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Published on 12/21/2007 in the Prospect News Structured Products Daily.

Structured Products Calendar

ABN AMRO BANK NV

• Zero-coupon 100% principal-protected yield discovery notes due Dec. 28, 2009 linked to an equally weighted basket containing the current components of the Dow Jones 10 index, including Altria Group, Inc.; AT&T Inc.; Citigroup Inc.; E.I. du Pont de Nemours and Co.; General Electric Co.; General Motors Corp.; JPMorgan Chase & Co.; Merck & Co. Inc.; Pfizer Inc.; and Verizon Communications Inc.; via ABN Amro Inc.; pricing Dec. 24; settlement Dec. 28

• Zero-coupon notes with 90% principal protection due Dec. 28, 2010 linked to the Rogers International Commodity Index - Agriculture Excess Return; via ABN Amro Inc.; pricing Dec. 24; settlement Dec. 28

• Zero-coupon notes with principal protection due Dec. 28, 2011 linked to the Rogers International Commodity Index - Agriculture Excess Return; via ABN Amro Inc.; pricing Dec. 24; settlement Dec. 28

AMERICAN INTERNATIONAL GROUP, INC.

• Zero-coupon principal-protected notes due 2009 linked to the dollar/euro exchange rate; via Wachovia Securities; pricing in 2007; settlement in 2008

BARCLAYS BANK PLC

• 0% return enhanced notes due Jan. 29, 2009 linked to the S&P 500 index; via Barclays Capital; pricing Dec. 27; settlement Dec. 31

• Zero-coupon 100% principal-protected notes due in 2010 linked to a basket consisting of equal weights of the Chinese yuan, Japanese yen, the Indian rupee, Indonesia rupiah and Philippine peso, all against the dollar; via Barclays Capital; pricing and settlement in December

• Zero-coupon 100% principal-protected notes due January 2009 linked to the South Korean won (33.34% weight), Indonesian rupiah (33.33% weight) and Malaysian ringgit (33.33% weight); via Merrill Lynch & Co.; pricing in December; settlement in January

• ETF Plus notes due 2008 linked to the iShares MSCI Emerging Markets index fund; via Barclays Capital Inc.

BEAR STEARNS COS. INC.

• 0% unsecured senior notes in the Strategic Equity Exposure Performance Linked Securities (Steepls) structure due March 26, 2009 linked to the Dow Jones Industrial Average; via Banc of America Securities LLC and Banc of America Investment Services Inc.; pricing and settlement in December

CITIGROUP FUNDING INC.

• 0% principal-protected buffer notes due in 2011 linked to an index basket consisting of the Dow Jones Euro Stoxx 50, S&P 500 and Nikkei 225 indexes, (30% weight each) and Hang Seng China Enterprises index (10% weight); via Citigroup Global Markets Inc.; pricing and settlement in December

• 8% 11/2-year Premium Mandatory Callable Equity-linked Securities (Pacers) linked to iShares FTSE/Xinhua China 25 Index Fund; about 55% trigger; via Citigroup Global Markets Inc.; pricing in December

• 15-month 0% Stock Market Upturn Notes linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing and settlement in January

• 10% to 11.5% one-year Equity LinKed Securities (ELKS) linked to the common stock of EMC Corp.; 65% trigger; via Citigroup Global Markets Inc.; pricing in January

• 12% to 14% six-month Equity LinKed Securities (ELKS) linked to the common stock of Yahoo! Inc.; 70% trigger; via Citigroup Global Markets Inc.; pricing in January

CREDIT SUISSE, NASSAU BRANCH

• 0% Accelerated Return Equity Securities (ARES) due March 27, 2008 linked to Nikkei 225 index; via Credit Suisse Securities (USA) LLC; settlement Dec. 27

• 0% Accelerated Return Equity Securities (ARES) due March 27, 2008 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; settlement Dec. 27

• 0% Accelerated Return Equity Securities (ARES) due March 27, 2008 linked to S&P 500 index; via Credit Suisse Securities (USA) LLC; settlement Dec. 27

• 14.5% reverse convertible securities due March 28, 2008 linked to Cemex, SAB de CV American Depositary Receipts; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing and settlement in December

• 14.5% reverse convertible securities due March 28, 2008 linked to Deere & Co. common stock; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing and settlement in December

