Structured Products Calendar

ABN AMRO BANK NV

• 17.25% Knock-In Reverse Exchangeable Securities due March 28, 2008 linked to the common stock of Diamond Offshore Drilling, Inc.; 80% trigger; via LaSalle Financial Services, Inc.; pricing March 23; settlement March 28

• 13% Knock-In Reverse Exchangeable Securities due Sept. 28, 2007 linked to eBay Inc. common stock; 80% trigger; via ABN Amro Inc.; pricing March 23; settlement March 28

• 21.5% Knock-In Reverse Exchangeable Securities due March 28, 2008 linked to the common stock of Elan Corp., plc; 75% trigger; via LaSalle Financial Services, Inc.; pricing March 23; settlement March 28

• 17.25% Knock-In Reverse Exchangeable Securities due March 28, 2008 linked to the common stock of Evergreen Energy Inc.; 80% trigger; via LaSalle Financial Services, Inc.; pricing March 23; settlement March 28

• 17.5% reverse convertible notes due Sept. 28, 2007 linked to General Motors Corp. common stock; via LaSalle Financial Services; pricing March 23; settlement March 28

• 10% Knock-In Reverse Exchangeable Securities due March 28, 2008 linked to the common stock of Norfolk Southern Corp.; 80% trigger; via LaSalle Financial Services, Inc.; pricing March 23; settlement March 28

• 25.5% reverse convertible notes due June 28, 2007 linked to Overstock.com, Inc. common stock; via LaSalle Financial Services; pricing March 23; settlement March 28

• 10.5% reverse convertible notes due Sept. 28, 2007 linked to Yahoo! Inc. common stock; via LaSalle Financial Services; pricing March 23; settlement March 28

• 13% Knock-In Reverse Exchangeable Securities due June 29, 2007 linked to Advanced Micro Devices, Inc. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 13% Knock-In Reverse Exchangeable Securities due June 29, 2007 linked to Amazon.com, Inc. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 12% Knock-In Reverse Exchangeable Securities due March 31, 2008 linked to Apple Inc. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 10% Knock-In Reverse Exchangeable Securities due June 29, 2007 linked to Bristol-Meyers Squibb Co. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 15% Knock-In Reverse Exchangeable Securities due Sept. 28, 2007 linked to Baidu.com, Inc. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 14% Knock-In Reverse Exchangeable Securities due March 31, 2008 linked to Continental Airlines, Inc. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 11% Knock-In Reverse Exchangeable Securities due Sept. 28, 2007 linked to Corning Inc. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 11% Knock-In Reverse Exchangeable Securities due June 29, 2007 linked to Deere & Co. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 13% Knock-In Reverse Exchangeable Securities due Sept. 28, 2007 linked to the common stock of eBay Inc.; 80% trigger; via ABN Amro Inc.; pricing March 27; settlement March 30

• 11.5% Knock-In Reverse Exchangeable Securities due March 31, 2008 linked to Ford Motor Co. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 12.5% Knock-In Reverse Exchangeable Securities due March 31, 2008 linked to Freeport-McMoRan Copper & Gold Inc. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 10.5% Knock-In Reverse Exchangeable Securities due March 31, 2008 linked to Goldcorp Inc. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 10.5% Knock-In Reverse Exchangeable Securities due March 31, 2008 linked to MasterCard Inc. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 10% Knock-In Reverse Exchangeable Securities due March 31, 2008 linked to Merck & Co., Inc. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 10.25% Knock-In Reverse Exchangeable Securities due March 31, 2008 linked to Microsoft Corp. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 14% Knock-In Reverse Exchangeable Securities due June 29, 2007 linked to Motorola, Inc. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 11.25% Knock-In Reverse Exchangeable Securities due March 31, 2008 linked to Research in Motion Ltd. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 16% Knock-In Reverse Exchangeable Securities due Sept. 28, 2007 linked to Red Hat, Inc. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 13.5% Knock-In Reverse Exchangeable Securities due March 31, 2008 linked to Sandisk Corp. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 13% Knock-In Reverse Exchangeable Securities due March 31, 2008 linked to Silver Wheaton Corp. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 16.5% Knock-In Reverse Exchangeable Securities due Sept. 28, 2007 linked to Smith & Wesson Holding Corp. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 10% Knock-In Reverse Exchangeable Securities due March 31, 2008 linked to United States Steel Corp. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

BANK OF AMERICA

• 0% Minimum Return Equity Appreciation Growth Linked Securities (Eagles) due March 30, 2010 linked to equal weights of the Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing March 27

• 0% senior notes due March 30, 2012 linked to the Dow Jones - AIG Commodity index; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing and settlement in March

BARCLAYS BANK PLC

• 15% reverse convertibles due Sept. 26, 2007 linked to Countrywide Financial Corp. stock; via Barclays Capital; pricing March 21; settlement March 26

• 0% principal-protected notes due March 26, 2009 linked to equally weighted basket of currencies, including the Brazilian real, Hungarian forint, Turkish lira, Singapore dollar and Mexican peso, versus the dollar; via Barclays Capital Inc.; pricing March 23; settlement March 28

• 8.65% reverse convertible notes due March 26, 2008 linked to Capital One Financial Corp. common stock; via Barclays Capital; pricing March 23; settlement March 28

• 0% buffered Super Track Notes due March 28, 2012 linked to an equally weighted basket consisting of the Dow Jones Euro Stoxx 50, MSCI Taiwan, Nikkei 225 and S&P 500 indexes; via Barclays Capital Inc.; pricing March 23; settlement March 28

