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Published on 5/12/2008 in the Prospect News Structured Products Daily.

Structured Products Calendar

ABN AMRO BANK NV

• 24.75% annualized Knock-in Reverse Exchangeable Securities due Nov. 14, 2008 linked to the common stock of Dryships Inc.; 70% trigger; via ABN Amro Inc.; pricing May 13

• 14.5% Knock-in Reverse Exchangeable Securities due Aug. 19, 2008 linked to Apple Inc. common stock; 80% trigger; via ABN Amro Inc.; pricing May 14

• 16.75% Knock-in Reverse Exchangeable Securities due Nov. 19, 2008 linked to Freeport-McMoRan Copper & Gold Inc. common stock; via ABN Amro Inc.; pricing May 14

• 12.5% Knock-in Reverse Exchangeable Securities due May 19, 2009 linked to McDermott International, Inc. common stock; 70% trigger; via ABN Amro Inc.; pricing May 14

• 14.5% Knock-in Reverse Exchangeable Securities due Nov. 19, 2008 linked to Research in Motion Ltd. common stock; via ABN Amro Inc.; pricing May 14

AMERICAN INTERNATIONAL GROUP, INC.

• Zero-coupon principal-protected notes due 2010 linked to equal weights of the Hong Kong dollar, Indian rupee, Indonesian rupiah, Malaysian ringgit and Singapore dollar; via Lehman Brothers Inc.

BANK OF AMERICA

• Zero-coupon principal-protected notes due May 28, 2010 linked to equal weights of the Brazilian real and the Mexican peso; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing May 27

• 0% Minimum Return Equity Appreciation Growth Linked Securities (Index Eagles) due May 28, 2014 linked to Russell 2000 index; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing May 27

• 0% buffered Strategic Equity Exposure Performance Linked Securities (Steepls) due June 1, 2010 linked to the MSCI EAFE index; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing in May

• 0% buffered Strategic Equity Exposure Performance Linked Securities (Steepls) due Aug. 31, 2009 linked to the S&P 500 index; 90% trigger; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing in May

BARCLAYS BANK PLC

• 0% Super Track Notes due June 19, 2009 linked to the S&P 500; via Barclays Capital; pricing May 16

• 8.25% reverse convertible notes due Aug. 20, 2008 linked to shares of the SPDR Trust, series 1; 90% trigger; via Barclays Capital; pricing May 16

• 16.25% annualized reverse convertible notes due Nov. 26, 2008 linked to Allegheny Technologies Inc. common stock; 75% trigger; via Barclays Capital; pricing May 22

• 10.25% reverse convertible notes due May 18, 2009 linked to Deere & Co. common stock; 75% trigger; via Barclays Capital; pricing May 22

• Zero-coupon 100% principal-protected notes due May 25, 2011 linked to the dollar versus the Canadian dollar, Russian ruble, Indian rupee and Chinese yuan; via Barclays Capital; pricing May 22

• 17.5% annualized reverse convertible notes due Nov. 26, 2008 linked to Frontier Oil Corp. common stock; 65% trigger; via Barclays Capital; pricing May 22

• 9% reverse convertible notes due May 18, 2009 linked to Occidental Petroleum Corp. common stock; 70% trigger; via Barclays Capital; pricing May 22

• 11.75% reverse convertible notes due May 27, 2009 linked to Peabody Energy Corp. common stock; 70% trigger; via Barclays Capital; pricing May 22

• 20% annualized reverse convertible notes due Nov. 26, 2008 linked to Potash Corp. of Saskatchewan Inc. common stock; 70% trigger; via Barclays Capital; pricing May 22

• 11% reverse convertible notes due May 27, 2009 linked to United States Steel Corp. common stock; 65% trigger; via Barclays Capital; pricing May 22

• 8.25% reverse convertible notes due May 29, 2009 linked to Adobe Systems Inc. stock; via Barclays Capital; pricing May 27

• 15.5% reverse convertible notes due Nov. 28, 2009 linked to Agrium Inc. stock; via Barclays Capital; pricing May 27

• 13.5% reverse convertible notes due Nov. 28, 2009 linked to Alcoa Inc. stock; via Barclays Capital; pricing May 27

• 14% reverse convertible notes due May 29, 2009 linked to Amazon.com, Inc. stock; 75% trigger; via Barclays Capital Inc.; pricing May 27

• 13.25% reverse convertible notes due Nov. 28, 2009 linked to American International Group, Inc. stock; via Barclays Capital; pricing May 27

• 10.75% reverse convertible notes due Nov. 28, 2009 linked to American Express Co. stock; via Barclays Capital; pricing May 27

• 15.25% reverse convertible notes due Nov. 28, 2009 linked to Apple Inc. stock; via Barclays Capital; pricing May 27

• 15.5% reverse convertible notes due Nov. 28, 2009 linked to Arch Coal, Inc. stock; via Barclays Capital; pricing May 27

• 10% reverse convertible notes due May 29, 2009 linked to Bank of America Corp. common stock; 80% trigger; via Barclays Capital Inc.; pricing May 27

• Zero-coupon 100% principal-protected notes due Nov. 30, 2011 linked to the Barclays Intelligent Carry Index; pricing May 27

9.5% reverse convertible notes due Nov. 28, 2009 linked to BB&T Corp.

stock; via Barclays Capital; pricing May 27

10.5% reverse convertible notes due Nov. 28, 2009 linked to Best Buy Co., Inc. stock; via Barclays Capital; pricing May 27

