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Published on 8/31/2007 in the Prospect News Structured Products Daily.

Structured Products Calendar

CITIGROUP FUNDING INC.

• Six-month Equity-LinKed Securities (ELKS) linked to General Electric Co. stock; 85% trigger; via Citigroup Global Markets Inc.; pricing in September

• Between 9% and 10% one-year Equity LinKed Securities (ELKS) linked to Texas Instruments Inc. stock; via Citigroup Global Markets Inc.; pricing in September

• Zero-coupon principal-protected notes due September 2009 linked to the euro/dollar exchange rate; via Citigroup Global Markets Inc.

DEUTSCHE BANK AG, LONDON BRANCH

• 0% bearish autocallable optimization securities with contingent protection due Sept. 18, 2008 linked to the common stocks of Ford Motor Co. and General Motors Corp.; via UBS Financial Services Inc. and Deutsche Bank Securities, Inc.; pricing Sept. 7, settlement Sept. 12

• 0% market contribution securities due Sept. 26, 2012 linked to the Deutsche Bank Liquid Commodity Index - Mean Reversion Plus Total Return; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Sept. 21; settlement Sept. 26

• 100% principal-protected CMS slope steepener notes due Sept. 28, 2022; via Deutsche Bank Securities, Inc. and Deutsche Bank Trust Co. Americas; pricing Sept. 25; settlement Sept. 28

• CMS slope steepener notes due Sept. 28, 2022; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Sept. 25; settlement Sept. 28

• 0% performance tracking securities due Sept. 28, 2012 linked to the UBS Seasonal Exposure Total Return index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Sept. 25; settlement Sept. 28

EKSPORTFINANS ASA

• 8.5% to 10.5% reverse convertible notes due March 19, 2008 linked to the Charles Schwab Corp. stock; 80% trigger; via Morgan Stanley & Co. Inc.; pricing Sept. 14; settlement Sept. 19

• 20% reverse convertible notes due March 19, 2008 linked to General Motors Corp.; 75% trigger; via Natixis Securities North America Inc.; pricing Sept. 14; settlement Sept. 19

• 18.15% reverse convertible notes due March 19, 2008 linked to Goodyear Tire & Rubber Co.; 75% trigger; via Natixis Securities North America Inc.; pricing Sept. 14; settlement Sept. 19

• 11.3% reverse convertible notes due March 19, 2008 linked to Goldman Sachs Group, Inc.; 80% trigger; via Natixis Securities North America Inc.; pricing Sept. 14; settlement Sept. 19

• 13.2% reverse convertible notes due March 19, 2008 linked to Hertz Global Holdings, Inc.; 80% trigger; via Natixis Securities North America Inc.; pricing Sept. 14; settlement Sept. 19

• 9.25% reverse convertible notes due Sept. 19, 2008 linked to Humana Inc.; 80% trigger; via Natixis Securities North America Inc.; pricing Sept. 14; settlement Sept. 19

• 40.7% reverse convertible notes due Dec. 19, 2007 linked to InterOil Corp.; 60% trigger; via Natixis Securities North America Inc.; pricing Sept. 14; settlement Sept. 19

• 9% to 11% reverse convertible notes due March 19, 2008 linked to Merrill Lynch & Co., Inc. stock; 80% trigger; via Morgan Stanley & Co. Inc.; pricing Sept. 14; settlement Sept. 19

• 24.75% reverse convertible notes due Dec. 19, 2007 linked to MetroPCS Communications, Inc.; 65% trigger; via Natixis Securities North America Inc.; pricing Sept. 14; settlement Sept. 19

• 12.6% reverse convertible notes due Dec. 19, 2007 linked to Under Armour, Inc.; 75% trigger; via Natixis Securities North America Inc.; pricing Sept. 14; settlement Sept. 19

• 14.2% reverse convertible notes due March 19, 2008 linked to United States Steel Corp.; 75% trigger; via Natixis Securities North America Inc.; pricing Sept. 14; settlement Sept. 19

