Structured Products Calendar

BARCLAYS BANK PLC

• 18% reverse convertible notes due Oct. 3, 2007 linked to Beazer Homes USA, Inc.; via Barclays Capital; pricing March 30; settlement April 4

• 15% reverse convertible notes due July 3, 2007 linked to IndyMac Bancorp, Inc.; via Barclays Capital; pricing March 30; settlement April 4

• 6.375% (12.75% annual equivalent) reverse convertible notes due Oct. 11, 2007 linked to Circuit City Stores, Inc. common stock; via Barclays Capital; pricing April 5; settlement April 11

• 4.5% (9% annual equivalent) reverse convertible notes due Oct. 11, 2007 linked to Legg Mason, Inc. common stock; via Barclays Capital; pricing April 5; settlement April 11

• 10% reverse convertible notes due April 9, 2008 linked to General Motors Corp. common stock; via Barclays Capital; pricing April 5; settlement April 11

THE BEAR STEARNS COS. INC.

• 10.25% reverse convertible notes due April 5, 2008 linked to the common stock of Allegheny Technologies Inc.; via Bear Stearns & Co., Inc.; pricing April 2; settlement April 5

CITIGROUP FUNDING INC.

• 9% to 10% six-month Equity LinKed Securities (ELKS) linked to the common stock of Alcoa Inc.; 80% trigger; via Citigroup Global Markets Inc.; pricing in April

• 8% to 9% one-year Equity LinKed Securities (ELKS) linked to the common stock of Monsanto Co.; 77.5% trigger; via Citigroup Global Markets Inc.; pricing in April

• Stock Market Upturn notes due 2008 linked to the Nikkei 225 index; via Citigroup Global Markets Inc.; pricing in April

• 0% principal-protected trust certificates due 2011 linked to the Nikkei 225 Stock Average; to be issued through Safety First Trust Series 2007-2; pricing in April

DEUTSCHE BANK AG, LONDON BRANCH

• 100% principal-protected callable daily range accrual notes due April 30, 2009 linked to the 10-year CMS rate; via UBS Financial Services Inc. and Deutsche Bank Securities; pricing April 23; settlement April 30

EKSPORTFINANS ASA

• 23.5% reverse convertible notes due Oct. 4, 2007 linked to Rambus Inc. stock; 75% trigger; via Natixis Securities North America Inc.; pricing March 30; settlement April 4

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

JPMORGAN CHASE & CO.

• 0% lesser index annual review notes due April 12, 2010 linked to the Dow Jones Euro Stoxx 50 and the Nikkei 225 indexes; via J.P. Morgan Securities Inc.; pricing March 30; settlement April 14

• 0% return enhanced notes due April 9, 2008 linked to the Nikkei 225 index; via J.P. Morgan Securities Inc.; pricing March 30; settlement April 4

• 4.8% (19.20% annual equivalent) reverse exchangeable notes due July 5, 2007 linked to Joy Global Inc. stock; via J.P. Morgan Securities Inc.; pricing March 30; settlement April 4

• 0% lesser index return enhanced notes due April 30, 2008 linked to the Topix and Nikkei 225 indexes; via J.P. Morgan Securities Inc.; pricing April 24; settlement April 27

• 0% return enhanced notes due May 30, 2008 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing April 25; settlement April 30

LEHMAN BROTHERS HOLDINGS INC.

• 0% buffered principal-at-risk enhanced participation notes due Oct. 8, 2008 linked to the Nikkei 225 and S&P 500 indexes; via Lehman Brothers Inc.; pricing April 3; settlement April 6

• 100% principal-protected "Wedding Cake" notes maturing in one-year linked to the price of light sweet crude oil; via Lehman Brothers Inc.; pricing in March; settlement 10 days after pricing

• 10-year CMS (constant maturity swap) spread range accrual notes due April 30, 2017, non-callable for six months; via Lehman Brothers Inc.; settlement April 30

• 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.

MERRILL LYNCH & CO., INC.

• 0% return enhanced notes due April 9, 2008 linked to the Russell 2000 index; via J.P. Morgan Securities Inc.; pricing March 30; settlement April 4

• 0% return enhanced notes due April 9, 2008 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing March 30; settlement April 4

• Zero-coupon principal-protected notes due March 2008 linked to the Russian ruble/dollar exchange rate; via Merrill Lynch & Co.; pricing and settlement in March

• 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

• 0% principal-protected notes due June 2008 linked to the Indian rupee/dollar exchange rate; via Merrill Lynch & Co; pricing in March; settlement in April

• 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

• 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

• 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 Dow Jones Euro Stoxx 50, S&P 500 and Nikkei 225 indexes; via Merrill Lynch & Co.; pricing and settlement in April

• Notes due April 2022 linked to six-month Libor; via Merrill Lynch; pricing in April

• 0% Accelerated Return Bear Market Notes due June 2008 linked to the Cohen & Steers Realty Majors Portfolio index; via Merrill Lynch & Co.; settlement in April

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

MORGAN STANLEY

• 0% annual review notes due April 9, 2010 linked to the Nikkei 225 index; via JPMorgan Chase Bank NA and J.P. Morgan Securities Inc.; pricing March 30; settlement April 4

