Structured Products Calendar

ABN AMRO BANK NV

• 14% reverse exchangeable securities due May 30, 2008 linked to the common stock of Advanced Micro Devices, Inc.; via ABN Amro Inc.; pricing May 24; settlement May 30

• 13% annualized Knock-in Reverse Exchangeable Securities S-Notes due Aug. 31, 2007 linked to Archer-Daniels-Midland Co. stock; 90% trigger; via ABN Amro Inc.; pricing May 24; settlement May 31

• 10.5% Knock-in Reverse Exchangeable Securities S-Notes due May 30, 2008 linked to CB Richard Ellis Group, Inc. stock; 75% trigger; via ABN Amro Inc.; pricing May 24; settlement May 31

• 15.5% annualized Knock-in Reverse Exchangeable Securities S-Notes due Aug. 31, 2007 linked to Corning Inc. stock; 90% trigger; via ABN Amro Inc.; pricing May 24; settlement May 31

• 14.5% annualized Knock-in Reverse Exchangeable Securities S-Notes due Aug. 31, 2007 linked to Deere & Co. stock; 90% trigger; via ABN Amro Inc.; pricing May 24; settlement May 31

• 14.6% annualized Knock-in Reverse Exchangeable Securities S-Notes due Aug. 31, 2007 linked to eBay Inc. stock; 90% trigger; via ABN Amro Inc.; pricing May 24; settlement May 31

• 17.75% Knock-in Reverse Exchangeable Securities S-Notes due May 30, 2008 linked to Elan Corp., plc stock; 70% trigger; via ABN Amro Inc.; pricing May 24; settlement May 31

• 11% Knock-in Reverse Exchangeable Securities S-Notes due May 30, 2008 linked to Ford Motor Co. stock; 70% trigger; via ABN Amro Inc.; pricing May 24; settlement May 31

• 16% Knock-in Reverse Exchangeable Securities S-Notes due Aug. 31, 2007 linked to Freeport-McMoRan Copper & Gold Inc. stock; 90% trigger; via ABN Amro Inc.; pricing May 24; settlement May 31

• 8% annualized Knock-in Reverse Exchangeable Securities S-Notes due Aug. 31, 2007 linked to The Goldman Sachs Group, Inc. stock; 90% trigger; via ABN Amro Inc.; pricing May 24; settlement May 31

• 10.25% Knock-in Reverse Exchangeable Securities S-Notes due May 30, 2008 linked to JDS Uniphase Corp. stock; 70% trigger; via ABN Amro Inc.; pricing May 24; settlement May 31

• 13.5% Knock-in Reverse Exchangeable Securities S-Notes due May 30, 2008 linked to JetBlue Airways Corp. stock; 70% trigger; via ABN Amro Inc.; pricing May 24; settlement May 31

• 10.75% Knock-in Reverse Exchangeable Securities S-Notes due May 30, 2008 linked to Joy Global Inc. stock; 70% trigger; via ABN Amro Inc.; pricing May 24; settlement May 31

• 12.25% Knock-in Reverse Exchangeable Securities S-Notes due May 30, 2008 linked to Krispy Kreme Doughnuts, Inc. stock; 70% trigger; via ABN Amro Inc.; pricing May 24; settlement May 31

• 10.5% Knock-in Reverse Exchangeable Securities S-Notes due May 30, 2008 linked to McMoRan Exploration Co. stock; 75% trigger; via ABN Amro Inc.; pricing May 24; settlement May 31

• 10.75% Knock-in Reverse Exchangeable Securities S-Notes due May 30, 2008 linked to NYSE Group, Inc. stock; 75% trigger; via ABN Amro Inc.; pricing May 24; settlement May 31

• 20% annualized Knock-in Reverse Exchangeable Securities S-Notes due Aug. 31, 2007 linked to Parker Drilling Co. stock; 80% trigger; via agent ABN Amro Inc. and distributor AAM; pricing May 24; settlement May 31

• 11.7% Knock-in Reverse Exchangeable Securities S-Notes due May 30, 2008 linked to Silver Wheaton Corp. stock; 70% trigger; via ABN Amro Inc.; pricing May 24; settlement May 31

• 20% annualized Knock-in Reverse Exchangeable Securities S-Notes due Aug. 31, 2007 linked to Visteon Corp. stock; 80% trigger; via agent ABN Amro Inc. and distributor AAM; pricing May 24; settlement May 31

• 20% annualized Knock-in Reverse Exchangeable Securities S-Notes due Aug. 31, 2007 linked to W.R. Grace & Co. stock; 80% trigger; via agent ABN Amro Inc. and distributor AAM; pricing May 24; settlement May 31

AMERICAN INTERNATIONAL GROUP, INC.

• CMS curve notes due May 31, 2022 linked to the 30-year and 10-year Constant Maturity Swap (CMS) rates; via Merrill Lynch, Pierce, Fenner & Smith Inc.; settlement May 31

BANK OF AMERICA

• 0% unsecured senior notes due Aug. 25, 2008 structured as Strategic Equity Exposure Performance Linked Securities (Steepls) linked to a basket containing equal weights of the S&P 500 index, the Dow Jones Euro Stoxx 50 index and the Nikkei 225 index; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing May 22

• 0% return-linked notes linked to equal weights of the S&P 500 index, the Dow Jones Euro Stoxx 50 index and the Nikkei 225 index; via Banc of America Securities LLC and Banc of America Investment Services; pricing and settlement in May

BARCLAYS BANK PLC

• iPath exchange-trade notes due May 28, 2037 linked to the CBOE S&P 500 BuyWrite index; via Barclays Capital; pricing May 22; settlement May 25

• 10% reverse convertible notes due Nov. 28, 2007 linked to Las Vegas Sands Corp. common stock; via Barclays Capital; pricing May 23; settlement May 30

• 17.5% reverse convertible notes due Nov. 28, 2007 linked to Advanced Micro Devices, Inc.; via Barclays Capital; pricing May 24; settlement May 31

• 14.5% reverse convertibles due Aug. 29, 2007 linked to AK Steel Holding Corp. stock; via Barclays Capital; pricing May 24; settlement May 31

• 20% reverse convertible notes due Nov. 28, 2007 linked to AMR Corp. stock; 85% trigger; via Barclays Capital; pricing May 24; settlement May 30

• 10.25% reverse convertible notes due Nov. 28, 2007 linked to AnnTaylor Stores Corp.; via Barclays Capital; pricing May 24; settlement May 31

• 10% reverse convertible notes due May 29, 2008 linked to Apple Computer, Inc. common stock; via Barclays Capital; pricing May 24; settlement May 31

• 10% reverse convertible notes due May 29, 2008 linked to Arch Coal, Inc. common stock; via Barclays Capital; pricing May 24; settlement May 31

• 9% reverse convertible notes due May 29, 2008 linked to Best Buy Co., Inc. common stock; via Barclays Capital; pricing May 24; settlement May 31

• 100% principal-protected bear notes due Nov. 28, 2008 linked to a BRIC basket consisting of the Brazilian real, Russian ruble, Indian rupee and Chinese yuan, all versus the dollar; via Barclays Capital; pricing May 24; settlement May 31

• 10.5% reverse convertible notes due Nov. 28, 2007 linked to Bristol-Myers Squibb; via Barclays Capital; pricing May 24; settlement May 31