• 10.8% reverse convertible notes due March 19, 2008 linked to Whirlpool Corp.; 80% trigger; via Natixis Securities North America Inc.; pricing Sept. 14; settlement Sept. 19

• 8% to 9% reverse convertible notes due March 19, 2008 linked to the Williams Cos., Inc.. stock; 80% trigger; via Morgan Stanley & Co. Inc.; pricing Sept. 14; settlement Sept. 19

• Commodity-linked notes due Sept. 28, 2012 linked to the Dow Jones - AIG Commodity index; via Banc of America Securities LLC; pricing Sept. 25; settlement Sept. 28

• 18-month 0% principal-protected notes linked to equal weights of the Brazilian real, Mexican peso, Turkish lira, Hungarian forint, the Indonesian rupiah and the Indian rupee; via Wachovia Capital Markets, LLC

• Floating-rate strategic access securities due Feb. 10, 2009 linked to the CBOE S&P 500 BuyWrite (BXM) index; via Wachovia Capital Markets, LLC

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

GOLDMAN SACHS GROUP INC.

• 0% enhanced-participation notes linked to the iShares MSCI Emerging Markets Index Fund; via Goldman, Sachs & Co.

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

HSBC BANK USA NA

• 15% reverse convertible notes due in December 2007 linked to Merrill Lynch & Co., Inc. stock; via HSBC Securities (USA) Inc.; pricing Sept. 7; settlement Sept. 12

JPMORGAN CHASE & CO.

• 0% buffered return enhanced notes due Sept. 10, 2010 linked to an equally weighted basket consisting of the S&P 500 and MSCI EAFE indexes; via J.P. Morgan Securities Inc.; pricing Sept. 5; settlement Sept. 10

• 0% buffered return enhanced notes due Sept. 19, 2008 linked to the Dow Jones Euro Stoxx 50 index; via J.P. Morgan Securities Inc.; pricing Sept. 7; settlement Sept 12

• 18% reverse exchangeable notes due March 12, 2008 linked to General Motors Corp. common stock; via J.P. Morgan Securities Inc.; pricing Sept. 7; settlement Sept. 12

• 9% reverse exchangeable notes due March 12, 2008 linked to International Business Machines Corp. common stock; via J.P. Morgan Securities Inc.; pricing Sept. 7; settlement Sept. 12

• 10.30% reverse exchangeable notes due March 12, 2008 linked to The Home Depot Inc. common stock; via J.P. Morgan Securities Inc.; pricing Sept. 7; settlement Sept. 12

• 9.25% reverse exchangeable notes due March 12, 2008 linked to Honeywell International Inc. common stock; via J.P. Morgan Securities Inc.; pricing Sept. 7; settlement Sept. 12

• Zero-coupon principal-protected notes due March 19, 2009 linked to the performance of an equally weighted basket consisting of equal weights (25%) of the Brazilian real, Indian rupee, Mexican peso and New Turkish lira; via J.P. Morgan Securities Inc.; pricing Sept. 14; settlement Sept. 19

• 100% principal-protected notes due Sept. 19, 2012 linked to equal weights of the Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via J.P. Morgan Securities Inc.; pricing Sept. 14; settlement Sept. 19

• 100% principal-protected notes due Sept. 19, 2012 linked to equal weights of the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500; via J.P. Morgan Securities Inc.; pricing Sept. 14; settlement Sept. 19

• Zero-coupon 100% principal-protected notes due March 19, 2013 linked to Dow Jones - AIG Commodity index; via J.P. Morgan Securities Inc.; pricing Sept. 14; settlement Sept. 19

• 14.1% reverse exchangeable notes due March 28, 2008 linked to General Motors Corp.; 45% trigger; via J.P. Morgan Securities Inc.; pricing Sept. 25; settlement Sept. 28

• 30.5% reverse exchangeable notes due March 28, 2008 linked to the least-performing common stock in the Dow Jones Industrial Average index.; 40% trigger; via J.P. Morgan Securities Inc.; pricing Sept. 26; settlement Sept. 28

LEHMAN BROTHERS HOLDINGS INC.

