2010 under “Supplemental Discussion of U.S. Federal Income Tax Consequences,” which applies to your Notes.
 
 
 
RBC Capital Markets Corporation
P12
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
INFORMATION REGARDING THE ISSUERS OF THE REFERENCE STOCKS
 
Each Reference Stock is registered under the Securities Exchange Act of 1934 (the “Exchange Act”). Companies with securities registered under that Act are required to file periodically certain financial and other information specified by the Securities and Exchange Commission (the “SEC”).  Information provided to or filed with the SEC can be inspected and copied at the public reference facilities maintained by the SEC or through the SEC’s website at www.sec.gov.  In addition, information regarding each Reference Stock may be obtained from other sources including, but not limited to, press releases, newspaper articles and other publicly disseminated documents.
 
The following information regarding each issuer of the Reference Stocks is derived from publicly available information.
 
We make no representation or warranty as to the accuracy or completeness of reports filed by the issuer with the SEC, information published by it on its website or in any other format, information about it obtained from any other source or the information provided below.
 
 
·
Arch Coal, Inc. mines, processes, and markets low sulfur coal from surface, underground, and auger mines located in the western United States and in the central Appalachian region. The Company markets its coal primarily to electric utilities.
 
 
·
Apollo Group, Inc. provides higher education programs for working adults. The Company provides educational programs and services at the high school, undergraduate, and graduate levels online and on-campus through subsidiaries.
 
 
·
ATP Oil & Gas Corporation acquires and develops natural gas and oil properties, and produces natural gas and crude oil, primarily in the outer continental shelf of the Gulf of Mexico. The Company concentrates on proven undeveloped reserves which have not been strategic to major oil and gas exploration companies. ATP also operates in the shallow waters of the Gulf of Mexico and in the North Sea.
 
 
·
Peabody Energy Corporation mines and markets predominantly low sulfur coal, primarily for use by electric utilities. The Company also trades coal and emission allowances. Peabody owns and operates mines in Arizona, Colorado, New Mexico and Wyoming, Illinois, Indiana, and Australia. The Company also a minority interest in a Venezuelan mine through a joint venture.
 
 
·
Continental Airlines, Inc. is an air carrier that transports passengers, cargo, and mail. The Company, together with Expressjet Airlines, Inc., doing business as Continental Express and its wholly owned subsidiary, Continental Micronesia, Inc., serves airports worldwide. Continental directly serves several European cities, South American cities, Hong Kong, and Tokyo.
 
 
·
CONSOL Energy Inc. produces high-BTU bituminous coal, and also coalbed methane gas. The Company primarily produces pipeline-quality coalbed methane gas from coal properties in the Northern and the Central Appalachian basin, other western basins, and oil and gas from properties in the Appalachian and Illinois Basins.
 
 
·
Delta Air Lines, Inc. provides scheduled air transportation for passengers, freight, and mail over a network of routes throughout the United States and internationally.
 
RBC Capital Markets Corporation
P13
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
·
DryShips Inc. owns and operates drybulk carriers. Commodities transported by the Company consist of major bulks, which include iron ore, coal, and grain, and minor bulks such as bauxite, phosphate and steel products. The Company also owns Ultra Deep Water Rigs.
 
 
·
Elan Corporation plc is a specialty pharmaceutical company. The Group's drug delivery technologies are designed to aid and control the absorption and utilization of active pharmaceutical compounds. Elan's Pharmaceutical division focuses on the discovery, development and commercialization of products in the areas of acute care, pain management, infectious diseases and neurology.
 
 
·
Fifth Third Bancorp is a diversified financial services company that operates banking centers in the Midwestern and Southeastern regions of the United States. The Company's principal businesses include retail banking, commercial banking, investment advisory, and data processing.
 
 
·
First Solar, Inc. designs and manufactures solar modules. The Company uses a thin film semiconductor technology to manufacture electricity-producing solar modules.
 
 
·
Fuel Systems Solutions Inc. provides advanced alternative fuel systems technology and components for internal combustion engines. The Company's products enable these engines to function using environmentally friendly gaseous fuels such as propane, natural gas, and biogas. Fuel Systems is a supplier to original equipment manufacturers and the aftermarket.
 
 
·
Green Mountain Coffee Roasters, Inc. roasts Arabica coffees and offers various coffee selections. The Company's products include single-origin, estate, certified organic, Fair Trade, signature blends, and flavored coffees sold under the Green Mountain Coffee Roasters brand. Green Mountain serves offices, supermarkets, and convenience stores, and operates a direct mail business.
 
 
·
Genworth Financial Inc. offers insurance, wealth management, investment and financial solutions The Company offers products that include life insurance products, long-term care insurance, and mortgage guarantee insurance coverage on residential mortgage loans. Genworth is active in the United States, Canada, Australia, New Zealand, Mexico and multiple European countries.
 
 
·
The Hartford Financial Services Group, Inc. provides a range of insurance products. The Company's products include property and casualty insurance, annuities, life insurance, investment services, and group insurance. Hartford Financial operates around the world.
 
 
·
Hutchinson Technology Incorporated manufactures and supplies suspension assemblies for hard disk drives. The Company's suspension assemblies hold recording heads in position above the spinning magnetic disks. Hutchinson Technology supplies its products to users of suspension assemblies around the world.
 
 
·
Imax Corporation designs and manufactures projection and sound systems for giant-screen theaters and designs custom attractions, including motion simulation theaters, for both large-scale attractions and smaller venues. The Company also manufactures digital image delivery systems in the form of digital projectors.
 
 
·
Joy Global Inc. manufactures and markets underground mining equipment and surface mining equipment. The Company's equipment is used for the extraction of ores and minerals.
 
RBC Capital Markets Corporation
P14
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
·
KeyCorp is a financial services holding company. The Company provides a wide range of retail and commercial banking, commercial leasing, investment management, consumer finance and investment banking products and services to individual, corporate and institutional clients.
 
 
·
Las Vegas Sands Corp. owns and operates casino resorts and convention centers. The Company operates in United States, Macau and Singapore. Las Vegas Sand Corp's casino's offer a wide range of gaming activities and entertainment as well as overnight accommodations, while its expo centers host a wide range of entertainment shows, expositions, and other activities.
 
 
·
Massey Energy Company produces, processes, and sells bituminous, low sulfur coal of steam and metallurgical grades through its processing and shipping centers. The Company currently operates coal mines in West Virginia, Kentucky, and Virginia. Massey provides its coal to utility, industrial, and metallurgical customers.
 
 
·
MercadoLibre Inc. operates an online trading site for the Latin American markets. The Company's website allows businesses and individuals to list items and conduct sales and purchases online in either a fixed-price or auction format. MercadoLibre offers classified advertisements for motor vehicles, vessels, aircraft, real estate and services, and offers online payment services.
 
 
·
McMoRan Exploration Co. explores for and produces oil and gas offshore in the Gulf of Mexico and onshore in the Gulf Coast area.
 
 
·
Melco Crown Entertainment. Ltd. develops, owns and operates casino gaming and entertainment resort facilities.
 
 
·
Sprint Nextel Corporation offers a range of wireless and wireline communications services to consumer, business, and government customers. The Company develops, engineers, and deploys various technologies, including two wireless networks offering mobile data services, instant national and international push-to-talk capabilities, and a global Tier 1 Internet backbone.
 
 
·
Trina Solar Limited manufactures solar-power products including photovoltaic wafers, ingots and modules. The Company's solar modules provide reliable and environmentally-friendly electric power for residential, commercial, industrial and other applications worldwide.
 
 
·
Wynn Resorts Limited owns and operates luxury hotels and destination casino resorts in Las Vegas, Nevada and in Macau, China. The resorts feature guest rooms and suits, restaurants, golf courses, and on-site luxury automotive dealerships.
 
 
·
United States Steel Corporation is an integrated steel producer with production operations in North America and Europe. The Company's operations include coke production in both North America and Europe and iron ore pellets in North America, transportation services (railroad and barge operations), real estate operations, and engineering and consulting services in North America.
 
 
·
Alcoa Inc. produces primary aluminum, fabricated aluminum, and alumina, and participates in mining, refining, smelting, fabricating, and recycling. The Company serves customers worldwide primarily in the transportation, packaging, building, and industrial markets with both fabricated and finished products.
 
RBC Capital Markets Corporation
P15
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
·
Amazon.com, Inc. is an online retailer that offers a wide range of products. The Company's products include books, music, videotapes, computers, electronics, home and garden, and numerous other products. Amazon offers personalized shopping services, Web-based credit card payment, and direct shipping to customers.
 
 
·
Yamana Gold Inc. is an intermediate gold producer with production, development stage, and exploration properties throughout Brazil. The Company also holds gold exploration properties in Argentina.
 
 
·
Bank of America Corporation accepts deposits and offers banking, investing, asset management, and other financial and risk-management products and services. The Company has a mortgage lending subsidiary, and an investment banking and securities brokerage subsidiary.
 
 
·
Boston Scientific Corporation develops, manufactures, and markets minimally invasive medical devices. The Company's products are used in interventional cardiology, cardiac rhythm management, peripheral interventions, electrophysiology, neurovascular intervention, endoscopy, urology, gynecology and neuromodulation.
 
 
·
Caterpillar Inc. designs, manufactures, and markets construction, mining, agricultural, and forestry machinery. The Company also manufactures engines and other related parts for its equipment, and offers financing and insurance. Caterpillar distributes its products through a worldwide organization of dealers.
 
 
·
Chesapeake Energy Corporation produces oil and natural gas. The Company's operations are focused on discovering, developing and acquiring conventional and unconventional natural gas reserves onshore in the United States.
 
 
·
Ford Motor Company designs, manufactures, and services cars and trucks. The Company also provides vehicle-related financing, leasing, and insurance through its subsidiary.
 
 
·
Freeport-McMoRan Copper & Gold Inc., through its subsidiary, is a copper, gold and molybdenum mining company. The Company primarily mines for copper and owns mining interests in Chile and Indonesia. Freeport-McMoRan Copper & Gold also, through a subsidiary, is involved in smelting and refining of copper concentrates.
 
 
·
The Goldman Sachs Group, Inc., a bank holding company, is a global investment banking and securities firm specializing in investment banking, trading and principal investments, asset management and securities services. The Company provides services to corporations, financial institutions, governments, and high-net worth individuals.
 
 
·
Halliburton Company provides energy services and engineering and construction services, as well as manufactures products for the energy industry. The Company offers services and products and integrated solutions to customers in the exploration, development, and production of oil and natural gas.
 
