Structured Products Calendar

ABN AMRO BANK NV

• 17% reverse convertible notes due Feb. 8, 2007 linked to TD Ameritrade Holding Corp. common stock; via LaSalle; pricing Nov. 3; settlement Nov. 8

BANK OF AMERICA

• 0% notes linked to the Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via Banc of America Securities LLC and Banc of America Investment Services, In.; pricing on Nov. 16

• 0% Minimum Return Equity Appreciation Growth LinkEd Securities (Index Eagles) due Nov. 23, 2011 linked to the Dow Jones Industrial Average (63% weight), S&P MidCap 400 (10% weight), Dow Jones Euro Stoxx 50 (10% weight), Nikkei 225 (10% weight) and S&P SmallCap 600 (7% weight) indexes; via Banc of America Securities LLC and Banc of America Investment Services, In.; pricing on Nov. 17

• 0% Strategic Equity Exposure Performance Linked Securities (Steepls) structure linked to the Nasdaq 100 index; via Banc of America Securities LLC and Banc of America Investment Services, In.; pricing in November

BARCLAYS BANK PLC

• 16% reverse convertible notes due Feb. 8, 2007 linked to General Motors Corp. common stock; via Barclays Capital Inc.; pricing Nov. 3; settlement Nov. 8

• 12.8% reverse convertible notes due May 22, 2007 linked to Boston Scientific Corp. common stock; via Barclays Capital Inc.; pricing Nov. 17; settlement Nov. 22

BEAR STEARNS COS. INC.

• 19.75% reverse convertible notes linked to Joy Global, Inc. common stock; via Bear, Stearns & Co. Inc.

CITIGROUP FUNDING INC.

• 9% to 10% Equity LinKed Securities (ELKS) structure linked to the common stock of Archer-Daniels-Midland Co.; 80% trigger; via Citigroup Global Markets

• 0% principal-protected notes due 2007 linked to two currency baskets; currency basket A is comprised of the Brazilian real, Indonesian rupiah, South African rand and Turkish lira; currency basket B includes the Swiss franc and Japanese yen; via Citigroup Financial Products

• Stock Market Upturn notes due 2008 linked to the Dow Jones Industrial Average index; via Citigroup Global Markets

• 0% principal-protected trust certificates linked to the Dow Jones Industrial Average and the Nikkei 225 with a maturity of between 3.5 and 3.65 years; via Citigroup

• 0% commodity-linked notes due 2007 based on the gold price; via Citigroup Global Markets

EKSPORTFINANS ASA

• 8.25% one-year knock-in reverse convertible securities linked to Caterpillar Inc. stock; via agent IXIS Securities North America Inc. and distributor JVB Financial Group, LLC

• 18-month issue index+ notes linked to the iShares Dow Jones U.S. Real Estate Index Fund; via Deutsche Bank Securities Inc.

• 0% Efficient Allocation Return Notes (EARNs) linked to the S&P 500, Nikkei 225 and Nasdaq 100 indexes; via Deutsche Bank Securities Inc.

HSBC USA INC.

• 0% global equity buffer notes linked to a basket containing equal weights of the S&P 500, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via HSBC Securities (USA) Inc.; pricing on Nov. 22

JPMORGAN CHASE & CO.

• 0% buffered return enhanced notes due Nov. 21, 2007 linked to the Dow Jones Euro Stoxx 50; via J.P. Morgan Securities; pricing Nov. 3; settlement Nov. 8

• 0% lesser index annual review notes due Nov. 18, 2009 linked to the Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via J.P. Morgan Securities; pricing Nov. 3; settlement Nov. 8

• 0% buffered return enhanced notes due Nov. 21, 2007 linked to the Nikkei 225; via J.P. Morgan Securities; pricing Nov. 3; settlement Nov. 8

• 0% buffered return enhanced notes due Nov. 21, 2007 linked to the Russell 2000 index; via J.P. Morgan Securities, Inc.; pricing Nov. 3; settlement Nov. 8

LEHMAN BROTHERS HOLDINGS INC.

• 0% 18-month FX Notes linked to the Canadian dollar (20% weight), Chinese renminbi (20% weight), yen (20% weight), euro (15% weight), Mexican peso (15% weight), Singapore dollar (10% weight) and dollar (negative 100% weight); via Lehman Brothers

• 0% contingent payout notes due November 2007 linked to the S&P 100 and Russell 2000 indexes; via Lehman Brothers

• 0% outperformance notes due November 2007 linked to the S&P 100 and Russell 2000 indexes; via Lehman Brothers

MERRILL LYNCH & CO., INC.

• 0% one-year principal-protected notes linked to an equally weighted basket containing the Chinese renminbi (yuan), Indian rupee, New Taiwan dollar and Singapore dollar; via Merrill Lynch, Pierce, Fenner & Smith Inc.; settlement expected in November

• 0% principal-protected notes due November 2010 linked to equal weights of the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500 indexes; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing expected in November

• 0% Strategic Return Notes medium-term series C notes due November 2011 linked to the Select Ten index; via Merrill Lynch; settlement expected in November

• 0% leveraged index return series C notes due June 2010 linked to the Rogers International Commodity Index - Excess Return; via Merrill Lynch; settlement expected in December

• 0% accelerated return notes due January 2008 linked to the Nikkei 225 index; via Merrill Lynch & Co.

