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Published on 4/9/2007 in the Prospect News Structured Products Daily.

Structured Products Calendar

ABN AMRO BANK NV

• 18% Knock-In Reverse Exchangeable Securities S-Notes due July 18, 2007 linked to Level 3 Communications, Inc. common stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing April 13; settlement April 18

• 25% Knock-In Reverse Exchangeable Securities S-Notes due Oct. 18, 2007 linked to Theravance, Inc., Inc. common stock; 65% trigger; via LaSalle Financial Services, Inc.; pricing April 13; settlement April 18

• 11.75% Knock-In Reverse Exchangeable Securities due April 25, 2008 linked to Apple Inc. common stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing April 20; settlement April 25

• 12.1% Knock-In Reverse Exchangeable Securities due April 25, 2008 linked to Ford Motor Co. common stock; 70% trigger; via LaSalle Financial Services, Inc.; pricing April 20; settlement April 25

• 11.25% Knock-In Reverse Exchangeable Securities due April 25, 2008 linked to MasterCard Inc. common stock; 90% trigger; via LaSalle Financial Services, Inc.; pricing April 20; settlement April 25

• 10.4% Knock-In Reverse Exchangeable Securities due April 25, 2008 linked to Micron Technology, Inc. common stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing April 20; settlement April 25

• 16% reverse exchangeable securities due April 30, 2008 linked to Acadia Pharmaceuticals Inc.; via ABN Amro Inc.; pricing April 25; settlement April 30

• 11.75% reverse exchangeable securities due July 31, 2007 linked to Alcoa Inc.; via ABN Amro Inc.; pricing April 25; settlement April 30

• 20% Knock-in Reverse Exchangeable Securities S-Notes due Oct. 31, 2007 linked to AMR Corp. common stock; 80% trigger; via ABN Amro Inc.; pricing April 25; settlement April 30

• 12% Knock-in Reverse Exchangeable Securities S-Notes due April 30, 2008 linked to the Boeing Co. common stock; 90% trigger; via ABN Amro Inc.; pricing April 25; settlement April 30

• 11% Knock-in Reverse Exchangeable Securities S-Notes due Oct. 31, 2007 linked to Ciena Corp. common stock; 80% trigger; via ABN Amro Inc.; pricing April 25; settlement April 30

• 18% reverse exchangeable securities due July 31, 2007 linked to CSX Corp.; via ABN Amro Inc.; pricing April 25; settlement April 30

• 16% reverse exchangeable securities due April 30, 2008 linked to Elan Corp., plc; via ABN Amro Inc.; pricing April 25; settlement April 30

• 14.5% Knock-in Reverse Exchangeable Securities S-Notes due Oct. 31, 2007 linked to Freeport-McMoRan Copper & Gold Inc. common stock; 80% trigger; via ABN Amro Inc.; pricing April 25; settlement April 30

• 12% reverse exchangeable securities due April 30, 2008 linked to Garmin Ltd.; via ABN Amro Inc.; pricing April 25; settlement April 30

• 10.5% reverse exchangeable securities due April 30, 2008 linked to General Motors Corp.; via ABN Amro Inc.; pricing April 25; settlement April 30

• 14% Knock-in Reverse Exchangeable Securities S-Notes due Oct. 31, 2007 linked to Las Vegas Sands Corp. common stock; 75% trigger; via ABN Amro Inc.; pricing April 25; settlement April 30

• 10.4% reverse exchangeable securities due April 30, 2008 linked to Norfolk Southern Corp.; via ABN Amro Inc.; pricing April 25; settlement April 30

• 13% reverse exchangeable securities due April 30, 2008 linked to Nucor Corp.; via ABN Amro Inc.; pricing April 25; settlement April 30

• 11% Knock-in Reverse Exchangeable Securities S-Notes due April 30, 2008 linked to Pfizer Inc. common stock; 90% trigger; via ABN Amro Inc.; pricing April 25; settlement April 30

• 12% reverse exchangeable securities due July 31, 2007 linked to Ryder System, Inc.; via ABN Amro Inc.; pricing April 25; settlement April 30

• 12% reverse exchangeable securities due July 31, 2007 linked to Schlumberger NV; via ABN Amro Inc.; pricing April 25; settlement April 30

• 10.5% reverse exchangeable securities due July 31, 2007 linked to Starbucks Corp.; via ABN Amro Inc.; pricing April 25; settlement April 30

• 12.5% reverse exchangeable securities due April 30, 2008 linked to Southern Copper Corp.; via ABN Amro Inc.; pricing April 25; settlement April 30

