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Published on 2/12/2007 in the Prospect News Structured Products Daily.

Structured Products Calendar

ABN AMRO BANK NV

• 10% reverse convertibles due Feb. 29, 2008 linked to 3M Co.; via ABN Amro Inc.; pricing Feb. 23; settlement Feb. 29

• 12% reverse convertibles due Feb. 29, 2008 linked to Aluminum Corp. of China Ltd.; via ABN Amro Inc.; pricing Feb. 23; settlement Feb. 29

• 14.5% reverse convertibles due Aug. 31, 2007 linked to Apple Inc.; via ABN Amro Inc.; pricing Feb. 23; settlement Feb. 29

• 12% reverse convertibles due Feb. 29, 2008 linked to Arch Coal, Inc.; via ABN Amro Inc.; pricing Feb. 23; settlement Feb. 29

• 10.75% reverse convertibles due Feb. 29, 2008 linked to Archer Daniels Midland Co.; via ABN Amro Inc.; pricing Feb. 23; settlement Feb. 29

• 10% reverse convertibles due May. 31, 2007 linked to The Charles Schwab Corp.; via ABN Amro Inc.; pricing Feb. 23; settlement Feb. 29

• 10% reverse convertibles due Feb. 29, 2008 linked to The Cheesecake Factory Inc.; via ABN Amro Inc.; pricing Feb. 23; settlement Feb. 29

• 14% reverse convertibles due May. 31, 2007 linked to Ciena Corp.; via ABN Amro Inc.; pricing Feb. 23; settlement Feb. 29

• 14% reverse convertibles due Feb. 29, 2008 linked to Ciena Corp.; via ABN Amro Inc.; pricing Feb. 23; settlement Feb. 29

• 10% reverse convertibles due Feb. 29, 2008 linked to Countrywide Financial Corp.; via ABN Amro Inc.; pricing Feb. 23; settlement Feb. 29

• 11.5% reverse convertibles due Aug. 31, 2007 linked to eBay Inc.; via ABN Amro Inc.; pricing Feb. 23; settlement Feb. 29

• 14.25% reverse convertibles due May. 31, 2007 linked to The Gap, Inc.; via ABN Amro Inc.; pricing Feb. 23; settlement Feb. 29

• 11% reverse convertibles due Feb. 29, 2008 linked to General Motors Corp.; via ABN Amro Inc.; pricing Feb. 23; settlement Feb. 29

• 10% reverse convertibles due May. 31, 2007 linked to The Goldman Sachs Group, Inc.; via ABN Amro Inc.; pricing Feb. 23; settlement Feb. 29

• 12.25% reverse convertibles due Feb. 29, 2008 linked to The Goodyear tire & Rubber Co.; via ABN Amro Inc.; pricing Feb. 23; settlement Feb. 29

• 10% reverse convertibles due Aug. 31, 2007 linked to Marvel Entertainment, Inc.; via ABN Amro Inc.; pricing Feb. 23; settlement Feb. 29

• 11% reverse convertibles due Feb. 29, 2008 linked to Massey Energy Co.; via ABN Amro Inc.; pricing Feb. 23; settlement Feb. 29

• 10% reverse convertibles due Feb. 29, 2008 linked to MasterCard Inc.; via ABN Amro Inc.; pricing Feb. 23; settlement Feb. 29

• 10% reverse convertibles due Feb. 29, 2008 linked to Microsoft Corp.; via ABN Amro Inc.; pricing Feb. 23; settlement Feb. 29

• 12.5% reverse convertibles due Feb. 29, 2008 linked to The Nasdaq Stock Market, Inc.; via ABN Amro Inc.; pricing Feb. 23; settlement Feb. 29

• 14% reverse convertibles due Feb. 29, 2008 linked to Netflix, Inc.; via ABN Amro Inc.; pricing Feb. 23; settlement Feb. 29

• 12% reverse convertibles due Feb. 29, 2008 linked to Titanium Metals Corp.; via ABN Amro Inc.; pricing Feb. 23; settlement Feb. 29

• 24% reverse convertibles due May. 31, 2007 linked to XM Satellite Radio Holdings Inc.; via ABN Amro Inc.; pricing Feb. 23; settlement Feb. 29

• 11.75% reverse convertibles due Aug. 31, 2007 linked to Yahoo! Inc.; via ABN Amro Inc.; pricing Feb. 23; settlement Feb. 29

