Structured Products Calendar

ABN AMRO BANK NV

• 15.75% reverse convertible notes due Feb. 14, 2008 linked to Nymex Holdings Inc. common stock; via LaSalle; pricing Feb. 9; settlement Feb. 14

• 9% reverse convertible notes due Feb. 14, 2008 linked to SLM Corp. common stock; via LaSalle; pricing Feb. 9; settlement Feb. 14

BANK OF AMERICA

• 0% return-linked notes due on or about Nov. 23, 2011 linked to a basket containing equal weights of the S&P 500, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing Feb. 21; settlement Feb. 23

BARCLAYS BANK PLC

• 15% reverse convertible notes due Aug. 14 linked to Advanced Micro Devices stock; via Barclays Capital; pricing Feb. 9; settlement Feb. 14

• 100% principal-protected digital plus notes due August 14, 2012 linked to a basket of equally weighted base metals; via Barclays Capital; pricing Feb. 9; settlement Feb. 14

• 100% principal-protected digital plus notes due Aug. 14, 2012 linked to equal weights of aluminum, nickel and zinc; via Barclays Capital; pricing Feb. 9; settlement Feb. 14

• 0% Super Track Notes due March 13, 2008 linked to S&P 500 index; via Barclays Capital; pricing Feb. 9; settlement Feb. 14

• 11.05% reverse convertible notes due Aug. 14, 2007 linked to Whole Foods Market Inc. stock; via Barclays Capital; pricing Feb. 9; settlement Feb. 14

CITIGROUP FUNDING INC.

• 12% to 13% Equity LinKed Securities (ELKS) due 2008 linked to the common stock of Celgene Corp.; via Citigroup Global Markets Inc.

• 0% principal-protected notes due 2009 linked to the spread between the 10-year and two-year CMS (constant maturity swap) rates; via Citigroup Global Markets Inc.

• 0% principal-protected trust certificates linked to equal weights of the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500 indexes; via Citigroup

• 0% principal-protected notes due 2011 linked to equal weights of the Dow Jones Euro Stoxx 50 index, Nikkei 225 Stock Average and S&P 500 index; via Citigroup Global Markets Inc.

• 0% notes structured as Index Leading Stockmarket Return Securities (Lasers) due 2010 linked to equal weights of the Dow Jones Euro Stoxx 50 index, Nikkei 225 Stock Average and S&P 500 index; via Citigroup Global Markets Inc.

• 0% principal-protected notes due 2008 linked to equal weights of the Indian rupee, Korean won, Philippines peso and Singapore dollar; via Citigroup

• 8% to 9% Equity LinKed Securities (ELKS) linked to the common stock of Starbucks; 77.5% trigger; via Citigroup Global Markets Inc.

DEUTSCHE BANK AG

• 100% principal-protected notes due Feb. 28, 2012 linked to an index basket consisting of the S&P 500 (30% weight), Dow Jones Euro Stoxx 50 (30% weight), Nikkei 225 (30% weight) and MSCI Emerging Markets index (10% weight); via UBS AG; pricing Feb. 22; settlement Feb. 28

DEUTSCHE BANK, LONDON BRANCH

• 0% autocallable optimization securities with contingent protection due Aug. 29, 2008 linked to the AMEX Gold BUGS index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Feb. 21; settlement Feb. 28

• 0% performance securities with contingent protection due Feb. 28, 2012 linked to the Dow Jones Euro Stoxx 50 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Feb. 22; settlement Feb. 28

0% performance securities with contingent protection due Feb. 28, 2012 linked to the FTSE/Xinhua China 25 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Feb. 22; settlement Feb. 28

• 0% performance securities with contingent protection due Feb. 28, 2012 linked to the Nikkei 225 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Feb. 22; settlement Feb. 28

• 0% performance securities with contingent protection due Feb. 28, 2012 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Feb. 22; settlement Feb. 28

• Zero-coupon principal-protected absolute return barrier notes due Aug. 29, 2008 linked to the S&P 500 index; via UBS Financial Services, Deutsche Bank Securities Inc.; pricing Feb. 22; settlement Feb. 28

EKSPORTFINANS ASA

• 0% five year Buffered Underlying Securities due in 30 months linked to Dow Jones Euro Stoxx 50 index; via Deutsche Bank Securities Inc.