• 12.1% reverse exchangeable securities due April 30, 2008 linked to Titanium Metals Corp.; via ABN Amro Inc.; pricing April 25; settlement April 30

• 13.85% reverse exchangeable securities due April 30, 2008 linked to Under Armour, Inc.; via ABN Amro Inc.; pricing April 25; settlement April 30

• 11.5% reverse exchangeable securities due April 30, 2008 linked to Wynn Resorts, Ltd.; via ABN Amro Inc.; pricing April 25; settlement April 30

• 18% Knock-in Reverse Exchangeable Securities S-Notes due Oct. 31, 2007 linked to XM Satellite Radio Holdings Inc. common stock; 80% trigger; via ABN Amro Inc.; pricing April 25; settlement April 30

BANK OF AMERICA

• 0% unsecured senior notes due July 28, 2008 structured as Strategic Equity Exposure Performance Linked Securities (Steepls) linked to the Dow Jones Industrial Average; via Banc of America Securities LLC and Banc of America Investment Services Inc.; pricing and settlement in April

• Senior notes structured as Minimum Return Equity Appreciation Growth Linked Securities (Index Eagles) due April 30, 2012 linked to the S&P 500 index; via Banc of America Securities LLC and Banc of America Investment Services Inc.; pricing and settlement in April

• 0% return-linked notes due April 2009 linked to equal weights of the Brazilian real, the Indian rupee, the Indonesian rupiah, the South Korean won and the Singapore dollar, all against the dollar; via Banc of America Securities LLC and Banc of America Investment Services Inc.

BARCLAYS BANK PLC

• 10% reverse convertible notes due Oct. 17, 2007 linked to Starbucks Corp. stock; 85% trigger; via Barclays Capital; pricing April 13; settlement April 18

• 0% return enhanced notes due April 23, 2008 linked to the Russell 2000 index; via JPMorgan Chase Bank NA and J.P. Morgan Securities Inc.; pricing April 13; settlement April 18

• 12.5% reverse convertible notes due Oct. 17, 2007 linked to Toll Brothers, Inc.. stock; 75% trigger; via Barclays Capital; pricing April 13; settlement April 18

• 10% reverse convertible notes due Oct. 17, 2007 linked to Washington Mutual, Inc.. stock; 80% trigger; via Barclays Capital; pricing April 13; settlement April 18

• 12.85% reverse convertible notes due April 25, 2008 linked to Advanced Micro Devices, Inc. common stock; via Barclays Capital; pricing April 20; settlement April 27

• 14.75% reverse convertible notes due Oct. 26, 2007 linked to the common stock of Amkor Technology, Inc.; 70% trigger; via Barclays Capital; pricing April 20; settlement April 27

• 10.25% reverse convertible notes due April 25, 2008 linked to Apple, Inc. common stock; via Barclays Capital; pricing April 20; settlement April 27

• 13.75% reverse convertible notes due Oct. 26, 2007 linked to the common stock of Arch Coal, Inc.; 80% trigger; via Barclays Capital; pricing April 20; settlement April 27

• 10.5% reverse convertible notes due Oct. 26, 2007 linked to the common stock of The Bear Stearns Cos. Inc.; 85% trigger; via Barclays Capital; pricing April 20; settlement April 27

• 12.1% reverse convertible notes due Oct. 26, 2007 linked to the common stock of Boston Scientific Corp.; 80% trigger; via Barclays Capital; pricing April 20; settlement April 27

• 12.25% reverse convertible notes due Oct. 26, 2007 linked to the class A common stock of CB Richard Ellis Group, Inc.; 80% trigger; via Barclays Capital; pricing April 20; settlement April 27

• 12.3% reverse convertible notes due Oct. 26, 2007 linked to the common stock of Ciena Corp.; 75% trigger; via Barclays Capital; pricing April 20; settlement April 27

• 9.25% reverse convertible notes due April 25, 2008 linked to Cisco Systems, Inc. common stock; via Barclays Capital; pricing April 20; settlement April 27

• 20% reverse convertible notes due Oct. 26, 2007 linked to the class B common stock of Continental Airlines, Inc.; 75% trigger; via Barclays Capital; pricing April 20; settlement April 27

• 13% reverse convertible notes due Oct. 26, 2007 linked to the common stock of Countrywide Financial Corp.; 70% trigger; via Barclays Capital; pricing April 20; settlement April 27