• 11% reverse convertible notes due Nov. 28, 2009 linked to BJ Services Co. stock; via Barclays Capital; pricing May 27

• 9.25% reverse convertible notes due May 29, 2009 linked to Bristol-Myers Squibb Co. stock; via Barclays Capital; pricing May 27

• Zero-coupon 100% principal-protected notes due June 2, 2011 linked to the performance of the dollar versus equal weights of the British pound, euro and Japanese yen; via Barclays Capital Inc.; pricing May 27

• 11.75% reverse convertible notes due Nov. 28, 2009 linked to Celgene Corp. stock; via Barclays Capital; pricing May 27

• 11.25% reverse convertible notes due Nov. 28, 2009 linked to Citigroup Inc. stock; via Barclays Capital; pricing May 27

• 8.5% reverse convertible notes due Nov. 28, 2009 linked to ConocoPhillips stock; via Barclays Capital; pricing May 27

• 20% reverse convertible notes due Nov. 28, 2009 linked to Continental Airlines, Inc. stock; via Barclays Capital; pricing May 27

• Zero-coupon 100% principal-protected notes due June 2, 2010 linked to Dow Jones - AIG Commodity index; via Barclays Capital Inc.; pricing May 27

• 0% return optimization securities with contingent return due Nov. 30, 2009 linked to Dow Jones Euro Stoxx 50 index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing May 27

• 9% annualized reverse convertible notes due Nov. 28, 2008 linked to the Financial Select Sector SPDR fund; 80% trigger; via Barclays Capital Inc.; pricing May 27

• 15.5% reverse convertible notes due May 29, 2009 linked to General Motors Corp. stock; via Barclays Capital; pricing May 27

• 12% annualized reverse convertible notes due Nov. 28, 2008 linked to the iShares MSCI Brazil index fund; 80% trigger; via Barclays Capital Inc.; pricing May 27

• 9.25% annualized reverse convertible notes due Nov. 28, 2008 linked to the iShares MSCI Emerging Markets index fund; 80% trigger; via Barclays Capital Inc.; pricing May 27

• 10% annualized reverse convertible notes due Nov. 28, 2008 linked to the iShares S&P Latin America 40 index fund; 80% trigger; via Barclays Capital Inc.; pricing May 27

• 13.5% annualized reverse convertible notes due Dec. 2, 2008 linked to Joy Global Inc. common stock; 75% trigger; Barclays Capital Inc.; pricing May 27

• 12.25% reverse convertible notes due May 29, 2009 linked to Las Vegas Sands Corp. stock; via Barclays Capital; pricing May 27

• 12% reverse convertible notes due May 29, 2009 linked to Monsanto Co. stock; via Barclays Capital; pricing May 27

• 10% reverse convertible notes due May 29, 2009 linked to Merck & Co., Inc. stock; via Barclays Capital; pricing May 27

• 0% return optimization securities with contingent return due Nov. 30, 2009 linked to the Nikkei 225 index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing May 27

• 9.5% reverse convertible notes due May 29, 2009 linked to Norfolk Southern Corp. stock; via Barclays Capital; pricing May 27

• 15.25% reverse convertible notes due Nov. 28, 2009 linked to Peabody Energy Corp. stock; via Barclays Capital; pricing May 27

• 9.25% reverse convertible notes due May 29, 2009 linked to Qualcomm Inc. stock; via Barclays Capital; pricing May 27

• 14% reverse convertible notes due May 29, 2009 linked to Research In Motion Ltd. common stock; 60% trigger; via Barclays Capital Inc.; pricing May 27

• 0% return optimization securities with contingent return due June 4, 2009 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing May 27

• 10% reverse convertible notes due May 29, 2009 linked to Schlumberger NV stock; via Barclays Capital; pricing May 27

• 10% reverse convertible notes due May 29, 2009 linked to Seagate Technology stock; via Barclays Capital; pricing May 27

• 17% reverse convertible notes due May 29, 2009 linked to SunPower Corp. stock; via Barclays Capital; pricing May 27

CAMBRIDGE BANK

• Index Powered certificates of deposit due Feb. 25, 2013 linked to the S&P 500 index; via Financial Northeastern Securities; pricing May 20

CITIGROUP FUNDING INC.

• Zero-coupon principal-protected notes due May 2010 linked to equal weights of the Brazilian real, Russian ruble, Indian rupee and Chinese yuan; via Citigroup Global Markets Inc.; pricing in May

• 10.5% to 12.5% Equity LinKed Securities (ELKS) due November 2008 linked to American Depository Receipts of Cemex, SAB de CV; 75% trigger; via Citigroup Global Markets Inc.; pricing in May

• 0% Strategic Market Access Notes due in 2011 linked to the Citi U.S. Equity Model Index; via Citigroup Global Markets Inc.; pricing in May

• 12% to 15% six-month Equity LinKed Securities (ELKS) linked to Monsanto Co. common stock; via Citigroup Global Markets Inc.; pricing in May

• 13% to 16% one-year Equity LinKed Securities (ELKS) linked to Research In Motion Ltd. common stock; 75% trigger; Citigroup Global Markets Inc.; pricing in May

• 8% to 10% one-year Equity LinKed Securities (ELKS) linked to Schlumberger, Ltd. common stock; Citigroup Global Markets Inc.; pricing in May

• 0% medium-term notes due 2009 linked to an equally weighted basket including the Australian dollar, Brazilian real, Canadian dollar, Swiss franc and Japanese yen and an equally weighted basket including the euro and British pound; via Citigroup Global Markets Inc.