• 10% reverse convertible notes due Nov. 28, 2007 linked to Burlington Northern Santa Corp.; via Barclays Capital; pricing May 24; settlement May 31

• 6.4% (12.8% annual equivalent) reverse convertible notes due Nov. 28, 2007 linked to Boston Scientific Corp. common stock; via Barclays Capital; pricing May 24; settlement May 31

• 11.35% reverse convertibles due Nov. 28, 2007 linked to Boston Scientific Corp. stock; via Barclays Capital; pricing May 24; settlement May 31

• 100% principal protected notes due May 29, 2009 linked to basket containing equal weights of the Brazilian real, Turkish lira and Indian rupee; via Barclays Capital; pricing May 24; settlement May 30

• 11% reverse convertibles due May 29, 2008 linked to Broadcom Corp.; via Barclays Capital; pricing May 24; settlement May 31

• 11.5% reverse convertible notes due Nov. 28, 2007 linked to Celgene Corp.; via Barclays Capital; pricing May 24; settlement May 31

• 9% reverse convertible notes due Nov. 28, 2007 linked to Chesapeake Energy Corp.; via Barclays Capital; pricing May 24; settlement May 31

• 10% reverse convertible notes due Nov. 28, 2007 linked to Coach, Inc.; via Barclays Capital; pricing May 24; settlement May 31

• 9.5% reverse convertible notes due Nov. 28, 2007 linked to Commerce Bancorp, Inc.; via Barclays Capital; pricing May 24; settlement May 31

• 13.4% reverse convertibles due Nov. 28, 2007 linked to Coldwater Creek Inc. stock; via Barclays Capital; pricing May 24; settlement May 31

• 9% reverse convertible notes due Nov. 28, 2007 linked to ConocoPhillips; via Barclays Capital; pricing May 24; settlement May 31

• 11.5% reverse convertible notes due Nov. 28, 2007 linked to Corning Inc.; via Barclays Capital; pricing May 24; settlement May 31

• 11.25% reverse convertible notes due Nov. 28, 2007 linked to Countrywide Financial Corp.; via Barclays Capital; pricing May 24; settlement May 31

• 10.75% reverse convertible notes due May 29, 2008 linked to Consol Energy Inc. common stock; via Barclays Capital; pricing May 24; settlement May 31

• 14.5% reverse convertibles due Nov. 28, 2007 linked to Crocs, Inc. stock; via Barclays Capital; pricing May 24; settlement May 31

• 9.25% reverse convertibles due May 29, 2008 linked to Deere & Co.; via Barclays Capital; pricing May 24; settlement May 31

• 0% Buffered Super Track Notes due May 30, 2012 linked to an equally weighted basket consisting of the Dow Jones Euro Stoxx 50, MSCI Taiwan, Nikkei 225 and S&P 500 indexes; via Barclays Capital; pricing May 24; settlement May 30

• 9.25% reverse convertible notes due Nov. 28, 2007 linked to Dynegy Inc.; via Barclays Capital; pricing May 24; settlement May 31

• 9% reverse convertible notes due May 29, 2008 linked to E*Trade Financial Corp. common stock; via Barclays Capital; pricing May 24; settlement May 31

• 9.5% reverse convertible notes due Nov. 28, 2007 linked to Express Scripts, Inc.; via Barclays Capital; pricing May 24; settlement May 31

• 11% reverse convertible notes due May 29, 2008 linked to F5 Networks, Inc. common stock; via Barclays Capital; pricing May 24; settlement May 31

• 13.4% reverse convertible notes due Nov. 28, 2007 linked to Freeport-McMoRan Copper & Gold Inc.; via Barclays Capital; pricing May 24; settlement May 31

• 10.75% reverse convertible notes due May 29, 2008 linked to Frontier Oil Corp. common stock; via Barclays Capital; pricing May 24; settlement May 31

• 13.25% reverse convertible notes due May 29, 2008 linked to General Motors Corp. common stock; via Barclays Capital; pricing May 24; settlement May 31

• 17% reverse convertibles due Nov. 28, 2007 linked to General Motors Corp. stock; via Barclays Capital; pricing May 24; settlement May 31

• 9.25% reverse convertible notes due May 29, 2008 linked to Halliburton Co. common stock; 85% trigger; via Barclays Capital; pricing May 24; settlement May 30

• 9.25% reverse convertible notes due May 29, 2008 linked to Intel Corp. common stock; via Barclays Capital; pricing May 24; settlement May 31

• 16% reverse convertible notes due Nov. 28, 2007 linked to JetBlue Airways Corp.; via Barclays Capital; pricing May 24; settlement May 31

• 9.25% reverse convertible notes due Nov. 28, 2007 linked to J.C. Penney Co., Inc.; via Barclays Capital; pricing May 24; settlement May 31

• 11.75% reverse convertible notes due May 29, 2008 linked to Joy Global Inc. common stock; via Barclays Capital; pricing May 24; settlement May 31

• 0% bearish auto-callable notes with contingent protection linked to the KBW Mortgage Finance Index; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing May 24; settlement May 31

• 9.875% reverse convertible notes due Nov. 28, 2007 linked to the common stock of Las Vegas Sands Corp.; 70 trigger; via Barclays Capital; pricing May 24; settlement May 31

• 9.25% reverse convertible notes due Nov. 28, 2007 linked to Lehman Brothers Holdings Inc. stock; 85% trigger; via Barclays Capital; pricing May 24; settlement May 30

• 9% reverse convertible notes due Nov. 28, 2007 linked to Lowe's Cos., Inc.; via Barclays Capital; pricing May 24; settlement May 31

• 11% reverse convertible notes due Nov. 28, 2007 linked to Limited Brands, Inc.; via Barclays Capital; pricing May 24; settlement May 31

• 9.5% reverse convertible notes due Nov. 28, 2007 linked to Medco Health Solutions, Inc.; via Barclays Capital; pricing May 24; settlement May 31

• 9% reverse convertible notes due May 29, 2008 linked to Monsanto Co. common stock; via Barclays Capital; pricing May 24; settlement May 31

• 9% reverse convertible notes due Nov. 28, 2007 linked to Morgan Stanley; via Barclays Capital; pricing May 24; settlement May 31

• 10.25% reverse convertible notes due Nov. 28, 2007 linked to Motorola, Inc.; via Barclays Capital; pricing May 24; settlement May 31

• 10.5% reverse convertible notes due Nov. 28, 2007 linked to Micron Technology, Inc.; via Barclays Capital; pricing May 24; settlement May 31

• 9% reverse convertible notes due May 29, 2008 linked to Murphy Oil Corp. common stock; via Barclays Capital; pricing May 24; settlement May 31

• 10.25% reverse convertible notes due May 29, 2008 linked to The Nasdaq Stock Market, Inc. common stock; via Barclays Capital; pricing May 24; settlement May 31

• 9.25% reverse convertible notes due May 29, 2008 linked to National Oilwell Varco, Inc. common stock; via Barclays Capital; pricing May 24; settlement May 31

• 9% reverse convertible notes due Nov. 28, 2007 linked to Noble Corp.; via Barclays Capital; pricing May 24; settlement May 31

• 8.75% reverse convertible notes due May 29, 2008 linked to Nordstrom, Inc. common stock; via Barclays Capital; pricing May 24; settlement May 31