• 13% reverse convertible notes due Oct. 26, 2007 linked to the common stock of Cooper Tire & Rubber Co.; 75% trigger; via Barclays Capital; pricing April 20; settlement April 27

• 9.25% reverse convertible notes due Oct. 26, 2007 linked to the common stock of Diamond Offshore Drilling, Inc.; 80% trigger; via Barclays Capital; pricing April 20; settlement April 27

• 9.25% reverse convertible notes due April 25, 2008 linked to E*Trade Financial Corp. common stock; via Barclays Capital; pricing April 20; settlement April 27

• 13.5% reverse convertible notes due Oct. 26, 2007 linked to the common stock of Ford Motor Co.; 80% trigger; via Barclays Capital; pricing April 20; settlement April 27

• 11.75% reverse convertible notes due April 25, 2008 linked to Goldcorp, Inc. common stock; via Barclays Capital; pricing April 20; settlement April 27

• 9.15% reverse convertible notes due April 25, 2008 linked to Intel Corp. common stock; via Barclays Capital; pricing April 20; settlement April 27

• 9.5% reverse convertible notes due April 25, 2008 linked to Jefferies Group, Inc. common stock; via Barclays Capital; pricing April 20; settlement April 27

• 13% reverse convertible notes due April 25, 2008 linked to JetBlue Airways Corp. common stock; via Barclays Capital; pricing April 20; settlement April 27

• 13.75% six-month reverse convertible notes due Oct. 26, 2007 linked to KB Home common stock; via Barclays Capital; pricing April 20; settlement April 27

• 9.15% reverse convertible notes due April 25, 2008 linked to Micron Technology, Inc. common stock; via Barclays Capital; pricing April 20; settlement April 27

• 13.1% reverse convertible notes due April 25, 2008 linked to MEMC Electronic Materials, Inc. common stock; via Barclays Capital; pricing April 20; settlement April 27

• 12.5% reverse convertible notes due Oct. 26, 2007 linked to the common stock of The Nasdaq Stock Market, Inc.; 80% trigger; via Barclays Capital; pricing April 20; settlement April 27

• 10.75% reverse convertible notes due Oct. 26, 2007 linked to Peabody Energy Corp. common stock; via Barclays Capital; pricing April 20; settlement April 27

• 10.75% reverse convertible notes due Oct. 26, 2007 linked to the common stock of Rowan Cos., Inc.; 80% trigger; via Barclays Capital; pricing April 20; settlement April 27

• 11% reverse convertible notes due Oct. 26, 2007 linked to the common stock of Schlumberger NV; 85% trigger; via Barclays Capital; pricing April 20; settlement April 27

• 15.65% reverse convertible notes due April 25, 2008 linked to SiRF Technology Holdings, Inc.; via Barclays Capital; pricing April 20; settlement April 27

• 16.75% reverse convertible notes due Oct. 26, 2007 linked to the class A common stock of SunPower Corp.; 80% trigger; via Barclays Capital; pricing April 20; settlement April 27

• 12.25% reverse convertible notes due Oct. 26, 2007 linked to the common stock of Southwestern Energy Co.; 75% trigger; via Barclays Capital; pricing April 20; settlement April 27

• 13.8% reverse convertible notes due Oct. 24, 2007 linked to Titanium Metals Corp. stock; via Barclays Capital; pricing April 20; settlement April 25

• 13.5% reverse convertible notes due Oct. 26, 2007 linked to the common stock of Titanium Metals Corp.; 75% trigger; via Barclays Capital; pricing April 20; settlement April 27

• 11.5% reverse convertible notes due Oct. 26, 2007 linked to the class A common stock of Under Armour, Inc.; 75% trigger; via Barclays Capital; pricing April 20; settlement April 27

• 9.25% reverse convertible notes due Oct. 26, 2007 linked to the common stock of UnitedHealth Group Inc.; 85% trigger; via Barclays Capital; pricing April 20; settlement April 27

• 10.75% six-month reverse convertible notes due Oct. 26, 2007 linked to United States Steel Corp. common stock; via Barclays Capital; pricing April 20; settlement April 27

• 15.25% reverse convertible notes due Oct. 26, 2007 linked to the common stock of Verasun Energy Corp.; 75% trigger; via Barclays Capital; pricing April 20; settlement April 27

• 9.5% reverse convertible notes due April 25, 2008 linked to Washington Mutual, Inc. common stock; via Barclays Capital; pricing April 20; settlement April 27

• 9.25% reverse convertible notes due April 25, 2008 linked to Whirlpool Corp. common stock; via Barclays Capital; pricing April 20; settlement April 27

