Structured Products Calendar

ABN AMRO BANK NV

• 13% Knock-In Reverse Exchangeable Securities due June 29, 2007 linked to Advanced Micro Devices, Inc. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 13% Knock-In Reverse Exchangeable Securities due June 29, 2007 linked to Amazon.com, Inc. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 12% Knock-In Reverse Exchangeable Securities due March 31, 2008 linked to Apple Inc. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 10% Knock-In Reverse Exchangeable Securities due June 29, 2007 linked to Bristol-Meyers Squibb Co. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 15% Knock-In Reverse Exchangeable Securities due Sept. 28, 2007 linked to Baidu.com, Inc. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 14% Knock-In Reverse Exchangeable Securities due March 31, 2008 linked to Continental Airlines, Inc. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 11% Knock-In Reverse Exchangeable Securities due Sept. 28, 2007 linked to Corning Inc. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 11% Knock-In Reverse Exchangeable Securities due June 29, 2007 linked to Deere & Co. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 13% Knock-In Reverse Exchangeable Securities due Sept. 28, 2007 linked to the common stock of eBay Inc.; 80% trigger; via ABN Amro Inc.; pricing March 27; settlement March 30

• 11.5% Knock-In Reverse Exchangeable Securities due March 31, 2008 linked to Ford Motor Co. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 12.5% Knock-In Reverse Exchangeable Securities due March 31, 2008 linked to Freeport-McMoRan Copper & Gold Inc. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 10.5% Knock-In Reverse Exchangeable Securities due March 31, 2008 linked to Goldcorp Inc. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 10.5% Knock-In Reverse Exchangeable Securities due March 31, 2008 linked to MasterCard Inc. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 10% Knock-In Reverse Exchangeable Securities due March 31, 2008 linked to Merck & Co., Inc. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 10.25% Knock-In Reverse Exchangeable Securities due March 31, 2008 linked to Microsoft Corp. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 14% Knock-In Reverse Exchangeable Securities due June 29, 2007 linked to Motorola, Inc. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 11.25% Knock-In Reverse Exchangeable Securities due March 31, 2008 linked to Research in Motion Ltd. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 16% Knock-In Reverse Exchangeable Securities due Sept. 28, 2007 linked to Red Hat, Inc. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 13.5% Knock-In Reverse Exchangeable Securities due March 31, 2008 linked to SanDisk Corp. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 13% Knock-In Reverse Exchangeable Securities due March 31, 2008 linked to Silver Wheaton Corp. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 16.5% Knock-In Reverse Exchangeable Securities due Sept. 28, 2007 linked to Smith & Wesson Holding Corp. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 10% Knock-In Reverse Exchangeable Securities due March 31, 2008 linked to United States Steel Corp. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

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

BANK OF AMERICA

• 0% Minimum Return Equity Appreciation Growth Linked Securities (Eagles) due March 30, 2010 linked to equal weights of the Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing March 27

• 0% senior notes due March 30, 2012 linked to the Dow Jones - AIG Commodity index; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing March 27

BARCLAYS BANK PLC

• 11% reverse convertible notes due Sept. 28, 2008 linked to AmeriCredit Corp. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 12.5% reverse convertible notes due Sept. 28, 2008 linked to Apple, Inc. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 10.2% reverse convertibles due March 28, 2008 linked to Apple, Inc. stock; via Barclays Capital; pricing March 27; settlement March 30

• 11.375% reverse convertible notes due Sept. 28, 2008 linked to CB Richard Ellis Group, Inc. class A common stock; via Barclays Capital; pricing March 27; settlement March 30

• 9.5% reverse convertible notes due Sept. 28, 2008 linked to Coach, Inc. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 13.75% reverse convertible notes due Sept. 28, 2008 linked to Coldwater Creek Inc. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 12.75% reverse convertible notes due Sept. 28, 2008 linked to Consol Energy Inc. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 12% reverse convertible notes due Sept. 28 2008 linked to Corning Inc. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 9.05% reverse convertible notes due Sept. 28, 2008 linked to Deere & Co. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 10.25% reverse convertible notes due Sept. 28, 2008 linked to Ensco International Inc. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 100% principal-protected bear notes due March 30, 2010 linked to equal weights of the euro, Japanese yen, Singapore dollar, Australian dollar and the Korean won, all versus the dollar; via Barclays Capital; pricing March 27; settlement March 30

• 16.125% reverse convertible notes due Sept. 28, 2008 linked to Freeport-McMoRan Copper & Gold Inc. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 12% reverse convertible notes due Sept. 28, 2008 linked to Frontier Oil Corp. common stock; via Barclays Capital; pricing March 27; settlement March 30

11.5% reverse convertible notes due Sept. 28, 2007 linked to General Motors Corp. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 11.5% reverse convertible notes due Sept. 28, 2007 linked to the Goodyear Tire & Rubber Co. stock; 80% trigger; via Barclays Capital Inc.; pricing March 27; settlement March 30

• 9.75% reverse convertible notes due Sept. 28, 2008 linked to Humana, Inc. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 11.25% reverse convertible notes due Sept. 28, 2008 linked to Immucor, Inc. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 11.75% reverse convertible notes due March 28, 2008 linked to Intercontinental Exchange, Inc. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 16.25% reverse convertible notes due Sept. 28, 2008 linked to JetBlue Airways Corp. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 15.75% reverse convertible notes due Sept. 28, 2008 linked to Joy Global Inc. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 14.125% reverse convertible notes due Sept. 28, 2008 linked to Massey Energy Co. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 15.25% reverse convertible notes due Sept. 28, 2008 linked to Netflix, Inc. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 13.25% reverse convertible notes due Sept. 28, 2008 linked to Nucor Corp. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 14% reverse convertible notes linked to NutriSystem Inc. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 12.5% reverse convertible notes linked to Peabody Energy Corp. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 11.25% reverse convertible notes due Sept. 28, 2007 linked to Qualcomm Inc. stock; 80% trigger; via Barclays Capital Inc.; pricing March 27; settlement March 30