 
·
Lincoln National Corporation owns and operates wealth accumulation and protection businesses. The Company sells a wide range of products including institutional and/or retail fixed and indexed annuities, variable annuities, universal life insurance, variable universal life insurance, term life insurance, mutual funds, and managed accounts.
 
RBC Capital Markets Corporation
P16
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
HISTORICAL INFORMATION
 
The following graphs set forth the recent historical performances of each of the Reference Stocks.  In addition, below each graph is a table setting forth the intra-day high, intra-day low and period-end closing prices of each Reference Stock.  The information provided in each table is for the four calendar quarters of 2006, 2007, 2008, 2009, as well as for the first calendar quarter of 2010 and the period from April 1, 2010 to April 30, 2010. (No price provided in the table for a particular period indicates that such Reference Stock was not traded at such time.)
 
We obtained the information regarding the historical performance of the Reference Stocks in the charts below from Bloomberg Financial Markets.
 
We make no representation or warranty as to the accuracy or completeness of the information obtained from Bloomberg Financial Markets.  The historical performance of the Reference Stocks should not be taken as an indication of future performance, and no assurance can be given as to the market prices of any Reference Stock on the applicable Valuation Date.  We cannot give you assurance that the performance of any Reference Stock will not result in the loss of all or part of your investment.
 
 
 
RBC Capital Markets Corporation
P17
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
Period-Start
Date
  
Period-End
Date
  
High Intra-Day
Price of the
Reference Stock in ($)
  
Low Intra-Day
Price of the
Reference Stock in ($)
  
Period-End Closing
Price of the Reference
Stock in ($)
1/1/2006
  
3/31/2006
  
44.15
  
34.31
  
37.97
4/1/2006
  
6/30/2006
  
56.45
  
37.11
  
42.37
7/1/2006
  
9/29/2006
  
44.13
  
25.88
  
28.91
9/30/2006
  
12/29/2006
  
37.02
  
25.85
  
30.03
                 
1/1/2007
  
3/30/2007
  
33.79
  
27.18
  
30.69
3/31/2007
  
6/29/2007
  
42.08
  
30.33
  
34.80
6/30/2007
  
9/28/2007
  
37.00
  
27.76
  
33.74
9/29/2007
  
12/31/2007
  
45.21
  
32.99
  
44.93
                 
1/1/2008
  
3/31/2008
  
56.14
  
32.98
  
43.50
4/1/2008
  
6/30/2008
  
77.38
  
41.25
  
75.03
7/1/2008
  
9/30/2008
  
75.37
  
27.91
  
32.89
10/1/2008
  
12/31/2008
  
32.58
  
10.43
  
16.29
                 
1/1/2009
  
3/31/2009
  
20.62
  
11.77
  
13.37
4/1/2009
  
6/30/2009
  
19.94
  
12.53
  
15.37
7/1/2009
  
9/30/2009
  
24.00
  
13.01
  
22.13
10/1/2009
  
12/31/2009
  
25.86
  
19.42
  
22.25
                 
1/1/2010
  
3/31/2010
  
28.14
  
20.07
  
22.85
4/1/2010
  
4/30/2010
  
28.51
  
23.09
  
27.00
 
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
 
RBC Capital Markets Corporation
P18
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
Period-Start
Date
  
Period-End
Date
  
High Intra-Day
Price of the
Reference Stock in ($)
  
Low Intra-Day
Price of the
Reference Stock in ($)
  
Period-End Closing
Price of the Reference
Stock in ($)
1/1/2006
  
3/31/2006
  
63.26
  
47.27
  
52.51
4/1/2006
  
6/30/2006
  
56.30
  
50.10
  
51.67
7/1/2006
  
9/29/2006
  
52.00
  
43.10
  
49.24
9/30/2006
  
12/29/2006
  
53.18
  
33.33
  
38.97
                 
1/1/2007
  
3/30/2007
  
48.85
  
39.02
  
43.90
3/31/2007
  
6/29/2007
  
58.45
  
42.59
  
58.43
6/30/2007
  
9/28/2007
  
65.49
  
53.50
  
60.15
9/29/2007
  
12/31/2007
  
80.75
  
60.03
  
70.15
                 
1/1/2008
  
3/31/2008
  
81.68
  
37.92
  
43.20
4/1/2008
  
6/30/2008
  
55.64
  
42.32
  
44.26
7/1/2008
  
9/30/2008
  
68.48
  
43.79
  
59.30
10/1/2008
  
12/31/2008
  
78.61
  
48.32
  
76.62
                 
1/1/2009
  
3/31/2009
  
90.00
  
61.99
  
78.33
4/1/2009
  
6/30/2009
  
72.50
  
55.35
  
71.12
7/1/2009
  
9/30/2009
  
74.75
  
62.85
  
73.67
10/1/2009
  
12/31/2009
  
76.86
  
52.79
  
60.58
                 
1/1/2010
  
3/31/2010
  
65.72
  
55.25
  
61.29
4/1/2010
  
4/30/2010
  
66.67
  
57.37
  
57.41
 
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
 
RBC Capital Markets Corporation
P19
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
Period-Start
Date
  
Period-End
Date
  
High Intra-Day
Price of the
Reference Stock in ($)
  
Low Intra-Day
Price of the
Reference Stock in ($)
  
Period-End Closing
Price of the Reference
Stock in ($)
1/1/2006
  
3/31/2006
  
44.05
  
36.05
  
43.91
4/1/2006
  
6/30/2006
  
49.70
  
35.05
  
41.93
7/1/2006
  
9/29/2006
  
43.30
  
35.37
  
36.94
9/30/2006
  
12/29/2006
  
47.25
  
34.18
  
39.57
                 
1/1/2007
  
3/30/2007
  
43.65
  
35.15
  
37.60
3/31/2007
  
6/29/2007
  
49.00
  
37.46
  
48.64
6/30/2007
  
9/28/2007
  
49.39
  
38.44
  
47.03
9/29/2007
  
12/31/2007
  
57.58
  
43.21
  
50.54
                 
1/1/2008
  
3/31/2008
  
52.25
  
28.89
  
32.72
4/1/2008
  
6/30/2008
  
47.35
  
26.55
  
39.47
7/1/2008
  
9/30/2008
  
41.50
  
16.17
  
17.81
10/1/2008
  
12/31/2008
  
18.69
  
3.89
  
5.85
                 
1/1/2009
  
3/31/2009
  
7.92
  
2.75
  
5.13
4/1/2009
  
6/30/2009
  
10.16
  
4.84
  
6.96
7/1/2009
  
9/30/2009
  
22.98
  
5.22
  
17.89
10/1/2009
  
12/31/2009
  
21.87
  
14.40
  
18.28
                 
1/1/2010
  
3/31/2010
  
20.57
  
12.72
  
18.81
4/1/2010
  
4/30/2010
  
23.97
  
18.21
  
18.26
 
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
 
RBC Capital Markets Corporation
P20
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
Period-Start
Date
  
Period-End
Date
  
High Intra-Day
Price of the
Reference Stock in ($)
  
Low Intra-Day
Price of the
Reference Stock in ($)
  
Period-End Closing
Price of the Reference
Stock in ($)
1/1/2006
  
3/31/2006
  
49.15
  
38.61
  
47.20
4/1/2006
  
6/30/2006
  
71.43
  
43.83
  
52.20
7/1/2006
  
9/29/2006
  
56.00
  
30.85
  
34.43
9/30/2006
  
12/29/2006
  
45.49
  
31.88
  
37.83
                 
1/1/2007
  
3/30/2007
  
41.76
  
33.89
  
37.67
3/31/2007
  
6/29/2007
  
52.20
  
37.41
  
45.30
6/30/2007
  
9/28/2007
  
47.74
  
35.97
  
44.82
9/29/2007
  
12/31/2007
  
62.55
  
44.49
  
61.64
                 
1/1/2008
  
3/31/2008
  
63.96
  
42.05
  
51.00
4/1/2008
  
6/30/2008
  
88.69
  
49.38
  
88.05
7/1/2008
  
9/30/2008
  
88.26
  
39.10
  
45.00
10/1/2008
  
12/31/2008
  
43.98
  
16.01
  
22.75
                 
1/1/2009
  
3/31/2009
  
30.95
  
20.17
  
25.04
4/1/2009
  
6/30/2009
  
37.44
  
23.64
  
30.16
7/1/2009
  
9/30/2009
  
41.54
  
27.20
  
37.22
10/1/2009
  
12/31/2009
  
48.14
  
34.54
  
45.21
                 
1/1/2010
  
3/31/2010
  
51.94
  
39.90
  
45.70
4/1/2010
  
4/30/2010
  
50.25
  
44.21
  
46.72
 
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
 
RBC Capital Markets Corporation
P21
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
Period-Start
Date
  
Period-End
Date
  
High Intra-Day
Price of the
Reference Stock in ($)
  
Low Intra-Day
Price of the
Reference Stock in ($)
  
Period-End Closing
Price of the Reference
Stock in ($)
1/1/2006
  
3/31/2006
  
28.88
  
16.77
  
26.90
4/1/2006
  
6/30/2006
  
31.02
  
22.56
  
29.80
7/1/2006
  
9/29/2006
  
32.04
  
22.05
  
28.31
9/30/2006
  
12/29/2006
  
46.29
  
28.56
  
41.25
                 
1/1/2007
  
3/30/2007
  
52.40
  
35.23
  
36.39
3/31/2007
  
6/29/2007
  
44.10
  
32.01
  
33.87
6/30/2007
  
9/28/2007
  
38.61
  
26.21
  
33.03
9/29/2007
  
12/31/2007
  
37.79
  
21.59
  
22.25
                 
1/1/2008
  
3/31/2008
  
31.25
  
17.19
  
19.23
4/1/2008
  
6/30/2008
  
23.40
  
9.70
  
10.11
7/1/2008
  
9/30/2008
  
21.39
  
5.91
  
16.68
10/1/2008
  
12/31/2008
  
20.89
  
9.90
  
18.06
                 
1/1/2009
  
3/31/2009
  
21.83
  
6.38
  
8.81
4/1/2009
  
6/30/2009
  
15.75
  
7.86
  
8.86
7/1/2009
  
9/30/2009
  
17.55
  
8.87
  
16.44
10/1/2009
  
12/31/2009
  
18.73
  
10.94
  
17.92
                 
1/1/2010
  
3/31/2010
  
23.64
  
16.82
  
21.97
4/1/2010
  
4/30/2010
  
24.28
  
19.90
  
22.35
 
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
 
RBC Capital Markets Corporation
P22
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
Period-Start
Date
  
