Structured Products Calendar

AB SVENSK EXPORTKREDIT

• Libor minus a to-be-determined percentage Total Return notes due 2007 linked to the Dow Jones - AIG Commodity index; agent AGI Financial Securities Corp.; pricing expected in September with settlement in October

BANK OF AMERICA

• 0% unsecured senior notes due Oct. 27, 2008 in the Strategic Equity Exposure Performance Linked Securities (Steepls) structure linked to the S&P 500 index; via Banc of America Securities LLC and Banc of America Investment Services, Inc.

• 0% senior notes due 2011 linked to the S&P 500, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via Banc of America Securities LLC and Banc of America Investment Services, Inc.

BARCLAYS BANK PLC

• 0% principal-protected digital plus notes due Oct. 27, 2011 linked to a basket of equal weights of brent crude, silver, zinc, nickel and copper; via Barclays Capital Inc.; pricing Oct. 24; settlement Oct. 27

THE BEAR STEARNS COS. INC.

• 0% notes linked to the U.S. Adagio Strategy index; via Bear, Stearns & Co. Inc.

• 17% reverse convertible notes due April 9, 2007 linked to USG Corp. stock; 80% trigger; agent Bear, Stearns & Co. Inc.; pricing expected Oct. 4

CITIGROUP FUNDING INC.

• Two-year Premium Mandatory Callable Equity-linked Securities (Pacers) based on the American Depositary Receipts representing Cemex SAB ordinary participation certificates; 75% trigger; agent Citigroup Global Markets Inc.

• Equity LinKed Securities (ELKS) linked to Qualcomm Inc.; 75% trigger; agent Citigroup Global Markets Inc.

CREDIT SUISSE (USA), INC.

• 0% 13-month notes due October 2007 linked to an equally weighted basket that includes the dollar/Brazilian real, dollar/Mexican peso, dollar/Russian ruble and dollar/Turkish lira spot exchange rates via Credit Suisse Securities (USA) LLC

• 0% Buffered Accelerated Return Equity Securities (Bares) due Oct. 29, 2010 linked to the S&P 500 index with a 40% weight, the Dow Jones Euro Stoxx 50 index with a 30% weight and the Nikkei 225 index with a 30% weight; underwriter Credit Suisse Securities (USA) LLC; pricing expected in September

• 0% ProNotes due April 30, 2010 linked to the FTSE/Xinhua China 25 index with a 15% weight, the Bovespa Brazil index with a 15% weight, the S&P CNX Nifty index with a 15% weight, the Brazilian real/dollar spot exchange rate with a 27.5% weight and the Russian ruble/dollar spot exchange rate with a 15% weight; underwriter Credit Suisse Securities (USA) LLC; pricing expected in October

• 0% ProNotes due Oct. 29, 2010 linked to the S&P 500 index with a 40% weight, the Dow Jones Euro Stoxx 50 index with a 30% weight and the Nikkei 225 index with a 30% weight; underwriter Credit Suisse Securities (USA) LLC; pricing expected in October

EXSPORTFINANS SA

• Five-year Buffered Underlying Securities linked to the S&P 500 index; 80% trigger; via Deutsche Bank Securities Inc.

JPMORGAN CHASE & CO.

• 0% return enhanced senior unsecured notes due Oct. 17, 2007 linked to the Russell 2000 index; via J.P. Morgan Securities Inc.; pricing Oct. 6; settlement Oct. 12

• 0% buffered return enhanced notes due March 19, 2008 linked to the S&P 500 index; agent J.P. Morgan Securities Inc.; pricing expected on Oct. 6

LEHMAN BROTHERS HOLDINGS INC.

• One-year principal-protected notes linked to the Thai baht; via Lehman

MERRILL LYNCH & CO., INC.

• 0% Accelerated Return Notes linked to Russell 2000; via Merrill Lynch, Pierce, Fenner & Smith Inc.

• 0% Accelerated Return Notes due January 2008 linked to equal weights of the S&P 500, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via Merrill Lynch, Pierce, Fenner & Smith Inc.

• 0% Accelerated Return Notes due January 2008 linked to the Nikkei 225 index; via Merrill Lynch & Co.

MORGAN STANLEY

• Protected buy-write securities due Oct. 28, 2011 linked to the performance of the 2006-3 dynamic reference index; via Morgan Stanley

• 0% medium-term notes due Nov. 20, 2007 in the Performance Leveraged Upside Securities (PLUS) structure linked to the Amex China index; via Morgan Stanley

• 0% medium-term notes due Nov. 20, 2007 in the Performance Leveraged Upside Securities (PLUS) structure linked to the PHLX Oil Service Sector index; via Morgan Stanley

• 0% global medium-term series F notes due Jan. 20, 2008 in the Bear Market Performance Leveraged Upside Securities (PLUS) structure linked to the S&P 500, Russell 200 and MSCI EAFE indexes; via Morgan Stanley & Co. Inc.

• 0% industrialized nations currency-linked capital protected notes due Nov. 3, 2008 linked to a basket of the Australian dollar, Canadian dollar, euro and pound, all equally weighted; via Morgan Stanley

• 8% Stock Participation Accreting Redemption Quarterly-pay Securities (Sparqs) mandatorily exchangeable for Dell Inc. stock; via Morgan Stanley

UBS AG

• 0% enhanced appreciation securities due Dec. 28, 2007 linked to the S&P 500 index; underwriters UBS Investment Bank and UBS Financial Services Inc.; pricing Oct. 25

• 0% principal-protected notes linked to an equally weighted basket containing the S&P 500, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; underwriters UBS Investment Bank and UBS Financial Services Inc.; pricing Oct. 25

• 0% partial principal-protected notes due Oct. 31, 2011 linked to FTSE/Xinhua China 25, Korea Kospi 200, MSCI Singapore; via UBS Investment Bank, UBS Financial Services Inc.; pricing Oct. 25; settlement Oct. 31

WACHOVIA CORP.

• 0% enhanced growth bearish return securities due Oct. 5, 2007 inversely linked to the S&P 500 index; via Wachovia Securities

• 0% enhanced growth securities due April 4, 2008 linked to the S&P MidCap 400; via Wachovia Securities

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