• One-year notes linked euro and British pound, versus dollar; via Citigroup Global Markets Inc.

• Zero-coupon principal-protected notes due 2013 linked to the S&P GSCI Agriculture Index - Excess Return (30% weight) and the front-month light sweet crude oil contract, the front-month natural gas contract, aluminum, copper, nickel and gold (each with a roughly 11.666% weight) via Citigroup Global Markets Inc.

CREDIT SUISSE, NASSAU BRANCH

• 12% callable yield notes due May 29, 2009 linked to the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500 indexes; 71% to 73% trigger; via Credit Suisse Securities (USA) LLC; pricing May 22

• 14% to 16% callable yield notes due May 29, 2009 linked to Goldman Sachs Group, Inc. JPMorgan Chase & Co. and American International Group, Inc.; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing May 22

• 12% callable yield notes due May 29, 2009 linked to the S&P 500 index, the Russell 2000 index and the Dow Jones Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing May 22

• 14% annualized reverse convertible securities due Nov. 21, 2008 linked to the common stock of Ford Motor Co.; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing in May

• 0% Accelerated Return Equity Securities (ARES) due June 29, 2009 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing in May

• 13% annualized reverse convertible securities due Nov. 19, 2008 linked to the common stock of Visa Inc.; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing in May

DEUTSCHE BANK AG, LONDON BRANCH

• 0% Buffered Underlying Securities (BUyS) due Nov. 30, 2009 linked to the Financial Select Sector SPDR Fund; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing May 23

• 0% Buffered Underlying Securities (BUyS) expected to mature Nov. 30, 2009 linked to the MSCI EAFE, Russell 2000 and S&P 500 indexes; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing May 23

• 0% Buffered Underlying Securities (BUyS) due Nov. 30, 2009 linked to the Nasdaq 100 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing May 23

• Zero-coupon 100% principal protection barrier M-notes due Nov. 30, 2009 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing May 23

• Zero-coupon 100% principal protection barrier M-notes due Jan. 29, 2010 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing May 23

• 0% Buffered Underlying Securities (BUyS) due May 31, 2011 linked to the Deutsche Bank Liquid Commodity Index - Mean Reversion Excess Return; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing May 27

• 0% Buffered Underlying Securities (BUyS) due Nov. 29, 2011 linked to the Deutsche Bank Liquid Commodity Index - Mean Reversion Excess Return; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing May 27

• 0% securities due June 2, 2011 linked to the Deutsche Bank Liquid Commodity Index - Mean Reversion Plus Excess Return; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing May 27

• 0% call warrants linked to the performance of the Deutsche Bank X-Alpha USD Excess Return Index; via Deutsche Bank Securities Inc. and Oppenheimer & Co.; pricing May 27

• 0% performance securities with partial protection due May 31, 2012 linked to the Dow Jones Euro Stoxx 50, FTSE 100, Nikkei 225, Swiss Market, S&P/ASX 200 and MSCI Emerging Markets indexes; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 27

• 0% principal protection notes due May 28, 2010 linked to the Indonesian rupiah, Indian rupee, Malaysian ringgit and Philippine peso, each against dollar; via UBS Financial Services Inc. and Deutsche Bank Securities; pricing May 27

• 0% principal-protected absolute return barrier securities due Nov. 30, 2009 linked to the MSCI EAFE index; via UBS Financial Services Inc. and Deutsche Bank Securities; pricing May 27

• 0% Buffered Underlying Securities (BUyS) due May 30, 2013 linked to the MSCI EAFE, MSCI Emerging Markets and the Deutsche Bank Balanced Currency Harvest indexes; 80% trigger; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing May 27

• 0% performance securities with contingent protection due May 31, 2011 linked to an S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 27

• 0% performance securities with contingent protection due May 31, 2013 linked to an S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 27

EKSPORTFINANS ASA

• 14% annualized reverse convertible notes due Nov. 21, 2008 linked to Akamai Technologies, Inc. common stock; via Natixis Securities North America Inc.; pricing May 16

• 14.8% annualized reverse convertible notes due Nov. 21, 2008 linked to CB Richard Ellis Group, Inc. common stock; via Natixis Securities North America Inc.; pricing May 16

• 15.7% annualized reverse convertible notes due Nov. 21, 2008 linked to Focus Media Holding common stock; via Natixis Securities North America Inc.; pricing May 16

• 15.6% annualized reverse convertible notes due Nov. 21, 2008 linked to Shanda Interactive Entertainment Ltd. common stock; via Natixis Securities North America Inc.; pricing May 16

• 18.7% annualized reverse convertible notes due Nov. 28, 2008 linked to DryShips Inc. common stock; 60% trigger; via Natixis Securities North America Inc.; pricing May 22

• 16.6% annualized reverse convertible notes due Nov. 28, 2008 linked to Freeport-McMoRan Copper & Gold Inc. common stock; 70% trigger; via Natixis Securities North America Inc.; pricing May 22

• 14.8% annualized reverse convertible notes due Nov. 28, 2008 linked to General Motors Corp. common stock; 60% trigger; via Natixis Securities North America Inc.; pricing May 22

• 10% annualized reverse convertible notes due Dec. 1, 2008 linked to Amgen Inc. common stock; 85% trigger; via Natixis Securities North America Inc.; pricing May 27

• 14.5% reverse convertible notes due June 1, 2009 linked to Monsanto Co. common stock; 85% trigger; via Natixis Securities North America Inc.; pricing May 27