Period-End
Date
  
High Intra-Day
Price of the
Reference Stock in ($)
  
Low Intra-Day
Price of the
Reference Stock in ($)
  
Period-End Closing
Price of the Reference
Stock in ($)
1/1/2006
  
3/31/2006
  
37.67
  
30.00
  
37.08
4/1/2006
  
6/30/2006
  
49.09
  
35.12
  
46.72
7/1/2006
  
9/29/2006
  
48.90
  
28.10
  
31.73
9/30/2006
  
12/29/2006
  
38.71
  
28.69
  
32.13
                 
1/1/2007
  
3/30/2007
  
39.65
  
29.15
  
39.13
3/31/2007
  
6/29/2007
  
49.85
  
38.89
  
46.11
6/30/2007
  
9/28/2007
  
50.21
  
34.37
  
46.60
9/29/2007
  
12/31/2007
  
74.18
  
45.04
  
71.52
                 
1/1/2008
  
3/31/2008
  
84.18
  
53.66
  
69.19
4/1/2008
  
6/30/2008
  
119.10
  
67.33
  
112.37
7/1/2008
  
9/30/2008
  
112.21
  
36.25
  
45.89
10/1/2008
  
12/31/2008
  
44.13
  
18.51
  
28.58
                 
1/1/2009
  
3/31/2009
  
37.61
  
22.49
  
25.24
4/1/2009
  
6/30/2009
  
44.11
  
24.05
  
33.96
7/1/2009
  
9/30/2009
  
49.84
  
28.61
  
45.11
10/1/2009
  
12/31/2009
  
53.50
  
42.18
  
49.80
                 
1/1/2010
  
3/31/2010
  
57.93
  
41.81
  
42.66
4/1/2010
  
4/30/2010
  
46.94
  
40.97
  
44.68
 
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
 
RBC Capital Markets Corporation
P23
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
Period-Start
Date
  
Period-End
Date
  
High Intra-Day
Price of the
Reference Stock in ($)
  
Low Intra-Day
Price of the
Reference Stock in ($)
  
Period-End Closing
Price of the Reference
Stock in ($)
3/31/2007
  
6/29/2007
  
23.25
  
18.02
  
19.70
6/30/2007
  
9/28/2007
  
21.80
  
14.94
  
17.95
9/29/2007
  
12/31/2007
  
21.10
  
14.04
  
14.89
                 
1/1/2008
  
3/31/2008
  
18.97
  
7.94
  
8.60
4/1/2008
  
6/30/2008
  
10.75
  
4.84
  
5.70
7/1/2008
  
9/30/2008
  
10.26
  
4.00
  
7.45
10/1/2008
  
12/31/2008
  
11.90
  
5.11
  
11.46
                 
1/1/2009
  
3/31/2009
  
12.65
  
3.52
  
5.63
4/1/2009
  
6/30/2009
  
8.27
  
5.31
  
5.79
7/1/2009
  
9/30/2009
  
9.88
  
5.56
  
8.96
10/1/2009
  
12/31/2009
  
12.08
  
6.78
  
11.38
                 
1/1/2010
  
3/31/2010
  
14.90
  
10.93
  
14.59
4/1/2010
  
4/30/2010
  
14.94
  
11.96
  
12.08
 
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
 
RBC Capital Markets Corporation
P24
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
Period-Start
Date
  
Period-End
Date
  
High Intra-Day
Price of the
Reference Stock in ($)
  
Low Intra-Day
Price of the
Reference Stock in ($)
  
Period-End Closing
Price of the Reference
Stock in ($)
1/1/2006
  
3/31/2006
  
13.84
  
9.90
  
10.58
4/1/2006
  
6/30/2006
  
11.25
  
8.50
  
10.79
7/1/2006
  
9/29/2006
  
14.89
  
10.28
  
13.40
9/30/2006
  
12/29/2006
  
18.06
  
12.63
  
18.01
                 
1/1/2007
  
3/30/2007
  
23.67
  
16.85
  
22.53
3/31/2007
  
6/29/2007
  
44.75
  
22.66
  
43.38
6/30/2007
  
9/28/2007
  
93.35
  
43.51
  
90.85
9/29/2007
  
12/31/2007
  
131.34
  
69.63
  
77.40
                 
1/1/2008
  
3/31/2008
  
88.49
  
48.24
  
59.91
4/1/2008
  
6/30/2008
  
116.43
  
58.65
  
80.18
7/1/2008
  
9/30/2008
  
81.45
  
30.52
  
35.49
10/1/2008
  
12/31/2008
  
38.86
  
3.04
  
10.66
                 
1/1/2009
  
3/31/2009
  
17.35
  
2.73
  
5.09
4/1/2009
  
6/30/2009
  
11.48
  
4.35
  
5.78
7/1/2009
  
9/30/2009
  
7.99
  
4.90
  
6.63
10/1/2009
  
12/31/2009
  
7.62
  
5.66
  
5.82
                 
1/1/2010
  
3/31/2010
  
6.95
  
5.07
  
5.84
4/1/2010
  
4/30/2010
  
6.82
  
5.75
  
5.80
 
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
 
RBC Capital Markets Corporation
P25
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
Period-Start
Date
  
Period-End
Date
  
High Intra-Day
Price of the
Reference Stock in ($)
  
Low Intra-Day
Price of the
Reference Stock in ($)
  
Period-End Closing
Price of the Reference
Stock in ($)
1/1/2006
  
3/31/2006
  
16.83
  
11.88
  
14.44
4/1/2006
  
6/30/2006
  
19.35
  
14.06
  
16.70
7/1/2006
  
9/29/2006
  
16.85
  
13.16
  
15.38
9/30/2006
  
12/29/2006
  
16.14
  
13.81
  
14.75
                 
1/1/2007
  
3/30/2007
  
15.10
  
11.70
  
13.29
3/31/2007
  
6/29/2007
  
22.40
  
13.31
  
21.93
6/30/2007
  
9/28/2007
  
22.88
  
16.38
  
21.04
9/29/2007
  
12/31/2007
  
24.90
  
20.92
  
21.98
                 
1/1/2008
  
3/31/2008
  
26.87
  
17.82
  
20.86
4/1/2008
  
6/30/2008
  
36.00
  
20.53
  
35.55
7/1/2008
  
9/30/2008
  
37.44
  
9.55
  
10.67
10/1/2008
  
12/31/2008
  
11.52
  
4.99
  
6.00
                 
1/1/2009
  
3/31/2009
  
9.13
  
4.85
  
6.64
4/1/2009
  
6/30/2009
  
8.58
  
5.41
  
6.37
7/1/2009
  
9/30/2009
  
8.58
  
6.44
  
7.11
10/1/2009
  
12/31/2009
  
7.12
  
4.61
  
6.52
                 
1/1/2010
  
3/31/2010
  
8.17
  
6.53
  
7.58
4/1/2010
  
4/30/2010
  
8.23
  
6.59
  
6.72
 
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
 
RBC Capital Markets Corporation
P26
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
Period-Start
Date
  
Period-End
Date
  
High Intra-Day
Price of the
Reference Stock in ($)
  
Low Intra-Day
Price of the
Reference Stock in ($)
  
Period-End Closing
Price of the Reference
Stock in ($)
1/1/2006
  
3/31/2006
  
41.43
  
36.30
  
39.36
4/1/2006
  
6/30/2006
  
41.02
  
35.86
  
36.95
7/1/2006
  
9/29/2006
  
40.18
  
35.95
  
38.08
9/30/2006
  
12/29/2006
  
41.56
  
37.75
  
40.93
                 
1/1/2007
  
3/30/2007
  
41.41
  
37.93
  
38.69
3/31/2007
  
6/29/2007
  
43.32
  
37.88
  
39.77
6/30/2007
  
9/28/2007
  
41.17
  
33.60
  
33.88
9/29/2007
  
12/31/2007
  
35.33
  
24.82
  
25.13
                 
1/1/2008
  
3/31/2008
  
28.58
  
20.25
  
20.92
4/1/2008
  
6/30/2008
  
23.75
  
8.96
  
10.18
7/1/2008
  
9/30/2008
  
21.00
  
7.96
  
11.90
10/1/2008
  
12/31/2008
  
14.75
  
6.33
  
8.26
                 
1/1/2009
  
3/31/2009
  
8.65
  
1.01
  
2.92
4/1/2009
  
6/30/2009
  
9.15
  
2.50
  
7.10
7/1/2009
  
9/30/2009
  
11.20
  
6.34
  
10.13
10/1/2009
  
12/31/2009
  
10.90
  
8.76
  
9.75
                 
1/1/2010
  
3/31/2010
  
14.04
  
9.82
  
13.59
4/1/2010
  
4/30/2010
  
15.95
  
13.47
  
14.91
 
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
 
RBC Capital Markets Corporation
P27
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
Period-Start
Date
  
Period-End
Date
  
High Intra-Day
Price of the
Reference Stock in ($)
  
Low Intra-Day
Price of the
Reference Stock in ($)
  
Period-End Closing
Price of the Reference
Stock in ($)
9/30/2006
  
12/29/2006
  
30.00
  
23.59
  
29.80
                 
1/1/2007
  
3/30/2007
  
59.88
  
27.54
  
52.01
3/31/2007
  
6/29/2007
  
91.10
  
52.10
  
89.29
6/30/2007
  
9/28/2007
  
123.21
  
74.77
  
117.74
9/29/2007
  
12/31/2007
  
283.00
  
119.95
  
267.14
                 
1/1/2008
  
3/31/2008
  
272.47
  
143.34
  
231.14
4/1/2008
  
6/30/2008
  
317.00
  
232.20
  
272.82
7/1/2008
  
9/30/2008
  
301.30
  
176.07
  
188.91
10/1/2008
  
12/31/2008
  
202.88
  
85.28
  
137.96
                 
1/1/2009
  
3/31/2009
  
165.20
  
100.93
  
132.70
4/1/2009
  
6/30/2009
  
207.51
  
129.90
  
162.12
7/1/2009
  
9/30/2009
  
176.00
  
112.12
  
152.86
10/1/2009
  
12/31/2009
  
162.20
  
115.09
  
135.40
                 
1/1/2010
  
3/31/2010
  
142.46
  
98.71
  
122.65
4/1/2010
  
4/30/2010
  
152.53
  
118.94
  
143.55
 
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
 
RBC Capital Markets Corporation
P28
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
Period-Start
Date
  
Period-End
Date
  
High Intra-Day
Price of the
Reference Stock in ($)
  
