Structured Products Calendar

ABN AMRO BANK NV

• 19.25% annualized Knock-in Reverse Exchangeable Securities due Oct. 9, 2007 linked to the common stock of GMX Resources Inc.; 80% trigger; via ABN Amro Inc.; pricing June 29; settlement July 9

BARCLAYS BANK PLC

• 9.1% reverse convertible notes due July 2, 2008 linked to the Bear Stearns Cos. Inc. common stock; via Barclays Capital; pricing June 29; settlement July 5

• 11.25% reverse convertible notes due Jan. 2, 2008 linked to Chipotle Mexican Grill, Inc. common stock; via Barclays Capital; pricing June 29; settlement July 5

• 9% reverse convertible notes due July 2, 2008 linked to ConocoPhillips common stock; via Barclays Capital; pricing June 29; settlement July 5

• 9.75% reverse convertible notes due July 2, 2008 linked to MBIA Inc. common stock; via Barclays Capital; pricing June 29; settlement July 5

• 14% reverse convertible notes due Jan. 9, 2008 linked to the common stock of Amylin Pharmaceuticals, Inc.; 80% trigger; via Barclays Capital; pricing July 6; settlement July 11

• 13.25% reverse convertible notes due Jan. 9, 2008 linked to the common stock of Arch Coal, Inc.; 80% trigger; via Barclays Capital; pricing July 6; settlement July 11

• 16% reverse convertible notes due Jan. 9, 2008 linked to the common stock of JetBlue Airways Corp.; 80% trigger; via Barclays Capital; pricing July 6; settlement July 11

• 18.5% reverse convertible notes due Jan. 9, 2008 linked to the common stock of Pacific Ethanol Inc.; 80% trigger; via Barclays Capital; pricing July 6; settlement July 11

• 13% reverse convertible notes due Jan. 9, 2008 linked to the common stock of Red Hat, Inc.; 80% trigger; via Barclays Capital; pricing July 6; settlement July 11

• 0% iPath exchange-traded notes due 2037 linked to the Dow Jones - AIG Agriculture Total Return Sub-index; via Barclays Capital Inc.

• 0% iPath exchange-traded notes due 2037 linked to the Dow Jones - AIG Copper Total Return Sub-index; via Barclays Capital Inc.

• 0% iPath exchange-traded notes due 2037 linked to the Dow Jones - AIG Grains Total Return Sub-index; via Barclays Capital Inc.

• 0% iPath exchange-traded notes due 2037 linked to the Dow Jones - AIG Nickel Total Return Sub-index; via Barclays Capital Inc.

THE BEAR STEARNS & COS. INC.

• 0% Strategic Upside Market Mitigating index Term Securities (Summits) due June 2011 linked to the S&P 500 index with a 50% weight, the Dow Jones Euro Stoxx 50 index with a 38% weight, the Nikkei 225 index with 10% weight and the S&P/ASX 200 index with a 2% weight; via Bear, Stearns & Co. Inc.; pricing and settlement in June

• Medium-term series B notes due June 2027 linked to the performance of the Alerian MLP Select index; via Bear, Stearns & Co. Inc.; pricing in June; settlement in July

• Floating-rate notes due June 2027 linked to the Alerian MLP Select index; via Bear, Stearns & Co. Inc.

CITIGROUP FUNDING INC.

• 10.5% to 11.5% six-month Equity LinKed Securities (ELKS) linked to Apple Inc. stock; 75% trigger; via Citigroup Global Markets Inc.; pricing in July

• 8% to 9% Equity LinKed Securities (ELKS) due 2008 linked to the American Depositary Receipts representing the ordinary participation certificates of Cemex SA de CV; via Citigroup Global Markets Inc.; pricing in July

• 12% to 13% Equity LinKed Securities (ELKS) due 2008 linked to the common stock of Countrywide Financial Corp. 80% trigger; via Citigroup Global Markets Inc.; pricing in July

• Callable Libor range accrual notes due 2022; Citigroup Global Markets Inc.