• Constant Maturity Swap range accrual notes due May 30, 2008; via Banc of America Securities LLC; pricing in May

• 0% access securities with capped upside and buffered downside due June 1, 2010 linked to the MSCI EAFE index; 80% trigger; via agent Wachovia Capital Markets, LLC; pricing in May

• 10.5% to 11.5% enhanced yield securities due Nov. 25, 2008 linked to Barrick Gold Corp. common stock; via Wachovia Capital Markets, LLC

• 12.5% to 13.5% enhanced yield securities due Nov. 25, 2008 linked to Humana Inc. common stock; via Wachovia Capital Markets, LLC

• 9% to 10% enhanced yield securities due Nov. 25, 2008 linked to Merck & Co., Inc. common stock; via Wachovia Capital Markets, LLC

• 0% enhanced growth securities with capped upside due Nov. 5, 2009 linked to the S&P 400 MidCap index; via agent Wachovia Capital Markets, LLC

• 0% enhanced growth securities with capped upside due Dec. 10, 2009 linked to the S&P 500 index; via Wachovia Capital Markets, LLC

• 0% access securities with capped upside and buffered downside due June 1, 2010 linked to the S&P 500 index; 85% trigger; via agent Wachovia Capital Markets, LLC

• 0% absolute return range notes due Dec. 10, 2009 linked to the S&P 500 index; via Wachovia Capital Markets, LLC

• 12% to 13% enhanced yield securities due Nov. 25, 2008 linked to Tiffany & Co. common stock; via Wachovia Capital Markets, LLC

GOLDMAN SACHS GROUP, INC.

• 0% leveraged notes due 2010 linked to equal weights of CBOT corn, CBOT soybeans and CBOT wheat; via Goldman, Sachs & Co.

• Range accrual notes linked to performance of the S&P 500 index and the movement of the 10-Year Constant Maturity Treasury (CMT) rate; via Goldman, Sachs & Co.

• 0% absolute return trigger notes linked to the S&P 500 index; via Goldman, Sachs & Co.

HSBC USA INC.

• 0% autocallable optimization securities with contingent protection due Nov. 18, 2009 linked to the S&P 500 Financials index; via UBS Financial Services Inc. and HSBC USA Inc.; pricing May 13

• 0% return optimization securities with partial protection due Nov. 30, 2009 linked to the MSCI EAFE index; via UBS Financial Services Inc. and HSBC USA Inc.; pricing May 27

• 0% enhanced market participation notes due July 30, 2009 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing May 27

• 0% enhanced market participation notes due Aug. 31, 2009 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing May 27

• 0% return optimization securities with partial protection due Nov. 30, 2009 linked to S&P 500 index; via UBS Financial Services Inc. and HSBC USA Inc.; pricing May 27

JPMORGAN CHASE & CO.

• Zero-coupon 100% principal-protected notes due Nov. 22, 2010 linked equal weights of the Brazilian real, Indian rupee, Mexican peso and new Turkish lira; via J.P. Morgan Securities Inc.; pricing May 16

• Zero-coupon principal-protected asset allocation notes due May 30, 2014 linked to the best performer of three reference portfolios that each consist of four asset classes; via J.P. Morgan Securities Inc.; pricing May 27

• Zero-coupon principal-protected asset allocation notes due May 31, 2013 linked to currency, commodities, debt and equity baskets; via J.P. Morgan Securities Inc.; pricing May 27

• 10% reverse exchangeable notes due May 29, 2009 linked to Alcoa Inc. common stock; via J.P. Morgan Securities Inc.; pricing May 27

• 14% reverse exchangeable notes due Dec. 1, 2008 linked to the Allegheny Technologies, Inc. common stock; 65% trigger; via J.P. Morgan Securities Inc.; pricing May 27

• 13.5% annualized autocallable reverse exchangeable notes due Dec. 1, 2008 linked to Amazon.com, Inc. common stock; 70% trigger; via J.P. Morgan Securities Inc.; pricing May 27

• 10.25% reverse exchangeable notes due May 29, 2009 linked to American Express Co. common stock; via J.P. Morgan Securities Inc.; pricing May 27

• 14% reverse exchangeable notes due Dec. 1, 2008 linked to the Apple Inc. common stock; 75% trigger; via J.P. Morgan Securities Inc.; pricing May 27

• 11.25% reverse exchangeable notes due May 29, 2009 linked to Apple Inc. common stock; via J.P. Morgan Securities Inc.; pricing May 27

• At least 20% reverse exchangeable notes due Dec. 1, 2008 linked to the least-performing common stock out of Apple Inc., Google Inc., Microsoft Corp. and Qualcomm Inc. common stocks; via J.P. Morgan Securities Inc.; Pricing May 27

• 12.5% reverse exchangeable notes due Dec. 1, 2008 linked to the Bank of America Corp. common stock; 80% trigger; via J.P. Morgan Securities Inc.; pricing May 27

• 10.3% reverse exchangeable notes due May 29, 2009 linked to Bank of America Corp. common stock; via J.P. Morgan Securities Inc.; pricing May 27

• 0% principal-protected dual directional notes due Nov. 30, 2010 linked to equal weights of Brazilian real, Russian ruble, South Korean won, Chinese renminbi and Indian rupee; via J.P. Morgan Securities Inc.; pricing May 27

• 10% reverse exchangeable notes due May 29, 2009 linked to the Citigroup Inc. common stock; 65% trigger; via J.P. Morgan Securities Inc.; pricing May 27