HARTFORD LIFE INSURANCE CO.

• 0% principal-protected notes due Feb. 6, 2013 linked to the S&P 500 index; via Bear, Stearns & Co. Inc., A.G. Edwards & Sons Inc., Banc of America Securities LLC, Charles Schwab & Co. Inc., Citigroup, Fidelity Capital Markets Services, Merrill Lynch & Co., Morgan Stanley, Piper Jaffray & Co., Raymond James, RBC Dain Rauscher Inc., Scott & Stringfellow Inc., UBS Investment Bank and Wachovia Securities; pricing Feb. 1; settlement Feb. 6

• 2% principal-protected notes due Feb. 6, 2013 linked to the S&P 500 index; via Bear, Stearns & Co. Inc., A.G. Edwards & Sons Inc., Banc of America Securities LLC, Charles Schwab & Co. Inc., Citigroup, Fidelity Capital Markets Services, Merrill Lynch & Co., Morgan Stanley, Piper Jaffray & Co., Raymond James, RBC Dain Rauscher Inc., Scott & Stringfellow Inc., UBS Investment Bank and Wachovia Securities; pricing Feb. 1; settlement Feb. 6

HSBC BANK USA NA, NEW YORK BRANCH

• Far East opportunity point-to-point certificates of deposit due Feb. 16, 2012 linked to equal weights of the Nikkei 225, Hong Kong Hang Seng China Enterprises, Morgan Stanley Capital International Taiwan and Morgan Stanley Capital International Singapore Cash indexes; via LaSalle Bank; pricing Feb. 12; settlement Feb. 15

• Callable growth protected certificates of deposit due Aug. 14, 2012 linked to the S&P 500 index; via LaSalle Bank; pricing Feb. 9; settlement Feb. 14

JPMORGAN CHASE & CO.

• 0% return notes due Feb. 5, 2009 linked to the Dow 10 Index Total Return; via JPMorgan Securities Inc.; pricing Feb. 2; settlement Feb. 7

• 0% lesser index annual review notes due Feb. 18, 2010 linked to the Nikkei 225 and S&P 500 indexes; via J.P. Morgan Securities; pricing Feb. 2; settlement Feb. 7

• 0% annual review notes due Feb. 18, 2010 linked to the Nikkei 225 index; via J.P. Morgan Securities; pricing Feb. 2; settlement Feb. 7

• 0% return enhanced notes due Aug. 8, 2007 linked to the PHLX Oil Service Sector index; via J.P. Morgan Securities Inc.; pricing Feb. 2; settlement Feb. 7

• 0% buffered return enhanced notes due Aug. 11, 2008 linked to the Dow Jones AIG Commodity index; via J.P. Morgan Securities Inc.; pricing Feb. 6; settlement Feb. 9

• 0% outperformance buffered return enhanced notes due Feb. 10, 2009 linked to performance of S&P 500 index compared to the Russell 2000 index; via J.P. Morgan Securities Inc.; pricing Feb. 6; settlement Feb. 12

• 0% principal-protected notes due Aug. 29, 2008 linked to equal weights of the Brazilian real, Indian rupee, Mexican peso and New Turkish lira relative to the dollar; via J.P. Morgan Securities Inc.; pricing Feb. 23; settlement Feb. 28

• 0% principal-protected notes due Feb. 29, 2012 linked to the Dow Jones - AIG Commodity index; via J.P. Morgan Securities Inc.; pricing Feb. 23; settlement Feb. 28