• 20% reverse convertible securities due March 28, 2008 linked to Goldman Sachs Group, Inc. common stock; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing and settlement in December

• 12.5% reverse convertible securities due March 28, 2008 linked to Google Inc. common stock; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing and settlement in December

• 17% reverse convertible securities due March 28, 2008 linked to Hess Corp. common stock; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing and settlement in December

• 23.5% reverse convertible securities due March 28, 2008 linked to United States Steel Corp. common stock; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing and settlement in December

DEUTSCHE BANK AG, LONDON BRANCH

• Zero-coupon 100% performance securities due July 9, 2009 linked to the Deutsche Bank Liquid Commodity Index - Mean Reversion Excess Return; via Deutsche Bank Securities and Deutsche Bank Trust Co. Americas; pricing Jan. 4; settlement Jan. 9

EKSPORTFINANS ASA

• 0% enhanced growth securities due July 1, 2009 linked to the Amex Gold Bugs index; via Wachovia Capital Markets, LLC; pricing and settlement in December

• 11% to 12% reverse exchangeable notes with contingent downside protection due July 2, 2008 linked to the performance of Hess Corp.; 75% trigger; via Wachovia Capital Markets, LLC

• 12% to 13% reverse exchangeable notes with contingent downside protection due June 3, 2008 linked to the performance of IntercontinentalExchange, Inc. stock; 70% trigger; via Wachovia Capital Markets, LLC

• 14% to 15% reverse exchangeable notes with contingent downside protection due June 3, 2008 linked to the performance of Nordstrom, Inc. stock; 70% trigger; via Wachovia Capital Markets, LLC

• 0% absolute return trigger notes due 15 to 18 months after issue linked to the S&P 500 index; via Goldman, Sachs & Co.

• 12% to 13% reverse exchangeable notes with contingent downside protection due July 2, 2008 linked to the performance of SanDisk Corp. stock; 70% trigger; via Wachovia Capital Markets, LLC

• 10.5% to 11.5% enhanced yield securities due May 5, 2008 linked to Schlumberger Ltd. common stock; 75% trigger; via Wachovia Capital Markets, LLC

JPMORGAN CHASE & CO.

• 0% buffered return enhanced notes due June 28, 2013 linked to a basket consisting of the S&P 500 (40% weight), S&P BRIC 40, Dow Jones U.S. Real Estate and Dow Jones AIG Commodity indexes (each with 20% weight); via J.P. Morgan Securities Inc.; pricing Dec. 26; settlement Dec. 31

• 0% return enhanced notes due Feb. 12, 2009 linked to the Dow Jones Euro Stoxx 50 index with double upside and 22% maximum return; via J.P. Morgan Securities Inc.; pricing Jan. 9; settlement Jan. 14

• 0% return enhanced notes due Feb. 12, 2009 linked to the Dow Jones Euro Stoxx 50 index with triple upside and 20.4% maximum return; via J.P. Morgan Securities Inc.; pricing Jan. 9; settlement Jan. 14

LEHMAN BROTHERS HOLDINGS INC.

• Zero-coupon FX notes due Jan. 4, 2010 linked to equal weights (20%) of the Chinese renminbi, Indonesian rupiah, Indian rupee, Singapore dollar and Malaysian ringgit; via Lehman Brothers Inc.; pricing Dec. 27; settlement Jan. 2

• Zero-coupon principal-protected notes with enhanced participation due Jan. 11, 2012 linked to equal weights of the Indian rupee and Chinese renminbi; via Lehman Brothers Inc.; pricing Jan. 7; settlement Jan. 11

• Zero-coupon principal-protected notes with enhanced participation due Jan. 11, 2011 linked to basket consisting of equal weights (10%) of light sweet crude oil, Brent Crude Oil, No. 2 fuel heating oil, copper - grade A, primary nickel, special high grade zinc, coffee robusta, cocoa, class III milk and No. 2 wheat; via Lehman Brothers Inc.; pricing Jan. 7; settlement Jan. 11

• Range notes due Jan. 18, 2011 linked to six-month Libor; via Lehman Brothers Inc.; settlement Jan. 18

• Zero-coupon 100% principal protection autocallable absolute return barrier notes due June 2009 linked to the MSCI EAFE index; via Lehman Brothers Inc.; pricing and settlement in December

• Zero-coupon 100% principal protection notes due December 2009 linked to the S&P 500 index (70% weight) and the iShares MSCI EAFE index fund (30% weight); via Lehman Brothers Inc.; pricing and settlement in December

• Four-year zero-coupon 100% principal-protected dual participation notes linked to gold; via Lehman Brothers Inc.

