Structured Products Calendar

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 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

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

• 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

• 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

• 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

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

• 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.

• 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

• 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 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

• 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

DEUTSCHE BANK AG, LONDON BRANCH

• Range accrual notes due May 8, 2023 linked to Libor; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing May 5

• 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 index (33.4% weight) and the Russell 2000 and S&P 500 indexes (both with a 33.3% weight); 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% principal protection notes due May 28, 2010 linked to equal weights of 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% 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

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

• 0% enhanced growth securities with capped upside due Dec. 10, 2009 linked to the S&P 500 index; 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% absolute return range notes due Dec. 10, 2009 linked to the S&P 500 index; 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.

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

HSBC USA INC.

• 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.

• Callable range accrual notes due May 14, 2018 linked to the 30-year and 10-year dollar Constant Maturity Swap rates; via J.P. Morgan Securities Inc.; pricing May 9

• Zero-coupon return notes due May 10, 2010 linked to the JPMorgan Core Commodity Investable Global Asset Rotator Conditional Long-Short index; via J.P. Morgan Securities Inc.; pricing May 9

• 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

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

• 0% 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

• 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

• 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

• 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

• 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.

• 0% return optimization securities with partial protection due May 17, 2010 linked to S&P 500 Financials index; via UBS Financials Services Inc. and Lehman Brothers Inc.; pricing May 12

• 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 equal weights of 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 (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.; 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

• 100% principal protection FX notes linked to the performance of a basket consisting of equal weights (20%) of the Brazilian real, Russian ruble, Indian rupee, Indonesian rupiah and Philippine peso, each against the dollar; via Lehman Brothers Inc.; pricing May 23

• 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 2013 linked to the 10-year Constant Maturity Treasury rate; Merrill Lynch & Co.; pricing in May

• Leveraged Index Return Notes due in December 2009 linked to an equally weighted basket with Dow Jones Euro Stoxx Small 200 index and Topix Small Cap index; via Merrill Lynch & Co.; pricing in May

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

• 0% Accelerated Return Notes due July 2009 linked to the Merrill Lynch Commodity Index eXtra - Excess Return; 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 MSCI EAFE index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in May

• 0% Accelerated Return Notes due in July or August 2009 linked to the Nikkei 225 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in May

• Zero-coupon 100% principal-protected notes due November 2009 linked to a long position in the Russian ruble and a short position in the dollar; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in May

• Floating-rate notes due May 2009 linked to the S&P Diversified Trends Indicator Price Return index; via Merrill Lynch & Co.; 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

MORGAN STANLEY

• 10.5% to 12.5% reverse convertible securities (RevCons) due Nov. 14, 2008 linked to Apple Inc. common stock; 75% trigger; via Morgan Stanley & Co. Inc.; pricing May 9

• 9% to 11% reverse convertible securities (RevCons) due Nov. 14, 2008 linked to Cigna Corp. common stock; 75% trigger; via Morgan Stanley & Co. Inc.; pricing May 9

• 10% to 12% reverse convertible securities (RevCons) due Nov. 14, 2008 linked to Devon Energy Corp. common stock; 80% trigger; via Morgan Stanley & Co. Inc.; pricing May 9

• 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

• CMS curve-linked accrual notes due May 19, 2023; via Morgan Stanley & Co. Inc.; pricing in May

• Leveraged callable CMS curve-linked notes due May 19, 2023; via Morgan Stanley & Co. Inc.; pricing in May

• Zero-coupon capital protected notes due May 31, 2011 linked to equal weights of 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 equal weights of 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 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

• 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

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

SG STRUCTURED PRODUCTS, INC.

• 0% absolute return barrier notes due Nov. 23, 2009 linked to the S&P 500 index; 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% buffered accelerator notes due May 23, 2011 linked to equal weights of the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500 indexes; via SG Americas Securities, LLC; pricing May 20

AB SVENSK EXPORTKREDIT

• 0% 14-month Accelerated Return Notes linked to the S&P 500 index (33.34% weight), Dow Jones Euro Stoxx 50 index (33.33% weight) and Nikkei 225 index (33.33% weight); via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in May or June

UBS AG

• 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

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