BANK OF AMERICA

• 0% return-linked notes due on or about Nov. 23, 2011 linked to a basket containing equal weights of the S&P 500, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing Feb. 21; settlement Feb. 23

BARCLAYS BANK PLC

• 100% principal-protected notes due March 2, 2009 linked to the performance of an equally weighted currency basket consisting of the Brazilian real, Russian ruble, Indian rupee and the Chinese yuan; via Barclays Capital; pricing Feb. 23; settlement Feb. 28

• 100% principal-protected notes due Aug. 31, 2012 linked to the performance of the Dow Jones AIG Commodity index; via Barclays Capital; pricing Feb. 23; settlement Feb. 28

• 13% reverse convertible notes due Feb. 27, 2008 linked to the common stock of Joy Global Inc.; 80% trigger; via Barclays Capital Inc.; pricing Feb. 23; settlement Feb. 28

• 9.5% reverse convertible notes due Feb. 27, 2008 linked to the common stock of Micron Technology, Inc.; 80% trigger; via Barclays Capital Inc.; pricing Feb. 23; settlement Feb. 28

• 12.5% reverse convertible notes due Aug. 28, 2007 linked to Nortel Networks Corp. common stock; via Barclays Capital; pricing Feb. 23; settlement Feb. 28

• 10.375% reverse convertible notes due Aug. 28, 2007 linked to Seagate Technology common stock; via Barclays Capital; pricing Feb. 23; settlement Feb. 28

• 11% reverse convertible notes due Feb. 27, 2008 linked to the common stock of United States Steel Corp.; 80% trigger; via Barclays Capital Inc.; pricing Feb. 23; settlement Feb. 28

• 0% principal-protected notes due March 1, 2011 linked to the Dow Jones - AIG Commodity index; via Barclays Capital; pricing Feb. 23; settlement March 1

• 12% reverse convertible notes due March 5, 2008 linked to Bucyrus International, Inc. stock; via Barclays Capital; pricing March 2; settlement March 7

• 0% principal-protected notes due February 2012 linked to West Texas Intermediate light sweet crude oil; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing in February

BEAR STEARNS COS. INC.

• 0% notes due August 2008 linked to the PHLX Oil Service Sector index; via Bear, Stearns & Co. Inc.; pricing in February

CAYLON

• 11.75% reverse convertible notes due Feb. 28, 2008 linked to Allegheny Technologies Inc. shares; 80% trigger; via Calyon Securities (USA) Inc. with JVB Financial Group, LLC; pricing Feb. 23; settlement Feb. 28

• Principal-protected notes due Feb. 28, 2010 linked to crude oil with a 50% weight, aluminum with a 30% weight and gold with a 20% weight; via Calyon Securities (USA) Inc. with JVB Financial Services; pricing Feb. 23; settlement Feb. 28

• 8.25% reverse convertible notes due Feb. 28, 2008 linked to SLM Corp.; via Calyon Securities (USA) Inc. with JVB Financial Group, LLC; pricing Feb. 23; settlement Feb. 28

CITIGROUP FUNDING INC.

• 12% to 13% Equity LinKed Securities (ELKS) due 2008 linked to the common stock of Celgene Corp.; via Citigroup Global Markets Inc.

• 0% principal-protected notes due 2009 linked to the spread between the 10-year and two-year CMS (constant maturity swap) rates; via Citigroup Global Markets Inc.

• 0% principal-protected trust certificates linked to equal weights of the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500 indexes; via Citigroup

• 0% principal-protected notes due 2011 linked to equal weights of the Dow Jones Euro Stoxx 50 index, Nikkei 225 Stock Average and S&P 500 index; via Citigroup Global Markets Inc.

• 0% notes structured as Index Leading Stockmarket Return Securities (Lasers) due 2010 linked to equal weights of the Dow Jones Euro Stoxx 50 index, Nikkei 225 Stock Average and S&P 500 index; via Citigroup Global Markets Inc.

• Principal-protected notes due 2017 linked to one-month Libor and the Simfa Municipal Swap index; via Citigroup Global Markets Inc.

• 8% to 9% Equity LinKed Securities (ELKS) linked to the common stock of Starbucks; 77.5% trigger; via Citigroup Global Markets Inc.

CREDIT SUISSE (USA), INC.