• 0% principal-protected notes due Sept. 28, 2012 linked to equally weighted basket of gold, natural gas and West Texas Intermediate crude oil; via Barclays Capital Inc.; pricing March 23; settlement March 28

• 8.75% reverse convertibles notes due March 26, 2008 linked to The Goldman Sachs Group Inc. stock; via Barclays Capital Inc.; pricing March 23; settlement March 28

• 0% principal-protected breakfast bond notes due March 28, 2012 linked to seven sub-indexes of the Goldman Sachs Commodity index; via Barclays Capital Inc.; pricing March 23; settlement March 28

• 9% reverse convertible notes due March 26, 2008 linked to Lehman Brothers Holdings Inc. stock; via Barclays Capital Inc.; pricing March 23; settlement March 28

• 11.2% reverse convertible notes due Sept. 27, 2007 linked to the common stock of Toll Brothers Inc. ; 75% trigger; via Barclays Capital Inc.; pricing March 23; settlement March 28

• 14.05% reverse convertible notes due Sept. 27, 2007 linked to the common stock of United States Steel Corp.; 80% trigger; via Barclays Capital Inc.; pricing March 23; settlement March 28

• 11% reverse convertible notes due Sept. 28, 2008 linked to AmeriCredit Corp. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 12.5% reverse convertible notes due Sept. 28, 2008 linked to Apple Inc. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 11.375% reverse convertible notes due Sept. 28, 2008 linked to CB Richard Ellis Group, Inc. class A common stock; via Barclays Capital; pricing March 27; settlement March 30

• 9.5% reverse convertible notes due Sept. 28, 2008 linked to Coach, Inc. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 13.75% reverse convertible notes due Sept. 28, 2008 linked to Coldwater Creek Inc. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 12.75% reverse convertible notes due Sept. 28, 2008 linked to Consol Energy Inc. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 12% reverse convertible notes due Sept. 28 2008 linked to Corning Inc. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 9.05% reverse convertible notes due Sept. 28, 2008 linked to Deere & Co. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 10.25% reverse convertible notes due Sept. 28, 2008 linked to Ensco International Inc. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 100% principal-protected bear notes due March 30, 2010 linked to equal weights of the euro, Japanese yen, Singapore dollar, Australian dollar and the Korean won, all versus the dollar; via Barclays Capital; pricing March 27; settlement March 30

• 16.125% reverse convertible notes due Sept. 28, 2008 linked to Freeport-McMoRan Copper & Gold Inc. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 12% reverse convertible notes due Sept. 28, 2008 linked to Frontier Oil Corp. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 11.5% reverse convertible notes due Sept. 28, 2007 linked to The Goodyear Tire & Rubber Co. stock; 80% trigger; via Barclays Capital Inc.; pricing March 27; settlement March 30

• 9.75% reverse convertible notes due Sept. 28, 2008 linked to Humana, Inc. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 11.25% reverse convertible notes due Sept. 28, 2008 linked to Immucor, Inc. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 16.25% reverse convertible notes due Sept. 28, 2008 linked to JetBlue Airways Corp. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 15.75% reverse convertible notes due Sept. 28, 2008 linked to Joy Global Inc. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 14.125% reverse convertible notes due Sept. 28, 2008 linked to Massey Energy Co. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 15.25% reverse convertible notes due Sept. 28, 2008 linked to Netflix, Inc. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 13.25% reverse convertible notes due Sept. 28, 2008 linked to Nucor Corp. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 14% reverse convertible notes linked to NutriSystem Inc. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 12.5% reverse convertible notes linked to Peabody Energy Corp. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 11.25% reverse convertible notes due Sept. 28, 2007 linked to Qualcomm Inc. stock; 80% trigger; via Barclays Capital Inc.; pricing March 27; settlement March 30

• 13.25% reverse convertible notes due Sept. 28, 2008 linked to Reliance Steel & Aluminum Co. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 15.375% reverse convertible notes due Sept. 28, 2008 linked to SanDisk Corp. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 0% principal-protected notes due July 2, 2008 linked to the S&P 500 index; via Barclays Capital Inc.; pricing March 27; settlement March 30

• 12% reverse convertible notes linked to Steel Dynamics, Inc. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 16.25% reverse convertible notes due Sept. 28, 2008 linked to SunPower Corp. class A common stock; via Barclays Capital; pricing March 27; settlement March 30

• 9.65% reverse convertible notes due Sept. 28, 2008 linked to TD Ameritrade Holding Corp. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 12.25% reverse convertible notes due Sept. 28, 2008 linked to ValueClick, Inc. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 9.6% reverse convertible notes due Sept. 28, 2008 linked to Weatherford International Ltd. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 11.5% reverse convertible notes due Sept. 28, 2008 linked to Whole Foods Market, Inc. common stock; via Barclays Capital; pricing March 27; settlement March 30

BEAR STEARNS COS. INC.

• 0% Advanced Market Participation Securities due April 2008 linked to the common stock of Apple, Inc.; via Bear, Stearns & Co. Inc.; pricing and settlement in March

• 0% Advanced Market Participation Securities due April 2008 linked to the common stock of NYSE Group, Inc.; via Bear, Stearns & Co. Inc.; pricing and settlement in March

CITIGROUP FUNDING INC.