Low Intra-Day
Price of the
Reference Stock in ($)
  
Period-End Closing
Price of the Reference
Stock in ($)
1/1/2006
  
3/31/2006
  
13.70
  
9.96
  
13.04
4/1/2006
  
6/30/2006
  
24.98
  
12.04
  
21.34
7/1/2006
  
9/29/2006
  
22.42
  
11.08
  
12.72
9/30/2006
  
12/29/2006
  
23.11
  
11.68
  
22.08
                 
1/1/2007
  
3/30/2007
  
25.11
  
16.49
  
18.52
3/31/2007
  
6/29/2007
  
19.70
  
14.95
  
16.58
6/30/2007
  
9/28/2007
  
22.38
  
16.13
  
17.86
9/29/2007
  
12/31/2007
  
21.00
  
12.60
  
14.29
                 
1/1/2008
  
3/31/2008
  
14.94
  
9.80
  
13.33
4/1/2008
  
6/30/2008
  
41.84
  
12.96
  
38.50
7/1/2008
  
9/30/2008
  
61.22
  
25.68
  
34.45
10/1/2008
  
12/31/2008
  
39.99
  
21.92
  
32.76
                 
1/1/2009
  
3/31/2009
  
36.32
  
9.87
  
13.48
4/1/2009
  
6/30/2009
  
26.75
  
12.95
  
20.19
7/1/2009
  
9/30/2009
  
38.31
  
18.14
  
35.99
10/1/2009
  
12/31/2009
  
52.46
  
30.73
  
41.24
                 
1/1/2010
  
3/31/2010
  
51.93
  
26.10
  
31.96
4/1/2010
  
4/30/2010
  
34.89
  
29.50
  
31.47
 
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
 
RBC Capital Markets Corporation
P29
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
Period-Start
Date
  
Period-End
Date
  
High Intra-Day
Price of the
Reference Stock in ($)
  
Low Intra-Day
Price of the
Reference Stock in ($)
  
Period-End Closing
Price of the Reference
Stock in ($)
1/1/2006
  
3/31/2006
  
9.27
  
8.44
  
8.83
4/1/2006
  
6/30/2006
  
10.03
  
7.85
  
8.93
7/1/2006
  
9/29/2006
  
9.17
  
7.78
  
8.18
9/30/2006
  
12/29/2006
  
11.91
  
8.00
  
10.94
                 
1/1/2007
  
3/30/2007
  
14.56
  
10.93
  
14.01
3/31/2007
  
6/29/2007
  
18.15
  
13.48
  
17.50
6/30/2007
  
9/28/2007
  
28.62
  
17.37
  
22.13
9/29/2007
  
12/31/2007
  
28.00
  
19.73
  
27.13
                 
1/1/2008
  
3/31/2008
  
27.88
  
16.67
  
21.10
4/1/2008
  
6/30/2008
  
29.83
  
19.40
  
25.05
7/1/2008
  
9/30/2008
  
28.00
  
20.97
  
26.23
10/1/2008
  
12/31/2008
  
27.33
  
15.57
  
25.80
                 
1/1/2009
  
3/31/2009
  
33.66
  
21.40
  
32.00
4/1/2009
  
6/30/2009
  
63.63
  
30.57
  
59.12
7/1/2009
  
9/30/2009
  
75.88
  
53.29
  
73.84
10/1/2009
  
12/31/2009
  
82.95
  
59.60
  
81.47
                 
1/1/2010
  
3/31/2010
  
98.50
  
78.12
  
96.82
4/1/2010
  
4/30/2010
  
99.59
  
72.60
  
72.66
 
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
 
RBC Capital Markets Corporation
P30
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
Period-Start
Date
  
Period-End
Date
  
High Intra-Day
Price of the
Reference Stock in ($)
  
Low Intra-Day
Price of the
Reference Stock in ($)
  
Period-End Closing Price of the Reference Stock in ($)
1/1/2006
  
3/31/2006
  
35.13
  
31.54
  
33.43
4/1/2006
  
6/30/2006
  
35.22
  
31.00
  
34.84
7/1/2006
  
9/29/2006
  
36.37
  
32.96
  
35.01
9/30/2006
  
12/29/2006
  
36.47
  
32.18
  
34.21
                 
1/1/2007
  
3/30/2007
  
37.16
  
33.69
  
34.94
3/31/2007
  
6/29/2007
  
37.00
  
34.05
  
34.40
6/30/2007
  
9/28/2007
  
35.20
  
26.50
  
30.73
9/29/2007
  
12/31/2007
  
31.99
  
23.26
  
25.45
                 
1/1/2008
  
3/31/2008
  
25.57
  
19.75
  
22.64
4/1/2008
  
6/30/2008
  
24.88
  
17.70
  
17.81
7/1/2008
  
9/30/2008
  
19.60
  
3.51
  
8.61
10/1/2008
  
12/31/2008
  
8.32
  
0.71
  
2.83
                 
1/1/2009
  
3/31/2009
  
3.38
  
0.78
  
1.90
4/1/2009
  
6/30/2009
  
7.41
  
1.76
  
6.99
7/1/2009
  
9/30/2009
  
13.68
  
5.02
  
11.95
10/1/2009
  
12/31/2009
  
12.40
  
8.38
  
11.35
                 
1/1/2010
  
3/31/2010
  
18.70
  
11.52
  
18.34
4/1/2010
  
4/30/2010
  
19.36
  
16.51
  
16.52
 
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
 
RBC Capital Markets Corporation
P31
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
Period-Start
Date
  
Period-End
Date
  
High Intra-Day
Price of the
Reference Stock in ($)
  
Low Intra-Day
Price of the
Reference Stock in ($)
  
Period-End Closing
Price of the Reference
Stock in ($)
1/1/2006
  
3/31/2006
  
89.12
  
79.24
  
80.55
4/1/2006
  
6/30/2006
  
93.95
  
80.14
  
84.60
7/1/2006
  
9/29/2006
  
88.51
  
79.55
  
86.75
9/30/2006
  
12/29/2006
  
93.75
  
83.78
  
93.31
                 
1/1/2007
  
3/30/2007
  
97.95
  
90.30
  
95.58
3/31/2007
  
6/29/2007
  
106.23
  
94.89
  
98.51
6/30/2007
  
9/28/2007
  
100.54
  
83.00
  
92.55
9/29/2007
  
12/31/2007
  
99.14
  
86.37
  
87.19
                 
1/1/2008
  
3/31/2008
  
87.88
  
63.98
  
75.77
4/1/2008
  
6/30/2008
  
79.88
  
64.41
  
64.57
7/1/2008
  
9/30/2008
  
68.35
  
31.50
  
40.99
10/1/2008
  
12/31/2008
  
39.74
  
4.16
  
16.42
                 
1/1/2009
  
3/31/2009
  
19.91
  
3.33
  
7.85
4/1/2009
  
6/30/2009
  
18.16
  
7.16
  
11.87
7/1/2009
  
9/30/2009
  
29.00
  
10.00
  
26.50
10/1/2009
  
12/31/2009
  
29.59
  
22.89
  
23.26
                 
1/1/2010
  
3/31/2010
  
29.12
  
21.60
  
28.42
4/1/2010
  
4/30/2010
  
30.45
  
26.63
  
28.57
 
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
 
RBC Capital Markets Corporation
P32
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
Period-Start
Date
  
Period-End
Date
  
High Intra-Day
Price of the
Reference Stock in ($)
  
Low Intra-Day
Price of the
Reference Stock in ($)
  
Period-End Closing
Price of the Reference
Stock in ($)
1/1/2006
  
3/31/2006
  
31.24
  
25.76
  
30.17
4/1/2006
  
6/30/2006
  
30.79
  
20.82
  
21.63
7/1/2006
  
9/29/2006
  
22.38
  
17.31
  
21.03
9/30/2006
  
12/29/2006
  
24.58
  
20.65
  
23.57
                 
1/1/2007
  
3/30/2007
  
24.18
  
20.36
  
23.35
3/31/2007
  
6/29/2007
  
23.50
  
17.69
  
18.81
6/30/2007
  
9/28/2007
  
25.54
  
18.61
  
24.60
9/29/2007
  
12/31/2007
  
27.85
  
22.91
  
26.32
                 
1/1/2008
  
3/31/2008
  
26.63
  
15.00
  
15.91
4/1/2008
  
6/30/2008
  
17.08
  
13.43
  
13.44
7/1/2008
  
9/30/2008
  
16.30
  
10.59
  
11.58
10/1/2008
  
12/31/2008
  
11.84
  
1.72
  
3.48
                 
1/1/2009
  
3/31/2009
  
4.48
  
1.25
  
2.60
4/1/2009
  
6/30/2009
  
3.05
  
1.49
  
1.95
7/1/2009
  
9/30/2009
  
8.74
  
1.88
  
7.10
10/1/2009
  
12/31/2009
  
10.46
  
5.54
  
10.26
                 
1/1/2010
  
3/31/2010
  
11.51
  
5.83
  
6.24
4/1/2010
  
4/30/2010
  
8.15
  
5.56
  
6.09
 
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
 
RBC Capital Markets Corporation
P33
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
Period-Start
Date
  
Period-End
Date
  
High Intra-Day
Price of the
Reference Stock in ($)
  
Low Intra-Day
Price of the
Reference Stock in ($)
  
Period-End Closing
Price of the Reference
Stock in ($)
1/1/2006
  
3/31/2006
  
10.95
  
7.14
  
10.15
4/1/2006
  
6/30/2006
  
10.38
  
8.17
  
9.16
7/1/2006
  
9/29/2006
  
10.92
  
4.43
  
4.89
9/30/2006
  
12/29/2006
  
5.20
  
3.32
  
3.76
                 
1/1/2007
  
3/30/2007
  
5.52
  
3.61
  
5.04
3/31/2007
  
6/29/2007
  
5.68
  
4.06
  
4.22
6/30/2007
  
9/28/2007
  
5.21
  
3.72
  
4.20
9/29/2007
  
12/31/2007
  
7.94
  
4.05
  
6.82
                 
1/1/2008
  
3/31/2008
  
7.39
  
5.27
  
6.97
4/1/2008
  
6/30/2008
  
7.74
  
6.45
  
6.84
7/1/2008
  
9/30/2008
  
8.28
  
5.65
  
5.92
10/1/2008
  
12/31/2008
  
5.94
  
2.42
  
4.46
                 
1/1/2009
  
3/31/2009
  
5.49
  
3.78
  
4.31
4/1/2009
  
6/30/2009
  
8.49
  
4.28
  
8.12
7/1/2009
  
9/30/2009
  
10.13
  
7.14
  
9.41
10/1/2009
  
12/31/2009
  
13.87
  
9.00
  
13.30
                 
1/1/2010
  
3/31/2010
  
18.25
  
11.50
  
17.99
4/1/2010
  
4/30/2010
  
21.29
  
16.46
  
18.90
 
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
 
RBC Capital Markets Corporation
P34
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
Period-Start
Date
  