• 11.25% reverse convertible notes due Nov. 28, 2007 linked to Norfolk Southern Corp.; via Barclays Capital; pricing May 24; settlement May 31

• 11.1% reverse convertible notes due May 29, 2008 linked to Nucor Corp. common stock; 75% trigger; via Barclays Capital; pricing May 24; settlement May 30

• 13% reverse convertible notes due Nov. 28, 2007 linked to Pan American Silver Corp.; via Barclays Capital; pricing May 24; settlement May 31

• 10% reverse convertible notes due May 29, 2008 linked to Peabody Energy Corp. common stock; via Barclays Capital; pricing May 24; settlement May 31

• 9.5% reverse convertibles due May 29, 2008 linked to the Pep Boys - Manny, Moe & Jack; via Barclays Capital; pricing May 24; settlement May 31

• 9% reverse convertible notes due Nov. 28, 2007 linked to Qwest Communications International Inc.; via Barclays Capital; pricing May 24; settlement May 31

• 9.25% reverse convertible notes due May 29, 2008 linked to Rowan Cos., Inc. common stock; via Barclays Capital; pricing May 24; settlement May 31

• 10.35% reverse convertible notes due May 29, 2008 linked to Research in Motion Ltd. common stock; via Barclays Capital; pricing May 24; settlement May 31

• 0% Super Track Notes due May 30, 2012 linked to the S&P 500 index; via Barclays Capital; pricing May 24; settlement May 30

• 0% Super Track notes due June 27, 2008 linked to the S&P 500 index; via Barclays Capital; pricing May 24; settlement May 30

• 10.5% reverse convertible notes due May 29, 2008 linked to SanDisk Corp. common stock; via Barclays Capital; pricing May 24; settlement May 31

• 9.5% reverse convertible notes due May 29, 2008 linked to Schlumberger NV common stock; via Barclays Capital; pricing May 24; settlement May 31

• 13% reverse convertible notes due Nov. 28, 2007 linked to Seagate Technology; via Barclays Capital; pricing May 24; settlement May 31

• 19.5% reverse convertible notes due Nov. 28, 2007 linked to SiRF Technology Holdings, Inc.; via Barclays Capital; pricing May 24; settlement May 31

• 10% reverse convertible notes due Nov. 28, 2007 linked to Smurfit-Stone Container Corp.; via Barclays Capital; pricing May 24; settlement May 31

• 10.25% reverse convertibles due May 29, 2008 linked to Southwestern Energy Co.; via Barclays Capital; pricing May 24; settlement May 31

• 9.5% reverse convertible notes due Nov. 28, 2007 linked to St. Jude Medical, Inc.; via Barclays Capital; pricing May 24; settlement May 31

• 10.5% reverse convertible notes due Nov. 28, 2007 linked to Steel Dynamics, Inc.; via Barclays Capital; pricing May 24; settlement May 31

• 16% reverse convertible notes due Nov. 28, 2007 linked to SunPower Corp.; via Barclays Capital; pricing May 24; settlement May 31

• 9.5% reverse convertible notes due Nov. 28, 2007 linked to Target Corp.; via Barclays Capital; pricing May 24; settlement May 31

• 9% reverse convertible notes due Nov. 28, 2007 linked to Tiffany & Co.; via Barclays Capital; pricing May 24; settlement May 31

• 11.4% reverse convertibles due Nov. 28, 2007 linked to Time Warner Telecom Inc. stock; via Barclays Capital; pricing May 24; settlement May 31

• 11% reverse convertible notes due May 29, 2008 linked to Urban Outfitters, Inc. common stock; via Barclays Capital; pricing May 24; settlement May 31

• 9.75% reverse convertible notes due Nov. 28, 2007 linked to Valero Energy Corp.; via Barclays Capital; pricing May 24; settlement May 31

• 10.5% reverse convertibles due May 29, 2008 linked to WebMD Health Corp.; via Barclays Capital; pricing May 24; settlement May 31

• 10% reverse convertible notes due Nov. 28, 2007 linked to Whole Foods Market, Inc.; via Barclays Capital; pricing May 24; settlement May 31

• 0% buffered return enhanced notes due June 5, 2008 linked to the Dow Jones Euro Stoxx 50 index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing May 25; settlement May 30

• 9% reverse convertible notes due June 4, 2008 linked to Cisco Systems, Inc. common stock; via Barclays Capital; pricing June 1; settlement June 6

• 0% Super Track notes due Aug. 6, 2008 linked to the Dow Jones Euro Stoxx 50 index; via Barclays Capital; pricing June 1; settlement June 6

• 20% reverse convertible notes due Sept. 6, 2007 linked to Energy Conversion Devices, Inc. common stock; via Barclays Capital; pricing June 1; settlement June 6

• 13.75% three-month reverse convertible notes due Sept. 6, 2007 linked to LSI Logic Corp. common stock; via Barclays Capital; pricing June 1; settlement June 6

• 15.5% reverse convertible notes due Sept. 6, 2007 linked to NutriSystem Inc. common stock; via Barclays Capital; pricing June 1; settlement June 6

• 14% reverse convertible notes due Sept. 6, 2007 linked to Tenet Healthcare Corp. common stock; via Barclays Capital; pricing June 1; settlement June 6

• 16.5% three-month reverse convertible notes due Sept. 6, 2007 linked to Titanium Metals Corp. common stock; via Barclays Capital; pricing June 1; settlement June 6

• 17% six-month reverse convertible notes due Dec. 5, 2007 linked to Salesforce.com common stock; via Barclays Capital; pricing June 1; settlement June 6

• Automatically redeemable class A1 notes in the Smores structure due Oct. 25, 2029 linked to a reference pool; via Barclays Capital; settlement on June 13

• Automatically redeemable class A2 notes in the Smores structure due Oct. 25, 2029 linked to a reference pool; via Barclays Capital; settlement on June 13

• Automatically redeemable class B1 notes in the Smores structure due Oct. 25, 2029 linked to a reference pool; via Barclays Capital; settlement on June 13

• Automatically redeemable class B2 notes in the Smores structure due Oct. 25, 2029 linked to a reference pool; via Barclays Capital; settlement on June 13

• Zero-coupon iPath exchange-traded notes due 2037 linked to the CBOE S&P 500 Buy Write index; via Barclays Capital

• iPath exchange-traded notes due 2037 linked to the Japanese yen/dollar exchange rate; via Barclays Capital

THE BEAR STEARNS & COS. INC.

• 0% accelerated market participation securities due November 2008 linked to the Nikkei 225 index; via Bear, Stearns & Co. Inc.; pricing and settlement in May

• 0% accelerated market participation securities due May 2008 linked to the S&P 500; via Bear, Stearns & Co. Inc.; pricing and settlement in May

CALYON

• 15% upside-down reverse convertible notes due Aug. 31, 2007 linked to Toll Brothers Inc.; via JVB Financial Group, LLC; dealer will be Calyon Securities (USA) Inc.; pricing May 24; settlement May 31

• 16.25% upside-down reverse convertible notes due Aug. 31, 2007 linked to United States Steel Corp.; via JVB Financial Group, LLC; dealer will be Calyon Securities (USA) Inc.; pricing May 24; settlement May 31

CITIGROUP FUNDING INC.