• 13% reverse convertible notes due Oct. 26, 2007 linked to the common stock of Wynn Resorts, Ltd.; 80% trigger; via Barclays Capital; pricing April 20; settlement April 27

• 0% principal-protected notes due Oct. 29, 2012 linked to equal weights of gasoline RBOB, gold, natural gas and West Texas Intermediate crude oil; via Barclays Capital; pricing April 24; settlement April 27

• 100% principal-protected bear notes due April 30, 2009 linked to equal weights of the Brazilian real, Russian ruble, Indian rupee and Chinese yuan, all versus the dollar, via Barclays Capital; pricing April 25; settlement April 30

• 100% principal-protected notes due April 28, 2008 linked to a basket of currencies including the Chinese yuan, Indonesia rupiah, Indian rupee, Japanese yen and Malaysia ringgit; via Barclays Capital

CITIGROUP FUNDING INC.

• 0% principal-protected notes due October 2008 linked to a basket containing equal weights of the Brazilian real, Indian rupee, South African rand and Turkish lira and a second basket containing equal weights of the Swiss franc, Japanese yen and Czech koruna; via Citigroup Global Markets Inc.; pricing in April

• 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

• 13% to 14% annualized notes due 2007 in the Equity LinKed Securities (ELKS) structure linked to the common stock of Toll Brothers, Inc.; 77.5% trigger; via Citigroup Global Markets Inc.; pricing in April

CREDIT SUISSE

• 0% principal-protected securities due Jan. 27, 2010 linked to equal weights of the Philippine peso/dollar, Indonesian rupiah/dollar, Malaysian ringgit/dollar, Indian rupee/dollar and Korean won/dollar spot exchange rates; via Credit Suisse Securities (USA) LLC; pricing and settlement in April

CREDIT SUISSE, NASSAU BRANCH

• 10.45% reverse convertible securities due Oct. 30, 2007 linked to Boston Scientific Corp. stock; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing and settlement in April

• 11% reverse convertible securities due Oct. 30, 2007 linked to CBOT Holdings, Inc. stock; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing and settlement in April

• 8.75% reverse convertible securities due Oct. 30, 2007 linked to CSX Corp. stock; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing and settlement in April

• 8.7% reverse convertible securities due Oct. 30, 2007 linked to eBay Inc. stock; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing and settlement in April

• 11.95% reverse convertible securities due Oct. 30, 2007 linked to Freeport-McMoRan Copper & Gold Inc. stock; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing and settlement in April

• 11.5% reverse convertible securities due Oct. 30, 2007 linked to NYSE Group Inc. stock; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing and settlement in April

• 9.75% reverse convertible securities due Oct. 30, 2007 linked to Peabody Energy Corp. stock; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing and settlement in April

• 9.4% reverse convertible securities due Oct. 30, 2007 linked to Qualcomm Inc. stock; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing and settlement 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

• 0% return optimization securities due Oct. 31, 2008 linked to Dow Jones Euro Stoxx 50 index; via UBS Financial Services and Deutsche Bank Securities Inc.; pricing April 24; settlement April 30

• 0% return optimization securities due Oct. 31, 2008 linked to Nasdaq 100 Stock index; via UBS Financial Services and Deutsche Bank Securities Inc.; pricing April 24; settlement April 30

• 0% return optimization securities due Oct. 31, 2008 linked to S&P 500 index; via UBS Financial Services and Deutsche Bank Securities Inc.; pricing April 24; settlement April 30

• 0% principal-protected absolute return barrier notes due Oct. 31, 2008 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing April 24; settlement April 30

• 0% principal-protected notes due April 29, 2011 linked to the S&P 500 (33.34% weight), Dow Jones Euro Stoxx 50 (33.33% weight) and Nikkei 225 (33.33% weight) indexes; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing April 24; settlement April 30

• 0% double opportunity notes due Oct. 31, 2008 linked to the Deutsche Bank Liquid Commodity Index - Mean Reversion Excess Return; via Deutsche Bank Securities and Deutsche Bank Trust Co. Americas; pricing April 25; settlement April 30

• Index+ notes due May 3, 2010 linked to the Russell 2000 index; 8% fixed return; via Deutsche Bank Securities and Deutsche Bank Trust Co. Americas; pricing April 25; settlement May 1

• Index+ notes due May 3, 2010 linked to the Russell 2000 index; 10% fixed return; via Deutsche Bank Securities and Deutsche Bank Trust Co. Americas; pricing April 25; settlement May 1

EKSPORTFINANS ASA

• 22.5% annualized reverse convertible notes due Oct. 30, 2007 linked to a basket consisting of common stock of Apple Inc., Companhia Vale do Rio Doce (CVRD), Petrσleo Brasileiro SA (Petrobras) and Banco Bradesco SA; via Natixis Securities North America Inc.; pricing April 25; settlement April 30

• 17.75% reverse convertible notes due April 30, 2008 linked to the "Dogs of the Dow for April 2007"; via Natixis Securities North America Inc.; pricing April 25; settlement April 30.