CREDIT SUISSE, NASSAU BRANCH

• 14.67% reverse convertible securities due Dec. 31, 2007 linked to Akamai Technologies, Inc. stock; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing and settlement in June

• 12% reverse convertible securities due June 27, 2008 linked to Companhia Vale do Rio Doce American Depository Receipts; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing and settlement in June

• 18% reverse convertible securities due Dec. 31, 2007 linked to Energy Conversion Devices, Inc. stock; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing and settlement in June

• 10.75% reverse convertible securities due June 27, 2008 linked to Garmin Ltd. stock; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing and settlement in June

• 13.25% reverse convertible notes due Dec. 14, 2007 linked to Micron Technology, Inc. common stock; 80% trigger; via Credit Suisse; pricing and settlement in June

• 12.09% reverse convertible securities due Dec. 31, 2007 linked to Nucor Corp. stock; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing and settlement in June

CREDIT SUISSE (USA), INC.

• 0% Accelerated Return Equity Securities (ARES) due Jan. 29, 2010 linked to the Credit Suisse Global Alternative Energy index; via Credit Suisse Securities; pricing and settlement in July

DEUTSCHE BANK AG, LONDON BRANCH

• Zero-coupon principal-protected notes due Jan. 30, 2009 linked to the Deutsche Bank Balanced Currency Harvest index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing July 26; settlement July 31

• Zero-coupon principal-protection notes due July 29, 2011 linked to the S&P 500 index with a 33.34% weight, the Dow Jones Euro Stoxx 50 index with a 33.33% weight and the Nikkei 225 index with a 33.33% weight; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing July 26; settlement July 31

• Zero-coupon principal-protected absolute return barrier notes due Jan. 30, 2009 linked to the MSCI EAFE index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing July 26; settlement July 31

EKSPORTFINANS ASA

• 0% commodity-linked notes due 2012 linked to the Dow Jones - AIG Commodity index; via Banc of America Securities LLC

THE GOLDMAN SACHS GROUP INC.

• 0% contingent return notes due 2010 linked to equal weights of high-grade primary aluminum, grade A copper, primary nickel and specialty high-grade zinc; via Goldman, Sachs & Co.; pricing and settlement in June

• Basket-linked notes due 2008 linked to the S&P 500 with a 60% weight, the MSCI EAFE with a 25% weight, the iShares MSCI Emerging Markets index fund with a 10% weight and the Topix with a 5% weight; via Goldman, Sachs & Co.

HSBC BANK USA NA

• 16.55% reverse exchangeable notes due Oct. 3, 2007 linked to Bowater Inc. common stock; via HSBC Securities (USA) Inc.; pricing June 29; settlement July 5

• 14.4% reverse exchangeable notes due Oct. 3, 2007 linked to MetroPCS Communications, Inc. common stock; via HSBC Securities (USA) Inc.; pricing June 29; settlement July 5

• 23.3% reverse exchangeable notes due Oct. 3, 2007 linked to Overstock.com, Inc. common stock; via HSBC Securities (USA) Inc.; pricing June 29; settlement July 5

• 16.5% reverse exchangeable notes due Oct. 3, 2007 linked to Silver Wheaton Corp. common stock; via HSBC Securities (USA) Inc.; pricing June 29; settlement July 5

• 17.3% reverse exchangeable notes due Jan. 3, 2007 linked to ValueClick, Inc. common stock; via HSBC Securities (USA) Inc.; pricing June 29; settlement July 5

• Equity buffer notes due July 21, 2010 linked to iShares MSCI Emerging Markets index; via HSBC Securities (USA) Inc.; pricing July 16; settlement July 19

• Equity buffer notes due July 13, 2012 linked to iShares MSCI Emerging Markets index; via HSBC Securities (USA) Inc.; pricing July 6; settlement July 13

HSBC USA INC

• 14% reverse convertible notes due Jan. 10, 2008 linked to equal weights of the common stocks of Amazon.com, Inc., Under Armour, Inc. and United States Steel Corp. and the American Depository Shares of Elan Corp. plc.; 75% trigger; via HSBC Securities (USA) Inc.; pricing July 5; settlement July 10

JPMORGAN CHASE & CO.