• 11/2-year Premium mandatory Callable Equity-linked securities (Pacers) linked to eBay Inc. stock; via Citigroup Global Markets Inc.; pricing in May

• 7.5% to 8.5% notes due 2008 in the Equity LinKed Securities (ELKS) structure linked to the common stock of Lowe's Cos., Inc.; 80% trigger; via Citigroup Global Markets Inc.; pricing in May

• Stock Market Upturn Notes due 2008 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing in May

• Equity LinKed Securities (ELKS) due 2008 linked to the common stock of Hess Corp.; via Citigroup Global Markets Inc.; pricing in June

• 12% to 13% Equity LinKed Securities (ELKS) due 2007 linked to the common stock of SanDisk Corp.; 75% trigger; via Citigroup Global Markets Inc.; pricing in June

• 0% principal-protected notes due 2010 linked to light sweet crude oil, aluminum, copper and gold, weightings to be determined; via Citigroup

DEUTSCHE BANK AG, LONDON BRANCH

• Constant Maturity Swap (CMS) spread range notes due May 24, 2022; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing May 21; settlement May 24

• 0% performance securities due May 29, 2009 linked to the Deutsche Bank Balanced Currency Harvest index; via UBS Financial Services Inc. and Deutsche Bank Securities; pricing May 24; settlement May 31

• 0% performance securities with contingent protection due May 31, 2012 linked to the Dow Jones Euro Stoxx 50 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 24; settlement May 31

• 0% principal-protected notes due May 31, 2011 linked to the S&P 500 (33.4% weight), Dow Jones Euro Stoxx 50 (33.33% weight) and Nikkei 225 (33.33% weight) indexes; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 24; settlement May 31

• 0% performance securities with contingent protection due May 31, 2012 linked to the Hang Seng China Enterprises index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 24; settlement May 31

• 0% performance securities with partial protection expected to mature May 28, 2010 linked to an equally weighted Asian index basket consisting of the Hang Seng China Enterprises Index, Nikkei 225, Korea Stock Price Index 200 and MSCI Singapore Index; via UBS Financial Services Inc., Deutsche Bank Securities Inc.; pricing May 24; settlement May

• 0% performance securities with contingent protection due May 31, 2012 linked to the Nikkei 225 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 24; settlement May 31

• 0% performance securities with contingent protection due May 31, 2012 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 24; settlement May 31

• Zero-coupon principal-protected absolute return barrier notes due Nov. 28, 2008 linked to the Russell 2000; via UBS Financial Services Inc., Deutsche Bank Securities Inc.; pricing May 24; settlement May 31

• 0% principal-protected securities due May 29, 2009 linked to the Deutsche Bank Balanced Currency Harvest index; via Deutsche Bank Securities and Deutsche Bank Trust Co. Americas; pricing May 25; settlement May 31

• 0% parachute securities due May 29, 2009 linked to a basket consisting of the S&P 500 index (40% weight), Euro Stoxx 50 (30% weight) and Nikkei 225 (30% weight); via Deutsche Bank Securities and Deutsche Bank Trust Co. Americas; pricing May 25; settlement May 31

• Constant Maturity Swap (CMS) spread range notes due June 1, 2022; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing May 29; settlement June 1

EKSPORTFINANS ASA

• 0% exchangeable notes due May 25, 2010 Linked to the S&P 500 Composite Stock Price (40% weight), MSCI EAFE (25% weight), S&P MidCap 400 (20% weight) and Russell 2000 (15% weight) indexes; via Wachovia Capital Markets, LLC

• 0% enhanced participation notes due 2008 linked to the Topix index; via Goldman, Sachs & Co.

FORTIS BANK, CAYMAN ISLANDS BRANCH

• 18.5% knock-in reverse convertible securities due Aug. 29, 2007 linked to Allegheny Technologies, Inc. stock; 85% trigger; via Fortis Bank; pricing May 24; settlement May 31

• 12% knock-in reverse convertible securities due Aug. 29, 2007 linked to Apple Inc. stock; 85% trigger; via Fortis Bank; pricing May 24; settlement May 31

• 13.25% knock-in reverse convertible securities due Aug. 29, 2007 linked to Freeport-McMoRan Copper & Gold, Inc. stock; 80% trigger; via Fortis Bank; pricing May 24; settlement May 31

THE GOLDMAN SACHS GROUP INC.

• 0% enhanced-participation buffer notes linked to the MSCI World index; via Goldman, Sachs & Co.

• 0% enhanced total return notes due 2037 linked to the S&P GSCI Enhanced Commodity Total Return Strategy Index; via Goldman, Sachs & Co.

HARRIS NA

• 0% principal-protected positive outperformance certificates of deposit due May 31, 2011 linked to the performance of the S&P 100 index over the Russell 2000 index; pricing May 25; settlement May 31

HARTFORD LIFE INSURANCE CO.

• Zero-coupon principal-protected notes due June 11, 2014 linked to the S&P 500 index; via lead agent Bear, Stearns & Co. Inc.; pricing June 6; settlement June 11

HSBC BANK USA NA, NEW YORK BRANCH

• Global equity-linked basket certificate of deposit due May 25, 2012 linked to the S&P 500, Nikkei 225 and Dow Jones Euro Stoxx 50 indexes, equally weighted; via JVB Financial Group LLC; pricing May 21; settlement May 25

• Far East opportunity point-to-point certificates of deposit due May 31, 2012 linked to equal weights of the Nikkei 225, Hong Kong Hang Seng China Enterprises, Morgan Stanley Capital International Taiwan and Morgan Stanley Capital International Singapore Cash indexes; via LaSalle Bank NA; pricing May 25 settlement May 31

JPMORGAN CHASE & CO.

• At least 15% (29.35% annual equivalent) reverse exchangeable notes due Nov. 29, 2007 linked to the least-performing common stock in the Dow Jones Industrial Average, excluding JPMorgan's own stock; via J.P. Morgan Securities Inc.; pricing May 22; settlement May 25

• 11.4% reverse exchangeable notes due Nov. 29, 2007 linked to Whole Foods Market, Inc. stock; via J.P. Morgan Securities Inc.; pricing May 23; settlement May 29

• 2.5% (10% annual equivalent) reverse exchangeable notes due Aug. 31, 2007 linked to the common stock of Amazon.com, Inc.; via J.P. Morgan Securities Inc.; pricing May 24; settlement May 31

• 100% principal-protected notes due Nov. 28, 2008 linked to an equally weighted basket consisting of the Australian dollar, Canadian dollar, euro and Japanese yen, against the performance of the dollar; via J.P. Morgan Securities Inc.; pricing May 24; settlement May 30

• 0% buffered return enhanced notes due May 28, 2010 linked to an equally weighted index basket consisting of the Amex Hong Kong 30, Dow Jones Euro Stoxx 50 and S&P 500 indexes; via J.P. Morgan Securities Inc.; pricing May 24; settlement May 30

• 9.15% reverse exchangeable notes due May 30, 2008 linked to the common stock of The Bear Stearns Cos. Inc.; via J.P. Morgan Securities Inc.; pricing May 24; settlement May 31

• 100% principal-protected notes due Nov. 28, 2008 linked to an equally weighted basket consisting of the Brazilian real, Indian rupee, Mexican peso and New Turkish lira, against the performance of the dollar; via J.P. Morgan Securities Inc.; pricing May 24; settlement May 30

• 100% principal-protected notes due Nov. 30, 2012 linked to the Dow Jones - AIG Commodity Index; via J.P. Morgan Securities Inc.; pricing May 24; settlement May 30