• 13.5% reverse convertible notes due Feb. 27, 2008 linked to Akamai Technologies, Inc. stock; 80% trigger; via Credit Suisse with distributor Fixed Income Securities

• 8.75% reverse convertible notes due Feb. 27, 2008 linked to American Depositary Receipts representing Alcatel Lucent stock; 80% trigger; via Credit Suisse with distributor Fixed Income Securities

• 10.75% reverse convertible notes due Feb. 27, 2008 linked to Goldcorp Inc. stock; 70% trigger; via Credit Suisse with distributor Fixed Income Securities

• 12.75% reverse convertible notes due Aug. 31, 2007 linked to Smith & Wesson Holding Corp. stock; 65% trigger; via Credit Suisse with distributor Fixed Income Securities

• 10% reverse convertible notes due Feb. 27, 2008 linked to Sotheby's stock; 70% trigger; via Credit Suisse with distributor Fixed Income Securities

• 9.15% reverse convertible notes due Feb. 27, 2008 linked to Sun Microsystems, Inc. stock; 75% trigger; via Credit Suisse with distributor Fixed Income Securities

• 11% reverse convertible notes due Aug. 31, 2007 linked to Yahoo! Inc. stock; 80% trigger; via Credit Suisse with distributor Fixed Income Securities

CUSTODIAL TRUST CO.

• 0% principal-protected certificates of deposit due Aug. 24, 2011 linked to equal weights of aluminum, copper, nickel and zinc; via Bear, Stearns & Co. Inc. and LaSalle Financial Services Inc.; pricing Feb. 16; settlement Feb. 21

DEUTSCHE BANK AG

• CMS (constant maturity swap) spread range notes due Feb. 22, 2022; via Deutsche Bank Securities and Deutsche Bank Trust Co. Americas; pricing Feb. 16; settlement Feb. 22

• 0% performance securities due Feb. 27, 2009 linked to the Deutsche Bank Balanced Currency Harvest index; via Deutsche Bank Securities and UBS Financial Services Inc.; pricing Feb. 21; settlement Feb. 28

• 0% performance optimization securities due Feb. 29, 2008 linked to the light sweet crude oil futures; via Deutsche Bank Securities and USB Financial Services Inc.; pricing Feb. 21; settlement Feb. 28

• 100% principal-protected notes due Feb. 28, 2012 linked to an index basket consisting of the S&P 500 (30% weight), Dow Jones Euro Stoxx 50 (30% weight), Nikkei 225 (30% weight) and MSCI Emerging Markets index (10% weight); via UBS AG; pricing Feb. 22; settlement Feb. 28

• Buffered Underlying Securities (BUyS) due March 3, 2010 linked to the Nikkei 225 Stock Average; 115% participation level; via Deutsche Bank Securities and Deutsche Bank Trust Co. Americas; pricing Feb. 26; settlement Feb. 28

• Buffered Underlying Securities (BUyS) due March 3, 2010 linked to the Nikkei 225 Stock Average; 130% participation level; via Deutsche Bank Securities and Deutsche Bank Trust Co. Americas; pricing Feb. 26; settlement Feb. 28

• 0% index+ notes due March 2, 2009 linked to the S&P 500 index; 5% out-performance amount; via Deutsche Bank Securities and Deutsche Bank Trust Co. Americas; pricing Feb. 23; settlement Feb. 28

• 0% index+ notes due March 2, 2009 linked to the S&P 500 index; via Deutsche Bank Securities, Deutsche Bank Trust Co. Americas; pricing Feb. 23; settlement Feb. 28

DEUTSCHE BANK, LONDON BRANCH

• Principal-protected CMS slope steepener notes due Feb. 20, 2022; via Deutsche Bank Securities and Deutsche Bank Trust Co. Americas; pricing Feb. 14; settlement Feb. 20

• 0% autocallable optimization securities with contingent protection due Aug. 29, 2008 linked to the AMEX Gold BUGS index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Feb. 21; settlement Feb. 28

• 0% performance securities with contingent protection due Feb. 28, 2012 linked to the Dow Jones Euro Stoxx 50 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Feb. 22; settlement Feb. 28

0% performance securities with contingent protection due Feb. 28, 2012 linked to the FTSE/Xinhua China 25 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Feb. 22; settlement Feb. 28

• 0% performance securities with contingent protection due Feb. 28, 2012 linked to the Nikkei 225 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Feb. 22; settlement Feb. 28