Period-End
Date
  
High Intra-Day
Price of the
Reference Stock in ($)
  
Low Intra-Day
Price of the
Reference Stock in ($)
  
Period-End Closing
Price of the Reference
Stock in ($)
1/1/2006
  
3/31/2006
  
61.91
  
41.57
  
59.77
4/1/2006
  
6/30/2006
  
72.23
  
44.75
  
52.09
7/1/2006
  
9/29/2006
  
53.80
  
31.32
  
37.61
9/30/2006
  
12/29/2006
  
50.77
  
35.59
  
48.34
                 
1/1/2007
  
3/30/2007
  
55.80
  
40.36
  
42.90
3/31/2007
  
6/29/2007
  
61.99
  
42.43
  
58.33
6/30/2007
  
9/28/2007
  
65.50
  
42.10
  
50.86
9/29/2007
  
12/31/2007
  
67.57
  
48.76
  
65.82
                 
1/1/2008
  
3/31/2008
  
72.00
  
47.97
  
65.16
4/1/2008
  
6/30/2008
  
89.98
  
62.76
  
75.83
7/1/2008
  
9/30/2008
  
78.55
  
35.82
  
45.14
10/1/2008
  
12/31/2008
  
44.70
  
14.30
  
22.89
                 
1/1/2009
  
3/31/2009
  
28.06
  
15.38
  
21.30
4/1/2009
  
6/30/2009
  
42.25
  
20.29
  
35.72
7/1/2009
  
9/30/2009
  
50.56
  
30.21
  
48.94
10/1/2009
  
12/31/2009
  
59.27
  
43.81
  
51.59
                 
1/1/2010
  
3/31/2010
  
61.28
  
42.47
  
56.60
4/1/2010
  
4/30/2010
  
65.93
  
56.79
  
56.81
 
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
 
RBC Capital Markets Corporation
P35
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
Period-Start
Date
  
Period-End
Date
  
High Intra-Day
Price of the
Reference Stock in ($)
  
Low Intra-Day
Price of the
Reference Stock in ($)
  
Period-End Closing
Price of the Reference
Stock in ($)
1/1/2006
  
3/31/2006
  
37.67
  
32.96
  
36.80
4/1/2006
  
6/30/2006
  
38.31
  
34.24
  
35.68
7/1/2006
  
9/29/2006
  
38.15
  
34.48
  
37.44
9/30/2006
  
12/29/2006
  
38.62
  
35.73
  
38.03
                 
1/1/2007
  
3/30/2007
  
39.90
  
35.94
  
37.47
3/31/2007
  
6/29/2007
  
38.95
  
34.15
  
34.33
6/30/2007
  
9/28/2007
  
37.09
  
31.38
  
32.33
9/29/2007
  
12/31/2007
  
34.05
  
21.56
  
23.45
                 
1/1/2008
  
3/31/2008
  
27.23
  
20.19
  
21.95
4/1/2008
  
6/30/2008
  
26.12
  
10.80
  
10.98
7/1/2008
  
9/30/2008
  
16.00
  
7.94
  
11.94
10/1/2008
  
12/31/2008
  
15.20
  
4.99
  
8.52
                 
1/1/2009
  
3/31/2009
  
9.31
  
4.84
  
7.87
4/1/2009
  
6/30/2009
  
9.81
  
4.46
  
5.24
7/1/2009
  
9/30/2009
  
7.06
  
4.40
  
6.50
10/1/2009
  
12/31/2009
  
6.85
  
5.29
  
5.55
                 
1/1/2010
  
3/31/2010
  
8.18
  
5.65
  
7.75
4/1/2010
  
4/30/2010
  
9.84
  
7.72
  
9.02
 
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
 
RBC Capital Markets Corporation
P36
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
Period-Start
Date
  
Period-End
Date
  
High Intra-Day
Price of the
Reference Stock in ($)
  
Low Intra-Day
Price of the
Reference Stock in ($)
  
Period-End Closing
Price of the Reference
Stock in ($)
1/1/2006
  
3/31/2006
  
58.02
  
38.44
  
56.66
4/1/2006
  
6/30/2006
  
78.90
  
54.68
  
77.86
7/1/2006
  
9/29/2006
  
77.86
  
57.71
  
68.35
9/30/2006
  
12/29/2006
  
97.25
  
66.06
  
89.48
                 
1/1/2007
  
3/30/2007
  
109.45
  
81.01
  
86.61
3/31/2007
  
6/29/2007
  
91.91
  
71.24
  
76.39
6/30/2007
  
9/28/2007
  
142.75
  
75.56
  
133.42
9/29/2007
  
12/31/2007
  
148.76
  
102.50
  
103.05
                 
1/1/2008
  
3/31/2008
  
105.35
  
70.00
  
73.64
4/1/2008
  
6/30/2008
  
83.13
  
45.30
  
47.44
7/1/2008
  
9/30/2008
  
59.00
  
30.56
  
36.11
10/1/2008
  
12/31/2008
  
37.00
  
2.89
  
5.93
                 
1/1/2009
  
3/31/2009
  
9.15
  
1.38
  
3.01
4/1/2009
  
6/30/2009
  
11.84
  
3.08
  
7.86
7/1/2009
  
9/30/2009
  
20.73
  
6.32
  
16.84
10/1/2009
  
12/31/2009
  
18.83
  
12.95
  
14.94
                 
1/1/2010
  
3/31/2010
  
22.49
  
14.89
  
21.15
4/1/2010
  
4/30/2010
  
26.56
  
20.70
  
24.86
 
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
 
RBC Capital Markets Corporation
P37
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
Period-Start
Date
  
Period-End
Date
  
High Intra-Day
Price of the
Reference Stock in ($)
  
Low Intra-Day
Price of the
Reference Stock in ($)
  
Period-End Closing
Price of the Reference
Stock in ($)
1/1/2006
  
3/31/2006
  
41.51
  
33.10
  
36.07
4/1/2006
  
6/30/2006
  
44.34
  
32.15
  
36.00
7/1/2006
  
9/29/2006
  
37.05
  
18.77
  
20.94
9/30/2006
  
12/29/2006
  
27.98
  
19.31
  
23.23
                 
1/1/2007
  
3/30/2007
  
26.35
  
21.57
  
23.99
3/31/2007
  
6/29/2007
  
30.73
  
24.00
  
26.65
6/30/2007
  
9/28/2007
  
26.80
  
16.02
  
21.82
9/29/2007
  
12/31/2007
  
37.98
  
21.50
  
35.75
                 
1/1/2008
  
3/31/2008
  
44.00
  
26.69
  
36.50
4/1/2008
  
6/30/2008
  
95.70
  
35.33
  
93.75
7/1/2008
  
9/30/2008
  
93.98
  
31.17
  
35.67
10/1/2008
  
12/31/2008
  
35.00
  
10.06
  
13.79
                 
1/1/2009
  
3/31/2009
  
18.69
  
9.62
  
10.12
4/1/2009
  
6/30/2009
  
26.46
  
9.80
  
19.54
7/1/2009
  
9/30/2009
  
33.51
  
15.85
  
27.89
10/1/2009
  
12/31/2009
  
44.25
  
25.52
  
42.01
                 
1/1/2010
  
3/31/2010
  
54.66
  
37.41
  
52.29
4/1/2010
  
4/30/2010
  
54.80
  
36.51
  
36.63
 
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
 
RBC Capital Markets Corporation
P38
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
Period-Start
Date
  
Period-End
Date
  
High Intra-Day
Price of the
Reference Stock in ($)
  
Low Intra-Day
Price of the
Reference Stock in ($)
  
Period-End Closing
Price of the Reference
Stock in ($)
6/30/2007
  
9/28/2007
  
41.30
  
22.00
  
36.63
9/29/2007
  
12/31/2007
  
81.15
  
32.67
  
73.88
                 
1/1/2008
  
3/31/2008
  
76.80
  
31.04
  
39.76
4/1/2008
  
6/30/2008
  
57.68
  
33.13
  
34.49
7/1/2008
  
9/30/2008
  
38.50
  
17.11
  
20.35
10/1/2008
  
12/31/2008
  
23.15
  
7.91
  
16.41
                 
1/1/2009
  
3/31/2009
  
20.45
  
11.70
  
18.55
4/1/2009
  
6/30/2009
  
29.58
  
18.17
  
26.88
7/1/2009
  
9/30/2009
  
39.87
  
22.88
  
38.46
10/1/2009
  
12/31/2009
  
55.72
  
34.82
  
51.87
                 
1/1/2010
  
3/31/2010
  
52.37
  
35.50
  
48.21
4/1/2010
  
4/30/2010
  
54.88
  
46.30
  
50.42
 
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
 
RBC Capital Markets Corporation
P39
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
Period-Start
Date
  
Period-End
Date
  
High Intra-Day
Price of the
Reference Stock in ($)
  
Low Intra-Day
Price of the
Reference Stock in ($)
  
Period-End Closing
Price of the Reference
Stock in ($)
1/1/2006
  
3/31/2006
  
21.12
  
16.77
  
17.84
4/1/2006
  
6/30/2006
  
19.63
  
14.44
  
17.60
7/1/2006
  
9/29/2006
  
19.42
  
16.60
  
17.74
9/30/2006
  
12/29/2006
  
18.46
  
13.95
  
14.22
                 
1/1/2007
  
3/30/2007
  
15.53
  
11.03
  
13.71
3/31/2007
  
6/29/2007
  
15.72
  
12.51
  
14.00
6/30/2007
  
9/28/2007
  
17.93
  
12.96
  
13.45
9/29/2007
  
12/31/2007
  
15.80
  
10.72
  
13.09
                 
1/1/2008
  
3/31/2008
  
18.44
  
12.50
  
17.29
4/1/2008
  
6/30/2008
  
35.50
  
17.50
  
27.52
7/1/2008
  
9/30/2008
  
29.85
  
19.58
  
23.64
10/1/2008
  
12/31/2008
  
23.25
  
7.39
  
9.80
                 
1/1/2009
  
3/31/2009
  
12.35
  
3.14
  
4.70
4/1/2009
  
6/30/2009
  
7.71
  
4.26
  
5.96
7/1/2009
  
9/30/2009
  
9.35
  
4.72
  
7.55
10/1/2009
  
12/31/2009
  
9.78
  
6.77
  
8.02
                 
1/1/2010
  
3/31/2010
  
18.79
  
8.21
  
14.63
4/1/2010
  
4/30/2010
  
17.10
  
11.23
  
11.94
 
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
 
RBC Capital Markets Corporation
P40
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
Period-Start
Date
  