• 22% annualized knock-in reverse convertible securities due Oct. 30, 2007 linked to the stocks of General Motors Corp. and Ford Motor Co.; via Natixis Securities North America Inc.; pricing April 25; settlement April 30

• 0% enhanced participation notes due 2009 linked to the Topix index; via Goldman, Sachs & Co.

HARTFORD LIFE INSURANCE CO.

• Zero-coupon principal-protected notes due April 23, 2012 linked to the Nikkei 225 index; via lead agent Bear, Stearns & Co. Inc.; pricing April 18; settlement April 23

• Zero-coupon principal-protected notes due April 23, 2014 linked to the S&P 500 index; via lead agent Bear, Stearns & Co. Inc.; pricing April 18; settlement April 23

HSBC USA INC.

• 10% reverse convertible notes due April 30, 2008 linked to the common stock of Allegheny Technologies Inc.; 75% trigger; via HSBC Securities (USA) Inc.; pricing April 25; settlement April 30

• 13% reverse convertible notes due July 30, 2007 linked to Advanced Micro Devices, Inc. common stock; via HSBC Securities (USA) Inc.; pricing April 25; settlement April 30

• 11.5% reverse convertible notes due Oct. 31, 2007 linked to the common stock of Arch Coal, Inc.; 80% trigger; via HSBC Securities (USA) Inc.; pricing April 25; settlement April 30

• 8.25% reverse convertible notes due July 30, 2007 linked to Capital One Financial Corp. common stock; via HSBC Securities (USA) Inc.; pricing April 25; settlement April 30

• 11.5% reverse convertible notes due Oct. 31, 2007 linked to the common stock of Ciena Corp.; 75% trigger; via HSBC Securities (USA) Inc.; pricing April 25; settlement April 30

• 12.2% reverse convertible notes due July 30, 2007 linked to Corning Inc. common stock; via HSBC Securities (USA) Inc.; pricing April 25; settlement April 30

• 25.25% reverse convertible notes due July 30, 2007 linked to Elan Corp., plc common stock; via HSBC Securities (USA) Inc.; pricing April 25; settlement April 30

• 11.2% reverse convertible notes due April 30, 2008 linked to the common stock of Goldcorp Inc.; 80% trigger; via HSBC Securities (USA) Inc.; pricing April 25; settlement April 30

• 11% reverse convertible notes due April 30, 2008 linked to the common stock of The Goodyear Tire & Rubber Co.; 80% trigger; via HSBC Securities (USA) Inc.; pricing April 25; settlement April 30

• 8% reverse convertible notes due July 30, 2007 linked to Intel Corp. common stock; via HSBC Securities (USA) Inc.; pricing April 25; settlement April 30

• 10% reverse convertible notes due April 30, 2008 linked to the common stock of Lyondell Chemical Co.; 80% trigger; via HSBC Securities (USA) Inc.; pricing April 25; settlement April 30

• 10.25% reverse convertible notes due April 30, 2008 linked to the common stock of Sotheby's; 75% trigger; via HSBC Securities (USA) Inc.; pricing April 25; settlement April 30

• 13.15% reverse convertible notes due Oct. 31, 2007 linked to the common stock of Southwestern Energy Co.; 85% trigger; via HSBC Securities (USA) Inc.; pricing April 25; settlement April 30

• 14% reverse convertible notes due Oct. 31, 2007 linked to the American Depositary Shares representing the common stock of Suntech Power Holdings Co., Ltd.; 75% trigger; via HSBC Securities (USA) Inc.; pricing April 25; settlement April 30

• 14% reverse convertible notes due July 30, 2007 linked to Verasun Energy Corp. common stock; via HSBC Securities (USA) Inc.; pricing April 25; settlement April 30

• 29% reverse convertible notes due July 30, 2007 linked to Vertex Pharmaceuticals Inc. common stock; via HSBC Securities (USA) Inc.; pricing April 25; settlement April 30

• Clean energy enhanced market participation notes due April 30, 2009 linked to equal weights of Zoltek Cos., Inc., General Electric Co., SunPower Corp., Suntech Power Holdings Co., Ltd., Itron, Inc., OM Group, Inc., Pacific Ethanol, Inc. and Verasun Energy Corp.; HSBC Securities (USA) Inc.; pricing April 24; settlement April 30

JPMORGAN CHASE & CO.