• 16.05% reverse exchangeable notes due March 12, 2008 linked to Apple Inc. common stock; via Lehman

Brothers Inc.; 75% trigger; pricing Sept. 7; settlement Sept. 12

• 12.5% reverse exchangeable notes due March 12, 2008 linked to Citigroup Inc. common stock; via Lehman Brothers Inc.; 80% trigger; pricing Sept. 7; settlement Sept. 12

• 9.25% reverse exchangeable notes due March 12, 2008 linked to General Electric Co. common stock; via Lehman Brothers Inc.; 85% trigger; pricing Sept. 7; settlement Sept. 12

• 0% autocallable optimization securities with contingent protection due Sept. 19, 2008 linked to the S&P 500 index; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing Sept. 13; settlement Sept. 19

• 18% reverse exchangeable notes due March 19, 2008 linked to Diamond Offshore Drilling, Inc. common stock; 80% trigger; via Lehman Brothers Inc.; pricing Sept. 14; settlement Sept. 19

• 11.5% reverse exchangeable notes due March 19, 2008 linked to Oracle Corp. common stock; 80% trigger; via Lehman Brothers Inc.; pricing Sept. 14; settlement Sept. 19

• 13% reverse exchangeable notes due March 19, 2008 linked to Western Digital Corp. common stock; 80% trigger; via Lehman Brothers Inc.; pricing Sept. 14; settlement Sept. 19

• 0% buffered return enhanced notes due March 28, 2011 linked to a basket consisting of light sweet crude oil (15% weight), Henry Hub natural gas (10% weight), RBOB gasoline (5% weight), No. 2 fuel heating oil (5% weight), high grade primary aluminum (7% weight), copper - grade A (7% weight), primary nickel (6% weight), special high grade zinc (5% weight), standard lead (5% weight), gold (5% weight), S&P GSCI Livestock Index Excess Return (10% weight) and S&P GSCI Agriculture Index Excess Return (20% weight); via Lehman Brothers Inc.; pricing Sept. 21; settlement Sept. 28

• 15-year CMS (Constant Maturity Swap) callable spread daily accrual notes due Sept. 28, 2022; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing Sept. 25; settlement Sept. 28

• 0% return optimization securities due March 31, 2009 linked to a basket consisting of Dow Jones Euro Stoxx 50 (35% weight), FTSE 100 (25% weight), Nikkei 225 (25% weight), Swiss Market Index (5% weight), S&P/ASX 200 (5% weight) and MSCI Emerging Markets Index (5% weight); via UBS Investment Bank and Lehman Brothers Inc.; pricing Sept. 25; settlement Sept. 28

• 0% performance securities with partial protection due Sept. 30, 2010 linked to a basket consisting of S&P 500 (33.34%), Dow Jones Euro Stoxx 50 (33.33% weight) and Nikkei 225 (33.33% weight); via UBS Financial Services (lead agent) and Lehman Brothers Inc. (co-agent); pricing Sept 25; settlement Sept. 28

• Two-year zero-coupon principal-protected Foreign Exchange notes linked to the best of three baskets of currencies; first basket will include equal weights of the Brazilian real, Argentine peso and Mexican peso; second basket will include equal weights of the Turkish lira, Hungarian forint, Israeli shekel and Russian ruble; third basket will include equal weights of the Indonesian rupiah, Singapore dollar, Malaysian ringgit and Indian rupee; via Lehman Brothers Inc.