Period-End
Date
  
High Intra-Day
Price of the
Reference Stock in ($)
  
Low Intra-Day
Price of the
Reference Stock in ($)
  
Period-End Closing
Price of the Reference
Stock in ($)
9/30/2006
  
12/29/2006
  
23.00
  
18.89
  
21.26
                 
1/1/2007
  
3/30/2007
  
22.34
  
14.12
  
16.14
3/31/2007
  
6/29/2007
  
19.45
  
11.29
  
12.56
6/30/2007
  
9/28/2007
  
17.00
  
9.95
  
16.50
9/29/2007
  
12/31/2007
  
19.09
  
11.34
  
11.56
                 
1/1/2008
  
3/31/2008
  
13.23
  
8.20
  
11.38
4/1/2008
  
6/30/2008
  
14.76
  
9.00
  
9.32
7/1/2008
  
9/30/2008
  
9.63
  
3.78
  
3.99
10/1/2008
  
12/31/2008
  
4.89
  
2.31
  
3.17
                 
1/1/2009
  
3/31/2009
  
4.65
  
2.27
  
3.28
4/1/2009
  
6/30/2009
  
6.60
  
3.32
  
4.50
7/1/2009
  
9/30/2009
  
8.45
  
4.06
  
6.96
10/1/2009
  
12/31/2009
  
7.35
  
3.26
  
3.37
                 
1/1/2010
  
3/31/2010
  
5.37
  
3.30
  
4.82
4/1/2010
  
4/30/2010
  
5.68
  
4.45
  
4.76
 
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
 
RBC Capital Markets Corporation
P41
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
Period-Start
Date
  
Period-End
Date
  
High Intra-Day
Price of the
Reference Stock in ($)
  
Low Intra-Day
Price of the
Reference Stock in ($)
  
Period-End Closing
Price of the Reference
Stock in ($)
1/1/2006
  
3/31/2006
  
23.80
  
20.39
  
23.44
4/1/2006
  
6/30/2006
  
24.39
  
19.38
  
19.99
7/1/2006
  
9/29/2006
  
20.77
  
15.96
  
17.15
9/30/2006
  
12/29/2006
  
20.62
  
16.76
  
18.89
                 
1/1/2007
  
3/30/2007
  
20.42
  
16.93
  
18.96
3/31/2007
  
6/29/2007
  
23.42
  
18.89
  
20.71
6/30/2007
  
9/28/2007
  
22.63
  
17.24
  
19.00
9/29/2007
  
12/31/2007
  
19.70
  
12.96
  
13.13
                 
1/1/2008
  
3/31/2008
  
13.16
  
5.49
  
6.69
4/1/2008
  
6/30/2008
  
9.94
  
6.27
  
9.50
7/1/2008
  
9/30/2008
  
9.69
  
5.75
  
6.10
10/1/2008
  
12/31/2008
  
6.72
  
1.35
  
1.83
                 
1/1/2009
  
3/31/2009
  
4.20
  
1.83
  
3.57
4/1/2009
  
6/30/2009
  
5.94
  
3.49
  
4.81
7/1/2009
  
9/30/2009
  
4.91
  
3.50
  
3.95
10/1/2009
  
12/31/2009
  
4.41
  
2.78
  
3.66
                 
1/1/2010
  
3/31/2010
  
4.23
  
3.10
  
3.80
4/1/2010
  
4/30/2010
  
4.46
  
3.82
  
4.25
 
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
 
RBC Capital Markets Corporation
P42
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
Period-Start
Date
  
Period-End
Date
  
High Intra-Day
Price of the
Reference Stock in ($)
  
Low Intra-Day
Price of the
Reference Stock in ($)
  
Period-End Closing
Price of the Reference
Stock in ($)
9/30/2006
  
12/29/2006
  
13.38
  
9.41
  
9.45
                 
1/1/2007
  
3/30/2007
  
25.47
  
8.80
  
22.04
3/31/2007
  
6/29/2007
  
34.45
  
19.38
  
25.73
6/30/2007
  
9/28/2007
  
36.53
  
19.40
  
28.49
9/29/2007
  
12/31/2007
  
34.13
  
16.30
  
26.90
                 
1/1/2008
  
3/31/2008
  
28.25
  
12.94
  
15.37
4/1/2008
  
6/30/2008
  
26.75
  
14.82
  
15.32
7/1/2008
  
9/30/2008
  
17.46
  
11.03
  
11.48
10/1/2008
  
12/31/2008
  
12.37
  
2.81
  
4.65
                 
1/1/2009
  
3/31/2009
  
6.89
  
2.88
  
5.21
4/1/2009
  
6/30/2009
  
14.20
  
5.09
  
12.82
7/1/2009
  
9/30/2009
  
17.95
  
10.05
  
16.09
10/1/2009
  
12/31/2009
  
28.20
  
14.39
  
26.99
                 
1/1/2010
  
3/31/2010
  
31.12
  
19.53
  
24.41
4/1/2010
  
4/30/2010
  
27.57
  
23.28
  
25.87
 
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
 
RBC Capital Markets Corporation
P43
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
Period-Start
Date
  
Period-End
Date
  
High Intra-Day
Price of the
Reference Stock in ($)
  
Low Intra-Day
Price of the
Reference Stock in ($)
  
Period-End Closing
Price of the Reference
Stock in ($)
1/1/2006
  
3/31/2006
  
66.24
  
44.11
  
64.64
4/1/2006
  
6/30/2006
  
67.45
  
54.56
  
61.65
7/1/2006
  
9/29/2006
  
66.32
  
51.16
  
57.20
9/30/2006
  
12/29/2006
  
88.44
  
55.95
  
84.31
                 
1/1/2007
  
3/30/2007
  
102.95
  
80.01
  
85.22
3/31/2007
  
6/29/2007
  
97.00
  
76.84
  
80.57
6/30/2007
  
9/28/2007
  
151.63
  
79.43
  
141.54
9/29/2007
  
12/31/2007
  
158.24
  
104.05
  
105.58
                 
1/1/2008
  
3/31/2008
  
117.49
  
85.61
  
94.76
4/1/2008
  
6/30/2008
  
109.74
  
73.14
  
76.60
7/1/2008
  
9/30/2008
  
112.74
  
65.23
  
76.87
10/1/2008
  
12/31/2008
  
78.80
  
26.56
  
39.79
                 
1/1/2009
  
3/31/2009
  
52.16
  
13.65
  
18.80
4/1/2009
  
6/30/2009
  
47.80
  
18.38
  
33.24
7/1/2009
  
9/30/2009
  
70.52
  
27.35
  
66.75
10/1/2009
  
12/31/2009
  
67.70
  
48.72
  
58.23
                 
1/1/2010
  
3/31/2010
  
77.95
  
59.70
  
75.83
4/1/2010
  
4/30/2010
  
93.99
  
75.25
  
88.24
 
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
 
RBC Capital Markets Corporation
P44
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
Period-Start
Date
  
Period-End
Date
  
High Intra-Day
Price of the
Reference Stock in ($)
  
Low Intra-Day
Price of the
Reference Stock in ($)
  
Period-End Closing
Price of the Reference
Stock in ($)
1/1/2006
  
3/31/2006
  
64.47
  
48.05
  
60.68
4/1/2006
  
6/30/2006
  
77.52
  
56.15
  
70.12
7/1/2006
  
9/29/2006
  
70.66
  
53.63
  
57.68
9/30/2006
  
12/29/2006
  
79.01
  
54.18
  
73.14
                 
1/1/2007
  
3/30/2007
  
101.60
  
68.83
  
99.17
3/31/2007
  
6/29/2007
  
127.26
  
99.07
  
108.75
6/30/2007
  
9/28/2007
  
116.37
  
74.47
  
105.94
9/29/2007
  
12/31/2007
  
121.11
  
85.05
  
120.91
                 
1/1/2008
  
3/31/2008
  
128.30
  
91.11
  
126.87
4/1/2008
  
6/30/2008
  
196.00
  
122.00
  
184.78
7/1/2008
  
9/30/2008
  
180.57
  
68.63
  
77.61
10/1/2008
  
12/31/2008
  
77.92
  
20.73
  
37.20
                 
1/1/2009
  
3/31/2009
  
41.30
  
16.66
  
21.13
4/1/2009
  
6/30/2009
  
43.15
  
20.18
  
35.74
7/1/2009
  
9/30/2009
  
51.65
  
29.36
  
44.37
10/1/2009
  
12/31/2009
  
58.19
  
33.25
  
55.12
                 
1/1/2010
  
3/31/2010
  
66.45
  
42.33
  
63.52
4/1/2010
  
4/30/2010
  
70.95
  
54.30
  
54.66
 
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
 
RBC Capital Markets Corporation
P45
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
Period-Start
Date
  
Period-End
Date
  
High Intra-Day
Price of the
Reference Stock in ($)
  
Low Intra-Day
Price of the
Reference Stock in ($)
  
Period-End Closing
Price of the Reference
Stock in ($)
1/1/2006
  
3/31/2006
  
32.19
  
28.39
  
30.56
4/1/2006
  
6/30/2006
  
36.96
  
28.55
  
32.36
7/1/2006
  
9/29/2006
  
34.00
  
26.60
  
28.04
9/30/2006
  
12/29/2006
  
31.30
  
26.39
  
30.01
                 
1/1/2007
  
3/30/2007
  
36.05
  
28.09
  
33.90
3/31/2007
  
6/29/2007
  
42.90
  
33.63
  
40.53
6/30/2007
  
9/28/2007
  
48.77
  
30.25
  
39.12
9/29/2007
  
12/31/2007
  
40.70
  
33.22
  
36.55
                 
1/1/2008
  
3/31/2008
  
39.67
  
26.69
  
36.06
4/1/2008
  
6/30/2008
  
44.76
  
33.65
  
35.62
7/1/2008
  
9/30/2008
  
35.66
  
21.03
  
22.58
10/1/2008
  
12/31/2008
  
22.30
  
6.82
  
11.26
                 
1/1/2009
  
3/31/2009
  
12.44
  
4.98
  
7.34
4/1/2009
  
6/30/2009
  
12.38
  
7.04
  
10.33
7/1/2009
  
9/30/2009
  
14.84
  
8.96
  
13.12
10/1/2009
  
12/31/2009
  
16.51
  
11.89
  
16.12
                 
1/1/2010
  
3/31/2010
  
17.60
  
12.26
  
14.24
4/1/2010
  
4/30/2010
  
15.15
  
13.35
  
13.44
 
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
 
RBC Capital Markets Corporation
P46
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
Period-Start
Date
  