• 0% buffered return enhanced notes due April 16, 2013 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing April 11; settlement April 16

• 0% lesser index annual review notes due April 26, 2010 linked to the Dow Jones Euro Stoxx 50 and the Nikkei 225 indexes; via J.P. Morgan Securities Inc.; pricing April 13; settlement April 18

• 0% principal-protected notes due Oct. 31, 2011 linked to an equally weighted basket of indexes including the FTSE/Xinhua China 25, Korea Stock Price Index 200, MSCI Taiwan and MSCI Singapore indexes; via J.P. Morgan Securities Inc.; pricing April 13; settlement April 18

• 0% annual review notes due April 26, 2010 linked to the Nikkei 225 index; via J.P. Morgan Securities Inc.; pricing April 13; settlement April 18

• 0% buffered return enhanced notes due April 30, 2010 linked to the Dow Jones AIG Commodity index; via J.P. Morgan Securities Inc.; pricing April 16; settlement April 23

• 10% reverse exchangeable notes due July 27, 2007 linked to the common stock of Apple, Inc.; 85% trigger; via J.P. Morgan Securities Inc.; pricing April 24; settlement April 27

• 11% reverse exchangeable notes due April 28, 2008 linked to the common stock of CB Richard Ellis Group, Inc.; 75% trigger; via J.P. Morgan Securities Inc.; pricing April 24; settlement April 27

• 13.5% reverse exchangeable notes due July 27, 2007 linked to the common stock of Circuit City Stores, Inc.; 85% trigger; via J.P. Morgan Securities Inc.; pricing April 24; settlement April 27

• 9% reverse exchangeable notes due April 28, 2008 linked to the common stock of Cisco Systems, Inc.; 85% trigger; via J.P. Morgan Securities Inc.; pricing April 24; settlement April 27

• 22% reverse exchangeable notes due July 27, 2007 linked to the common stock of Countrywide Financial Corp.; 80% trigger; via J.P. Morgan Securities Inc.; pricing April 24; settlement April 27

• 16% reverse exchangeable notes due April 28, 2008 linked to the common stock of Crocs, Inc.; 75% trigger; via J.P. Morgan Securities Inc.; pricing April 24; settlement April 27

• 11% reverse exchangeable notes due April 28, 2008 linked to the common stock of Garmin Ltd.; 70% trigger; via J.P. Morgan Securities Inc.; pricing April 24; settlement April 27

• 9% reverse exchangeable notes due April 28, 2008 linked to the common stock of the Goldman Sachs Group, Inc.; 85% trigger; via J.P. Morgan Securities Inc.; pricing April 24; settlement April 27

• 10.5% reverse exchangeable notes due July 27, 2007 linked to the common stock of Joy Global Inc.; 80% trigger; via J.P. Morgan Securities Inc.; pricing April 24; settlement April 27

• 12% reverse exchangeable notes due Oct. 26, 2007 linked to the common stock of Las Vegas Sands Corp.; 70% trigger; via J.P. Morgan Securities Inc.; pricing April 24; settlement April 27

• 9.05% reverse exchangeable notes due April 28, 2008 linked to the common stock of Lehman Brothers Holdings Inc.; 80% trigger; via J.P. Morgan Securities Inc.; pricing April 24; settlement April 27

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

14% reverse exchangeable notes due Oct. 26, 2007 linked to the common stock of NYSE Group, Inc.; 80% trigger; via J.P. Morgan Securities Inc.; pricing April 24; settlement April 27

• 18% reverse exchangeable notes due July 27, 2007 linked to the common stock of NutriSystem, Inc.; 75% trigger; via J.P. Morgan Securities Inc.; pricing April 24; settlement April 27

• 15% reverse exchangeable notes due Oct. 26, 2007 linked to the common stock of Six Flags, Inc.; 70% trigger; via J.P. Morgan Securities Inc.; pricing April 24; settlement April 27

• 10.25% reverse exchangeable notes due April 28, 2008 linked to the common stock of Washington Mutual, Inc.; 80% trigger; via J.P. Morgan Securities Inc.; pricing April 24; settlement April 27

