Structured Products Calendar

ABN AMRO BANK NV

• 24% annualized Knock-in Reverse Exchangeable Securities due Sept. 6, 2007 linked to Delta Petroleum Corp. stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 1; settlement June 6

• 17% annualized Knock-in Reverse Exchangeable Securities due Sept. 6, 2007 linked to the First Marblehead Corp. stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 1; settlement June 6

• 20% annualized Knock-in Reverse Exchangeable Securities due Sept. 6, 2007 linked to Taser International, Inc. stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 1; settlement June 6

• 18.5% annualized Knock-in Reverse Exchangeable Securities due Sept. 6, 2007 linked to XM Satellite Radio Holdings Inc. stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 1; settlement June 6

BARCLAYS BANK PLC

• 9% reverse convertible notes due June 4, 2008 linked to Cisco Systems, Inc. common stock; via Barclays Capital; pricing June 1; settlement June 6

• 0% Super Track notes due Aug. 6, 2008 linked to the Dow Jones Euro Stoxx 50 index; via Barclays Capital; pricing June 1; settlement June 6

• 0% lesser index annual review notes due June 15, 2010 linked to the Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via JPMorgan Chase Bank NA and J.P. Morgan Securities Inc.; pricing June 1; settlement June 6

• 20% reverse convertible notes due Sept. 6, 2007 linked to Energy Conversion Devices, Inc. common stock; via Barclays Capital; pricing June 1; settlement June 6

• 13.75% three-month reverse convertible notes due Sept. 6, 2007 linked to LSI Logic Corp. common stock; via Barclays Capital; pricing June 1; settlement June 6

• 15.5% reverse convertible notes due Sept. 6, 2007 linked to NutriSystem Inc. common stock; via Barclays Capital; pricing June 1; settlement June 6

• 14% reverse convertible notes due Sept. 6, 2007 linked to Tenet Healthcare Corp. common stock; via Barclays Capital; pricing June 1; settlement June 6

• 16.5% three-month reverse convertible notes due Sept. 6, 2007 linked to Titanium Metals Corp. common stock; via Barclays Capital; pricing June 1; settlement June 6

• 17% six-month reverse convertible notes due Dec. 5, 2007 linked to Salesforce.com common stock; via Barclays Capital; pricing June 1; settlement June 6

• 10.65% reverse convertible notes due Dec. 7, 2007 linked to the common stock of Circuit City Stores, Inc.; via Barclays Capital; pricing June 5; settlement June 8

• 15.25% reverse convertible notes due Dec. 7, 2007 linked to the common stock of Focus Media Holding Ltd.; via Barclays Capital; pricing June 5; settlement June 8

• 11.3% reverse convertible notes due Dec. 7, 2007 linked to the common stock of The Gymboree Corp.; via Barclays Capital; pricing June 5; settlement June 8

• 10.3% reverse convertible notes due Dec. 7, 2007 linked to the common stock of JDS Uniphase Corp.; via Barclays Capital; pricing June 5; settlement June 8

• 9% reverse convertible notes due June 11, 2008 linked to the common stock of ConocoPhillips; 85% trigger; via LaSalle Financial Services, Inc.; pricing June 8; settlement June 13

• 16.25% annualized reverse convertible notes due Dec. 12, 2007 linked to the common stock of Verasun Energy Corp.; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 8; settlement June 13

• Automatically redeemable class A1 notes in the Smores structure due Oct. 25, 2029 linked to a reference pool; via Barclays Capital; settlement on June 13

• Automatically redeemable class A2 notes in the Smores structure due Oct. 25, 2029 linked to a reference pool; via Barclays Capital; settlement on June 13

• Automatically redeemable class B1 notes in the Smores structure due Oct. 25, 2029 linked to a reference pool; via Barclays Capital; settlement on June 13

• Automatically redeemable class B2 notes in the Smores structure due Oct. 25, 2029 linked to a reference pool; via Barclays Capital; settlement on June 13

THE BEAR STEARNS & COS. INC.