• 0% principal-protected notes due March 2009 linked to equal weights of the dollar/Australian dollar, dollar/British pound, dollar/Indonesian rupiah, dollar Mexican peso and dollar/Turkish lira exchange rates; via Citigroup Global Markets Inc.; pricing and settlement in March

• 8.5% to 9.5% Equity LinKed Securities (ELKS) due 2008 linked to the common stock of Chesapeake Energy Corp.; 80% trigger; via Citigroup Global Markets Inc.

• 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.

• 8% to 9% Equity-LinKed Securities (ELKS) due 2008 linked to the common stock of Intel Corp.; 80% trigger; via Citigroup Global Markets Inc.

CREDIT SUISSE (USA), INC.

• 15.5% reverse convertible securities due Sept. 21, 2007 linked to the common stock of Blockbuster Inc.; 65% trigger; via Credit Suisse Securities (USA) LLC; settlement March 21

• 10.25% reverse convertible securities due March 20, 2008 linked to the common stock of Cooper Tire & Rubber Co.; 80% trigger; via Credit Suisse Securities (USA) LLC; settlement March 21

• 11.5% reverse convertible securities due March 20, 2008 linked to the American Depository Receipts of Harmony Gold Mining Co. Ltd.; 75% trigger; via Credit Suisse Securities (USA) LLC; settlement March 21

• 13.25% reverse convertible securities due March 20, 2008 linked to the common stock of IntercontinentalExchange, Inc.; 65% trigger; via Credit Suisse Securities (USA) LLC; settlement March 21

• 12% reverse convertible securities due March 20, 2008 linked to the common stock of XM Satellite Radio Holdings, Inc.; 60% trigger; via Credit Suisse Securities (USA) LLC; settlement March 21

• 0% Buffered Accelerated Return Equity Securities (Bares) due March 31, 2011 linked to the S&P 500 (70% weight), Russell 2000 (10% weight), Dow Jones Euro Stoxx (8% weight), Nikkei 225 (5%), FTSE 100 (5% weight) and S&P/ASX 200 (2 weight) indexes; via Credit Suisse Securities (USA) LLC; pricing and settlement in March

DEUTSCHE BANK AG, LONDON BRANCH

• 0% triple opportunity notes due April 2, 2008 linked to the Dow Jones Euro Stoxx 50 with a 26% weight, the FTSE with a 26% weight, the S&P 500 with a 20% weight, the Nikkei 225 index with a 20% weight and the S&P/ASX 200 with an 8% weight; via Deutsche Bank Securities and Deutsche Bank Trust Co. Americas; pricing March 19; settlement March 28

• 0% appreciation notes due Sept. 29, 2008 linked to equal weights of the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; 11% minimum return if basket level increases; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing March 22; settlement March 29

• 0% performance securities due March 30, 2009 linked to the Deutsche Bank Balanced Currency Harvest index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing March 23; settlement March 30

• 5% notes due March 30, 2009 linked to the Deutsche Bank Balanced Currency Harvest index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing March 23; settlement March 30

• 0% performance securities due March 30, 2012 with contingent protection linked to the Dow Jones Euro Stoxx 50 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing March 26; settlement March 30

• 0% performance securities due March 30, 2012 with contingent protection linked to the Hang Seng China Enterprises index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing March 26; settlement March 30

• 0% performance securities due March 30, 2012 with contingent protection linked to the MSCI Emerging Markets index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing March 26; settlement March 30

• 0% performance securities due March 30, 2012 with contingent protection linked to the Nikkei 225 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing March 26; settlement March 30

• 0% performance securities due March 30, 2012 with contingent protection linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing March 26; settlement March 30

• 0% Buffered Underlying Securities (BUyS) due March 30, 2010 linked to Dow Jones-AIG Commodity index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing March 27; settlement March 30

• 0% Buffered Underlying Securities (BUyS) due July 1, 2010 linked to the Nikkei 225 Stock Average; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing March 28; settlement March 30

• 0% Buffered Underlying Securities (BUyS) due April 30, 2010 linked to the Nikkei 225 Stock Average; 115% upside; via Deutsche Bank Securities and Deutsche Bank Trust Co. Americas; pricing March 27; settlement March 30

• 0% Buffered Underlying Securities (BUyS) due April 30, 2010 linked to the Nikkei 225 Stock Average; 130% upside; via Deutsche Bank Securities and Deutsche Bank Trust Co. Americas; pricing March 27; settlement March 30

• Index+ notes due March 30, 2009 linked to the S&P 500 index; 6.5% outperformance amount; via Deutsche Bank Securities and Deutsche Bank Trust Co. Americas; pricing March 27; settlement March 30

• Index+ notes due March 30, 2009 linked to the S&P 500 index; 6% outperformance amount; via Deutsche Bank Securities and Deutsche Bank Trust Co. Americas; pricing March 27; settlement March 30

• Index+ notes due March 30, 2009 linked to the S&P 500 index; 5% outperformance amount; via Deutsche Bank Securities and Deutsche Bank Trust Co. Americas; pricing March 27; settlement March 30

EKSPORTFINANS ASA

• 16% reverse convertibles due Sept. 28, 2007 linked to the common stocks of Companhia Vale do Rio Doce, Petroleo Brasileiro SA - Petrobras and Banco Bradesco SA; 80% trigger; via IXIS Securities North America Inc.; pricing March 23; settlement March 28

• 17.75% knock-in reverse convertible securities due March 28, 2008 linked to the "Dogs of the Dow for March 2007"; 65% trigger; via IXIS Securities North America Inc.; pricing March 23; settlement March 28

• 0% notes due 2009 linked to equal weights of the Australian dollar, Brazilian real, Canadian dollar, Chinese renminbi, Singaporean dollar and South Korea won measured against the dollar; via Banc of America Securities LLC

THE GOLDMAN SACHS GROUP INC.