Period-End
Date
  
High Intra-Day
Price of the
Reference Stock in ($)
  
Low Intra-Day
Price of the
Reference Stock in ($)
  
Period-End Closing
Price of the Reference
Stock in ($)
1/1/2006
  
3/31/2006
  
48.56
  
35.14
  
36.51
4/1/2006
  
6/30/2006
  
38.84
  
31.52
  
38.68
7/1/2006
  
9/29/2006
  
38.62
  
25.76
  
32.12
9/30/2006
  
12/29/2006
  
43.25
  
30.59
  
39.46
                 
1/1/2007
  
3/30/2007
  
42.00
  
36.30
  
39.79
3/31/2007
  
6/29/2007
  
74.72
  
39.55
  
68.41
6/30/2007
  
9/28/2007
  
94.25
  
68.02
  
93.15
9/29/2007
  
12/31/2007
  
101.04
  
76.50
  
92.64
                 
1/1/2008
  
3/31/2008
  
97.43
  
61.20
  
71.30
4/1/2008
  
6/30/2008
  
84.88
  
70.65
  
73.33
7/1/2008
  
9/30/2008
  
91.75
  
61.33
  
72.76
10/1/2008
  
12/31/2008
  
71.95
  
34.68
  
51.28
                 
1/1/2009
  
3/31/2009
  
75.61
  
47.64
  
73.44
4/1/2009
  
6/30/2009
  
88.56
  
71.71
  
83.66
7/1/2009
  
9/30/2009
  
94.50
  
75.41
  
93.36
10/1/2009
  
12/31/2009
  
145.91
  
88.27
  
134.52
                 
1/1/2010
  
3/31/2010
  
138.19
  
113.83
  
135.73
4/1/2010
  
4/30/2010
  
151.09
  
130.78
  
137.06
 
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
 
RBC Capital Markets Corporation
P47
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
Period-Start
Date
  
Period-End
Date
  
High Intra-Day
Price of the
Reference Stock in ($)
  
Low Intra-Day
Price of the
Reference Stock in ($)
  
Period-End Closing
Price of the Reference
Stock in ($)
1/1/2007
  
3/30/2007
  
15.44
  
11.68
  
14.36
3/31/2007
  
6/29/2007
  
15.25
  
11.02
  
11.12
6/30/2007
  
9/28/2007
  
13.02
  
8.41
  
11.78
9/29/2007
  
12/31/2007
  
15.85
  
11.04
  
12.94
                 
1/1/2008
  
3/31/2008
  
19.93
  
13.26
  
14.62
4/1/2008
  
6/30/2008
  
16.99
  
12.24
  
16.54
7/1/2008
  
9/30/2008
  
17.00
  
7.27
  
8.33
10/1/2008
  
12/31/2008
  
8.80
  
3.31
  
7.72
                 
1/1/2009
  
3/31/2009
  
9.75
  
5.80
  
9.25
4/1/2009
  
6/30/2009
  
11.99
  
7.36
  
8.84
7/1/2009
  
9/30/2009
  
11.49
  
8.22
  
10.71
10/1/2009
  
12/31/2009
  
14.37
  
10.00
  
11.38
                 
1/1/2010
  
3/31/2010
  
13.06
  
9.61
  
9.85
4/1/2010
  
4/30/2010
  
11.08
  
9.83
  
10.87
 
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
 
RBC Capital Markets Corporation
P48
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
Period-Start
Date
  
Period-End
Date
  
High Intra-Day
Price of the
Reference Stock in ($)
  
Low Intra-Day
Price of the
Reference Stock in ($)
  
Period-End Closing
Price of the Reference
Stock in ($)
1/1/2006
  
3/31/2006
  
47.20
  
42.98
  
45.54
4/1/2006
  
6/30/2006
  
50.50
  
45.26
  
48.10
7/1/2006
  
9/29/2006
  
54.00
  
47.59
  
53.57
9/30/2006
  
12/29/2006
  
55.08
  
51.32
  
53.39
                 
1/1/2007
  
3/30/2007
  
54.21
  
48.36
  
51.02
3/31/2007
  
6/29/2007
  
52.20
  
48.55
  
48.89
6/30/2007
  
9/28/2007
  
52.77
  
46.52
  
50.27
9/29/2007
  
12/31/2007
  
52.95
  
40.61
  
41.26
                 
1/1/2008
  
3/31/2008
  
45.08
  
33.25
  
37.91
4/1/2008
  
6/30/2008
  
41.37
  
23.65
  
23.87
7/1/2008
  
9/30/2008
  
38.85
  
18.44
  
35.00
10/1/2008
  
12/31/2008
  
38.50
  
10.01
  
14.08
                 
1/1/2009
  
3/31/2009
  
14.81
  
2.53
  
6.82
4/1/2009
  
6/30/2009
  
15.06
  
6.45
  
13.20
7/1/2009
  
9/30/2009
  
18.25
  
11.27
  
16.92
10/1/2009
  
12/31/2009
  
18.64
  
14.12
  
15.06
                 
1/1/2010
  
3/31/2010
  
18.35
  
14.25
  
17.85
4/1/2010
  
4/30/2010
  
19.82
  
17.41
  
17.83
 
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
 
RBC Capital Markets Corporation
P49
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
Period-Start
Date
  
Period-End
Date
  
High Intra-Day
Price of the
Reference Stock in ($)
  
Low Intra-Day
Price of the
Reference Stock in ($)
  
Period-End Closing
Price of the Reference
Stock in ($)
1/1/2006
  
3/31/2006
  
26.55
  
20.57
  
23.05
4/1/2006
  
6/30/2006
  
23.58
  
16.47
  
16.84
7/1/2006
  
9/29/2006
  
18.10
  
14.45
  
14.79
9/30/2006
  
12/29/2006
  
17.35
  
14.45
  
17.18
                 
1/1/2007
  
3/30/2007
  
18.69
  
13.88
  
14.54
3/31/2007
  
6/29/2007
  
16.85
  
14.39
  
15.34
6/30/2007
  
9/28/2007
  
15.82
  
12.11
  
13.95
9/29/2007
  
12/31/2007
  
15.31
  
11.27
  
11.63
                 
1/1/2008
  
3/31/2008
  
13.27
  
10.76
  
12.87
4/1/2008
  
6/30/2008
  
14.22
  
12.09
  
12.29
7/1/2008
  
9/30/2008
  
14.20
  
11.63
  
12.27
10/1/2008
  
12/31/2008
  
11.90
  
5.41
  
7.74
                 
1/1/2009
  
3/31/2009
  
9.63
  
6.08
  
7.95
4/1/2009
  
6/30/2009
  
10.57
  
7.65
  
10.14
7/1/2009
  
9/30/2009
  
11.77
  
9.58
  
10.59
10/1/2009
  
12/31/2009
  
10.52
  
7.85
  
9.00
                 
1/1/2010
  
3/31/2010
  
9.79
  
6.31
  
7.22
4/1/2010
  
4/30/2010
  
7.54
  
6.76
  
6.88
 
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
 
RBC Capital Markets Corporation
P50
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
Period-Start
Date
  
Period-End
Date
  
High Intra-Day
Price of the
Reference Stock in ($)
  
Low Intra-Day
Price of the
Reference Stock in ($)
  
Period-End Closing
Price of the Reference
Stock in ($)
1/1/2006
  
3/31/2006
  
77.20
  
57.05
  
71.81
4/1/2006
  
6/30/2006
  
82.00
  
64.41
  
74.48
7/1/2006
  
9/29/2006
  
75.43
  
62.09
  
65.80
9/30/2006
  
12/29/2006
  
70.91
  
58.85
  
61.33
                 
1/1/2007
  
3/30/2007
  
68.43
  
57.98
  
67.03
3/31/2007
  
6/29/2007
  
82.88
  
65.87
  
78.30
6/30/2007
  
9/28/2007
  
87.00
  
70.59
  
78.43
9/29/2007
  
12/31/2007
  
82.74
  
67.00
  
72.56
                 
1/1/2008
  
3/31/2008
  
78.62
  
60.01
  
78.29
4/1/2008
  
6/30/2008
  
85.96
  
72.56
  
73.82
7/1/2008
  
9/30/2008
  
75.87
  
58.11
  
59.60
10/1/2008
  
12/31/2008
  
58.18
  
32.00
  
44.67
                 
1/1/2009
  
3/31/2009
  
47.05
  
21.72
  
27.96
4/1/2009
  
6/30/2009
  
40.96
  
27.50
  
33.04
7/1/2009
  
9/30/2009
  
54.70
  
30.02
  
51.33
10/1/2009
  
12/31/2009
  
61.21
  
47.50
  
56.99
                 
1/1/2010
  
3/31/2010
  
64.42
  
50.50
  
62.85
4/1/2010
  
4/30/2010
  
72.83
  
63.39
  
68.09
 
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
 
RBC Capital Markets Corporation
P51
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
Period-Start
Date
  
Period-End
Date
  
High Intra-Day
Price of the
Reference Stock in ($)
  
Low Intra-Day
Price of the
Reference Stock in ($)
  
Period-End Closing
Price of the Reference
Stock in ($)
1/1/2006
  
3/31/2006
  
35.57
  
27.80
  
31.41
4/1/2006
  
6/30/2006
  
33.75
  
26.81
  
30.25
7/1/2006
  
9/29/2006
  
33.76
  
28.07
  
28.98
9/30/2006
  
12/29/2006
  
34.27
  
27.92
  
29.05
                 
1/1/2007
  
3/30/2007
  
31.83
  
27.27
  
30.88
3/31/2007
  
6/29/2007
  
37.75
  
30.88
  
34.60
6/30/2007
  
9/28/2007
  
37.15
  
31.38
  
35.26
9/29/2007
  
12/31/2007
  
41.19
  
35.25
  
39.20
                 
1/1/2008
  
3/31/2008
  
49.83
  
34.44
  
46.15
4/1/2008
  
6/30/2008
  
68.10
  
45.26
  
65.96
7/1/2008
  
9/30/2008
  
73.89
  
31.19
  
35.86
10/1/2008
  
12/31/2008
  
35.43
  
9.84
  
16.17
                 
1/1/2009
  
3/31/2009
  
20.13
  
13.28
  
17.06
4/1/2009
  
6/30/2009
  
24.66
  
16.45
  
19.83
7/1/2009
  
9/30/2009
  
29.49
  
16.92
  
28.40
10/1/2009
  
12/31/2009
  
30.00
  
22.07
  
25.88
                 
1/1/2010
  
3/31/2010
  
29.20
  
22.10
  
23.64
4/1/2010
  
4/30/2010
  
24.91
  
23.12
  
23.80
 
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
 
RBC Capital Markets Corporation
P52
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
Period-Start
Date
  