• 11.2% reverse exchangeable notes due Oct. 26, 2007 linked to the common stock of Whole Foods Market, Inc.; 80% trigger; via J.P. Morgan Securities Inc.; pricing April 24; settlement April 27

• 0% buffered return enhanced notes due April 30, 2009 linked to the Dow Jones AIG Commodity index; via J.P. Morgan Securities Inc.; pricing April 25; settlement April 30

• Zero-coupon principal-protected notes due April 20, 2012 linked to the Dow Jones - AIG Commodity Index; via J.P. Morgan Securities Inc.; pricing April 25; settlement April 30

• Zero-coupon principal-protected notes due Oct. 31, 2008 linked to an equally weighted basket of four currencies against the dollar. Currencies include Brazilian real, Indian rupee, New Turkish lira and Mexican peso; via J.P. Morgan Securities Inc.; pricing April 25; settlement April 30

• 0% principal-protected notes due Oct. 29, 2010 linked to an equally weighted basket including the Nikkei 225 and the Dow Jones Euro Stoxx 50; via J.P. Morgan Securities Inc.; pricing April 25; settlement April 30

• Zero-coupon principal-protected notes due Oct. 31, 2014 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing April 25; settlement April 30

• 0% buffered return enhanced notes due April 30, 2010 linked to a basket of equally weighted indexes including the S&P 500, Nikkei 225 and Dow Jones Euro Stoxx 50 with an upside leverage factor of 1.48; via J.P. Morgan Securities Inc.; pricing April 25; settlement April 30

• 0% buffered return enhanced notes due April 30, 2010 linked to a basket of equally weighted indexes including the S&P 500, Nikkei 225 and Dow Jones Euro Stoxx 50 with an upside leverage factor of 1.3; via J.P. Morgan Securities Inc.; pricing April 25; settlement April 30

• 0% buffered return enhanced notes due April 30, 2010 linked to a basket of equally weighted indexes including the S&P 500, Nikkei 225 and Dow Jones Euro Stoxx 50 with an upside leverage factor of 1.45; via J.P. Morgan Securities Inc.; pricing April 25; settlement April 30

• 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.

• 10.25% reverse exchangeable notes due April 20, 2008 linked to the common stock of Archer-Daniels-Midland Co.; via Lehman Brothers Inc.; pricing April 17; settlement April 20

• 13.25% reverse exchangeable notes due April 27, 2008 linked to AMR Corp. stock; via Lehman Brothers Inc.; pricing April 24; settlement April 27

• Zero-coupon principal-protected notes due April 30, 2009 linked to equal weights of the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing April 24; settlement April 30

• 9.5% reverse exchangeable notes due Oct. 27, 2007 linked to Continental Airlines, Inc. stock; via Lehman Brothers Inc.; pricing April 24; settlement April 27

• 15.5% reverse exchangeable notes due Oct. 27, 2007 linked to General Motors Corp. stock; via Lehman Brothers Inc.; pricing April 24; settlement April 27

• 16% reverse exchangeable notes due Oct. 27, 2007 linked to IntercontinentalExchange, Inc. stock; via Lehman Brothers Inc.; pricing April 24; settlement April 27

• Performance securities due April 30, 2010 with partial protection linked to the S&P 500 index with a 33.34% weight, the Dow Jones Euro Stoxx index with a 33.33% weight and the Nikkei 225 index with a 33.33% weight; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing April 24; settlement April 30

• 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

• 0% principal-protected Wedding Cake notes with one-year maturity linked to the price of light sweet crude oil; 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% 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

• Zero-coupon principal-protected notes due June 2008 linked to equal weights of the Brazilian real, Russian ruble, India rupee and Chinese renminbi, all against the dollar; via Merrill Lynch; settlement in May

• 0% Merrill Lynch Long Short Notes due February 2008 linked to the S&P Asia 50/Nasdaq 100 Long Short Index - Series XIII; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing and settlement in May

• 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% buffered return enhanced notes due April 23, 2008 linked to the Dow Jones Euro Stoxx 50 index; via JPMorgan Chase Bank NA and J.P. Morgan Securities Inc.; pricing April 13; settlement April 20

• 0% annual review notes due April 26, 2010 linked to the Nikkei 225 index; via J.P. Morgan Securities Inc.; pricing April 13; settlement April 18

• 0% buffered return enhanced notes due Oct. 17, 2008 linked to the S&P 500 index; via JPMorgan Chase Bank NA and J.P. Morgan Securities Inc.; pricing April 13; settlement April 20