• 0% principal-protected notes due Aug. 31, 2010 linked to an equally weighted basket of the Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via J.P. Morgan Securities; pricing Feb. 23; settlement Feb. 28

• 0% buffered return enhanced notes due Feb. 27, 2009 linked to an equally weighted basket consisting of the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500 indexes; via J.P. Morgan Securities Inc.; pricing Feb. 23; settlement Feb. 28

• 0% principal-protected notes due Feb. 27, 2015 linked to the S&P 500 index; via JP Morgan Securities; pricing Feb. 23; settlement Feb. 28

• 0% principal-protected notes due Feb. 27, 2009 linked to the U.S. Dollar index; via J.P. Morgan Securities Inc.; pricing Feb. 23; settlement Feb. 28

• 0% buffered return enhanced notes due Feb. 27, 2009 linked to the Dow Jones AIG Commodity index; via J.P. Morgan Securities Inc.; pricing Feb. 24; settlement Feb. 27

LEHMAN BROTHERS HOLDINGS INC.

• Capped inverse return leveraged notes due Feb. 6, 2009 linked to iShares Dow Jones U.S. Real Estate index fund; via Lehman Brothers Inc.; pricing Feb. 1; settlement Feb. 6

• 0% foreign exchange notes due 2010 linked to the Brazilian real with a 20% weight, the Russian ruble with a 30% weight, the Indian rupee with a 20% weight, the Chinese renminbi (yuan) with a 30% weight and the dollar with a negative 100% weight; via Lehman Brothers Inc.

MERRILL LYNCH & CO., INC.

• 0% annual review notes due Feb. 19, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc.' pricing Feb. 2; settlement Feb. 7

• 0% principal-protected notes due February 2008 linked to the Chinese renminbi (yuan), Indian rupee, Japanese yen and Singapore dollar, equally weighted, against the dollar; via Merrill Lynch; settlement expected in February

• 0% Strategic Return Notes due February 2012 linked to the Industrial 15 Total Return index; via Merrill Lynch; settlement expected in February

• 0% accelerated return notes due April 2008 linked to equal weights of the Nikkei 225 and FTSE/Xinhua China 25 indexes; via Merrill Lynch; settlement expected in February

• Leveraged municipal/Libor notes due February 2017; via Merrill Lynch; settlement expected in February

• Leveraged Index Return Notes due February 2011 linked to the Rogers International Commodity Index - Agriculture Excess Return; via Merrill Lynch; settlement expected in February

• 0% accelerated return notes due April 2008 linked to the Topix Small Cap index; via Merrill Lynch; settlement expected in February

• 0% Leveraged Index Return Notes due September 2010 linked to the MSCI Emerging Markets index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in February or March

• 0% accelerated return notes due May 2008 linked to Nikkei 225 index; via Merrill Lynch & Co.; settlement in March

• 0% accelerated return notes due May 2008 linked to Russell 2000 index; via Merrill Lynch & Co.; settlement in March

• 0% Strategic Return Notes medium-term series C notes due March 2012 linked to the Select Ten index; via Merrill lynch; settlement expected in March

• Long Short Notes due April 2008 linked to the Select Sectors Long Short Index - Series XII; via Merrill lynch; settlement expected in March

MORGAN STANLEY

• 0% buffered return enhanced notes due Sept. 12, 2008 linked to the S&P 500 index; via JPMorgan Chase Bank NA and J.P. Morgan Securities Inc.; pricing Feb. 2; settlement Feb. 9

• 0% return enhanced notes due Feb. 13, 2008 linked to the Russell 200 index; via JPMorgan Chase Bank NA and J.P. Morgan Securities Inc.; pricing Feb. 2; settlement Feb. 9

• 0% notes due March 20, 2008 in the Performance Leveraged Upside Securities (PLUS) structure linked to the PHLX Oil Service Sector index; via Morgan Stanley; pricing in February

• High Income Trigger Securities (HITS) due March 20, 2008 linked to ConocoPhillips common stock; via Morgan Stanley & Co. Inc.; pricing in February