• 0% performance securities with contingent protection due Feb. 28, 2012 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Feb. 22; settlement Feb. 28

• Zero-coupon principal-protected absolute return barrier notes due Aug. 29, 2008 linked to the S&P 500 index; via UBS Financial Services, Deutsche Bank Securities Inc.; pricing Feb. 22; settlement Feb. 28

• 100% principal-protected 15-year CMS spread range notes due Feb. 28, 2022; via Deutsche Bank Securities and Deutsche Bank Trust Co. Americas; pricing Feb. 23; settlement Feb. 28

• Buffered Underlying Securities (BUyS) due March 2, 2011 linked to the iShares MSCI EAFE Index Fund; via Deutsche Bank Securities and Deutsche Bank Trust Co. Americas; pricing Feb. 26; settlement Feb. 28

EKSPORTFINANS ASA

• 16.75% knock-in reverse convertible securities due Feb. 28, 2008 linked to the "2007 Dogs of the Dow for February 2007," which includes the stocks of Pfizer Inc., Verizon Communications Inc., Altria Group, Inc., AT&T Inc., Citigroup Inc., Merck & Co., Inc., General Motors Corp., E.I. du Pont de Nemours and Co., General Electric Co. and JPMorgan Chase & Co.; 60% trigger; via IXIS Securities North America Inc.; pricing Feb. 23; settlement Feb. 28

• 10.5% knock-in reverse convertible securities due Feb. 28, 2008 linked to Exxon Mobil Corp., Pfizer Inc. and Wal-Mart Stores, Inc. stock; 80% trigger; via IXIS Securities North America Inc.; pricing Feb. 23; settlement Feb. 28

• 0% notes due 2009 linked to equal weights of the Australian dollar, Brazilian real, Canadian dollar, Chinese renminbi, Singaporean dollar and South Korea won measured against the dollar; via Banc of America Securities LLC

• 0% five year Buffered Underlying Securities due in 30 months linked to Dow Jones Euro Stoxx 50 index; via Deutsche Bank Securities Inc.

THE GOLDMAN SACHS GROUP INC.

• 0% absolute return trigger notes due August 2008 inversely linked to the S&P 500 index; via Goldman, Sachs & Co.; pricing Feb. 22

• Leveraged index-linked notes due 2011 including the Dow Jones Euro Stoxx 50 (34% weight), FTSE 100 (30% weight), Topix (27% weight) and Swiss Market (9% weight) indexes; via Goldman, Sachs & Co.

• 0% enhanced participation notes due 2010 or 2011 linked to the Topix index; via Goldman, Sachs & Co.

HARTFORD LIFE INSURANCE CO.

• 0% principal-protected notes due Feb. 20, 2013 linked to the S&P 500 index; via Bear, Stearns & Co.; pricing Feb. 14; settlement Feb. 20

• 0% principal-protected notes due Feb. 20, 2013 linked to the S&P 500 index; via Bear, Stearns & Co.; pricing Feb. 14; settlement Feb. 20

HSBC USA INC.

• 8.4% reverse convertible notes due Feb. 28, 2008 linked to the common stock of Cisco Systems, Inc.; 85% trigger; via HSBC Securities (USA) Inc. with distributor JVB Financial Group; pricing Feb. 23; settlement Feb. 28

• 10% reverse convertible notes due May 26, 2007 linked to the common stock of Consol Energy Inc.; 75% trigger; via HSBC Securities (USA) Inc. with distributor JVB Financial Group; pricing Feb. 23; settlement Feb. 28

• 8.5% reverse convertible notes due Feb. 28, 2008 linked to the common stock of CSX Corp.; 80% trigger; via HSBC Securities (USA) Inc. with distributor JVB Financial Group; pricing Feb. 23; settlement Feb. 28

• Far East equity buffer notes due Aug. 26, 2010 linked to equal weights of the Hong Kong Hang Seng China Enterprises, MSCI Singapore Free, MSCI Taiwan and Nikkei 225 indexes; via HSBC Securities (USA) Inc.; pricing Feb. 23; settlement Feb. 28

• 13% reverse convertible notes due May 26, 2007 linked to the common stock of JDS Uniphase Corp.; 80% trigger; via HSBC Securities (USA) Inc. with distributor JVB Financial Group; pricing Feb. 23; settlement Feb. 28