• 0% absolute return trigger notes due 2008 linked to the S&P 500 index; via Goldman, Sachs & Co.; pricing expected in March

HARTFORD LIFE INSURANCE CO.

• Zero-coupon principal-protected notes due April 2, 2013 linked to the S&P 500 index; via Bear, Stearns & Co. Inc. (lead); pricing March 28; settlement April 2

HSBC USA INC.

• 12.55% reverse convertible notes due Sept. 27, 2007 linked to the common stock of Atheros Communications, Inc.; 75% trigger; via HSBC Securities (USA) Inc.; pricing March 23; settlement March 28

• 11.75% reverse convertible notes due March 27, 2008 linked to Broadcom Corp.; 80% trigger; via HSBC Securities (USA) Inc.; pricing March 23; settlement March 28

• 15% reverse convertible notes due March 27, 2008 linked to the common stock of Crocs, Inc.; 75% trigger; via HSBC Securities (USA) Inc.; pricing March 23; settlement March 28

• 22% reverse convertible notes due June 28, 2007 linked to the common stock of Evergreen Energy Inc.; 65% trigger; via HSBC Securities (USA) Inc.; pricing March 23; settlement March 28

• 13.2% reverse convertible notes due Sept. 27, 2007 linked to the common stock of Las Vegas Sands Corp.; 80% trigger; via HSBC Securities (USA) Inc.; pricing March 23; settlement March 28

• 18.75% reverse convertible notes due June 28, 2007 linked to the common stock of Overstock.com, Inc.; 80% trigger; via HSBC Securities (USA) Inc.; pricing March 23; settlement March 28

• 11.25% reverse convertible notes due March 27, 2008 linked to the common stock of PMC-Sierra, Inc.; 75% trigger; via HSBC Securities (USA) Inc.; pricing March 23; settlement March 28

• 12.8% reverse convertible notes due Sept. 27, 2007 linked to the common stock of Urban Outfitters, Inc.; 80% trigger; via HSBC Securities (USA) Inc.; pricing March 23; settlement March 28

• 29.25% reverse convertible notes due June 28, 2007 linked to the common stock of Vertex Pharmaceuticals Inc.; 75% trigger; via HSBC Securities (USA) Inc.; pricing March 23; settlement March 28

• 13% reverse convertible notes due March 27, 2008 linked to the common stock of XM Satellite Radio Holdings Inc.; 65% trigger; via HSBC Securities (USA) Inc.; pricing March 23; settlement March 28

JPMORGAN CHASE & CO.

• 8% six-month reverse exchangeable notes due Sept. 24, 2007 linked to Altria Group, Inc. stock; via J.P. Morgan Securities Inc.; pricing March 19; settlement March 22

• 4% (8% annual equivalent) reverse exchangeable notes due Oct. 5, 2007 linked to Altria Group, Inc.; via J.P. Morgan Securities Inc.; pricing March 19; settlement April 2

• 8% six-month reverse exchangeable notes due Sept. 24, 2007 linked to The Walt Disney Co. stock; via J.P. Morgan Securities Inc.; pricing March 19; settlement March 22

• 4% (8% annual equivalent) reverse exchangeable notes due Sept. 24, 2007 linked to The Walt Disney Co.; via J.P. Morgan Securities Inc.; pricing March 22; settlement April 5

• Zero-coupon principal-protected notes due March 25, 2009 linked to equal weights of the performances against the dollar of the Indian rupee, the New Turkish lira, the Brazilian real, the Mexican peso and the Japanese yen; via J.P. Morgan Securities Inc.; pricing March 20; settlement March 23

• 0% buffered return enhanced notes due Sept. 23, 2009 linked to a basket of 10 commodities and two commodity-linked indexes; via J.P. Morgan Securities Inc.; pricing March 23; settlement March 30

• 16% reverse exchangeable notes due Sept. 28, 2007 linked to Baidu.com, Inc. American Depositary Shares; 80% trigger; via J.P. Morgan Securities Inc.; pricing March 23; settlement March 28

• 9.5% reverse exchangeables due Sept. 28, 2007 linked to Caterpillar Inc. stock; via J.P. Morgan Securities Inc.; pricing March 23; settlement March 28

• 10% reverse exchangeables due March 28, 2008 linked to ConocoPhillips stock; via J.P. Morgan Securities Inc.; pricing March 23; settlement March 28

• 0% buffered return enhanced notes due March 31, 2008 linked to the Dow Jones Euro Stoxx 50 index; via J.P. Morgan Securities Inc.; pricing March 23; settlement March 28

• 13.25% reverse exchangeables due Sept. 28, 2007 linked to eBay Inc. stock; via J.P. Morgan Securities Inc.; pricing March 23; settlement March 28

• 9.25% reverse exchangeables due March 28, 2008 linked to Exxon Mobil Corp. stock; via J.P. Morgan Securities Inc.; pricing March 23; settlement March 28