• Zero-coupon two-year principal-protected Foreign Exchange notes linked to the performance of four currency baskets versus the dollar; First basket includes long positions in the Brazilian real (33.34% weight), Argentine peso (33.33% weight) and Mexican peso (33.33% weight); Second basket includes equal weights (25%) of long positions in Turkish lira, Hungarian forint, Israeli shekel and Russian ruble; Third basket includes equal weights (25%) of long positions in Indonesian rupiah, Singapore dollar, Malaysian ringgit and Indian rupee; Fourth basket includes long positions in euro (57.6% weight), Japanese yen (13.6% weight), British pound sterling (11.9% weight), Canadian dollar (9.1% weight), Swedish krona (4.2% weight) and Swiss franc (3.6% weight); via Lehman Brothers Inc.

• Three-year zero-coupon equity and currency-linked basket notes linked to the Indian rupee and the S&P CNX Nifty index; via Lehman Brothers Inc.

• 0% three-year notes linked to the Lehman Brothers Commodity Index Equal Weight Excess Return; via Lehman Brothers Holdings Inc.

MERRILL LYNCH & CO., INC.

• 0% buffered return enhanced notes due Sept. 19, 2008 linked to the Russell 2000 index; via JPMorgan Securities Inc.; pricing Sept. 7; settlement Sept. 12

• 0% annual review notes due Sept. 21, 2010 linked to the S&P 500 index; via JPMorgan Securities Inc.; pricing Sept. 7; settlement Sept. 12

• 12% callable Stock Return Income Debt Securities (Strides) due August 2009 linked to Apple Inc. common stock; via Merrill Lynch & Co.; pricing in August or September

• 0% Accelerated Return Notes due September 2008 linked to equal weights of the S&P 500, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via Merrill Lynch & Co.; pricing and settlement in September

• 0% leveraged index return notes due September 2009 linked to equal weights of the S&P 500, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via Merrill Lynch & Co.; pricing and settlement in September

• Accelerated Return Notes due December 2008 linked to the Nasdaq 100 index; via Merrill Lynch & Co.; pricing in September; settlement in October

• Accelerated Return Notes due December 2008 linked to the Russell 1000 growth index; 12% to 16% maximum total return; pricing September; settlement October

• 0% Accelerated Return Notes due December 2008 linked to the Russell 1000 Growth index; via Merrill Lynch & Co.; pricing in September; settlement in October

• Accelerated Return Notes due December 2008 linked to the S&P 500 index; via Merrill Lynch & Co.; pricing in September or October; settlement in October or November

MORGAN STANLEY

• 0% buffered return enhanced notes due Sept. 19, 2008 linked to the FTSE 100 index; via J.P. Morgan Securities Inc.; pricing Sept. 7; settlement Sept. 14

• 0% Buffered Performance Leveraged Upside Securities (PLUS) due Sept. 27, 2012 linked to a basket consisting of the S&P 500 (25% weight), Dow Jones Euro Stoxx 50 (15% weight), Nikkei 225 (15% weight), FTSE 100 (15% weight), Russell 2000 (10% weight), Dow Jones-AIG Commodity Index (10% weight), MSCI Emerging Markets Index (5% weight) and MSCI World Real Estate Index (5% weight); via Morgan Stanley & Co. Inc.; pricing Sept. 20; settlement Sept. 27

• Zero-coupon 50% principal-protected notes due March 31, 2009 linked to an equally weighted basket of the Australian dollar, British pound, Canadian dollar, euro, New Zealand dollar and Norwegian krone, all versus the dollar; via Morgan Stanley & Co. Inc.; pricing and settlement in September

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

• 0% participation notes due Oct. 6, 2010 linked to the performance of the Sevens Index; via Morgan Stanley & Co. Inc.; pricing and settlement in September

• 8% Stock Participation Accreting Redemption Quarterly-pay Securities (Sparqs) due Oct. 20, 2008 linked to Weatherford International Ltd. stock; via Morgan Stanley & Co. Inc.; pricing and settlement in September

• 0% capital-protected notes due June 30, 2011 linked to a basket consisting of West Texas intermediate light sweet crude oil (30% weight), S&P GSCITM Agriculture Index - Excess Return (20% weight), copper - grade A (20% weight), high grade primary aluminum (20% weight) and gold (10% weight); via Morgan Stanley & Co.; pricing and settlement in September

• 0% Performance Leveraged Upside Securities (PLUS) due Oct. 20, 2008 linked to the Financial Select Sector SPDR Fund index

• Zero-coupon protected absolute return barrier notes due March 20, 2009 linked to the iShares MSCI Emerging Markets index fund; via Morgan Stanley & Co. Inc.