• 11.5% reverse exchangeable notes due Dec. 1, 2008 linked to the Deere & Co. common stock; 75% trigger; via J.P. Morgan Securities Inc.; pricing May 27

• 14% annualized reverse exchangeable notes due Dec. 1, 2008 linked to Foster Wheeler Ltd. common stock; 65% trigger; via J.P. Morgan Securities Inc.; pricing May 27

• 20% annualized autocallable reverse exchangeable notes due Dec. 1, 2008 linked to General Motors Corp. common stock; 60% trigger; via J.P. Morgan Securities Inc.; pricing May 27

• 17.25% reverse exchangeable notes due Aug. 29, 2009 linked to General Motors Corp. common stock; via J.P. Morgan Securities Inc.; pricing May 27

• 10.25% annualized reverse exchangeable notes due Dec. 1, 2008 linked to Intel Corp. common stock.; 80% trigger; via J.P. Morgan Securities Inc.; pricing May 27

• 11.25% annualized reverse exchangeable notes due Dec. 1, 2008 linked to Jacobs Engineering Group Inc. common stock; 75% trigger; via J.P. Morgan Securities Inc.; pricing May 27

• 15% annualized reverse exchangeable notes due Dec. 1, 2008 linked to Joy Global Inc. common stock; 70% trigger; via J.P. Morgan Securities Inc.; pricing May 27

• 17% reverse exchangeable notes due Aug. 29, 2009 linked to Macy's Inc. common stock; via J.P. Morgan Securities Inc.; pricing May 27

• 9.5% reverse exchangeable notes due May 29, 2009 linked to the Merck & Co., Inc. common stock; 80% trigger; via J.P. Morgan Securities Inc.; pricing May 27

• 19% reverse exchangeable notes due Aug. 29, 2009 linked to Monsanto Co.; via J.P. Morgan Securities Inc.; pricing May 27

• 0% buffered return enhanced notes due Nov. 30, 2009 linked to the MSCI EAFE index with 18% maximum return; via J.P. Morgan Securities Inc.; pricing May 27

• 0% buffered return enhanced notes due Nov. 30, 2009 linked to the MSCI EAFE index with 14% maximum return; via J.P. Morgan Securities Inc.; pricing May 27

• 10.5% reverse exchangeable notes due Dec. 1, 2008 linked to Nasdaq OMX Group, Inc. common stock; via J.P. Morgan Securities Inc.; pricing May 27

• 15% reverse exchangeable notes due Dec. 1, 2008 linked to Netflix Inc. common stock; via J.P. Morgan Securities Inc.; pricing May 27

• 13.25% reverse exchangeable notes due Dec. 1, 2008 linked to Nordstrom Inc. common stock; via J.P. Morgan Securities Inc.; pricing May 27

• 12.5% reverse exchangeable notes due Dec. 1, 2008 linked to NYSE Euronext common stock; via J.P. Morgan Securities Inc.; pricing May 27

• 0% contingent payment dual-directional knock-out certificates of deposit due Nov. 30, 2008 linked to Russell 2000 index and S&P 500 index; via J.P. Morgan Securities Inc.; pricing May 27

• 0% contingent payment dual-directional knock-out certificates of deposit due Jan. 30, 2009 linked to Russell 2000 index and S&P 500 index; via J.P. Morgan Securities Inc.; pricing May 27

• 10.75% reverse exchangeable notes due May 29, 2009 linked to the Schering-Plough Corp. common stock; 70% trigger; via J.P. Morgan Securities Inc.; pricing May 27

• 11.25% reverse exchangeable notes due Dec. 1, 2008 linked to Schlumberger NV common stock; via J.P. Morgan Securities Inc.; pricing May 27

• 0% buffered return enhanced notes due Nov. 30, 2009 linked to the S&P 500 index with 16.5% maximum return; via J.P. Morgan Securities Inc.; pricing May 27

• 0% buffered return enhanced notes due Nov. 30, 2009 linked to the S&P 500 index with 14.25% maximum return; via J.P. Morgan Securities Inc.; pricing May 27

• 10% reverse exchangeable notes due Dec. 1, 2008 linked to Target Corp. common stock; via J.P. Morgan Securities Inc.; pricing May 27

• 10.75% annualized autocallable reverse exchangeable notes due Dec. 1, 2008 linked to Target Corp. common stock; 70% trigger; via J.P. Morgan Securities Inc.; pricing May 27

• 14% reverse exchangeable notes due Dec. 1, 2008 linked to Terex Corp. common stock; via J.P. Morgan Securities Inc.; pricing May 27

• 13.5% reverse exchangeable notes due May 29, 2009 linked to the Toll Brothers, Inc. common stock; 60% trigger; via J.P. Morgan Securities Inc.; pricing May 27

• 11.75% reverse exchangeable notes due Dec. 1, 2008 linked to Transocean Inc. common stock; via J.P. Morgan Securities Inc.; pricing May 27

• 13% reverse exchangeable notes due Dec. 1, 2008 linked to Under Armour, Inc. common stock; via J.P. Morgan Securities Inc.; pricing May 27

• 13% reverse exchangeable notes due Aug. 29, 2009 linked to United States Steel Corp. common stock; via J.P. Morgan Securities Inc.; pricing May 27

• Zero-coupon principal-protected notes due Nov. 30, 2012 linked to WTI crude oil (35% weight), primary aluminum, copper - grade A and the S&P GSCI Precious Metals Index - Excess Return (15% weight each) and the S&P GSCI Agriculture Index - Excess Return and S&P GSCI Livestock Index - Excess Return (10% weight each); via J.P. Morgan Securities Inc.; pricing May 27

LEHMAN BROTHERS HOLDINGS INC.