• 0% annual review notes due July 12, 2010 linked to the Dow Jones Euro Stoxx 50 index; via J.P. Morgan Securities Inc.; pricing June 29; settlement July 5

• 9% reverse exchangeable notes due Jan. 11, 2008 linked to the common stock of Altria Group, Inc.; via J.P. Morgan Securities Inc.; pricing July 6; settlement July 11

• 10% reverse exchangeable notes due Jan. 11, 2008 linked to the common stock of the Bear Stearns Cos. Inc.; via J.P. Morgan Securities Inc.; pricing July 6; settlement July 11

• 0% return enhanced notes due Aug. 18, 2008 linked to an index basket consisting of the Dow Jones Euro Stoxx 50 (40% weight), Nikkei 225 (40% weight) and iShares MSCI Emerging Markets index Fund (20% weight); via J.P. Morgan Securities Inc.; pricing July 13; settlement July 18

• Zero-coupon principal-protected notes due Jan. 22, 2009 linked to a consisting of equal weights of the Australian dollar, Canadian dollar, euro and Japanese yen, all versus the dollar; via J.P. Morgan Securities Inc.; pricing July 17; settlement July 20

• Zero-coupon principal-protected notes due Jan. 22, 2009 linked to a basket consisting of equal weights of the Brazilian real, Indian rupee, Mexican peso and New Turkish lira, all versus the dollar; via J.P. Morgan Securities Inc.; pricing July 17; settlement July 20

• Zero-coupon principal-protected notes due Jan. 23, 2013 linked to the Dow Jones-AIG Commodity index; via J.P. Morgan Securities Inc.; pricing July 17; settlement July 20

• Zero-coupon principal-protected notes due July 20, 2011 linked to a basket consisting of equal weights of the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500; via J.P. Morgan Securities Inc.; pricing July 17; settlement July 20

• Zero-coupon principal-protected notes due July 20, 2011 linked to the U.S. Dollar index; via J.P. Morgan Securities Inc.; pricing July 17; settlement July 20

• 0% buffered return enhanced notes due July 29, 2010 linked to equal weights of the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500 indexes; via J.P. Morgan Securities Inc.; pricing July 26; settlement July 31

• 10% reverse exchangeable notes due Dec. 28, 2007 linked to Pfizer Inc. stock; via J.P. Morgan Securities Inc.; pricing July 27; settlement July 29

LEHMAN BROTHERS HOLDINGS INC.

• Zero-coupon three-year principal-protected notes linked to a basket consisting of the Dow Jones Euro Stoxx 50 (50% weight), Nikkei 225 (35% weight) and S&P BRIC 40 (15% weight) indexes; via Lehman Brothers Inc.; pricing and settlement in June

• 14.25% reverse exchangeable notes due Jan. 11, 2008 linked to the common stock of General Motors Corp.; via Lehman Brothers Inc.; pricing July 6; settlement July 11

• 100% principal-protected two-month Foreign Exchange Range Notes linked to the euro/dollar spot exchange rate; via Lehman Brothers Inc.

• 0% single-barrier synthetic bearish reverse convertible notes due three months after issue linked to the price of light sweet crude oil; via Lehman Brothers Inc.

MERRILL LYNCH & CO., INC.

• 0% buffered return enhanced notes due July 14, 2008 linked to the Russell 2000 index; via J.P. Morgan Securities Inc.; pricing June 29; settlement July 5

• 0% return enhanced notes due July 14, 2008 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing June 29; settlement July 5

• Principal-protected notes due June 2022 linked to the 30-year, 10-year and two-year Constant Maturity Swap rates; via Merrill Lynch & Co.; pricing and settlement in June

• 0% Market index Target-Term Securities (Mitts) senior medium-term notes due January 2011 linked to the Dow Jones - AIG Commodity index; via Merrill Lynch & Co.; pricing in June; settlement in July

• 0% Accelerated Return Notes due September 2008 linked to the Dow Jones Euro Stoxx 50 index; via Merrill Lynch & Co.; pricing in June; settlement in July

• 0% Accelerated Return Notes due September 2008 linked to an equally weighted basket consisting of the Korea Stock Price index 200, MSCI Singapore Free index and Nikkei 225; via Merrill Lynch & Co.; pricing in June; settlement in July