• 0% medium-term notes due June 2011 linked to the S&P 500 with a 75% weight, the Dow Jones Euro Stoxx 50 with an 8% weight, the Russell 2000 with a 5% weight, the Nikkei 225 with a 5% weight, the FTSE 100 with a 5% weight and the S&P/ASX 200 with a 2% weight; via Bear Stearns & Co. Inc.; pricing and settlement in June

CITIGROUP FUNDING INC.

• Equity LinKed Securities (ELKS) due 2008 linked to the common stock of Hess Corp.; via Citigroup Global Markets Inc.; pricing in June

• 12% to 13% Equity LinKed Securities (ELKS) due 2007 linked to the common stock of SanDisk Corp.; 75% trigger; via Citigroup Global Markets Inc.; pricing in June

• 11% to 12% six-month Equity LinKed Securities (ELKS) linked to the common stock of Yahoo! Inc.; 80% trigger; via Citigroup Global Markets Inc.; pricing in June

CREDIT SUISSE, NASSAU BRANCH

• 13.25% reverse convertible notes due Dec. 14, 2007 linked to Micron Technology, Inc. common stock; 80% trigger; via Credit Suisse; pricing and settlement in June

DEUTSCHE BANK AG, LONDON BRANCH

• 0% performance securities without protection due June 30, 2009 linked to Deutsche Bank Balanced Currency Harvest index; via UBS Financial Services Inc. and Deutsche Bank Securities; pricing June 25; settlement June 29

EKSPORTFINANS ASA

• 0% Elements due 2022 linked to the Spectrum Large Cap U.S. Sector Momentum index; via Nuveen Investments and Merrill Lynch & Co.

FORTIS BANK, CAYMAN ISLANDS BRANCH

• 11.5% knock-in reverse convertible securities due Sept. 7, 2007 linked to Frontier Oil Corp. stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 1; settlement June 6

• 17.25% knock-in reverse convertible securities due Sept. 7, 2007 linked to JetBlue Airways Corp. stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 1; settlement June 6

• 17% knock-in reverse convertible securities due Sept. 7, 2007 linked to Palm Inc. stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 1; settlement June 6

THE GOLDMAN SACHS GROUP INC.

• 0% contingent return notes due 2010 linked to equal weights of high-grade primary aluminum, grade A copper, primary nickel and specialty high-grade zinc; via Goldman, Sachs & Co.; pricing and settlement in June

HARTFORD LIFE INSURANCE CO.

• Zero-coupon principal-protected notes due June 11, 2014 linked to the S&P 500 index; via lead agent Bear, Stearns & Co. Inc.; pricing June 6; settlement June 11

JPMORGAN CHASE & CO.

• 0% buffered return enhanced notes due June 12, 2008 linked to the Dow Jones Euro Stoxx 50 index; via J.P. Morgan Securities Inc.; pricing June 1; settlement June 6

• 0% buffered return enhanced notes due Sept. 10, 2008 linked to the FTSE 100 index; via J.P. Morgan Securities Inc.; pricing June 1; settlement June 6

• Zero-coupon principal-protected notes due Jan. 23, 2013 linked to the Dow Jones-AIG Commodity Index; via J.P. Morgan Securities Inc.; pricing July 17; settlement July 20

• Zero-coupon principal-protected notes due Jan. 22, 2009 linked to a basket consisting of equal weights of the Brazilian real, Indian rupee, Mexican peso and New Turkish lira, all versus the dollar; via J.P. Morgan Securities Inc.; pricing July 17; settlement July 20

• Zero-coupon principal-protected notes due Jan. 22, 2009 linked to a consisting of equal weights of the Australian dollar, Canadian dollar, euro and Japanese yen, all versus the dollar; via J.P. Morgan Securities Inc.; pricing July 17; settlement July 20