• 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% 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

• 8% Stock Participation Accreting Redemption Quarterly-pay Securities (Sparqs) due May 20, 2008 mandatorily exchangeable for Deere & Co. common stock; via Morgan Stanley & Co. Inc.; pricing in April

• 0% notes due May 20, 2008 in the Performance Leveraged Upside Securities (PLUS) structure linked to the Dow Jones Industrial Average index; via Morgan Stanley; pricing and settlement in April

• 0% participation notes due April 30, 2009 linked to the MSCI India Total Return Index; via Morgan Stanley; pricing and settlement in April

• 8.25% to 9.25% RevCons (reverse convertible securities) due April 30, 2008 linked to Range Resources Corp. stock; via Morgan Stanley & Co. Inc.; pricing and settlement in April

• 0% currency-linked capital-protected notes due April 30, 2009 linked to a basket of the Australian dollar, British pound, euro and New Zealand dollar, all equally weighted; via Morgan Stanley

• 0% notes due Oct. 30, 2008 in the buffered Performance Leveraged Upside Securities (PLUS) structure linked to the Goldman Sachs Grains - Excess Return Index; via Morgan Stanley

• Protected buy-write securities due April 27, 2012 linked to the performance of the 2007-2 dynamic reference index; via Morgan Stanley

• Zero-coupon protected absolute return barrier notes due Oct. 20, 2008 linked to the PHLX Housing Sector index; via Morgan Stanley

RABO FINANCIAL PRODUCTS BV

• 4.75% (19% annual equivalent) reverse convertible notes due July 5, 2007 linked to NutriSystem, Inc.; via LaSalle Financial Services, Inc.; pricing March 30; settlement April 4

• 3% (12% annual equivalent) reverse convertible notes due July 5, 2007 linked to Southern Copper Corp. common stock; via LaSalle Financial Services, Inc.; pricing March 30; settlement April 4

• 4.175% (16.7% annual equivalent) reverse convertible notes due July 5, 2007 linked to Titanium Metals Corp. common stock; via LaSalle Financial Services, Inc.; pricing March 30; settlement April 4

• 5.35% (21.4% annual equivalent) reverse convertible notes due July 5, 2007 linked to AMR Corp. common stock; via LaSalle Financial Services, Inc.; pricing March 30; settlement April 4

• 6.65% (13.3% annual equivalent) reverse convertible notes due Oct. 4, 2007 linked to Celgene Corp. common stock; via LaSalle Financial Services, Inc.; pricing March 30; settlement April 4

• 5% (10% annual equivalent) reverse convertible notes due Oct. 4, 2007 linked to the Charles Schwab Corp.; via LaSalle Financial Services, Inc.; pricing March 30; settlement April 4

• 8.1% annualized reverse convertible notes due Oct. 11, 2007 linked to American Express Co. common stock; 90% trigger; via LaSalle Financial Services, Inc.; pricing April 5; settlement April 11

• 10% reverse convertible notes due April 11, 2008 linked to Norfolk Southern Corp. common stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing April 5; settlement April 11

• 30.1% annualized reverse convertible notes due July 11, 2007 linked to Overstock.com Inc. common stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing April 5; settlement April 11

• 15.1% annualized reverse convertible notes due Oct. 11, 2007 linked to SanDisk Corp. common stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing April 5; settlement April 11

• 10.9% annualized reverse convertible notes due Oct. 11, 2007 linked to WCI Communities, Inc. common stock; 75% trigger; via LaSalle Financial Services, Inc.; pricing April 5; settlement April 11

ROYAL BANK OF CANADA

• 0% principal-protected notes due October 2009 linked to the S&P GS Agriculture Excess Return index; via Citigroup; settlement in April

SOCIETE GENERALE, NEW YORK BRANCH

• 0% notes due April 30, 2012 linked to the SGI Fed Model US index; via LaSalle Financial Services, Inc.; pricing April 23; settlement April 27

AB SVENSK EXPORTKREDIT

• 0% principal-protected notes linked to equal weights of the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; via Goldman, Sachs & Co.; pricing in March; settlement in April

UBS AG

• 0% performance securities with contingent protection due April 30, 2012 linked to the Dow Jones Euro Stoxx 50 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing April 24; settlement April 30

• 0% performance securities with contingent protection due April 30, 2012 linked to the Hang Seng China Enterprises index; via UBS Investment Bank and UBS Financial Services Inc.; pricing April 24; settlement April 30

• 0% performance securities with contingent protection due April 30, 2012 linked to the Nikkei 225 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing April 24; settlement April 30

• 0% performance securities with contingent protection due April 30, 2012 linked to the S&P 500 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing April 24; settlement April 30

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

• 90% principal-protected notes due April 15, 2011, linked to equal weights of the Dow Jones Industrial Average, Nikkei 225 and Dow Jones Euro Stoxx 50; via Wachovia Securities

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

• Relative performance call warrants due April 17, 2009 linked to the performance of the S&P 500 versus the Russell 2000 index; via Wachovia Securities and Oppenheimer & Co. Inc.

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