• 9% reverse convertible notes due Aug. 26, 2007 linked to the common stock of LG.Philips LCD Co., Ltd.; 80% trigger; via HSBC Securities (USA) Inc. with distributor JVB Financial Group; pricing Feb. 23; settlement Feb. 28

• 22.6% reverse convertible notes due Aug. 26, 2007 linked to the common stock of Omnivision Technologies, Inc.; 75% trigger; via HSBC Securities (USA) Inc. with distributor JVB Financial Group; pricing Feb. 23; settlement Feb. 28

• 9.65% reverse convertible notes due Feb. 28, 2008 linked to the common stock of Qualcomm Inc.; 80% trigger; via HSBC Securities (USA) Inc. with distributor JVB Financial Group; pricing Feb. 23; settlement Feb. 28

• 20.5% reverse convertible notes due May 26, 2007 linked to the common stock of Rambus Inc.; 70% trigger; via HSBC Securities (USA) Inc. with distributor JVB Financial Group; pricing Feb. 23; settlement Feb. 28

• 11.75% reverse convertible notes due Feb. 28, 2008 linked to the common stock of United States Steel Corp.; 80% trigger; via HSBC Securities (USA) Inc. with distributor JVB Financial Group; pricing Feb. 23; settlement Feb. 28

• Global equity linked basket certificate of deposit due Feb. 28, 2012 linked to the S&P 500, Nikkei 225 and Dow Jones Euro Stoxx 50 indexes; via JVB Financial Group LLC; pricing Feb. 23; settlement Feb. 28

JPMORGAN CHASE & CO.

• Lesser index principal-protected notes due Feb. 12, 2008 linked to a the Nikkei 225 index and the S&P 500 index; via J.P. Morgan Securities Inc.; pricing Feb. 13; settlement Feb. 16

• 0% annual review notes due March 3, 2010 linked to the Dow Jones Euro Stoxx 50 index; via J.P. Morgan Securities Inc.; pricing Feb. 16; settlement Feb. 22

• 0% auto callable knock-out notes due Feb. 23, 2009 linked to the iShares MSCI Emerging Markets Index fund; via J.P. Morgan Securities Inc.; pricing Feb. 16; settlement Feb. 22

• 0% buffered return enhanced notes due Feb. 27, 2008 linked to the Nikkei 225 index; via J.P. Morgan Securities Inc.; pricing Feb. 16; settlement Feb. 22

• 19% reverse exchangeable notes due Aug. 23, 2007 linked to the least performing common stock in the Dow Jones Industrial Average; via J.P. Securities Inc.; pricing Feb. 21; settlement Feb. 23

• Reverse exchangables due Feb. 27, 2008 linked to the least performing stock in a basket of stocks consisting of Abbott Laboratories, AT&T Inc., Colgate-Palmolive Co., Johnson & Johnson, Microsoft Corp., Wyeth and Verizon Communications Inc.; interest rate determined at pricing and not less than 15.25%; via J.P. Morgan Securities Inc.; pricing Feb. 23; settlement Feb. 28

• 16% reverse exchangeable notes due Aug. 31, 2007 linked to Advanced Micro Devices, Inc. stock; via J.P. Morgan Securities Inc.; pricing Feb. 23; settlement Feb. 28

• 0% principal-protected notes due Aug. 29, 2008 linked to equal weights of the Brazilian real, Indian rupee, Mexican peso and New Turkish lira relative to the dollar; via J.P. Morgan Securities Inc.; pricing Feb. 23; settlement Feb. 28

• 9% reverse exchangeable notes due Feb. 27, 2008 linked to ConocoPhillips stock; via J.P. Morgan Securities Inc.; pricing Feb. 23; settlement Feb. 28

• 0% principal-protected notes due Feb. 29, 2012 linked to the Dow Jones - AIG Commodity index; via J.P. Morgan Securities Inc.; pricing Feb. 23; settlement Feb. 28

• 0% principal-protected notes due Aug. 31, 2010 linked to an equally weighted basket of the Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via J.P. Morgan Securities; pricing Feb. 23; settlement Feb. 28

• 0% buffered return enhanced notes due Feb. 27, 2009 linked to an equally weighted basket consisting of the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500 indexes; via J.P. Morgan Securities Inc.; pricing Feb. 23; settlement Feb. 28