• Four-month 0% foreign exchange 90% principal-protected notes linked to a basket consisting of the Indonesia rupiah (34% weight), Indian rupee (33% weight) and Brazilian real, (33% weight); via Lehman Brothers Inc.

• Three-year 0% buffered return enhanced notes linked to the LBCI Pure Beta Excess Return; via Lehman Brothers Inc.

MERRILL LYNCH & CO., INC.

• 0% Accelerated Return Notes due March 2009 linked to equal weights of the Dow Jones Euro Stoxx 50, S&P 500 and Nikkei 225 indexes; via Merrill Lynch & Co.; pricing in December; settlement in January

• Strategic Accelerated Redemption Securities (Stars) due January 2010 linked to the Nasdaq 100 index; 90% trigger; via Merrill Lynch & Co.; pricing in December; settlement in January

• 0% Accelerated Return Notes due March 2009 linked to the Rogers International Commodity Index - Agriculture Excess Return; via Merrill Lynch & Co.; pricing in December; settlement in January

• 0% Accelerated Return Notes due March 2009 linked to the S&P Asia 50 index; via Merrill Lynch & Co.; pricing in December; settlement in January

• 0% Accelerated Return Notes due March 2009 linked to the S&P 500 index; via Merrill Lynch & Co.; pricing in December; settlement in January

• Zero-coupon 100% principal-protected notes due January 2009 linked to the South Korean won (33.34% weight), Indonesian rupiah (33.33% weight) and Malaysian ringgit (33.33% weight); via Merrill Lynch & Co.; pricing in December; settlement in January

• 0% Strategic Accelerated Redemption Securities (Stars) due February 2010 linked to the Nikkei 225 index; via Merrill Lynch & Co.; pricing in January; settlement in February

• 0% Accelerated Return Notes due April 2009 linked to the Rogers International Commodity Index - Agriculture Excess Return; via Merrill Lynch & Co.; pricing January; settlement in February

• 0% Accelerated Return Notes due March 2009 linked to the Russell 2000 index; via Merrill Lynch & Co.; pricing in December or January; settlement in January or February

• 0% Accelerated Return Notes due April 2009 linked to the S&P Asia 50 index; via Merrill Lynch & Co.; pricing January; settlement in February

MORGAN STANLEY

• 11% to 13% reverse convertible securities (RevCons) due July 16, 2008 linked to Dell Inc. common stock; 80% trigger; via Morgan Stanley & Co. Inc.; pricing Jan. 11; settlement Jan. 16

• 15.5% to 17.5% reverse convertible securities (RevCons) due July 16, 2008 linked to Diamond Offshore Drilling, Inc. common stock; 80% trigger; via Morgan Stanley & Co. Inc.; pricing Jan. 11; settlement Jan. 16

• 13.75% to 15.75% reverse convertible securities (RevCons) due July 16, 2008 linked to Gap, Inc. common stock; 80% trigger; via Morgan Stanley & Co. Inc.; pricing Jan. 11; settlement Jan. 16

• Zero-coupon capital-protected notes due Oct. 7, 2011 linked to the Baltic Dry index (15% weight), the S&P GSCI Gold Index - Excess Return (10% weight), West Texas Intermediate light sweet crude oil (25% weight) and copper - grade A, special high-grade zinc, soybeans and wheat (12.5% weight each); via Morgan Stanley & Co. Inc.; pricing and settlement in December

• 0% Performance Leveraged Upside Securities (PLUS) due January 2011 linked to the Dow Jones - AIG Commodity index via Morgan Stanley & Co. Inc.; pricing and settlement to be determined

• 0% Performance Leveraged Upside Securities (PLUS) due Jan. 20, 2009 linked to the Dow Jones Industrial Average; via Morgan Stanley & Co. Inc.; pricing and settlement in December

• 9% Stock Participation Accreting Redemption Quarterly-pay Securities (Sparqs) due Jan. 20, 2009 linked to the common stock of Exxon Mobil Corp; via Morgan Stanley & Co. Inc.; pricing and settlement in December

