Structured Products Calendar

ABN AMRO BANK NV

• 23% reverse exchangeable securities due July 2, 2007 linked to GMX Resources common stock; via ABN Amro; pricing March 28; settlement April 2

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

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.

• 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

• 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

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

• 0% buffer bonds linked to the S&P GS Light Energy Enhanced Strategy; via Goldman, Sachs & Co.

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.

• International equity buffer notes due March 31, 2011 linked to equal weights of the Nikkei 225, Hang Seng China Enterprises, Dow Hones Euro Stoxx 50 and the iShares MSCI Brazil index fund; via HSBC Securities (USA) Inc.; pricing March 28; settlement March 30

JPMORGAN CHASE & CO.

• 0% lesser-index principal-protected notes due March 28, 2008 linked to the Nikkei 225 and S&P 500 indexes; via J.P. Morgan Securities Inc.; pricing March 28; settlement April 2

• 0% lesser-index principal-protected notes due March 28, 2008 linked to the Nikkei 225 and Dow Jones Euro Stoxx 50 indexes; via J.P. Morgan Securities Inc.; pricing March 28; settlement April 2

•·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

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

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

• 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

• 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.

• 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% 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

• 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

• 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% 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

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

• 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

• 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

• 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

• 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

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

• 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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