• 100% principal-protected notes due Nov. 28, 2008 linked to a basket consisting of the Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via J.P. Morgan Securities Inc.; pricing May 24; settlement May 30

• 0% buffered return enhanced notes due May 27, 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 May 24; settlement May 30

• 0% principal-protected notes due May 31, 2011 linked to a basket containing equal weights of the Dow Jones Euro Stoxx 50 index, the Nikkei 225 index and the S&P 500 index; pricing May 24; settlement May 30

• 6.25% (25% annual equivalent) reverse exchangeable notes due Aug. 31, 2007 linked to the American Depositary Shares representing Elan Corp., plc; via J.P. Morgan Securities Inc.; pricing May 24; settlement May 31

• 3.5% (14% annual equivalent) reverse exchangeable notes due Aug. 31, 2007 linked to the common stock of The First Marblehead Corp.; via J.P. Morgan Securities Inc.; pricing May 24; settlement May 31

• 6% (12% annual equivalent) reverse exchangeable notes due Nov. 30, 2007 linked to the common stock of Ford Motor Co.; via J.P. Morgan Securities Inc.; pricing May 24; settlement May 31

• 10% (20% annual equivalent) reverse exchangeable notes due Nov. 30, 2007 linked to the common stock of Friedman, Billings, Ramsey Group, Inc.; via J.P. Morgan Securities Inc.; pricing May 24; settlement May 31

• 3.5635% (14.25% annual equivalent) reverse exchangeable notes due Aug. 31, 2007 linked to the common stock of Level 3 Communications, Inc.; via J.P. Morgan Securities Inc.; pricing May 24; settlement May 31

• 10.25% reverse exchangeable notes due May 30, 2008 linked to the common stock of Lazard Ltd.; via J.P. Morgan Securities Inc.; pricing May 24; settlement May 31

• 8.25% reverse exchangeable notes due May 30, 2008 linked to the common stock of Merrill Lynch & Co., Inc.; via J.P. Morgan Securities Inc.; pricing May 24; settlement May 31

• 0% lesser index principal-protected notes due April 10, 2008 linked to the Nikkei 225 and Dow Jones Euro Stoxx 50 indexes; via J.P. Morgan Securities Inc.; pricing May 24; settlement May 30

• 0% lesser index principal-protected notes due April 10, 2008 linked to the Nikkei 225 and S&P 500 indexes; via J.P. Morgan Securities Inc.; pricing May 24; settlement May 30

• 7.875% (15.75% annual equivalent) reverse exchangeable notes due Nov. 30, 2007 linked to the common stock of NutriSystems, Inc.; via J.P. Morgan Securities Inc.; pricing May 24; settlement May 31

• 6% (12% annual equivalent) reverse exchangeable notes due Nov. 30, 2007 linked to the common stock of SanDisk Corp.; via J.P. Morgan Securities Inc.; pricing May 24; settlement May 31

• 0% buffered return enhanced notes due May 27, 2010 linked to a basket consisting of the S&P 500 (30% weight), Nikkei 225 (30% weight), Dow Jones Euro Stoxx 50 (30% weight) and iShares MSCI Emerging Markets Index (10% weight); via J.P. Morgan Securities Inc.; pricing May 24; settlement May 30

• 6.5% (13% annual equivalent) reverse exchangeable notes due Nov. 30, 2007 linked to the common stock of Terex Corp.; via J.P. Morgan Securities Inc.; pricing May 24; settlement May 31

• 4.75% (19% annual equivalent) reverse exchangeable notes due Aug. 31, 2007 linked to the common stock of US Airways Group, Inc.; via J.P. Morgan Securities Inc.; pricing May 24; settlement May 31

• 0% principal-protected notes due May 29, 2009 linked to the U.S. Dollar index; via J.P. Morgan Securities Inc.; pricing May 24; settlement May 30

• 0% lesser index annual review notes linked to the S&P 500 and Nikkei 225 indexes; via J.P. Morgan Securities Inc.; pricing May 25; settlement May 31

JPMORGAN CHASE BANK, NA

• Callable range certificates of deposit due May 23, 2022 linked to the six-moth Libor rate; via J.P. Morgan Securities Inc.; pricing May 21; settlement May 23

• Contingent interest range certificates of deposit due May 27, 2008 linked to Exxon Mobil Corp. stock; via J.P. Morgan Securities Inc.; pricing May 24; settlement May 31

• Contingent interest range certificates of deposit due May 27, 2008 linked to General Motors Corp. stock; via J.P. Morgan Securities Inc.; pricing May 24; settlement May 31

• Contingent interest range certificates of deposit due May 27, 2008 linked to NYSE Euronext stock; via J.P. Morgan Securities Inc.; pricing May 24; settlement May 31

• Contingent payment dual-directional knock-out certificates of deposit due May 27, 2008 linked to the PHLX Housing Sector index; via J.P. Morgan Securities Inc.; pricing May 24; settlement May 31

LEHMAN BROTHERS HOLDINGS INC.

• Constant maturity swap callable spread daily accrual notes due May 31, 2022; via Lehman Brothers Inc. and UBS Financial Services Inc.; pricing May 23; settlement May 31

• 100% principal-protected callable daily range accrual notes due May 31, 2009 linked to the 10-year constant maturity U.S. Treasury (CMT) rate; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing May 23; settlement May 31

• 0% buffered return participation notes due June 1, 2010 linked to a basket consisting of the Dow Jones Euro Stoxx 50 (33.927% weight), the FTSE 100 (33.836% weight), the Nikkei 225 (22.627% weight) and S&P/ASX 200 (9.61% weight); via Lehman Brothers Inc.; pricing May 23; settlement May 31

• 100% principal protection notes due May 29, 2009 linked to a basket consisting of equal weights of the Chinese renminbi, the Indonesian rupiah, the Indian rupee and the Philippine peso; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing May 24; settlement May 31

• 17% reverse exchangeable notes due Nov. 30, 2007 linked to the common stock of General Motors Corp.; 75% trigger; via Lehman Brothers Inc.; pricing May 24; settlement May 31

• 19% reverse exchangeable notes due Nov. 30, 2007 linked to the common stock of JetBlue Airways Corp.; 80% trigger; via Lehman Brothers Inc.; pricing May 24; settlement May 31

• 0% bearish auto-callable notes with contingent protection linked to the KBW Mortgage Finance Index; via UBS Financial Services Inc. (lead agent) and Lehman Brothers Inc. (co-agent); pricing May 24; settlement May 31

• 16.5% reverse exchangeable notes due Nov. 30, 2007 linked to the common stock of Sirius Satellite Radio Inc.; 70% trigger; via Lehman Brothers Inc.; pricing May 24; settlement May 31

• 9% reverse exchangeable notes due May 31, 2008 linked to the common stock of The Western Union Co.; 80% trigger; via Lehman Brothers Inc.; pricing May 24; settlement May 31

• 17.5% reverse exchangeable notes due Nov. 30, 2007 linked to the common stock of XM Satellite Radio Holdings Inc.; 70% trigger; via Lehman Brothers Inc.; pricing May 24; settlement May 31

• Steepener notes due May 31, 2012 linked to the 30-year and 10-year Constant Maturity Swap (CMS) rates; via Lehman Brothers Inc.; pricing May 25; settlement May 31

• 0% buffered return participation notes due Nov. 30, 2010 linked to a basket consisting of the Dow Jones Euro Stoxx 50 index (39% weight), the FTSE 100 index (29% weight), the Nikkei 225 index (22% weight) and the S&P/ASX 200 index (10% weight); via Lehman Brothers Inc.; pricing May 25; settlement May 31

• 0% buffered return participation notes due June 1, 2010 linked to the Dow Jones Euro Stoxx 50 with a 33.927% weight, the FTSE 100 with a 33.836% weight, the Nikkei 225 with a 22.627% weight and the S&P/ASX 200 with a 9.610% weight; via Lehman Brothers Inc.; pricing May 25; settlement May 31

• 100% principal-protected three-month Foreign Exchange (FX) Digital Notes linked to the Brazilian real/dollar spot exchange rate; via Lehman Brothers Inc.