• 0% Performance Leveraged Upside Securities (PLUS) due Jan. 20, 2009 linked to the iShares of the MSCI EAFE Index Fund; via Morgan Stanley & Co. Inc.; pricing and settlement in December

• 0% Performance Leveraged Upside Securities (PLUS) due Jan. 20, 2009 linked to the Nasdaq 100 index; via Morgan Stanley& Co. Inc.;; pricing and settlement in December

• 0% Performance Leveraged Upside Securities (PLUS) due Dec. 31, 2009 linked to Nikkei 225 index; via Morgan Stanley & Co., Inc.; pricing and settlement in December

• 0% Performance Leveraged Upside Securities (PLUS) due Jan. 20, 2009 linked to the Russell 2000; via Morgan Stanley& Co. Inc.;; pricing and settlement in December

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

• 0% Buffered Bear Market Performance Leveraged Upside Securities (PLUS) due Jan. 20, 2009 inversely linked to the S&P 500 Index; via Morgan Stanley & Co. Inc.; pricing and settlement in December

• Zero-coupon capital-protected notes due June 30, 2010 linked to the best of three currency baskets; first basket consists of equal weights (33.3333%) of Vietnamese dong, Indonesia rupiah and Indian rupee, against the dollar; second basket consists of equal weights (33.3333%) of Argentine peso, Brazilian real and Mexican peso, against the dollar; third basket consists of equal weights (33.3333%) of Hungarian forint, Turkish lira and Russian ruble, against the dollar; via Morgan Stanley & Co., Inc.; pricing and settlement in December

• 100% capital-protected currency income notes due Feb. 7, 2012 linked to equal weights of the Australian dollar, British pound, Canadian dollar, euro, Japanese yen, New Zealand dollar, Norwegian krone, Swedish krona and the Swiss franc; via Morgan Stanley & Co., Inc.; pricing and settlement in January

• 0% Performance Leveraged Upside Securities (PLUS) due Feb. 20, 2009 linked to the iShares MSCI EAFE index fund; via Morgan Stanley & Co., Inc.; pricing and settlement in January

• 0% buffered PLUS (Performance Leveraged Upside Securities) notes due Jan. 20, 2010 linked to the Philadelphia Stock Exchange Housing Sector index; 90% trigger; via Morgan Stanley & Co. Inc.; pricing and settlement in January

• 0% notes due Feb. 20, 2009 in the Bear Market PLUS (Performance Leveraged Upside Securities) structure inversely linked to the Russell 2000 index; via Morgan Stanley & Co. Inc.; pricing and settlement in January

• 12.5% Stock Participation Accreting Redemption Quarterly-pay Securities (Sparqs) due Feb. 20, 2009 linked to the common stock of Target Corp.; via Morgan Stanley & Co. Inc.; pricing and settlement in January