• 10% reverse exchangeable notes due March 27, 2008 linked to the common stock of Garmin Ltd.; via J.P. Morgan Securities Inc.; pricing March 23; settlement March 28

• 9.5% reverse exchangeables due Sept. 28, 2007 linked to Google Inc. stock; via J.P. Morgan Securities Inc.; pricing March 23; settlement March 28

• 5.25% (10.5% equivalent) reverse exchangeable notes due Sept. 28, 2007 linked to the iShares FTSE/Xinhua China 25 index fund; via J.P. Morgan Securities Inc.; pricing March 23; settlement March 28

• 18% reverse exchangeable notes due June 29, 2007 linked to JDS Uniphase Corp. stock; 80% trigger; via J.P. Morgan Securities Inc.; pricing March 23; settlement March 28

• 18.25% reverse exchangeables due Sept. 28, 2007 linked to JetBlue Airways Corp. stock; via J.P. Morgan Securities Inc.; pricing March 23; settlement March 28

• 8.5% reverse exchangeables due March 28, 2008 linked to McDonald's Corp. stock; via J.P. Morgan Securities Inc.; pricing March 23; settlement March 28

• 16% reverse exchangeables due March 28, 2008 linked to Netflix, Inc. stock; via J.P. Morgan Securities Inc.; pricing March 23; settlement March 28

• 0% lesser index annual review notes due April 7, 2010 linked to the Nikkei 225 and S&P 500 indexes; via J.P. Morgan Securities Inc.; pricing March 23; settlement March 28

• 13.5% reverse exchangeable notes due June 29, 2007 linked to NYSE Group, Inc. stock; 80% trigger; via J.P. Morgan Securities Inc.; pricing March 23; settlement March 28

• 13% reverse exchangeables due March 28, 2008 linked to SanDisk Corp. stock; via J.P. Morgan Securities Inc.; pricing March 23; settlement March 28

• 0% principal-protected notes due March 29, 2012 linked to an equally weighted basket consisting of FTSE/Xinhua China 25, Korea Stock Price Index 200 and Russell 2000 indexes; via J.P. Morgan Securities Inc.; pricing March 26; settlement April 2

• 24% reverse exchangeable notes due June 29, 2007 linked to Take-Two Interactive Software Corp. stock; 80% trigger; via J.P. Morgan Securities Inc.; pricing March 23; settlement March 28

• 17.2% reverse exchangeable notes due Sept. 28, 2007 linked to JetBlue Airways Corp. stock; via J.P. Morgan Securities Inc.; pricing March 26; settlement March 29

• 14.4% reverse exchangeable notes due March 28, 2008 linked to NYSE Group, Inc. stock; via J.P. Morgan Securities Inc.; pricing March 26; settlement March 28

• 0% principal-protected notes due Sept. 30, 2008 linked to the performance of an equally weighted currency basket versus the dollar; Basket includes the Brazilian real, Indian rupee, Mexican peso and New Turkish lira; via J.P. Morgan Securities Inc.; pricing March 27; settlement March 30

• 0% principal-protected notes due Sept. 30, 2008 linked to a basket containing equal weights of Indian rupee, New Turkish lira, Brazilian real and Mexican peso; via J.P. Morgan Securities Inc.; pricing March 27; settlement March 30

• 0% buffered return enhanced notes due March 31, 2010 linked to an equally weighted basket consisting of the Nikkei 225, Dow Jones Euro Stoxx 50 and the FTSE 100 indexes; via J.P. Morgan Securities Inc.; pricing March 27; settlement March 30

• 0% buffered return enhanced notes due March 31, 2009 linked to an equally weighted basket consisting of the S&P 500, Nikkei 225 and the Dow Jones Euro Stoxx 50 indexes; via Barclays Capital; pricing March 27; settlement March 30

LEHMAN BROTHERS HOLDINGS INC.

• 10.9% reverse exchangeable notes due March 29, 2008 linked to Citrix Systems, Inc. stock; via Lehman Brothers; pricing March 23; settlement March 28

• Performance securities due March 31, 2010 with partial protection linked to equal weights of the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500 indexes; via UBS Financial Services and Lehman Brothers Inc.; pricing March 23; settlement March 30

• 0% principal-protected notes due March 31, 2011 linked to equal weights of the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500 indexes; via Lehman Brothers; pricing March 23; settlement March 30

• 10.1% reverse exchangeable notes due March 29, 2008 linked to Halliburton Co. stock; via Lehman Brothers; pricing March 23; settlement March 28

• 11.55% reverse exchangeable notes due March 29, 2008 linked to MasterCard Inc. stock; via Lehman Brothers; pricing March 23; settlement March 28

• 10.30% reverse exchangeable notes due March 29, 2008 linked to TD Ameritrade Holding Corp. stock; via Lehman Brothers; pricing March 23; settlement March 28

• Buffered annual review notes due April 2, 2010 linked to the Dow Jones Euro Stoxx 50 index; via Lehman Brothers Inc.; pricing March 27; settlement March 30

• Buffered annual review notes due April 2, 2010 linked to the Nikkei 225 index; via Lehman Brothers Inc.; pricing March 27; settlement March 30

• 0% principal-protected Wedding Cake range notes due March 2008 linked to six-month Libor; via Lehman Brothers Inc.; pricing and settlement in March

• Foreign exchange multi-range notes linked to the British pounds sterling/dollar spot exchange rate; via Lehman Brothers Inc.