9% Stock Participation Accreting Redemption Quarterly-pay Securities (Sparqs) due March 20, 2008 linked to eBay Inc. common stock; via Morgan Stanley & Co. Inc; pricing in February

• 0% Performance Leveraged Upside Securities (PLUS) due March 5, 2008 linked to the Goldman Sachs Commodity Agricultural Index - Excess Return; via Morgan Stanley & Co., Inc.; settlement in February

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

• 0% Performance Leveraged Upside Securities (PLUS) due Feb. 29, 2008 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in February

• 0% currency-linked capital-protected notes due Aug. 28, 2009 linked to the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi, all equally weighted; via Morgan Stanley

• 0% capital-protected notes due Jan. 30, 2008 linked to the dollar exchange rate of the euro; via Morgan Stanley

• 0% auto-callable securities due Feb. 26, 2010 linked to the Goldman Sachs Commodity Agricultural Index - Excess Return; via Morgan Stanley

RABOBANK, NA

• 110% principal-protected certificates of deposit linked to equal weights of the MSCI Taiwan, the Dow Jones Euro Stoxx 50, the Nikkei 225 and the S&P 500 indexes; via LaSalle Bank; pricing Feb. 9; settlement Feb. 14

• 100% principal-protected certificates of deposit linked to equal weights of the MSCI Singapore Free, the MSCI Taiwan and the Topix indexes; via LaSalle Bank; pricing Feb. 9; settlement Feb. 14

RABO FINANCIAL PRODUCTS BV

• 12.75% reverse convertible notes due Aug. 14, 2007 linked to Apple Computer, Inc. common stock; via LaSalle; pricing Feb. 9; settlement Feb. 14

• 13% reverse convertible notes due Aug. 14, 2007 linked to Diamond Offshore Drilling common stock; via LaSalle; pricing Feb. 9; settlement Feb. 14

• 19% reverse convertible notes due May 14, 2007 linked to JDS Uniphase Corp. common stock; via LaSalle; pricing Feb. 9; settlement Feb. 14

ROYAL BANK OF CANADA

• 0% principal-protected notes due Feb. 24, 2010 linked to equal weights of the Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via RBC Capital Markets Corp.; pricing Feb. 20; settlement Feb. 22

UBS AG

• 0% principal-protected notes due Feb. 28, 2009 linked to equal weights of the dollar/Brazilian real spot rate, dollar/Russian ruble spot rate, dollar/Indian rupee spot rate and dollar/Chinese renminbi spot exchange rate; via UBS Investment Bank, UBS Financial Services Inc.; pricing Feb. 21; settlement Feb. 28

• 0% return optimization securities due Aug. 29, 2008 linked to the Dow Jones Euro Stoxx 50 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing Feb. 22; settlement Feb. 28

• 0% return optimization securities due Aug. 29, 2008 linked to the MSCI EAFE index; via UBS Investment Bank and UBS Financial Services Inc.; pricing Feb. 22; settlement Feb. 28

• 0% return optimization securities due Aug. 29, 2008 linked to the Nikkei 225 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing Feb. 22; settlement Feb. 28

• 0% return optimization securities due Aug. 29, 2008 linked to the S&P 500 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing Feb. 22; settlement Feb. 28

• Callable daily range accrual notes due February 2009 linked to the 10-year Constant Maturity U.S. Treasury rate; via UBS Investment Bank and UBS Financial Services Inc.; pricing in February

WACHOVIA CORP.

• 8.5% to 9.5% enhanced yield securities due Feb. 5, 2008 linked to Boston Scientific Corp. stock; 75% trigger; via Wachovia Securities

• 0% enhanced growth securities due Aug. 5, 2008 linked to the Energy Select Sector index; via Wachovia Securities

• 9.5% to 10.5% enhanced yield securities due Feb. 5, 2008 linked to Halliburton Co. stock; 80% trigger; via Wachovia Securities

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