ROYAL BANK OF CANADA

• 10% reverse convertible notes due March 31, 2008 linked to ABB Ltd. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 24.45% reverse convertible notes due March 31, 2008 linked to Ambac Financial Group, Inc. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 12% reverse convertible notes due June 30, 2008 linked to American Express Co. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 18.05% reverse convertible notes due March 31, 2008 linked to American International Group, Inc. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 15.2% reverse convertible notes due March 31, 2008 linked to American International Group, Inc. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 10.75% reverse convertible notes due March 31, 2008 linked to Apple Inc. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 15.75% reverse convertible notes due June 30, 2008 linked to Apple Inc. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 14.75% reverse convertible notes due March 31, 2008 linked to Baker Hughes Inc. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 24.4% reverse convertible notes due March 31, 2008 linked to Barrick Gold Corp. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 14.6% reverse convertible notes due June 30, 2008 linked to BE Aerospace, Inc. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 17.6% reverse convertible notes due March 31, 2008 linked to the Bear Stearns Cos. Inc. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 13.65% reverse convertible notes due June 30, 2008 linked to Belden Inc. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 22.9% reverse convertible notes due March 31, 2008 linked to Bucyrus International, Inc. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 15.3% reverse convertible notes due June 30, 2008 linked to Chicago Bridge & Iron Co. NV. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 10% reverse convertible notes due Dec. 31, 2008 linked to Citigroup Inc. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 10% reverse convertible notes due June 30, 2008 linked to Corning Inc. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 21.4% reverse convertible notes due March 31, 2008 linked to Deckers Outdoor Corp. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 19% reverse convertible notes due March 31, 2008 linked to Elan Corp. plc common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 22% reverse convertible notes due June 30, 2008 linked to Elan Corp. plc common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 37.9% reverse convertible notes due March 31, 2008 linked to Federal National Mortgage Association (Fannie Mae). common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 11.4% reverse convertible notes due March 31, 2008 linked to Federal National Mortgage Association (Fannie Mae). common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 17.25% reverse convertible notes due Dec. 31, 2008 linked to Federal National Mortgage Association (Fannie Mae) common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 31.1% reverse convertible notes due March 31, 2008 linked to First Solar, Inc. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 24.4% reverse convertible notes due March 31, 2008 linked to Freeport-McMoRan Copper & Gold, Inc. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 30.9% reverse convertible notes due March 31, 2008 linked to Garmin Ltd. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 16.25% reverse convertible notes due March 31, 2008 linked to General Motors Corp. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 17.5% reverse convertible notes due June 30, 2008 linked to General Motors Corp. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 16.25% reverse convertible notes due Dec. 31, 2008 linked to General Motors Corp. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 20.5% reverse convertible notes due March 31, 2008 linked to Intuitive Surgical, Inc. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 17.2% reverse convertible notes due March 31, 2008 linked to J.C. Penney Co., Inc. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 17.25% reverse convertible notes due June 30, 2008 linked to KBR, Inc. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 22.5% reverse convertible notes due March 31, 2008 linked to Marathon Oil Corp. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 24.65% reverse convertible notes due March 31, 2008 linked to MBIA Inc. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 15.25% reverse convertible notes due Dec. 31, 2008 linked to Moody's Corp. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 17.8% reverse convertible notes due June 30, 2008 linked to National-Oilwell Varco Inc. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 24.4% reverse convertible notes due March 31, 2008 linked to Nvidia Corp. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 14.5% reverse convertible notes due June 30, 2008 linked to Parker Drilling Co. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 19.8% reverse convertible notes due March 31, 2008 linked to Priceline.com Inc. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 12.75% reverse convertible notes due June 30, 2008 linked to Qualcomm Inc. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 13.45% reverse convertible notes due June 30, 2008 linked to Quanta Services, Inc. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 33.75% reverse convertible notes due March 31, 2008 linked to Research in Motion Ltd. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• Zero-coupon 100% principal-protected absolute return notes due Dec. 31, 2008 linked to the S&P 500 index; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 0% enhanced return bear notes due Jan. 30, 2009 linked to the S&P 500 index; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 23.2% reverse convertible notes due June 30, 2008 linked to Shaw Group Inc. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 29.45% reverse convertible notes due March 31, 2008 linked to Sovereign Bancorp, Inc. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 9% reverse convertible notes due June 30, 2008 linked to Starbucks Corp. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 19.9% reverse convertible notes due June 30, 2008 linked to Thornburg Mortgage, Inc. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 11% reverse convertible notes due March 31, 2008 linked to Titanium Metals Corp. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 15.1% reverse convertible notes due June 30, 2008 linked to Titanium Metals Corp. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 17.5% reverse convertible notes due June 30, 2008 linked to Titanium Metals Corp. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 24.4% reverse convertible notes due March 31, 2008 linked to Washington Mutual, Inc. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

• 15.5% reverse convertible notes due March 31, 2008 linked to Yahoo! Inc. common stock; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31

AB SVENSK EXPORTKREDIT

• 0% principal-protected bull notes due 2009 linked to equal weights of the Brazilian real, Malaysian ringgit, Russian ruble, Singapore dollar and Taiwan dollar via underwriter Goldman, Sachs & Co; pricing and settlement in December

• Notes due December 2008 linked to the Standard & Poor's Diversified Trends Indicator - Total Return; via Goldman, Sachs & Co.; pricing and settlement in December

• 0% notes due 2009 linked to the price of gold; via Goldman, Sachs & Co.; pricing and settlement in January

UBS AG

• Variable-coupon 100% principal protection notes due Feb. 20, 2013 linked to UBS Short Term Rates Automated Strategy (Straus) index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Jan. 24; settlement Jan. 31

• 0% performance securities with contingent protection due Jan. 31, 2013 linked to the S&P 500 index; 50% trigger; via UBS Financial Services, Inc. and UBS Investment Bank; pricing Jan. 28; settlement Jan. 31


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