• Zero-coupon 100% principal protection notes due May 21, 2012 linked to equal weights of the Chinese renminbi and Indian rupee; via Lehman Brothers Inc.; pricing May 15

• Zero-coupon 100% principal-protected notes with enhanced participation due Nov. 23, 2012 linked to cocoa, copper grade A, light sweet crude oil, brent crude oil No. 2, fuel heating oil, nickel, special high grade zinc, gold, class III milk and soybeans; via Lehman Brothers Inc.; pricing May 15

• Zero-coupon 100% principal-protected notes with enhanced participation due May 21, 2010 linked to the euro, Japanese yen, British pound sterling, Canadian dollar, Swedish krona and Swiss franc; via Lehman Brothers Inc.; pricing May 15

• 0% buffered return enhanced notes due May 21, 2010 linked to S&P 500 index; via Lehman Brothers Inc.; pricing May 16

• 0% performance securities with partial protection due Nov. 30, 2011 linked to S&P 500, Russell 2000, Dow Jones Euro Stoxx 50, FTSE 100, Nikkei 225, MSCI Emerging Markets, Swiss Market and S&P/ASX 200 indexes; 90% trigger; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing May 16

• 100% principal protection FX notes linked to the Brazilian real, Russian ruble, Indian rupee, Indonesian rupiah and Philippine peso, each against the dollar; via Lehman Brothers Inc.; pricing May 23

• 100% principal-protected dual participation notes due May 30, 2013 linked to gold; via Lehman Brothers Inc.; pricing May 23

• 16% annualized reverse exchangeable notes due Nov. 30, 2008 linked to Advanced Micro Devices, Inc. common stock; 60% trigger; via Lehman Brothers Inc.; pricing May 27

• 25% annualized reverse exchangeable notes due Aug. 30, 2008 linked to AMR Corp. common stock; 60% trigger; via Lehman Brothers Inc.; pricing May 27

• 16% annualized reverse exchangeable notes due Aug. 30, 2008 linked to Baidu.com, Inc. common stock; 70% trigger; via Lehman Brothers Inc.; pricing May 27

• 15% annualized reverse exchangeable notes due Aug. 30, 2008 linked to DryShips Inc. common stock; 60% trigger; via Lehman Brothers Inc.; pricing May 27

• 25% annualized reverse exchangeable notes due Aug. 30, 2008 linked to Fannie Mae common stock; 70% trigger; via Lehman Brothers Inc.; pricing May 27

• 12% annualized reverse exchangeable notes due Nov. 30, 2008 linked to Ford Motor Co. common stock; 65% trigger; via Lehman Brothers Inc.; pricing May 27

• 11% annualized reverse exchangeable notes due Nov. 30, 2008 linked to Google Inc. common stock; 80% trigger; via Lehman Brothers Inc.; pricing May 27

• 15.25% annualized reverse exchangeable notes due Aug. 30, 2008 linked to Petroleo Brasileiro SA - Petrobras common stock; 80% trigger; via Lehman Brothers Inc.; pricing May 27

• 14% annualized reverse exchangeable notes due Nov. 30, 2008 linked to SanDisk Corp. common stock; 70% trigger; via Lehman Brothers Inc.; pricing May 27

• 15% annualized reverse exchangeable notes due Aug. 30, 2008 linked to Visa Inc. common stock; 80% trigger; via Lehman Brothers Inc.; pricing May 27

• 0% foreign-currency notes linked to the spot exchange rate for the euro against the dollar; via Lehman Brothers Inc.

MERRILL LYNCH & CO., INC.

• 0% principal-protected callable notes due May 2018 linked to the 30-year and 10-year Constant Maturity Swap (CMS) rates; via Merrill Lynch & Co. and Pierce, Fenner & Smith Inc.; pricing in May

• Zero-coupon 100% principal-protected callable notes due May 2013 linked to the 10-year Constant Maturity Treasury rate; Merrill Lynch & Co.; pricing in May

• Zero-coupon 100% principal-protected notes due May 2028 linked to the 30-year and 10-year Constant Maturity Swap rates; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in May

• Leveraged Index Return Notes due in December 2009 linked to the Dow Jones Euro Stoxx Small 200 and Topix Small Cap indexes; via Merrill Lynch & Co.; pricing in May

• Zero-coupon 100% principal-protected notes due January 2009 linked to the Indonesian rupiah, Malaysian ringgit, Russian ruble and South Korean won; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in May

• Zero-coupon 100% principal-protected absolute return barrier notes due May 2009 linked to the S&P 500 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in May

• 0% Accelerated Return Notes due August 2009 linked to the S&P 500 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in May

• 0% 13-month leveraged buffered return notes linked to the Rogers International Commodity Index - Excess Return; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in May or June

MORGAN STANLEY

• CMS curve-linked accrual notes due May 19, 2028; via Morgan Stanley & Co. Inc.; pricing May 19

• 0% buffered securities due June 2, 2011 linked to the MSCI EAFE index; via Morgan Stanley & Co. Inc.; pricing May 23

• 0% buffered securities due Sept. 2, 2011 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing May 23

• 12% Stock Participation Accreting Redemption Quarterly-pay Securities (Sparqs) due June 20, 2009 mandatorily exchangeable for Apple Inc. stock; via Morgan Stanley & Co. Inc.; pricing in May