• Three-month Double Conditional Range Notes linked to the British pounds sterling/dollar spot exchange rate and the Canadian dollar/dollar spot exchange rate; via Lehman Brothers Inc.

• 0% three-year principal-protected notes linked to an equally weighted basket of grade A copper, primary nickel and special high-grade zinc; via Lehman Brothers Inc.

• Six-month single barrier synthetic bearish reverse convertible notes linked to the price of light sweet crude oil; via Lehman Brothers Inc.

• 0% principal-protected two-year notes linked to equal weights of the Nikkei 225 index and the dollar/yen exchange rate; via Lehman Brothers Inc.

MERRILL LYNCH & CO., INC.

• 0% buffered return enhanced notes due April 3, 2008 linked to the Nikkei 225 index; via J.P. Morgan Securities Inc.; pricing March 23; settlement March 28

• 0% auto callable notes due April 1, 2010 linked to the Nikkei 225 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing March 27; settlement March 30

• 0% Accelerated Return Bear Market Notes due April 2008 inversely linked to the PHLX Housing Sector index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March; settlement in April

• Principal-protected notes due March 2017 linked to the 30-year and two-year CMS (Constant Maturity Swap) rates; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing and settlement in March

• 0% Accelerated Return Notes due April 2008 linked to the S&P MidCap 400 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March; settlement in April

• 0% Market Index Target-Term Securities due 2010 linked to equal weights of the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500 indexes; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March; settlement in April

• Protected Covered Call Enhanced Income Notes (Proceeds) due April 2012 linked to the World Equity Proceeds index; via Merrill Lynch & Co., Inc.; pricing in March; settlement in April

• 0% buffered return notes due October 2010 linked to an equally weight basket consisting of the S&P 500, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via Merrill Lynch & Co.; pricing and settlement in April

• Zero-coupon principal-protected notes due June 2008 linked to the Indian rupee/dollar exchange rate; via Merrill Lynch & Co.; settlement in April

MORGAN STANLEY

• 10% to 11% High Income Trigger Securities (HITS) due April 20, 2008 linked to Allegheny Technologies Inc.; 75% trigger; via Morgan Stanley & Co. Inc.; pricing and settlement in March

• 8% Stock Participation Accreting Redemption Quarterly-pay Securities (Sparqs) due April 20, 2008 linked to Archer-Daniels-Midland Co. stock; via Morgan Stanley; pricing in March; settlement in March

• 0% capital-protected notes due March 30, 2009 linked to equal weights of the Chinese renminbi, Indian rupee, Korean won and Taiwan dollar; via Morgan Stanley & Co. Inc.; pricing and settlement in March

• Floating-rate notes due March 27, 2037 linked to the 10-year constant maturity swap (CMS) rate minus the two-year CMS rate; via Morgan Stanley & Co. Inc.; pricing and settlement in March

• 0% Performance Leveraged Upside Securities (PLUS) due April 20, 2008 linked to the Goldman Sachs Crude Oil -Excess Return index; via Morgan Stanley & Co. Inc.; settlement in March

• 0% Performance Leveraged Upside Securities (PLUS) due April 20, 2008 linked to the PHLX Semiconductor Sector index; via Morgan Stanley; pricing and settlement in March

• 0% protected absolute return barrier notes due Sept. 20, 2008 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing and settlement in March

RABO FINANCIAL PRODUCTS BV

• 12.4% Knock-In Reverse Convertible notes due March 28, 2008 linked to Advanced Micro Devices, Inc. stock; 70% trigger; via LaSalle Financial Services Inc.; pricing March 23; settlement March 28

• 11.4% Knock-In Reverse Convertible notes due March 28, 2008 linked to Arch Coal, Inc. stock; 80% trigger; via LaSalle Financial Services Inc.; pricing March 23; settlement March 28

• 14.4% reverse convertible notes due Sept. 28, 2007 linked to Freeport-McMoRan Copper & Gold, Inc. common stock; via LaSalle Financial Services; pricing March 23; settlement March 28

• 13.4% Knock-In Reverse Convertible notes due March 28, 2008 linked to JetBlue Airways Corp. stock; 65% trigger; via LaSalle Financial Services Inc.; pricing March 23; settlement March 28

• 31% reverse convertible notes due June 28, 2007 linked to Interoil Corp.

common stock; via LaSalle Financial Services; pricing March 23; settlement March 28

• 9% Knock-In Reverse Convertible notes due March 28, 2008 linked to Motorola, Inc. stock; 85% trigger; via LaSalle Financial Services Inc.; pricing March 23; settlement March 28

• 15% reverse convertible notes due Sept. 28, 2007 linked to The Nasdaq Stock Market, Inc. common stock; via LaSalle Financial Services; pricing March 23; settlement March 28

• 12.9% Knock-In Reverse Convertible notes due March 28, 2008 linked to Netflix Inc. stock; 65% trigger; via LaSalle Financial Services Inc.; pricing March 23; settlement March 28

• 11.1% Knock-In Reverse Convertible notes due March 28, 2008 linked to Peabody Energy Corp. stock; 80% trigger; via LaSalle Financial Services Inc.; pricing March 23; settlement March 28

• 10.5% reverse convertible notes due Sept. 28, 2007 linked to Under Armour Inc. common stock; via LaSalle Financial Services; pricing March 23; settlement March 28

ROYAL BANK OF CANADA

• 9% reverse convertible notes due March 31, 2008 linked to the common stock of Alcan Inc.; 70% trigger; via RBC Capital Markets; pricing March 27; settlement March 30