• 12% reverse convertible securities (RevCons) due April 25, 2008 linked to Arch Coal, Inc. common stock; via Morgan Stanley & Co. Inc.; pricing April 20; settlement April 25

• 14% reverse convertible securities (RevCons) due April 25, 2008 linked to Joy Global Inc. common stock; via Morgan Stanley & Co. Inc.; pricing April 20; settlement April 25

• 11.8% reverse convertible securities (RevCons) due April 25, 2008 linked to Southwestern Energy Co. common stock; via Morgan Stanley & Co. Inc.; pricing April 20; settlement April 25

• 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

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

• 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

• 0% capital-protected notes due April 30, 2012 linked to the price of natural gas; via Morgan Stanley

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

RABOBANK NA

• 0% principal-protected certificates of deposit due Oct. 29, 2012 linked to equal weights of the Dow Jones Euro Stoxx 50, MSCI Taiwan, Nikkei 225 and S&P 500 indexes; via LaSalle Bank, NA; pricing April 25; settlement April 27

RABO FINANCIAL PRODUCTS BV

• 21% knock-in reverse convertible notes due July 18, 2007 linked to Elan Corp. plc common stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing April 13; settlement April 18

• 11.75% knock-in reverse convertible notes due April 25, 2008 linked to Advanced Micro Devices, Inc. common stock; 70% trigger; via LaSalle Financial Services, Inc.; pricing April 20; settlement April 25

• 19.3% knock-in reverse convertible notes due July 25, 2007 linked to AK Steel Holding Corp. common stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing April 20; settlement April 25

• 8.7% knock-in reverse convertible notes due April 25, 2008 linked to AT&T Inc. common stock; 85% trigger; via LaSalle Financial Services, Inc.; pricing April 20; settlement April 25

• 10% knock-in reverse convertible notes due Oct. 25, 2007 linked to Deere & Co. common stock; 85% trigger; via LaSalle Financial Services, Inc.; pricing April 20; settlement April 25

• 12.6% knock-in reverse convertible notes due Oct. 25, 2007 linked to Goldcorp, Inc. common stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing April 20; settlement April 25

• 32.5% knock-in reverse convertible notes due July 25, 2007 linked to InterOil Corp. common stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing April 20; settlement April 25

• 13% knock-in reverse convertible notes due April 25, 2008 linked to JetBlue Airways Corp. common stock; 70% trigger; via LaSalle Financial Services, Inc.; pricing April 20; settlement April 25

• 14.5% knock-in reverse convertible notes due April 25, 2008 linked to NutriSystem, Inc. common stock; 65% trigger; via LaSalle Financial Services, Inc.; pricing April 20; settlement April 25

• 8% knock-in reverse convertible notes due April 25, 2008 linked to Wal-Mart Stores, Inc. common stock; 85% trigger; via LaSalle Financial Services, Inc.; pricing April 20; settlement April 25

• 11.75% knock-in reverse convertible notes due April 25, 2008 linked to XM Satellite Radio Holdings Inc. common stock; 65% trigger; via LaSalle Financial Services, Inc.; pricing April 20; settlement April 25

ROYAL BANK OF CANADA

• Zero-coupon principal-protected booster plus notes due April 29, 2011 linked to a equal weights of aluminum, nickel, zinc and crude oil; via RBC Capital Markets; settlement April 30

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

SG STRUCTURED PRODUCTS INC.

• 0% booster notes due April 30, 2012 linked to equal weights of the light sweet crude oil, grade A copper, primary nickel, special high-grade zinc and primary aluminum; via SG Americas Securities, LLC; pricing April 24; settlement April 27

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

UBS AG

• 0% autocallable optimization securities due Oct. 31, 2008 with contingent protection linked to the Amex Gold Bugs index; via UBS Investment Bank and UBS Financial Services Inc.; pricing April 23

• 0% bearish autocallable optimization securities with contingent protection linked to the KBW Mortgage Finance index; via UBS Investment Bank and UBS Financial Services Inc.; pricing April 23

• 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 partial protection due April 30, 2012 linked to an index basket consisting of the Dow Jones Euro Stoxx 50 (30% weight), S&P 500 (30% weight), Nikkei 225 (30% weight) and MSCI Emerging Markets Index (10% weight); 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

• Call warrants expiring April 21, 2011 linked to the S&P 500 (33.34% weight), Dow Jones Euro Stoxx 50 (33.33% weight) and Nikkei 225 (33.33% weight) indexes; via UBS Investment Bank and UBS Financial Services Inc.; pricing April 24

• 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.

• 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

• 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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