• Zero-coupon capital-protected notes due May 31, 2011 linked to high-grade primary aluminum, coal - API, copper - grade A, natural gas, West Texas Intermediate light sweet crude oil, CBOT corn, CBOT soybeans, CBOT soymeal, nickel and S&P GSCI Precious Metals Index - Excess Return; via Morgan Stanley & Co. Inc.; pricing in May

• Capital-protected currency income notes due Nov. 30, 2011 linked to the Australian dollar, British pound, Canadian dollar, euro, Hungarian forint, Japanese yen, Korean won, Mexican peso, New Zealand dollar, Singapore dollar and Swiss franc, all against the U.S. dollar; Morgan Stanley & Co. Inc.; pricing in May

• 0% notes due June 20, 2009 in the Bear Market PLUS (Performance Leveraged Upside Securities) structure inversely linked to shares of the Consumer Discretionary Select Sector SPDR Fund; via Morgan Stanley & Co. Inc.; pricing in May

• 0% Performance Leveraged Upside Securities (PLUS) due June 20, 2009 linked to the iShares MSCI Emerging Markets Index Fund; via Morgan Stanley & Co. Inc.; pricing in May

• 0% Performance Leveraged Upside Securities (PLUS) due July 2009 linked to the Russell 2000 index; via Morgan Stanley & Co. Inc.; pricing in May

• 0% Performance Leveraged Upside Securities (PLUS) due June 20, 2009 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in May

• Zero-coupon capital-protected notes due Feb. 28, 2014 linked to the S&P BRIC 40 Index (50% weight) and equal weights (12.5%) of Brazilian real, Russian ruble, Indian rupee and Chinese renminbi, relative to the dollar; via Morgan Stanley & Co. Inc.; pricing in May

• 0% Performance Leveraged Upside Securities (PLUS) due June 20, 2009 linked to the S&P GSCI Industrial Metals Index - Excess Return; via Morgan Stanley & Co. Inc.; pricing in May

ROYAL BANK OF CANADA

• 0% bearish buffered equity investment notes due May 29, 2009 linked to equal weights of Carter's, Inc., Nordstrom, Inc., Steven Madden, Ltd., Timberland Co., Chico's FAS, Inc., Children's Place Retail Stores, Inc. and J.C. Penney Co., Inc.; 90% trigger; via RBC Capital Markets Corp.; pricing May 26

• 13.5% annualized reverse convertible notes due Nov. 28, 2008 linked to Alcoa Inc. common stock; via RBC Capital Markets Corp.; pricing May 27

• 14.75% annualized reverse convertible notes due Aug. 29, 2008 linked to Apple Inc. common stock; via RBC Capital Markets Corp.; pricing May 27

• 15.5% annualized reverse convertible notes due Nov. 28, 2008 linked to Apple Inc. common stock; via RBC Capital Markets Corp.; pricing May 27

• 10% annualized reverse convertible notes due Nov. 28, 2008 linked to Bank of New York Mellon Corp. common stock; via RBC Capital Markets Corp.; pricing May 27

• 11.65% annualized reverse convertible notes due Nov. 28, 2008 linked to Barrick Gold Corp. common stock; via RBC Capital Markets Corp.; pricing May 27

• Zero-coupon principal-protected notes due May 28, 2010 linked to the Brazilian real; via RBC Capital Markets Corp.; pricing May 27

• 16% annualized reverse convertible notes due Nov. 28, 2008 linked to Bucyrus International, Inc. common stock; via RBC Capital Markets Corp.; pricing May 27

• 0% bearish buffered equity investment notes due June 30, 2009 linked to equal weights of Carter's, Inc., Nordstrom, Inc., Steven Madden, Ltd., Timberland Co., Chico's FAS, Inc., Children's Place Retail Stores, Inc. and J.C. Penney Co., Inc.; 90% trigger; via RBC Capital Markets Corp.; pricing May 27

• 17.65% annualized reverse convertible notes due Aug. 29, 2008 linked to Compass Minerals International, Inc. common stock; via RBC Capital Markets Corp.; pricing May 27

• 15.3% annualized reverse convertible notes due Nov. 28, 2008 linked to Foster Wheeler Ltd. common stock; via RBC Capital Markets Corp.; pricing May 27

• 10.35% annualized reverse convertible notes due Nov. 28, 2008 linked to Goldcorp, Inc. common stock; via RBC Capital Markets Corp.; pricing May 27

• 10.35% annualized reverse convertible notes due Nov. 28, 2008 linked to Intel Corp. common stock; via RBC Capital Markets Corp.; pricing May 27

• Zero-coupon principal-protected notes due May 31, 2011 inversely linked to the Japanese yen, euro, British pound, Swiss franc and Singapore dollar, each against U.S. dollar; RBC Capital Markets Corp.; pricing May 27

• 15.1% annualized reverse convertible notes due Nov. 28, 2008 linked to Joy Global Inc. common stock; via RBC Capital Markets Corp.; pricing May 27

• 13.05% annualized reverse convertible notes due Nov. 28, 2008 linked to Manitowoc Co., Inc. common stock; via RBC Capital Markets Corp.; pricing May 27

• 15% annualized reverse convertible notes due Aug. 29, 2008 linked to Massey Energy Co. common stock; via RBC Capital Markets Corp.; pricing May 27

• 18.1% annualized reverse convertible notes due Aug. 29, 2008 linked to Research in Motion Ltd. common stock; via RBC Capital Markets Corp.; pricing May 27

• Zero-coupon principal-protected notes due Nov. 30, 2012 linked to S&P 500, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via RBC Capital Markets Corp.; pricing May 27