• 0% buffered return enhanced notes due Feb. 26, 2010 linked to equal weights of the Dow Jones Euro Stoxx 50, FTSE 100 and Nikkei 225indexes; via JP Morgan Securities; pricing Feb. 23; settlement Feb. 28

• Reverse exchangables due Feb. 27, 2008 linked to Ford Motor Co. and General Motors Corp.; interest rate determined at pricing and not less than 18.25%; via J.P. Morgan Securities Inc.; pricing Feb. 23; settlement Feb. 28

• 20% reverse exchangeable notes due Feb. 27, 2008 linked to the American Depositary Shares of Elan Corp. plc; via J.P. Morgan Securities, Inc.; pricing Feb. 232; settlement Feb. 28

• 10% reverse exchangeable notes due Feb. 27, 2008 linked to Ford Motor Co. stock; via J.P. Morgan Securities Inc.; pricing Feb. 23; settlement Feb. 28

• 9.10% reverse exchangeable notes due Feb. 27, 2008 linked to Hess Corp. stock; via J.P. Morgan Securities Inc.; pricing Feb. 23; settlement Feb. 28

• 14% reverse exchangeable notes due Feb. 27, 2008 linked to Intercontinental Exchange, Inc.; via J.P. Morgan Securities Inc.; pricing Feb. 23; settlement Feb. 28

• 18% reverse exchangeable notes due May 31, 2007 linked to Level 3 Communications, Inc. stock; via J.P. Morgan Securities Inc.; pricing Feb. 23; settlement Feb. 28

• 13% reverse exchangeable notes due Aug. 31, 2007 linked to Peabody Energy Corp. stock; via J.P. Morgan Securities Inc.; pricing Feb. 23; settlement Feb. 28

• 0% principal-protected notes due Feb. 27, 2015 linked to the S&P 500 index; via JP Morgan Securities; pricing Feb. 23; settlement Feb. 28

• 10% reverse exchangeable notes due Feb. 27, 2008 linked to Toll Brothers stock; via J.P. Morgan Securities Inc.; pricing Feb. 23; settlement Feb. 28

• 13% reverse exchangeable notes due Aug. 31, 2007 linked to Under Armour, Inc. stock; via J.P. Morgan Securities Inc.; pricing Feb. 23; settlement Feb. 28

• 11% reverse exchangeable notes due Feb. 27, 2008 linked to United States Steel Corp. stock; via J.P. Morgan Securities Inc.; pricing Feb. 23; settlement Feb. 28

• 0% principal-protected notes due Feb. 27, 2009 linked to the U.S. Dollar index; via J.P. Morgan Securities Inc.; pricing Feb. 23; settlement Feb. 28

• 0% buffered return enhanced notes due Feb. 27, 2009 linked to the Dow Jones AIG Commodity index; via J.P. Morgan Securities Inc.; pricing Feb. 24; settlement Feb. 27

LEHMAN BROTHERS HOLDINGS INC.

• 0% auto-callable securities due Feb. 26, 2010 linked to the Goldman Sachs Commodity Agricultural index - Excess Return; via Morgan Stanley & Co.; pricing and settlement in February

• 100% principal-protected "Wedding Cake" notes linked to the six-month Libor rate with an expected maturity in February 2008; via Lehman Brothers Inc.; pricing and settlement expected in February

• 0% principal-protected Foreign Exchange Range Notes linked to Chinese renminbi (16.67% weight), the Japanese yen (16.67% weight), Singapore dollar (16.67% weight), South Korean won (16.67% weight), Taiwanese dollar (16.66% weight) and Indonesian rupiah (16.66% weight) relative to the dollar; via Lehman Brothers Inc.

• 0% foreign exchange notes due 2010 linked to the Chinese renminbi (30% weight), Russian ruble (30% weight), Brazilian real (20% weight), Indian rupee (20% weight) and dollar (negative 100% weight); via Lehman Brothers Inc.

MERRILL LYNCH & CO., INC.