Period-End
Date
  
High Intra-Day
Price of the
Reference Stock in ($)
  
Low Intra-Day
Price of the
Reference Stock in ($)
  
Period-End Closing
Price of the Reference
Stock in ($)
1/1/2006
  
3/31/2006
  
8.96
  
7.39
  
7.96
4/1/2006
  
6/30/2006
  
8.00
  
6.18
  
6.93
7/1/2006
  
9/29/2006
  
9.46
  
6.07
  
8.09
9/30/2006
  
12/29/2006
  
9.19
  
6.85
  
7.51
                 
1/1/2007
  
3/30/2007
  
8.97
  
7.43
  
7.89
3/31/2007
  
6/29/2007
  
9.70
  
7.67
  
9.42
6/30/2007
  
9/28/2007
  
9.64
  
7.49
  
8.49
9/29/2007
  
12/31/2007
  
9.24
  
6.65
  
6.73
                 
1/1/2008
  
3/31/2008
  
6.94
  
4.95
  
5.72
4/1/2008
  
6/30/2008
  
8.79
  
4.46
  
4.81
7/1/2008
  
9/30/2008
  
6.33
  
4.17
  
5.20
10/1/2008
  
12/31/2008
  
4.95
  
1.02
  
2.29
                 
1/1/2009
  
3/31/2009
  
2.99
  
1.50
  
2.63
4/1/2009
  
6/30/2009
  
6.53
  
2.40
  
6.07
7/1/2009
  
9/30/2009
  
8.86
  
5.25
  
7.21
10/1/2009
  
12/31/2009
  
10.37
  
6.61
  
10.00
                 
1/1/2010
  
3/31/2010
  
14.54
  
10.06
  
12.57
4/1/2010
  
4/30/2010
  
14.57
  
12.34
  
13.02
 
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
 
RBC Capital Markets Corporation
P53
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
Period-Start
Date
  
Period-End
Date
  
High Intra-Day
Price of the
Reference Stock in ($)
  
Low Intra-Day
Price of the
Reference Stock in ($)
  
Period-End Closing
Price of the Reference
Stock in ($)
1/1/2006
  
3/31/2006
  
60.92
  
44.16
  
56.59
4/1/2006
  
6/30/2006
  
68.36
  
41.46
  
53.30
7/1/2006
  
9/29/2006
  
59.92
  
45.77
  
51.96
9/30/2006
  
12/29/2006
  
62.14
  
46.44
  
55.73
                 
1/1/2007
  
3/30/2007
  
67.19
  
48.98
  
66.19
3/31/2007
  
6/29/2007
  
85.50
  
65.62
  
82.82
6/30/2007
  
9/28/2007
  
110.48
  
67.08
  
104.89
9/29/2007
  
12/31/2007
  
120.20
  
85.71
  
102.44
                 
1/1/2008
  
3/31/2008
  
107.37
  
69.10
  
96.22
4/1/2008
  
6/30/2008
  
127.23
  
93.00
  
117.19
7/1/2008
  
9/30/2008
  
117.08
  
51.24
  
56.85
10/1/2008
  
12/31/2008
  
56.20
  
15.70
  
24.44
                 
1/1/2009
  
3/31/2009
  
43.45
  
21.17
  
38.11
4/1/2009
  
6/30/2009
  
61.55
  
36.60
  
50.11
7/1/2009
  
9/30/2009
  
73.43
  
43.19
  
68.61
10/1/2009
  
12/31/2009
  
87.35
  
63.01
  
80.29
                 
1/1/2010
  
3/31/2010
  
90.55
  
66.04
  
83.54
4/1/2010
  
4/30/2010
  
88.30
  
75.10
  
75.53
 
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
 
RBC Capital Markets Corporation
P54
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
Period-Start
Date
  
Period-End
Date
  
High Intra-Day
Price of the
Reference Stock in ($)
  
Low Intra-Day
Price of the
Reference Stock in ($)
  
Period-End Closing
Price of the Reference
Stock in ($)
1/1/2006
  
3/31/2006
  
159.62
  
124.25
  
156.96
4/1/2006
  
6/30/2006
  
169.31
  
136.90
  
150.43
7/1/2006
  
9/29/2006
  
171.15
  
139.00
  
169.17
9/30/2006
  
12/29/2006
  
206.39
  
168.51
  
199.35
                 
1/1/2007
  
3/30/2007
  
222.75
  
189.85
  
206.63
3/31/2007
  
6/29/2007
  
233.94
  
203.29
  
216.75
6/30/2007
  
9/28/2007
  
225.76
  
157.38
  
216.74
9/29/2007
  
12/31/2007
  
250.70
  
197.10
  
215.05
                 
1/1/2008
  
3/31/2008
  
215.05
  
140.27
  
165.39
4/1/2008
  
6/30/2008
  
203.30
  
161.22
  
174.90
7/1/2008
  
9/30/2008
  
190.00
  
86.85
  
128.00
10/1/2008
  
12/31/2008
  
142.00
  
47.44
  
84.39
                 
1/1/2009
  
3/31/2009
  
115.64
  
59.13
  
106.02
4/1/2009
  
6/30/2009
  
151.17
  
103.95
  
147.44
7/1/2009
  
9/30/2009
  
188.00
  
135.24
  
184.35
10/1/2009
  
12/31/2009
  
193.59
  
160.20
  
168.84
                 
1/1/2010
  
3/31/2010
  
178.72
  
147.84
  
170.63
4/1/2010
  
4/30/2010
  
185.94
  
143.30
  
145.20
 
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
 
RBC Capital Markets Corporation
P55
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
Period-Start
Date
  
Period-End
Date
  
High Intra-Day
Price of the
Reference Stock in ($)
  
Low Intra-Day
Price of the
Reference Stock in ($)
  
Period-End Closing
Price of the Reference
Stock in ($)
1/1/2006
  
3/31/2006
  
41.19
  
31.35
  
36.51
4/1/2006
  
6/30/2006
  
41.98
  
33.94
  
37.11
7/1/2006
  
9/29/2006
  
37.93
  
27.36
  
28.45
9/30/2006
  
12/29/2006
  
34.30
  
26.33
  
31.05
                 
1/1/2007
  
3/30/2007
  
32.72
  
28.12
  
31.74
3/31/2007
  
6/29/2007
  
37.18
  
30.99
  
34.50
6/30/2007
  
9/28/2007
  
39.17
  
30.81
  
38.40
9/29/2007
  
12/31/2007
  
41.93
  
34.43
  
37.91
                 
1/1/2008
  
3/31/2008
  
39.98
  
30.01
  
39.33
4/1/2008
  
6/30/2008
  
53.97
  
38.56
  
53.07
7/1/2008
  
9/30/2008
  
55.38
  
29.00
  
32.39
10/1/2008
  
12/31/2008
  
31.97
  
12.80
  
18.18
                 
1/1/2009
  
3/31/2009
  
21.47
  
14.68
  
15.47
4/1/2009
  
6/30/2009
  
24.76
  
14.82
  
20.70
7/1/2009
  
9/30/2009
  
28.58
  
18.11
  
27.12
10/1/2009
  
12/31/2009
  
32.00
  
25.50
  
30.09
                 
1/1/2010
  
3/31/2010
  
34.87
  
27.71
  
30.13
4/1/2010
  
4/30/2010
  
35.22
  
29.06
  
30.65
 
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
 
RBC Capital Markets Corporation
P56
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
 
Period-Start
Date
  
Period-End
Date
  
High Intra-Day
Price of the
Reference Stock in ($)
  
Low Intra-Day
Price of the
Reference Stock in ($)
  
Period-End Closing
Price of the Reference
Stock in ($)
1/1/2006
  
3/31/2006
  
57.96
  
52.00
  
54.59
4/1/2006
  
6/30/2006
  
60.51
  
54.30
  
56.44
7/1/2006
  
9/29/2006
  
63.47
  
53.94
  
62.08
9/30/2006
  
12/29/2006
  
66.72
  
61.74
  
66.40
                 
1/1/2007
  
3/30/2007
  
71.18
  
64.29
  
67.79
3/31/2007
  
6/29/2007
  
74.72
  
66.90
  
70.95
6/30/2007
  
9/28/2007
  
72.27
  
54.42
  
65.97
9/29/2007
  
12/31/2007
  
69.68
  
55.86
  
58.22
                 
1/1/2008
  
3/31/2008
  
58.11
  
45.64
  
52.00
4/1/2008
  
6/30/2008
  
56.78
  
45.18
  
45.32
7/1/2008
  
9/30/2008
  
59.20
  
39.99
  
42.81
10/1/2008
  
12/31/2008
  
43.20
  
4.76
  
18.84
                 
1/1/2009
  
3/31/2009
  
25.57
  
4.90
  
6.69
4/1/2009
  
6/30/2009
  
19.99
  
5.53
  
17.21
7/1/2009
  
9/30/2009
  
27.82
  
14.35
  
25.91
10/1/2009
  
12/31/2009
  
28.09
  
21.99
  
24.88
                 
1/1/2010
  
3/31/2010
  
30.74
  
22.52
  
30.70
4/1/2010
  
4/30/2010
  
33.55
  
29.74
  
30.59
 
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
 
RBC Capital Markets Corporation
P57
 
 
 
 
    
   
Reverse Convertible Notes
 
Each Linked to the Common Stock
of a Single Reference Stock Issuer
 
 
 
    
 
SUPPLEMENTAL PLAN OF DISTRIBUTION
 
We expect that delivery of the Notes will be made against payment for the Notes on or about May 18, 2010, which is the third business day following the Pricing Date (this settlement cycle being referred to as “T+3”). See “Plan of Distribution” in the prospectus supplement.
 
 
 
 
 
 
RBC Capital Markets Corporation
P58