• 100% principal-protected three-month Double Conditional Range Notes linked to the British sterling pound/dollar and Canadian dollar/dollar spot exchange rates; via Lehman Brothers Inc.

• Zero-coupon principal-protected, 18-month Foreign Exchange notes linked to an equally weighted basket consisting of the Chinese renminbi, Malaysian ringgit, Indonesian rupiah and Singapore dollar; via Lehman Brothers Inc.

• 100% principal-protected three-year bonus notes linked to an equally weighted base metals basket including grade A copper, primary nickel, special high-grade zinc and high-grade aluminum; via Lehman Brothers Inc.

• Zero-coupon principal-protected, 18-month Foreign Exchange notes linked to an equally weighted basket consisting of the Hungarian forint, Swedish krona, Norwegian krone and Russian ruble; via Lehman Brothers Inc.

• Two-year 100% principal-protected notes linked to the Israeli shekel; via Lehman Brothers Inc.

MERRILL LYNCH & CO., INC.

• 0% buffered return enhanced notes due Sept. 3, 2008 linked to the FTSE 100 index via J.P. Morgan Securities Inc.; via J.P. Morgan Securities Inc.; pricing May 25; settlement May 30

• 0% notes due Aug. 29, 2008 in the Performance Leveraged Upside Securities (PLUS) structure linked to a basket consisting of the Amex China Index (50% weight), gold (20% weight), silver (15% weight) and platinum (15% weight); via Morgan Stanley & Co. Inc.; pricing and settlement in May

• 0% principal-protected notes due May 2022 linked to the 30-year, 10-year and two-year Constant Maturity Swaps (CMS) rates; via Merrill Lynch & Co.; pricing and settlement in May

• 0% Market Index Target-Term Securities (Mitts) due 2012 linked to equal weights of the FTSE/Xinhua China 25 and Hang Seng indexes; via Merrill Lynch & Co.; pricing and settlement in May

• 0% principal-protected callable notes due June 2009 linked to Libor; via Merrill Lynch & Co.; pricing in May; settlement in June

• 0% Accelerated Return Notes due August 2008 linked to the Nikkei 225 index; via Merrill Lynch & Co.; pricing in May; settlement in June

• Zero-coupon principal-protected notes due September 2008 linked to the Swiss franc/Japanese yen exchange rate; via Merrill Lynch & Co.; pricing in May; settlement in June

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

• 0% Accelerated Return Notes due August 2008 linked to a basket of equal weights of the Dow Jones Euro Stoxx 50, S&P/ASX 200, Hang Seng and Nikkei 225 indexes; via Merrill Lynch & Co.; settlement in June

• 0% Accelerated Return Notes due August 2008 linked to the Russell 2000 index; via Merrill Lynch & Co.; settlement in June

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

MORGAN STANLEY

• Protected buy-write securities due May 25, 2012 linked to the 2007-3 Dynamic Reference index; via Morgan Stanley & Co. Inc.; pricing and settlement in May

• 0% notes due June 30, 2008 in the Performance Leveraged Upside Securities (PLUS) structure linked to the Dow Jones - AIG Commodity index; via Morgan Stanley & Co. Inc.; pricing and settlement in May

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

• 0% Performance Leveraged Upside Securities (PLUS) due June 20, 2008 linked to the iShares MSCI Emerging Markets Index Fund; via Morgan Stanley & Co. Inc.; pricing and settlement in May

• 9% Stock Participation Accreting Redemption Quarterly-pay Securities (Sparqs) due June 20, 2008 mandatorily exchangeable for Lyondell Chemical Co. common stock; via Morgan Stanley & Co. Inc.; pricing and settlement in May

• 0% Trigger Performance Leveraged Upside Securities (PLUS) due May 22, 2009 linked to the MSCI EAFE index; via Morgan Stanley & Co. Inc.; pricing in May; settlement in May

• 0% Performance Leveraged Upside Securities (PLUS) due June 20, 2008 linked to the Nasdaq 100 index; via Morgan Stanley & Co. Inc.; pricing and settlement in May

• 11% to 12% reverse convertible securities (RevCons) due May 31, 2008 linked to the common stock of Netflix, Inc.; 80% trigger; via Morgan Stanley & Co. Inc.; pricing and settlement in May

• 100% principal-protected capital appreciation notes due June 26, 2017 linked to the common stocks of 130 companies; via Morgan Stanley

• Protected fund-linked securities due Dec. 20, 2012 linked to the performance of the 2007-1 fund dynamic reference index; via Morgan Stanley

• 0% currency-linked capital-protected notes due Nov. 30, 2009 linked to the Brazilian real, Chinese renminbi, Hungarian forint, Indian rupee Mexican peso and Turkish lira, all equally weighted; via Morgan Stanley & Co. Inc.

• 0% auto-callable securities due Dec. 9, 2008 linked to the KBW Mortgage Finance index; via Morgan Stanley & Co. Inc.

RABOBANK, NA

• 12% knock-in reverse convertible notes due May 30, 2008 linked to General Motors Corp. stock; 70% trigger; via LaSalle (distributor); pricing May 24; settlement May 30

• 9.2% knock-in reverse convertible notes due May 30, 2008 linked to Hewlett-Packard Co. stock; 85% trigger; via LaSalle (distributor); pricing May 24; settlement May 30

• 17.7% knock-in reverse convertible notes due Aug. 30, 2007 linked to IndyMac Bancorp, Inc. common stock; via LaSalle Financial Services, Inc.; pricing May 24, settlement May 30

• 34.75% knock-in reverse convertible notes due Aug. 30, 2007 linked to InterOil Corp. common stock; via LaSalle Financial Services, Inc.; pricing May 24; settlement May 30

• 19.7% knock-in reverse convertible notes due Aug. 30, 2007 linked to Onyx Pharmaceuticals, Inc. common stock; via LaSalle Financial Services, Inc.; pricing May 24; settlement May 30

• 10.35% knock-in reverse convertible notes due May 30, 2008 linked to Peabody Energy Corp. stock; 80% trigger; via LaSalle (distributor); pricing May 24; settlement May 30

• 12.1% knock-in reverse convertible notes due Nov. 30, 2007 linked to Riverbed Technology, Inc. common stock; via LaSalle Financial Services, Inc.; pricing May 24; settlement May 30

• 15.5% knock-in reverse convertible notes due May 30, 2008 linked to Vertex Pharmaceuticals Inc. stock; 65% trigger; via LaSalle (distributor); pricing May 24; settlement May 30