• 0% Accelerated Return Notes due September 2008 linked to the MSCI EAFE index; via Merrill Lynch & Co.; pricing in June; settlement in July

• 0% Strategic Return medium-term series C notes due July 2012 linked to the Select Ten index; via Merrill Lynch & Co.; pricing in June; settlement in July

• 0% Accelerated Return Notes due September 2008 linked to the Topix Small Cap index; via Merrill Lynch & Co.; pricing in June; settlement in July

• 0% buffered return notes due July 2012 linked to the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500 indexes, all equally weighted; via Merrill Lynch & Co.; pricing and settlement in July

• 14-month 0% Accelerated Return Bear Notes expected to mature in September 2008 linked to the PHLX Housing Sector index; via Merrill Lynch & Co.; pricing expected in July

• Medium-term notes due July 2014 linked to Libor; via Merrill Lynch & Co.; pricing and settlement in July

• Protected Covered Call Enhanced Income Notes (Proceeds) due July 2011 linked to the Select 30 Proceeds index; via Merrill Lynch & Co.; settlement in July

• 14-month 0% Accelerated Return Bear Notes due in September or October 2008 linked to the Russell 2000 index; via Merrill Lynch & Co.; pricing and settlement in July or August

MORGAN STANLEY

• 11.05% reverse convertible securities (RevCons) due Jan. 20, 2008 linked to the common stock of NYSE Euronext; via Morgan Stanley & Co. Inc.; pricing July 20; settlement July 25

• 13.25% reverse convertible securities (RevCons) due Jan. 20, 2008 linked to the common stock of Sotheby's; via Morgan Stanley & Co. Inc.; pricing July 20; settlement July 25

• 0% Buffered Performance Leveraged Upside Securities (PLUS) due July 2010 linked to the StyleSelect index on MSCI Europe; via Morgan Stanley & Co. Inc.; pricing in June; settlement in July

• 8% Stock Participation Accreting Redemption Quarterly-pay Securities (Sparqs) due Aug. 20, 2008 linked to the American Depositary Shares of Cemex, SA de CV; via Morgan Stanley & Co. Inc.; pricing and settlement in July

• Principal-protected notes due July 2017 linked to three-month Libor and the Sifma Municipal Swap index; via Morgan Stanley & Co. Inc.; pricing and settlement July

• Zero-coupon Vista capital-protected notes due June 29, 2010 linked to equal weights of the Vietnamese dong, Indonesian rupiah, South African rand, Turkish lira and Argentine peso, all relative to the dollar; via Morgan Stanley & Co. Inc.

• 0% bear market auto-callable securities due Feb. 10, 2009 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.

RABO FINANCIAL PRODUCTS BV

• 20% knock-in reverse convertible notes due Oct. 5, 2007 linked to Continental Airlines, Inc. common stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 29; settlement July 5

• 11.9% knock-in reverse convertible notes due Jan. 7, 2008 linked to Moody's Corp. common stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 29; settlement July 5

• 13.9% knock-in reverse convertible notes due Jan. 7, 2008 linked to Nuance Communications, Inc. common stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 29; settlement July 5

• 12.5% knock-in reverse convertible notes due Jan. 7, 2008 linked to TD Ameritrade Holding Corp. common stock; 85% trigger; via LaSalle Financial Services, Inc.; pricing June 29; settlement July 5

• 22.2% knock-in reverse convertible notes due Oct. 5, 2007 linked to Zoltek Cos., Inc. common stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 29; settlement July 5

• 16.1% knock-in reverse convertible notes due Jan. 11, 2008 linked to Elan Corp. plc stock; 75% trigger; via Rabo Securities USA, Inc.; pricing July 6; settlement July 11

• 34.6% knock-in reverse convertible notes due Oct. 11, 2007 linked to InterOil Corp. stock; 80% trigger; via Rabo Securities USA, Inc.; pricing July 6; settlement July 11

• 17.7% knock-in reverse convertible notes due Jan. 11, 2008 linked to Netflix Inc. stock; 75% trigger; via Rabo Securities USA, Inc.; pricing July 6; settlement July 11