• 0% bear market auto-callable securities due April 8, 2009 linked to the KBW Mortgage Finance index; via Morgan Stanley & Co. Inc.

AB SVENSK EXPORTKREDIT

• Zero-coupon 100% principal-protected foreign-exchange basket notes due Sept. 28, 2009 linked to a basket consisting of equal weights of the Korean won, Indian rupee, Indonesia rupiah and Singapore dollar; via Banc of America Securities LLC; pricing in September; settlement Sept. 28

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

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

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

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

UBS AG

• 8.3% to 9.3% yield optimization notes with contingent protection due Sept. 30, 2008 linked to the common stock of Bristol-Myers Squibb Co.; 75% trigger; via UBS Investment Bank and UBS Financial Services Inc.; pricing Sept. 24; settlement Sept. 28

• 9.25% to 10.25% yield optimization notes with contingent protection due Sept. 30, 2008 linked to the common stock of Intel Corp.; 75% trigger; via UBS Investment Bank and UBS Financial Services Inc.; pricing Sept. 24; settlement Sept. 28

• 10% to 11% yield optimization notes with contingent protection due Sept. 30, 2008 linked to the common stock of JPMorgan Chase & Co.; 75% trigger; via UBS Investment Bank and UBS Financial Services Inc.; pricing Sept. 24; settlement Sept. 28

• 7.3% to 8.3% yield optimization notes with contingent protection due Sept. 30, 2008 linked to the common stock of McDonald's Corp.; 75% trigger; via UBS Investment Bank and UBS Financial Services Inc.; pricing Sept. 24; settlement Sept. 28

• 0% performance securities with partial protection due March 31, 2011 linked to a basket consisting of Dow Jones Euro Stoxx 50 (35% weight), Nikkei 225 (25% weight), Swiss Market Index (25%weight), FTSE 100 (5% weight), S&P/ASX 200 (5% weight) and MSCI Emerging Markets Index (5% weight); via UBS Financial Services Inc. and UBS Investment Bank; pricing Sept. 25; settlement Sept. 28

• 0% return optimization securities due March 31, 2009 linked to the S&P 500 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing Sept. 25; settlement Sept. 28

• Zero-coupon 100% principal protection absolute return barrier notes due Sept. 30, 2008 linked to the S&P 500 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing Sept. 25; settlement Sept. 28

• Zero-coupon 100% principal protection absolute return barrier notes due March 31, 2009 linked to the S&P 500 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing Sept. 25; settlement Sept. 28

• 0% performance tracking securities due Sept. 28, 2012 linked to the UBS Bloomberg Constant Maturity Commodity Index Total Return; via UBS Investment Bank and UBS Financial Services Inc.; pricing Sept. 25; settlement Sept. 28

WACHOVIA CORP.

• 14% to 15% % enhanced yield securities due June 5, 2008 linked to Ford Motor Co. common stock; via Wachovia Capital Markets, LLC

• 0% absolute return range notes due March 5, 2009 linked to the iShares MSCI EAFE index fund; via Wachovia Securities

• 9% to 10% enhanced yield securities linked to equal weights (20%) of the S&P GSCI Brent Crude Oil Excess Return index, the S&P GSCI RBOB Gasoline Excess Return index, the S&P GSCI Wheat Excess Return index, the S&P GSCI Nickel Excess Return index and the S&P GSCI Lead Excess Return index; via Wachovia Securities


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