• 0% buffered return enhanced notes due Feb. 28, 2008 linked to the Dow Jones Euro Stoxx 50 index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing Feb. 16; settlement Feb. 22

• 0% accelerated return notes due April 2008 linked to equal weights of the Nikkei 225 and FTSE/Xinhua China 25 indexes; via Merrill Lynch; settlement expected in February

• Leveraged municipal/Libor notes due February 2017; via Merrill Lynch; settlement expected in February

• Leveraged Index Return Notes due February 2011 linked to the Rogers International Commodity Index - Agriculture Excess Return; via Merrill Lynch; settlement expected in February

• 0% Leveraged Index Return Notes due September 2010 linked to the MSCI Emerging Markets index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in February or March

• 0% accelerated return notes due May 2008 linked to Nikkei 225 index; via Merrill Lynch & Co.; settlement in March

• 0% accelerated return notes due May 2008 linked to Russell 2000 index; via Merrill Lynch & Co.; settlement in March

• 0% Strategic Return Notes medium-term series C notes due March 2012 linked to the Select Ten index; via Merrill lynch; settlement expected in March

• Long Short Notes due April 2008 linked to the Select Sectors Long Short Index - Series XII; via Merrill lynch; settlement expected in March

MORGAN STANLEY

• 12.75% RevCons due Feb. 22, 2008 linked to Apple Inc. stock; via Morgan Stanley; pricing Feb. 16; settlement Feb. 22

• 0% buffered return enhanced notes due Feb. 28, 2008 linked to the Russell 2000; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing Feb. 16; settlement Feb. 26

• 12.3% RevCons due Feb. 22, 2008 linked to Southwestern Energy Co. stock; via Morgan Stanley; pricing Feb. 16; settlement Feb. 22

• 9.8% RevCons due Feb. 22, 2008 linked to Schlumberger Ltd. stock; via Morgan Stanley; pricing Feb. 16; settlement Feb. 22

• Floating-rate notes due Feb. 23, 2037 linked to the 10-year CMS rate and two-year CMS rate; via Morgan Stanley & Co. Inc.; settlement Feb. 23

• 0% notes due March 20, 2008 in the Performance Leveraged Upside Securities (PLUS) structure linked to the PHLX Oil Service Sector index; via Morgan Stanley; pricing in February

• High Income Trigger Securities (HITS) due March 20, 2008 linked to ConocoPhillips common stock; via Morgan Stanley & Co. Inc.; pricing in February

9% Stock Participation Accreting Redemption Quarterly-pay Securities (Sparqs) due March 20, 2008 linked to eBay Inc. common stock; via Morgan Stanley & Co. Inc; pricing in February

• 0% capital-protected notes due Feb. 20, 2011 linked to basket containing equal weights of the Dow Jones Euro Stoxx 50, S&P 500 and Nikkei 225 indexes; via Morgan Stanley & Co. Inc.; pricing in February

• 0% auto-callable securities due Feb. 26, 2010 linked to the Goldman Sachs Commodity Agricultural Index - Excess Return; via Morgan Stanley & Co.; pricing and settlement in February

• 0% notes due March 20, 2008 in the Performance Leveraged Upside Securities (PLUS) structure linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing and settlement in February

• 0% currency-linked capital-protected notes due Aug. 28, 2009 linked to the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi, all equally weighted; via Morgan Stanley

RABO FINANCIAL PRODUCTS BV

• 12.4% knock-in reverse convertible notes due Feb. 28, 2008 linked to Arch Coal, Inc. stock; 75% trigger; via LaSalle; pricing Feb. 23; settlement Feb. 28

• 13.45% knock-in reverse convertible notes due Feb. 28, 2008 linked to JetBlue Airways Corp. stock; 70% trigger; via LaSalle; pricing Feb. 23; settlement Feb. 28

• 14.55% knock-in reverse convertible notes due Feb. 28, 2008 linked to NYSE Group Inc. stock; 70% trigger; via LaSalle; pricing Feb. 23; settlement Feb. 28

• 11.5% knock-in reverse convertible notes due Feb. 28, 2008 linked to Lazard Ltd. stock; 80% trigger; via LaSalle; pricing Feb. 23; settlement Feb. 28

• 11.75% knock-in reverse convertible notes due Feb. 28, 2008 linked to Peabody Energy Corp. stock; 80% trigger; via LaSalle; pricing Feb. 23; settlement Feb. 28

ROYAL BANK OF CANADA

• 0% principal-protected notes due Feb. 24, 2010 linked to equal weights of the Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via RBC Capital Markets Corp.; pricing Feb. 20; settlement Feb. 22

• 15.5% reverse convertible notes due Feb. 28, 2008 linked to the common stock of Advanced Micro Devices, Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing Feb. 23; settlement Feb. 28