• Zero-coupon principal-protected notes due July 20, 2011 linked to a basket consisting of equal weights of the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500; via J.P. Morgan Securities Inc.; pricing July 17; settlement July 20

• Zero-coupon principal-protected notes due July 20, 2011 linked to a basket consisting of equal weights of the Dow Jones Euro Stoxx 50 and Nikkei 225; via J.P. Morgan Securities Inc.; pricing July 17; settlement July 20

• Zero-coupon principal-protected notes due July 20, 2011 linked to the U.S. Dollar index; via J.P. Morgan Securities Inc.; pricing July 17; settlement July 20

LEHMAN BROTHERS HOLDINGS INC.

• 20% annualized reverse exchangeable notes due Sept. 7, 2007 linked to the common stock of JetBlue Airways Corp.; via Lehman Brothers Inc.; pricing June 4; settlement June 7

• 0% principal-protected notes due on or about June 15, 2009 linked to the iShares MSCI Emerging Markets Index Fund; via Lehman Brothers; pricing June 8; settlement June 15

• 0% buffered return enhanced notes due Dec. 21, 2010 linked to the S&P GSCI Agriculture index - Excess Return (20% weight), light sweet crude oil (15% weight), the S&P GSCI Livestock index - Excess Return (10% weight), Henry Hub natural gas (10% weight), high-grade primary aluminum (7% weight), grade A copper (7% weight), primary nickel (6% weight), RBOB gasoline (5% weight), No. 2 fuel heating oil (5% weight), special high grade zinc (5% weight), standard lead (5% weight) and gold (5% weight); via Lehman Brothers Inc.; pricing June 14; settlement June 21

• 10-year Constant Maturity U.S. Treasury Rate range accrual notes due June 29, 2009, non-callable for six months; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing June 22; settlement June 29

• 15-year CMS (constant maturity swap) spread daily accrual notes due June 29, 2022 non-callable for one year; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing June 22; settlement June 29

• 100% principal-protected notes due June 30, 2009 linked to an Asian currency basket consisting of equal weights of the Chinese renminbi, the Indonesian rupiah, the Indian rupee and Philippine peso, all versus the dollar; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing June 25; settlement June 29

• 100% principal-protected notes due June 2010 linked to the Dow Jones Euro Stoxx 50 with a 35.42% weight, FTSE 100 with a 33.97% weight, Nikkei 225 with a 21.42% weight and the S&P/ASX 200 with a 9.19% weight as well as the euro with a 35.42% weight, British pound sterling with a 33.97% weight, Japanese yen with a 21.42% weight and Australian dollar with a 9.19% weight, all against the dollar; equity index component and currency component are equally weighted; via Lehman Brothers Inc.; pricing and settlement in June

• 100% principal-protected three-month Double Conditional Range Notes linked to the British sterling pound/dollar and Canadian dollar/dollar spot exchange rates; via Lehman Brothers Inc.

• Zero-coupon principal-protected, 18-month Foreign Exchange notes linked to an equally weighted basket consisting of the Chinese renminbi, Malaysian ringgit, Indonesian rupiah and Singapore dollar; via Lehman Brothers Inc.

• 100% principal-protected three-year bonus notes linked to an equally weighted base metals basket including grade A copper, primary nickel, special high-grade zinc and high-grade aluminum; via Lehman Brothers Inc.

• Zero-coupon principal-protected, 18-month Foreign Exchange notes linked to an equally weighted basket consisting of the Hungarian forint, Swedish krona, Norwegian krone and Russian ruble; via Lehman Brothers Inc.

• Two-year 100% principal-protected notes linked to the Israeli shekel; via Lehman Brothers Inc.

MERRILL LYNCH & CO., INC.