• 21.5% knock-in reverse convertible notes due Oct. 11, 2007 linked to NutriSystem, Inc. stock; 80% trigger; via Rabo Securities USA, Inc.; pricing July 6; settlement July 11

• 13.1% knock-in reverse convertible notes due Oct. 11, 2007 linked to Titanium Metals Corp. stock; 80% trigger; via Rabo Securities USA, Inc.; pricing July 6; settlement July 11

• 17.1% knock-in reverse convertible notes due Jan. 11, 2008 linked to XM Satellite Radio Holdings, Inc. stock; 80% trigger; via Rabo Securities USA, Inc.; pricing July 6; settlement July 11

ROYAL BANK OF CANADA

• 0% principal-protected notes due Dec. 29, 2008 linked to value of the euro relative to the U.S. dollar; via RBC Capital Markets Corp.; settlement June 29

AB SVENSK EXPORTKREDIT

• 0% foreign-exchange basket notes due June 2009 linked to equal weights of the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; via Banc of America Securities LLC; pricing and settlement in June

• 0% notes due June 2010 linked to the S&P GSCI Enhanced Strategy Excess Return; via Goldman, Sachs & Co.; pricing and settlement in June

• 0% Elements due 2022 linked to the Rogers International Commodity index - Energy Total Return; via agents Nuveen Investments and Merrill Lynch & Co.

• 0% Elements due 2022 linked to the Rogers International Commodity index - Metals Total Return; via agents Nuveen Investments and Merrill Lynch & Co.

• 0% Elements due 2022 linked to the Spectrum Large Cap U.S. Sector Momentum index; via Nuveen Investments and Merrill Lynch & Co.

UBS AG

• 0% performance securities with partial protection due July 30, 2010 linked to the Dow Jones Euro Stoxx 50 (35% weight), FTSE 100 (25% weight), Nikkei 225 (25% weight), Swiss Market (5% weight), S&P/ASX 200 (5% weight) and MSCI Emerging Markets (5% weight) indexes; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 26

• 0% performance securities with contingent protection due July 31, 2012 linked to the Dow Jones Euro Stoxx 50 index; via UBS Financial Services, Inc. and UBS Investment Bank; pricing July 26; settlement July 31

• 0% return optimization securities due Jan. 30, 2009 linked to the Dow Jones Euro Stoxx 50 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing July 26; settlement July 31

• 0% return optimization securities due Jan. 30, 2009 linked to the Nikkei 225 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing July 26; settlement July 31

• 0% performance securities with contingent protection due July 31, 2012 linked to the Nikkei 225 index; via UBS Financial Services, Inc. and UBS Investment Bank; pricing July 26; settlement July 31

• 0% performance securities with contingent protection due July 31, 2012 linked to the S&P 500 index; via UBS Financial Services, Inc. and UBS Investment Bank; pricing July 26; settlement July 31

• 0% return optimization securities due Jan. 30, 2009 linked to the S&P 500 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing July 26; settlement July 31

• 0% performance securities with partial protection due July 30, 2010 linked to the UBS Bloomberg Constant Maturity Commodity index Excess Return; via UBS Investment Bank and UBS Financial Services Inc.; pricing July 26; settlement July 31

WACHOVIA CORP.

• 0% enhanced growth securities due Jan. 5, 2011 linked to equal weights of the Dow Jones Euro Stoxx 50, FTSE 100, MSCI Taiwan, Nikkei 225 and S&P/ASX 200 indexes; via Wachovia Securities

• 9% to 10% enhanced yield securities due July 10, 2008 linked to Palm, Inc. stock; 70% trigger; via Wachovia Securities

• 0% absolute return range notes due Dec. 30, 2008 linked to the S&P 500 index; via Wachovia Securities

• 9.5% to 10.5% enhanced yield securities due July 10, 2008 linked to Urban Outfitters, Inc. stock; 75% trigger; via Wachovia Securities

• 12% to 13% enhanced yield securities due April 10, 2008 linked to Vertex Pharmaceuticals Inc. stock; 70% trigger; via Wachovia Securities

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