• 10.75% reverse convertible notes due March 31, 2008 linked to the common stock of Apple, Inc.; 70% trigger; via RBC Capital Markets; pricing March 27; settlement March 30

• 12.6% reverse convertible notes due March 31, 2008 linked to the common stock of Broadcom Corp.; 70% trigger; via RBC Capital Markets; pricing March 27; settlement March 30

• 9% reverse convertible notes due March 31, 2008 linked to the common stock of ConocoPhillips; 80% trigger; via RBC Capital Markets; pricing March 27; settlement March 30

• 9.5% reverse convertible notes due Sept. 28, 2007 linked to the common stock of Dynergy Inc.; 80% trigger; via RBC Capital Markets; pricing March 27; settlement March 30

• 9.5% reverse convertible notes due March 31, 2008 linked to the common stock of EOG Resources, Inc.; 80% trigger; via RBC Capital Markets; pricing March 27; settlement March 30

• 10.15% reverse convertible notes due March 31, 2008 linked to the common stock of The First Marblehead Corp.; 80% trigger; via RBC Capital Markets; pricing March 27; settlement March 30

• 12.75% reverse convertible notes due Sept. 28, 2007 linked to the common stock of General Motors Corp.; 65% trigger; via RBC Capital Markets; pricing March 27; settlement March 30

• 8% reverse convertible notes due March 31, 2008 linked to the common stock of Intel Corp.; 80% trigger; via RBC Capital Markets; pricing March 27; settlement March 30

• 12% reverse convertible notes due March 31, 2008 linked to the common stock of Komag, Inc.; 70% trigger; via RBC Capital Markets; pricing March 27; settlement March 30

• 10.75% reverse convertible notes due March 31, 2008 linked to the common stock of Micron Technology, Inc.; 80% trigger; via RBC Capital Markets; pricing March 27; settlement March 30

• 8.1% reverse convertible notes due March 31, 2008 linked to the common stock of Oracle Corp.; 80% trigger; via RBC Capital Markets; pricing March 27; settlement March 30

• 19.15% reverse convertible notes due March 31, 2008 linked to the common stock of Overstock.com, Inc.; 50% trigger; via RBC Capital Markets; pricing March 27; settlement March 30

• 13% reverse convertible notes due March 31, 2008 linked to the common stock of Parallel Petroleum Corp.; 80% trigger; via RBC Capital Markets; pricing March 27; settlement March 30

• 14.5% reverse convertible notes due March 31, 2008 linked to the common stock of Southern Copper Corp.; 80% trigger; via RBC Capital Markets; pricing March 27; settlement March 30

• 10.2% reverse convertible notes due March 31, 2008 linked to the common stock of Suncor Energy, Inc.; 80% trigger; via RBC Capital Markets; pricing March 27; settlement March 30

• 8.5% reverse convertible notes due March 31, 2008 linked to the common stock of Texas Instruments Inc.; 80% trigger; via RBC Capital Markets; pricing March 27; settlement March 30

• 11.4% reverse convertible notes due March 31, 2008 linked to the common stock of Thornburg Mortgage, Inc.; 80% trigger; via RBC Capital Markets; pricing March 27; settlement March 30

• 8.15% reverse convertible notes due March 31, 2008 linked to the common stock of Washington Mutual, Inc.; 80% trigger; via RBC Capital Markets; pricing March 27; settlement March 30

• Zero-coupon principal-protected booster plus notes due March 30, 2011 linked to equal weights of aluminum, nickel, zinc and crude oil; via RBC Capital Markets; pricing March 28; settlement March 30

• 0% principal-protected senior notes due March 30, 2009 linked to equal weights of the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; via RBC Capital Markets Corp.; pricing March 28; settlement March 30

• 0% principal-protected international index basket-linked notes due March 30, 2010 linked to equal weights of Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via RBC Capital Markets Corp.; pricing March 28; settlement March 30

SOCIETE GENERALE, NEW YORK BRANCH

• 17% ReConvs due Sept. 28, 2008 linked to Advanced Micro Devices, Inc. common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing March 29; settlement March 30

• 18.5% Tempo ReConvs due Sept. 28, 2008 linked to Advanced Micro Devices, Inc. common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing March 29; settlement March 30

• 10.5% ReConvs due March 28, 2008 linked to Boston Scientific Corp. common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing March 29; settlement March 30

• 13.4% ReConvs due Sept. 28, 2008 linked to Circuit City Stores Inc. common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing March 29; settlement March 30

• 14.8% ReConvs due Sept. 28, 2008 linked to D.R. Horton, Inc. common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing March 29; settlement March 30

• 11% ReConvs due March 28, 2008 linked to eBay Inc. common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing March 29; settlement March 30

• 14% ReConvs due Sept. 28, 2008 linked to Foster Wheeler Ltd. common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing March 29; settlement March 30

• 13% ReConvs due March 28, 2008 linked to Goldcorp Inc. common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing March 29; settlement March 30

• 19% ReConvs due Sept. 28, 2008 linked to JDS Uniphase Corp. common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing March 29; settlement March 30

• 20.5% Tempo ReConvs due Sept. 28, 2008 linked to JDS Uniphase Corp. common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing March 29; settlement March 30

• 9% ReConvs due March 28, 2008 linked to Motorola Inc. common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing March 29; settlement March 30