• 14% reverse convertible notes due Feb. 28, 2008 linked to the common stock of Apple, Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing Feb. 23; settlement Feb. 28

• 8.75% reverse convertible notes due Feb. 28, 2008 linked to the common stock of Chevron Corp.; 80% trigger; via RBC Capital Markets Corp.; pricing Feb. 23; settlement Feb. 28

• 10.25% reverse convertible notes due Feb. 28, 2008 linked to the common stock of eBay Inc.; 70% trigger; via RBC Capital Markets Corp.; pricing Feb. 23; settlement Feb. 28

• 13.5% reverse convertible notes due Feb. 28, 2008 linked to the common stock of Freeport-McMoRan Copper & Gold, Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing Feb. 23; settlement Feb. 28

• 16.5% reverse convertible notes due Feb. 28, 2008 linked to the common stock of Level 3 Communications, Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing Feb. 23; settlement Feb. 28

• 14.5% reverse convertible notes due Feb. 28, 2008 linked to the common stock of Red Hat, Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing Feb. 23; settlement Feb. 28

• 14.5% reverse convertible notes due Feb. 28, 2008 linked to the common stock of Research In Motion Ltd.; 80% trigger; via RBC Capital Markets Corp.; pricing Feb. 23; settlement Feb. 28

• 0% principal-protected booster notes due Feb. 28, 2011 linked to equal weights of copper, nickel, zinc and crude oil; via RBC Capital Markets Corp.; settlement Feb. 28

UBS AG

• 0% principal-protected notes due Feb. 28, 2009 linked to equal weights of the dollar/Brazilian real spot rate, dollar/Russian ruble spot rate, dollar/Indian rupee spot rate and dollar/Chinese renminbi spot exchange rate; via UBS Investment Bank, UBS Financial Services Inc.; pricing Feb. 21; settlement Feb. 28

• 7.75% to 8.75% yield optimization notes due Feb. 28, 2008 linked to Caterpillar Inc. stock; 75% trigger; via UBS Investment Bank, UBS Financial Services Inc.; pricing Feb. 21; settlement Feb. 28

• 9.25% to 10.25% yield optimization notes due Feb. 28, 2008 linked to Dell Inc. stock; 75% trigger; via UBS Investment Bank, UBS Financial Services Inc.; pricing Feb. 21; settlement Feb. 28

• 9.25% to 10.25% yield optimization notes due Feb. 28, 2008 linked to Motorola Inc. stock; 75% trigger; via UBS Investment Bank, UBS Financial Services Inc.; pricing Feb. 21; settlement Feb. 28

• 10.5% to 11.5% yield optimization notes due Feb. 28, 2008 linked to Schlumberger Ltd. stock; 75% trigger; via UBS Investment Bank, UBS Financial Services Inc.; pricing Feb. 21; settlement Feb. 28

• 0% return optimization securities due Aug. 29, 2008 linked to the Dow Jones Euro Stoxx 50 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing Feb. 22; settlement Feb. 28

• 0% return optimization securities due Aug. 29, 2008 linked to the MSCI EAFE index; via UBS Investment Bank and UBS Financial Services Inc.; pricing Feb. 22; settlement Feb. 28

• 0% return optimization securities due Aug. 29, 2008 linked to the Nikkei 225 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing Feb. 22; settlement Feb. 28

• 0% return optimization securities due Aug. 29, 2008 linked to the S&P 500 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing Feb. 22; settlement Feb. 28

• Callable daily range accrual notes due February 2009 linked to the 10-year Constant Maturity U.S. Treasury rate; via UBS Investment Bank and UBS Financial Services Inc.; pricing in February

WACHOVIA CORP.

• 0% enhanced growth securities due Aug. 10, 2010 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

• 0% enhanced growth securities due Aug. 5, 2008 linked to the Energy Select Sector index; via Wachovia Securities

• 9% enhanced yield securities due March 5, 2008 linked to the common stock of National Semiconductor Corp.; 75% trigger; via Wachovia Securities

• 11% to 12% enhanced yield securities due Nov. 30, 2007 linked to the common stock of NYSE Group, Inc.; 70% trigger; via Wachovia Securities

• 10% enhanced yield securities due March 5, 2008 linked to the common stock of Peabody Energy Corp.; 75% trigger; via Wachovia Securities


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