• 0% principal-protected callable notes due June 2009 linked to Libor; via Merrill Lynch & Co.; pricing in May; settlement in June

• 0% Accelerated Return Notes due August 2008 linked to the Nikkei 225 index; via Merrill Lynch & Co.; pricing in May; settlement in June

• Zero-coupon principal-protected notes due September 2008 linked to the Swiss franc/Japanese yen exchange rate; via Merrill Lynch & Co.; pricing in May; settlement in June

• 0% Accelerated Return Notes due August 2008 linked to the Dow Jones Euro Stoxx 50 index; via Merrill Lynch & Co.; settlement in June

• 0% Accelerated Return Notes due August 2008 linked to a basket of equal weights of the Dow Jones Euro Stoxx 50, S&P/ASX 200, Hang Seng and Nikkei 225 indexes; via Merrill Lynch & Co.; settlement in June

• 0% Accelerated Return Notes due August 2008 linked to the Russell 2000 index; via Merrill Lynch & Co.; settlement in June

• Protected Covered Call Enhanced Income Notes (Proceeds) due July 2011 linked to the Select 30 Proceeds index; via Merrill Lynch & Co.; settlement in July

MORGAN STANLEY

• 0% capital-protected notes due June 29, 2010 linked to equals weights of the Australian dollar, British pound, Canadian dollar, Danish krone, euro, New Zealand dollar and Norwegian krone; via Morgan Stanley & Co. Inc.; pricing and settlement in June

• 0% capital-protected notes due March 30, 2011 linked to equal weights of grade A copper, primary nickel, special high-grade zinc, West Texas Intermediate light sweet crude oil, the S&P GSCI Agriculture index - Excess Return and the S&P GSCI Gold index - Excess Return; via Morgan Stanley & Co. Inc.; pricing and settlement in June

• Zero-coupon protected absolute return barrier notes due Dec. 20, 2008 linked to iShares MSCI EAFE index fund; via Morgan Stanley & Co. Inc.; pricing in June

• 8% Stock Participation Accreting Redemption Quarterly-pay Securities (Sparqs) due July 20, 2008 linked to Monsanto Corp. common stock; via Morgan Stanley & Co. Inc.; pricing and settlement in June

• 0% Bear Market Performance Leveraged Upside Securities (PLUS) due July 20, 2008 inversely linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing and settlement in June

• 0% Performance Leveraged Upside Securities (PLUS) due July 20, 2008 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing and settlement in June

• Protected fund-linked securities due Dec. 20, 2012 linked to the performance of the 2007-1 fund dynamic reference index; via Morgan Stanley

• 0% currency-linked capital-protected notes due Nov. 30, 2009 linked to the Brazilian real, Chinese renminbi, Hungarian forint, Indian rupee Mexican peso and Turkish lira, all equally weighted; via Morgan Stanley & Co. Inc.

RABO FINANCIAL PRODUCTS BV

• 11.9% annualized knock-in reverse convertible notes due Dec. 6, 2007 linked to First Bancorp. common stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 1; settlement June 6

• 12% knock-in reverse convertible notes due May 30, 2008 linked to General Motors Corp. common stock; 70% trigger; via LaSalle Financial Services, Inc.; pricing June 1; settlement June 6

• 9.2% knock-in reverse convertible notes due May 30, 2008 linked to Hewlett-Packard Co. common stock; 85% trigger; via LaSalle Financial Services, Inc.; pricing June 1; settlement June 6

• 9.8% annualized knock-in reverse convertible notes due Dec. 6, 2007 linked to Hilton Hotels Corp. common stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 1; settlement June 6

• 17.7% annualized knock-in reverse convertible notes due Aug. 30, 2007 linked to IndyMac Bancorp, Inc. common stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 1; settlement June 6

• 34.75% annualized knock-in reverse convertible notes due Aug. 30, 2007 linked to InterOil Corp. common stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 1; settlement June 6

• 12.5% annualized knock-in reverse convertible notes due Dec. 6, 2007 linked to Jeffries Group, Inc. common stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 1; settlement June 6