• 107.5% principal-protected certificates of deposit linked to equal weights of the MSCI Taiwan, the Dow Jones Euro Stoxx 50, the Nikkei 225 and the S&P 500 indexes; via distributor LaSalle Bank NA; pricing May 24; settlement May 30

ROYAL BANK OF CANADA

• 9% reverse convertible notes due May 28, 2008 linked to Best Buy Co., Inc. common stock; via RBC Capital Markets Corp.; pricing May 25; settlement May 31

• 14% reverse convertible notes due Aug. 29, 2007 linked to Cree, Inc.

common stock; via RBC Capital Markets Corp.; pricing May 25; settlement May 31

• 10% reverse convertible notes due May 28, 2008 linked to Cameco Corp.

common stock; via RBC Capital Markets Corp.; pricing May 25; settlement May 31

• 8.25% reverse convertible notes due May 28, 2008 linked to Cisco Systems, Inc.. common stock; via RBC Capital Markets Corp.; pricing May 25; settlement May 31

• 8.25% reverse convertible notes due May 28, 2008 linked to ConocoPhillips. common stock; via RBC Capital Markets Corp.; pricing May 25; settlement May 31

• 13% reverse convertible notes due Nov. 28, 2007 linked to Cutera, Inc.

common stock; via RBC Capital Markets Corp.; pricing May 25; settlement May 31

• 8.25% reverse convertible notes due Nov. 28, 2007 linked to Cypress Semiconductor Corp.. common stock; via RBC Capital Markets Corp.; pricing May 25; settlement May 31

• 19.5% reverse convertible notes due Aug. 29, 2007 linked to Elan Corp.

plc common stock; via RBC Capital Markets Corp.; pricing May 25; settlement May 31

• 9.3% reverse convertible notes due May 28, 2008 linked to Fastenal Co.. common stock; via RBC Capital Markets Corp.; pricing May 25; settlement May 31

• 15.25% reverse convertible notes due Nov. 28, 2007 linked to General Motors Corp. common stock; via RBC Capital Markets Corp.; pricing May 25; settlement May 31

• 9.65% reverse convertible notes due May 28, 2008 linked to Goldcorp, Inc. common stock; via RBC Capital Markets Corp.; pricing May 25; settlement May 31

• 8.25% reverse convertible notes due May 28, 2008 linked to The Goldman Sachs Group, Inc. common stock; via RBC Capital Markets Corp.; pricing May 25; settlement May 31

• 9% reverse convertible notes due May 28, 2008 linked to Halliburton Co. common stock; via RBC Capital Markets Corp.; pricing May 25; settlement May 31

• 11.6% reverse convertible notes due May 28, 2008 linked to Lindsay Corp. common stock; via RBC Capital Markets Corp.; pricing May 25; settlement May 31

• 11.85% reverse convertible notes due May 28, 2008 linked to Level 3 Communications, Inc. common stock; via RBC Capital Markets Corp.; pricing May 25; settlement May 31

• 11% reverse convertible notes due Aug. 29, 2007 linked to The Mosaic Co. common stock; via RBC Capital Markets Corp.; pricing May 25; settlement May 31

• 22% reverse convertible notes due Aug. 29, 2007 linked to NutriSystem, Inc. common stock; via RBC Capital Markets Corp.; pricing May 25; settlement May 31

• 12% reverse convertible notes due Nov. 28, 2007 linked to NYSE Euronext common stock; via RBC Capital Markets Corp.; pricing May 25; settlement May 31

• 10.25% reverse convertible notes due May 28, 2008 linked to Peabody Energy Corp. common stock; via RBC Capital Markets Corp.; pricing May 25; settlement May 31

• 9% reverse convertible notes due May 28, 2008 linked to Pengrowth Energy Trust common stock; via RBC Capital Markets Corp.; pricing May 25; settlement May 31

• 10.5% reverse convertible notes due Nov. 28, 2007 linked to Symantec Corp. common stock; via RBC Capital Markets Corp.; pricing May 25; settlement May 31

• 11.25% reverse convertible notes due May 28, 2008 linked to Taser International common stock; via RBC Capital Markets Corp.; pricing May 25; settlement May 31

• 10.85% reverse convertible notes due May 28, 2008 linked to Terex Corp. common stock; via RBC Capital Markets Corp.; pricing May 25; settlement May 31

• 10% reverse convertible notes due Nov. 28, 2007 linked to Valero Energy Corp.. common stock; via RBC Capital Markets Corp.; pricing May 25; settlement May 31

• 15.35% reverse convertible notes due May 28, 2008 linked to VeraSun Energy common stock; via RBC Capital Markets Corp.; pricing May 25; settlement May 31

• 12% reverse convertible notes due May 28, 2008 linked to Western Digital Corp. common stock; via RBC Capital Markets Corp.; pricing May 25; settlement May 31

• 17.75% reverse convertible notes due Nov. 28, 2007 linked to XM Satellite Radio Holdings Inc.. common stock; via RBC Capital Markets Corp.; pricing May 25; settlement May 31

• Zero-coupon principal-protected notes due Nov. 28, 2008 linked to the European Union euro; via RBC Capital Markets Corp.; pricing May 29; settlement May 31

• Zero-coupon principal-protected booster notes due May 31, 2012 linked to copper with a 30% weight, nickel with a 30% weight, zinc with a 30% weight and crude oil with a 10% weight; via RBC Capital Markets Corp.; settlement on May 31

SG STRUCTURED PRODUCTS INC.

• 0% notes due May 29, 2012 linked to the SGI Fed Model US index; via LaSalle Financial Services, Inc.; pricing May 21; settlement May 25

• 0% Commodities Booster Plus Notes series 2007-3 due May 30, 2012 linked to equal weights of light sweet crude oil, grade A copper, primary nickel, special high-grade zinc and primary aluminum; via LaSalle Financial Services, Inc.; pricing May 24; settlement May 30

SOCIETE GENERALE, NEW YORK BRANCH

• 17.1% annualized ReConvs due Nov. 30, 2007 linked to Advanced Micro Devices Inc. common stock; 80% trigger; via Societe Generale; pricing May 29; settlement May 30

• 15.45% annualized ReConvs due Nov. 30, 2007 linked to AirTran Holdings Inc. common stock; 80% trigger; via Societe Generale; pricing May 29; settlement May 30

• 11.5% ReConvs due May 30, 2008 linked to Apple Inc. common stock; 80% trigger; via Societe Generale; pricing May 29; settlement May 30

• 12% ReConvs due May 30, 2008 linked to Arch Coal Inc. common stock; 80% trigger; via Societe Generale; pricing May 29; settlement May 30

• 11% ReConvs due May 30, 2008 linked to Boston Scientific Corp. common stock; 75% trigger; via Societe Generale; pricing May 29; settlement May 30

• 13.1% annualized ReConvs due Nov. 30, 2007 linked to Cameco Corp. common stock; 80% trigger; via Societe Generale; pricing May 29; settlement May 30

• 10.5% ReConvs due May 30, 2008 linked to Celgene Corp. common stock; 70% trigger; via Societe Generale; pricing May 29; settlement May 30

• 16.4% annualized Tempo ReConvs due Nov. 30, 2007 linked to Circuit City Stores Inc. common stock; 80% trigger; via Societe Generale; pricing May 29; settlement May 30