• 17.5% Tempo ReConvs due Sept. 28, 2008 linked to Nasdaq Stock Market Inc. common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing March 29; settlement March 30

• 9.5% ReConvs due March 28, 2008 linked to Oil Service Holders Trust common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing March 29; settlement March 30

• 13% ReConvs due March 28, 2008 linked to Potash Corp. of Saskatchewan common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing March 29; settlement March 30

• 11.5% ReConvs due March 28, 2008 linked to Qualcomm Inc. common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing March 29; settlement March 30

• 11% ReConvs due Sept. 28, 2008 linked to Rowan Cos. Inc. common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing March 29; settlement March 30

• 10.25% ReConvs due March 28, 2008 linked to Salesforce.com Inc. common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing March 29; settlement March 30

• 14.75% Tempo ReConvs due March 28, 2008 linked to SiRF Technology Holdings Inc. common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing March 29; settlement March 30

• 16.75% ReConvs due March 28, 2008 linked to SiRF Technology Holdings, Inc. common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing March 29; settlement March 30

• 14.5% ReConvs due March 28, 2008 linked to Suntech Power Holdings Co. Ltd. American depositary receipts; via Societe Generale; distributed by Countrywide Securities Corp.; pricing March 29; settlement March 30

• 17.5% Tempo ReConvs due Sept. 28, 2008 linked to Suntech Power Holdings Co., Ltd. American depositary receipts; via Societe Generale; distributed by Countrywide Securities Corp.; pricing March 29; settlement March 30

• 13.5% ReConvs due March 28, 2008 linked to Titanium Metals Corp. common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing March 29; settlement March 30

• 17.5% Tempo ReConvs due March 28, 2008 linked to Titanium Metals Corp. common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing March 29; settlement March 30

• 13.5% ReConvs due Sept. 28, 2008 linked to United States Steel Corp. common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing March 29; settlement March 30

• 10.75% ReConvs due March 28, 2008 linked to Whole Foods Market Inc. common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing March 29; settlement March 30

UBS AG

• 0% auto-callable notes with contingent protection linked to the Amex Gold Bugs index expected to mature Sept. 30, 2008; via UBS Investment Bank and UBS Financial Services Inc.; pricing March 23; settlement March 30

• 0% performance securities with contingent protection due March 30, 2012 linked to the S&P 500 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing March 23; settlement March 30

• 11.75% to 12.75% yield optimization notes due March 31, 2008 linked to Apple Inc. stock; via UBS Investment Bank and UBS Financial Services; pricing March 26; settlement March 30

• 0% return optimization securities due Sept. 30, 2008 linked to the Dow Jones Euro Stoxx 50 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing March 26; settlement March 30

• Call warrants expiring March 25, 2011 linked to a basket containing equal weights of the Dow Jones Euro Stoxx 50, FTSE/Xinhua China 25, Nikkei 225 and S&P indexes; via UBS Investment Bank and UBS Financial Services Inc.; pricing March 26

• 10.5% to 11.5% yield optimization notes due March 31, 2008 linked to Halliburton Co. stock; via UBS Investment Bank and UBS Financial Services; pricing March 26; settlement March 30

• 8.75% to 9.75% yield optimization notes due March 31, 2008 linked to Intel Corp. stock; via UBS Investment Bank and UBS Financial Services; pricing March 26; settlement March 30

• 0% return optimization securities due Sept. 30, 2008 linked to the Nasdaq 100 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing March 26; settlement March 30

• 0% return optimization securities due Sept. 30, 2008 linked to the Nikkei 225 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing March 26; settlement March 30

• 0% return optimization securities due Sept. 30, 2008 linked to the S&P 500 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing March 26; settlement March 30

• 7.75% to 8.75% yield optimization notes due March 31, 2008 linked to Starbucks Corp. stock; via UBS Investment Bank and UBS Financial Services; pricing March 26; settlement March 30

• 0% principal-protected digital return notes due September 2007 linked to Libor and the 10-year Constant Maturity U.S. Treasury rate; via UBS Investment Bank and UBS Financial Services Inc.; pricing and settlement in March

• 0% principal-protected notes due March 31, 2009 linked to an equally weighted basket of currencies including the dollar/Brazilian real, dollar/Chinese renminbi, dollar/Mexican peso, dollar/Norwegian krone and dollar/Russian ruble spot exchange rates; via UBS Investment Bank and UBS Financial Services Inc.; pricing and settlement in March

• 0% principal-protected callable daily range accrual notes due March 2009 linked to the 10-year Constant Maturity U.S. Treasury rate; via UBS Investment Bank and UBS Financial Services Inc.; pricing and settlement in March

WACHOVIA CORP.

• 0% principal-protected notes due 2008 linked to equal weights of the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; via Wachovia Securities

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

• 13% to 14% enhanced yield securities due Dec. 27, 2007 linked to the common stock of IntercontinentalExchange, Inc.; 70% trigger; via Wachovia Securities

• 9% enhanced yield securities due March 5, 2008 linked to the common stock of National Semiconductor Corp.; 75% trigger; via Wachovia Securities

• 8% enhanced yield securities due April 10, 2008 linked to the common stock of Pulte Homes, Inc.; via Wachovia Securities

• 11% to 12% enhanced yield securities due April 3, 2008 linked to the common stock of Southwestern Energy Co.; 75% trigger; via Wachovia Securities

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