• 16.1% annualized knock-in reverse convertible notes due Dec. 6, 2007 linked to NovaGold Resources Inc. common stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 1; settlement June 6

• 19.7% annualized knock-in reverse convertible notes due Aug. 30, 2007 linked to Onyx Pharmaceuticals, Inc. common stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 1; settlement June 6

• 10.35% knock-in reverse convertible notes due May 30, 2008 linked to Peabody Energy Corp. common stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 1; settlement June 6

• 12.1% annualized knock-in reverse convertible notes due Aug. 30, 2007 linked to Riverbed Technology, Inc. common stock; 65% trigger; via LaSalle Financial Services, Inc.; pricing June 1; settlement June 6

• 15.5% knock-in reverse convertible notes due May 30, 2008 linked to Vertex Pharmaceuticals Inc. common stock; 65% trigger; via LaSalle Financial Services, Inc.; pricing June 1; settlement June 6

• 20.2% annualized knock-in reverse convertible notes due Sept. 13, 2007 linked to AMR Corp. common stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 8; settlement June 13

• 28.4% annualized knock-in reverse convertible notes due Sept. 13, 2007 linked to InterOil Corp. common stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 8; settlement June 13

• 19.4% annualized knock-in reverse convertible notes due Sept. 13, 2007 linked to SunPower Corp. common stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 8; settlement June 13

AB SVENSK EXPORTKREDIT

• 18-month zero-coupon European appreciation basket notes linked to the Swedish krona, Norwegian krone, Russian ruble and Hungarian forint, all against the dollar; via Lehman Brothers Inc.; pricing and settlement in June

• 18-month zero-coupon Asian appreciation basket notes linked to the Malaysian ringgit, Indonesian rupiah, Singapore dollar and Chinese renminbi, all against the dollar; via Lehman Brothers Inc.; pricing and settlement in June

UBS AG

• Zero-coupon performance tracking securities due June 29, 2012 linked to the CBOE S&P 500 BuyWrite Index; pricing June 25; settlement June 29

• 0% performance securities with contingent protection due June 29, 2012 linked to Dow Jones Euro Stoxx 50 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing June 25; settlement June 29

• 0% performance securities with contingent protection due June 29, 2012 linked to Nikkei 225 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing June 25; settlement June 29

• 0% principal-protected absolute return barrier notes due Dec. 31, 2008 linked to the Russell 2000 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing June 25; settlement June 29

• 0% performance securities with contingent protection due June 29, 2012 linked to S&P 500 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing June 25; settlement June 29

• 0% principal-protected notes due Nov. 30, 2010 linked to the UBS Bloomberg Constant Maturity Commodity Index Horizon Excess Return; pricing June 25; settlement June 29

• 0% performance tracking securities due June 29, 2012 linked to UBS Bloomberg Constant Maturity Commodity index Horizon Total Return; pricing June 25; settlement June 29

WACHOVIA CORP.

• 0% principal-protected notes due 2008 linked to a basket of equal weights of the Brazilian real, Mexican peso, Turkish lira, Hungarian forint, Indonesian rupiah and Indian rupee, all relative to the dollar; via Wachovia Securities

• 9% to 10% enhanced yield securities due June 5, 2008 linked to Consol Energy Inc. stock; 75% trigger; via Wachovia Securities

• 9% to 10% enhanced yield securities due June 5, 2008 linked to Goldcorp Inc. stock; 75% trigger; via Wachovia Securities

• 0% enhanced growth securities due Dec. 10, 2008 linked to the Nikkei 225 index; via Wachovia Securities

• 9.5% to 10% enhanced yield securities due June 5, 2008 linked to Whole Foods Market, Inc. stock; 80% trigger; via Wachovia Securities

WELLS FARGO & CO.

• 0% enhanced participation securities with partial principal protection due June 2011 linked to equal weights of the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500 indexes; via Wells Fargo Securities, LLC

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