• 16.6% annualized ReConvs due Aug. 30, 2007 linked to Companhia Vale do Rio Doce common stock; 90% trigger; via Societe Generale; pricing May 29; settlement May 30

• 9.1% ReConvs due May 30, 2008 linked to ConocoPhillips common stock; 85% trigger; via Societe Generale; pricing May 29; settlement May 30

• 10.5% ReConvs due May 30, 2008 linked to Consol Energy Inc. common stock; 70% trigger; via Societe Generale; pricing May 29; settlement May 30

• 17.2% annualized Tempo ReConvs due Nov. 30, 2007 linked to Dynegy Inc. common stock; 80% trigger; via Societe Generale; pricing May 29; settlement May 30

• 18.5% annualized Tempo ReConvs due Nov. 30, 2007 linked to General Motors Corp. common stock; 80% trigger; via Societe Generale; pricing May 29; settlement May 30

• 12.2% annualized ReConvs due Nov. 30, 2007 linked to Goldcorp Inc. common stock; 80% trigger; via Societe Generale; pricing May 29; settlement May 30

• 14.3% annualized ReConvs due Nov. 30, 2007 linked to Goodyear Tire & Rubber Co. common stock; 80% trigger; via Societe Generale; pricing May 29; settlement May 30

• 17.15% annualized ReConvs due Aug. 30, 2007 linked to IndyMac Bancorp Inc. common stock; 80% trigger; via Societe Generale; pricing May 29; settlement May 30

• 36% annualized Worst-of ReConvs due Aug. 30, 2007 linked to the common stocks of IndyMac Bancorp Inc., Companhia Vale do Rio Doce and Rambus Inc.; 80% trigger; via Societe Generale; pricing May 29; settlement May 30

• 12.5% ReConvs due May 30, 2008 linked to Las Vegas Sands Corp. common stock; 80% trigger; via Societe Generale; pricing May 29; settlement May 30

• 15% annualized ReConvs due Nov. 30, 2007 linked to Lehman Brothers Holdings Inc. common stock; 85% trigger; via Societe Generale; pricing May 29; settlement May 30

• 9% annualized ReConvs due Nov. 30, 2007 linked to Lowe's Cos. Inc. common stock; 85% trigger; via Societe Generale; pricing May 29; settlement May 30

• 10% ReConvs due May 30, 2008 linked to Norfolk Southern Corp. common stock; 80% trigger; via Societe Generale; pricing May 29; settlement May 30

• 16.6% annualized Tempo ReConvs due Nov. 30, 2007 linked to NutriSystem Inc. common stock; 70% trigger; via Societe Generale; pricing May 29; settlement May 30

• 9.5% annualized ReConvs due Nov. 30, 2007 linked to Occidental Petroleum Corp. common stock; 85% trigger; via Societe Generale; pricing May 29; settlement May 30

• 14.2% annualized Tempo ReConvs due Nov. 30, 2007 linked to Seagate Technology common stock; 80% trigger; via Societe Generale; pricing May 29; settlement May 30

• 10% annualized ReConvs due Nov. 30, 2007 linked to Qwest Communications International Inc. common stock; 80% trigger; via Societe Generale; pricing May 29; settlement May 30

• 12.8% annualized Tempo ReConvs due Nov. 30, 2007 linked to Whole Foods Market Inc. common stock; 80% trigger; via Societe Generale; pricing May 29; settlement May 30

UBS AG

• 9.25% to 10.25% yield optimization notes with contingent protection due May 30, 2008 linked to Abode Systems Inc. stock; 75% trigger; via UBS Investment Bank and UBS Financial Services Inc.; pricing May 24; settlement May 31

• Call warrants expiring May 21, 2009 linked to the common stock of AMB Property Corp. (6.67% weight), Expeditors International of Washington Inc. (6.67% weight), FedEx Corp. (6.67% weight), United Technologies Corp. (6.67% weight), the Goldman Sachs Group (6.67% weight), Goodrich Corp. (6.67% weight), Nike Inc. (6.67% weight), Proctor & Gamble Co. (6.67% weight), Starbucks Corp. (6.66% weight) and Aflac Inc. (6.66% weight) and the American Depositary shares of Infosys Technologies Ltd. (6.67% weight), Rio Tinto plc (6.67% weight), Nokia Corp. (6.66% weight), China Mobile Ltd. (6.66% weight) and Melco PBL Entertainment Macau Ltd. (6.66% weight); via UBS Investment Bank and UBS Financial Services Inc.; pricing May 24

• 10.5% to 11.5% yield optimization notes with contingent protection due May 30, 2008 linked to Apple Inc. stock; 75% trigger; via UBS Investment Bank and UBS Financial Services Inc.; pricing May 24; settlement May 31

• 0% performance tracking securities due May 31, 2012 linked to the CBOE S&P Buy Write (BXM) index; via UBS Investment Bank and UBS Financial Services Inc.; pricing May 24; settlement May 31

• 0% return optimization securities due Nov. 28, 2008 linked to the Dow Jones Euro Stoxx 50 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing May 24; settlement May 31

• 0% autocallable return optimization securities with contingent protection due June 2, 2008 linked to the euro/dollar exchange rate; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 24

• 8% to 9% yield optimization notes with contingent protection due May 30, 2008 linked to the Goldman Sachs Group Inc. stock; 75% trigger; via UBS Investment Bank and UBS Financial Services Inc.; pricing May 24; settlement May 31

• 0% return optimization securities due Nov. 28, 2008 linked to the Nasdaq 100 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing May 24; settlement May 31

• 0% return optimization securities due Nov. 28, 2008 linked to the Nikkei 225 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing May 24; settlement May 31

• 0% return optimization securities due Nov. 28, 2008 linked to the S&P 500 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing May 24; settlement May 31

• Zero-coupon principal-protection absolute return barrier notes due Nov. 28, 2008 linked to the S&P 500 index; via UBS Securities LLC and UBS Financial Services Inc.; pricing May 24; settlement May 31

• 9.75% to 10.75% yield optimization notes with contingent protection due May 30, 2008 linked to Whole Foods Market Inc. stock; 75% trigger; via UBS Investment Bank and UBS Financial Services Inc.; pricing May 24; settlement May 31

• 0% performance tracking securities due June 29, 2012 linked to UBS Bloomberg Constant Maturity Commodity index Horizon Total Return; pricing June 25; settlement June 29

WACHOVIA CORP.

• 0% principal-protected notes due 2008 linked to a basket of equal weights of the Brazilian real, Mexican peso, Turkish lira, Hungarian forint, Indonesian rupiah and Indian rupee, all relative to the dollar; via Wachovia Securities

• 9% to 10% enhanced yield securities due June 5, 2008 linked to Consol Energy Inc. stock; 75% trigger; via Wachovia Securities

• 9% to 10% enhanced yield securities due June 5, 2008 linked to Goldcorp Inc. stock; 75% trigger; via Wachovia Securities

• 0% enhanced growth securities due Dec. 10, 2008 linked to the Nikkei 225 index; via Wachovia Securities

• 9.5% to 10% enhanced yield securities due June 5, 2008 linked to Whole Foods Market, Inc. stock; 80% trigger; via Wachovia Securities

WELLS FARGO & CO.

• 0% enhanced participation securities with partial principal protection due June 2011 linked to equal weights of the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500 indexes; via Wells Fargo Securities, LLC

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