MORGAN STANLEY

• 0% capital-protected notes due May 20, 2010 linked to the Dow Jones Euro Stoxx 50 and the Nikkei 225, both with 42.5% weights, as well as the Hang Seng index with a 10% weight and the S&P Latin America 40 with a 5% weight; via Morgan Stanley; pricing and settlement expected in November

• 0% notes due Feb. 20, 2008 in the Bear Market Performance Leveraged Upside Securities (PLUS) structure linked to the PHLX Housing Sector index; via Morgan Stanley; pricing expected in November

• 8.5% to 9.5% High Income Trigger Securities (HITS) due Dec. 20, 2007 exchangeable for Schlumberger Ltd. stock; 75% trigger; via Morgan Stanley; pricing and settlement expected in November

• 8% Stock Participation Accreting Redemption Quarterly-pay Securities (Sparqs) mandatorily exchangeable for Dell Inc. stock; via Morgan Stanley

• 12% High Income Trigger Securities (HITS) due May 28, 2008 linked to equal weights of high-grade primary aluminum, Grade A copper, primary nickel and special high-grade zinc; 65% trigger; via Morgan Stanley

• 9% reverse exchangeable notes due Dec. 20, 2007 linked to Yahoo! Inc. common stock; via Morgan Stanley

RABO FINANCIAL PRODUCTS BV

• 22% reverse convertible notes due Feb. 8, 2007 linked to Titanium Metals Corp. common stock; via LaSalle; pricing Nov. 3; settlement Nov. 8

• 9.25% reverse convertible notes due Nov. 26, 2007 linked to Alcoa Inc. common stock; via LaSalle; pricing Nov. 20; settlement Nov. 24

• 9% reverse convertible notes due Nov. 27, 2007 linked to Caterpillar Inc. common stock; via LaSalle; pricing Nov. 20; settlement Nov. 24

• 13% reverse convertible notes due Nov. 26, 2007 linked to General Motors Corp. common stock; via LaSalle; pricing Nov. 20; settlement Nov. 24

• 17% reverse convertible notes due Nov. 26, 2007 linked to JetBlue Airways Corp. common stock; via LaSalle; pricing Nov. 20; settlement Nov. 24

• 16% reverse convertible notes due Nov. 26, 2007 linked to Joy Global, Inc. common stock; via LaSalle; pricing Nov. 20; settlement Nov. 24

• 15% reverse convertible notes due Nov. 26, 2007 linked to Peabody Energy Corp. common stock; via LaSalle; pricing Nov. 20; settlement Nov. 24

• 12% reverse convertible notes due Nov. 26, 2007 linked to Qualcomm Inc. common stock; via LaSalle; pricing Nov. 20; settlement Nov. 24

• 19.5% reverse convertible notes due Nov. 27, 2007 linked to Rambus Inc. common stock; via LaSalle; pricing Nov. 20; settlement Nov. 24

• 13% reverse convertible notes due Nov. 26, 2007 linked to TD Ameritrade Holding Corp. common stock; via LaSalle; pricing Nov. 20; settlement Nov. 24

UBS AG

• 0% principal-protected notes due Nov. 29, 2008 linked to the dollar/Chinese renminbi spot exchange rate (34% weight), the dollar/yen spot exchange rate (33% weight) and the dollar/Norwegian krone spot exchange rate (33% weight); via UBS Investment Bank and UBS Financial Services Inc.; pricing on Nov. 22

• 0% partial principal-protected notes due Nov. 30, 2011 linked to the Dow Jones Euro Stoxx 50 with a 40% weight, the Nikkei 225 with a 20% weight and the FTSE/Xinhua China 25, Swiss Market, Korea Kospi 200 and MSCI Emerging Markets, all weighted 10%; via UBS Investment Bank, UBS Financial Services Inc.; pricing Nov. 22

• 0% market performance notes due November 2011 linked to the FTSE/Xinhua China 25 (20% weight), Korea Kospi 200 (20% weight), S&P 500 (15% weight), MSCI AC Far East ex Japan (15% weight), MSCI Europe (10% weight), MSCI 17 EM Countries (10% weight) and Swiss Market (10% weight) indexes; via UBS Investment Bank and UBS Financial Services Inc.; settlement expected in November

• 0% enhanced appreciation securities due Jan. 31, 2008 linked to the S&P 500 index; via UBS Investment Bank, UBS Financial Services Inc.; pricing in November

WACHOVIA CORP.

• 0% principal-protected notes due Sept. 30, 2011 linked to an equally weighted basket containing the American Depositary Shares of PetroChina Co. Ltd., China Mobile Ltd., China Petroleum & Chemical Corp., China Telecom Corp. Ltd., Infosys Technologies Ltd., Wipro Ltd., Dr. Reddy's Laboratories Ltd. and Tata Motors Ltd.; minimum payout is 105% of par; via Wachovia Securities

• 12% to 13% enhanced yield securities due Aug. 15, 2007 linked to Ford Motor Co. common stock; via Wachovia Securities

• 10% to 11% enhanced yield securities due Nov. 5, 2007 linked to Las Vegas Sands Corp. common stock; via Wachovia Securities

• 0% enhanced growth securities due May 5, 2008 linked to the Russell 1000 index; via Wachovia Securities

• 0% principal-protected notes linked to a basket of six commodities; via Wachovia Securities

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