• Zero-coupon contingent risk bullish notes due May 31, 2013 linked to the S&P 500 index; via RBC Capital Markets Corp.; pricing May 27

• 12.25% annualized reverse convertible notes due Aug. 29, 2008 linked to SanDisk Corp. common stock; via RBC Capital Markets Corp.; pricing May 27

• 11.25% annualized reverse convertible notes due Aug. 29, 2008 linked to SandRidge Energy, Inc. common stock; via RBC Capital Markets Corp.; pricing May 27

• 13% annualized reverse convertible notes due Aug. 29, 2008 linked to Sears Holdings Corp. common stock; via RBC Capital Markets Corp.; pricing May 27

• 16.85% annualized reverse convertible notes due Nov. 28, 2008 linked to Shaw Group Inc. common stock; via RBC Capital Markets Corp.; pricing May 27

• 14% annualized reverse convertible notes due Aug. 29, 2008 linked to Solarfun Powers Holdings Co., Ltd. common stock; via RBC Capital Markets Corp.; pricing May 27

• 10% annualized reverse convertible notes due Nov. 28, 2008 linked to Starbucks Corp. common stock; via RBC Capital Markets Corp.; pricing May 27

• 16.8% reverse convertible notes due May 29, 2009 linked to Suntech Power Holdings Co., Ltd. common stock; via RBC Capital Markets Corp.; pricing May 27

• 10.25% annualized reverse convertible notes due Aug. 29, 2008 linked to Target Corp. common stock; via RBC Capital Markets Corp.; pricing May 27

• 21% annualized reverse convertible notes due Aug. 29, 2008 linked to Tesoro Corp. common stock; via RBC Capital Markets Corp.; pricing May 27

• 10% reverse convertible notes due May 29, 2009 linked to Valero Energy Corp. common stock; via RBC Capital Markets Corp.; pricing May 27

• 8.75% reverse convertible notes due May 29, 2009 linked to Weyerhaeuser Co. common stock; via RBC Capital Markets Corp.; pricing May 27

SG STRUCTURED PRODUCTS, INC.

• 0% buffered accelerator notes due May 23, 2011 linked to the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500 indexes; via SG Americas Securities, LLC; pricing May 20

• 0% commodity Napoleon notes due May 24, 2010 linked to the performance of gold; via SG Americas Securities, LLC; pricing May 20

• 0% absolute return barrier notes due Nov. 23, 2009 linked to the S&P 500 index; via SG Americas Securities, LLC; pricing May 20

AB SVENSK EXPORTKREDIT

• 0% leveraged bear notes due in 2009 linked to the euro against the dollar; via Goldman, Sachs & Co.; pricing in May

• 0% 14-month Accelerated Return Notes linked to the S&P 500, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in May or June

UBS AG

• 11.75% to 13.25% yield optimization notes with contingent protection due Nov. 25, 2008 linked to the common stock of Goldcorp Inc.;65% trigger; UBS Financial Services Inc. and UBS Investment Bank; pricing May 20

• 9.5% to 11% yield optimization notes with contingent protection due Nov. 25, 2008 linked to the common stock of Newmont Mining Corp.; 70% trigger; UBS Financial Services Inc. and UBS Investment Bank; pricing May 20

• 10% to 13% yield optimization notes with contingent protection due Nov. 28, 2008 linked Bank of America Corp. stock; UBS Financial Services Inc. and UBS Investment Bank; pricing May 23

• 11.5% to 13% yield optimization notes with contingent protection due Nov. 28, 2008 linked EMC Corp. stock; UBS Financial Services Inc. and UBS Investment Bank; pricing May 23

• 10.25% to 13.25% yield optimization notes with contingent protection due Nov. 28, 2008 linked Lehman Brothers Holdings Inc. stock; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 23

• 9% to 10.5% yield optimization notes with contingent protection due Nov. 28, 2008 linked Potash Corp. of Saskatchewan Inc. stock; UBS Financial Services Inc. and UBS Investment Bank; pricing May 23

• Two-year call warrants linked to Diageo plc, Qualcomm Inc., Colgate-Palmolive Co., Kimberly-Clark Corp., Procter & Gamble Co., McDonald's Corp., Coca-Cola Co., Telefonica SA, Vodafone Group plc, United Technologies Corp., Expeditors International of Washington Inc., Cisco Systems Inc., ABB Ltd., 3M Co., Air Products and Chemicals Inc., Praxair Inc., Schlumberger Ltd. and Weatherford International Ltd.; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 27

• 0% principal protection notes due May 31, 2011 linked to the U.S. dollar versus the euro with a 33.34% weight, the British pound with a 33.33% weight and the Canadian dollar with a 33.33% weight; via UBS Financial Services, Inc. and UBS Investment Bank; pricing May 27

• 0% autocallable optimization securities with contingent protection due Nov. 30, 2009 linked to Market Vectors Agribusiness exchange-traded fund; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 27

• Zero-coupon 100% principal protection absolute return barrier notes due Nov. 30, 2009 linked to the Russell 2000 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing May 27

• Zero-coupon 100% principal protection absolute return barrier notes due Nov. 30, 2009 linked to the S&P 500 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing on May 27

• 0% performance tracking securities due May 31, 2013 linked to the UBS Return Optimization index; via UBS Investment Bank and UBS Financial Services Inc.; pricing on May 27

WELLS FARGO & CO.

• 0% enhanced participation securities with partial principal protection due June 2013 linked to the MSCI EAFE index; 85% trigger; via Wells Fargo Securities, LLC


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