• 13.25% reverse convertible notes due Sept. 28, 2008 linked to Reliance Steel & Aluminum Co. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 15.375% reverse convertible notes due Sept. 28, 2008 linked to SanDisk Corp. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 0% principal-protected notes due July 2, 2008 linked to the S&P 500 index; via Barclays Capital Inc.; pricing March 27; settlement March 30

• 12% reverse convertible notes linked to Steel Dynamics, Inc. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 16.25% reverse convertible notes due Sept. 28, 2008 linked to SunPower Corp. class A common stock; via Barclays Capital; pricing March 27; settlement March 30

• 9.65% reverse convertible notes due Sept. 28, 2008 linked to TD Ameritrade Holding Corp. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 12.25% reverse convertible notes due Sept. 28, 2008 linked to ValueClick, Inc. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 9.6% reverse convertible notes due Sept. 28, 2008 linked to Weatherford International Ltd. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 11.5% reverse convertible notes due Sept. 28, 2008 linked to Whole Foods Market, Inc. common stock; via Barclays Capital; pricing March 27; settlement March 30

• 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.

• 21% reverse convertible notes due July 2, 2007 linked to IntercontinentalExchange Inc. stock; 80% trigger; via Bear, Stearns & Co. Inc.; pricing March 27; settlement March 30

• 19.25% reverse convertible notes due July 2, 2007 linked to the Ryland Group, Inc. stock; 80% trigger; via Bear, Stearns & Co. Inc.; pricing March 27; settlement March 30

• 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

• 8.5% to 9.5% Equity LinKed Securities (ELKS) due 2008 linked to the common stock of Chesapeake Energy Corp.; 80% trigger; via Citigroup Global Markets Inc.

• 8% to 9% Equity-LinKed Securities (ELKS) due 2008 linked to the common stock of Intel Corp.; 80% trigger; via Citigroup Global Markets Inc.

DEUTSCHE BANK AG, LONDON BRANCH

• 0% Buffered Underlying Securities (BUyS) due March 30, 2010 linked to Dow Jones-AIG Commodity index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing March 27; settlement March 30

• 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

• 0% Buffered Underlying Securities (BUyS) due April 30, 2010 linked to the Nikkei 225 Stock Average; 115% upside; via Deutsche Bank Securities and Deutsche Bank Trust Co. Americas; pricing March 27; settlement March 30

• 0% Buffered Underlying Securities (BUyS) due April 30, 2010 linked to the Nikkei 225 Stock Average; 130% upside; via Deutsche Bank Securities and Deutsche Bank Trust Co. Americas; pricing March 27; settlement March 30

• Index+ notes due March 30, 2009 linked to the S&P 500 index; 6.5% outperformance amount; via Deutsche Bank Securities and Deutsche Bank Trust Co. Americas; pricing March 27; settlement March 30

• Index+ notes due March 30, 2009 linked to the S&P 500 index; 6% outperformance amount; via Deutsche Bank Securities and Deutsche Bank Trust Co. Americas; pricing March 27; settlement March 30

• Index+ notes due March 30, 2009 linked to the S&P 500 index; 5% outperformance amount; via Deutsche Bank Securities and Deutsche Bank Trust Co. Americas; pricing March 27; settlement March 30

EKSPORTFINANS ASA

• 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

JPMORGAN CHASE & CO.

• 0% principal-protected notes due Sept. 30, 2008 linked to the performance of an equally weighted currency basket versus the dollar; basket includes the Brazilian real, Indian rupee, Mexican peso and New Turkish lira; via J.P. Morgan Securities Inc.; pricing March 27; settlement March 30

• 0% principal-protected notes due Sept. 30, 2008 linked to a basket containing equal weights of Indian rupee, New Turkish lira, Brazilian real and Mexican peso; via J.P. Morgan Securities Inc.; pricing March 27; settlement March 30

• 0% buffered return enhanced notes due March 31, 2010 linked to an equally weighted basket consisting of the Nikkei 225, Dow Jones Euro Stoxx 50 and the FTSE 100 indexes; via J.P. Morgan Securities Inc.; pricing March 27; settlement March 30

• 0% buffered return enhanced notes due March 31, 2009 linked to an equally weighted basket consisting of the S&P 500, Nikkei 225 and the Dow Jones Euro Stoxx 50 indexes; via Barclays Capital; pricing March 27; settlement March 30

• 0% buffered equity notes due Oct. 29, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing March 27; settlement March 30

•·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.

• Buffered annual review notes due April 2, 2010 linked to the Dow Jones Euro Stoxx 50 index; via Lehman Brothers Inc.; pricing March 27; settlement March 30

• Buffered annual review notes due April 2, 2010 linked to the Nikkei 225 index; via Lehman Brothers Inc.; pricing March 27; settlement March 30

• $10 million of 1% performance-linked medium-term senior notes due March 29, 2014 performance linked to International Game Technology common stock; via Lehman Brothers; settlement March 29

• 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

• 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% auto callable notes due April 1, 2010 linked to the Nikkei 225 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing March 27; settlement March 30

• 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

• Floating-rate notes due March 27, 2037 linked to the 10-year constant maturity swap (CMS) rate minus the two-year CMS rate; via Morgan Stanley & Co. Inc.; pricing and 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

• 9% reverse convertible notes due March 31, 2008 linked to the common stock of Alcan Inc.; 70% trigger; via RBC Capital Markets; pricing March 27; settlement March 30

• 10.75% reverse convertible notes due March 31, 2008 linked to the common stock of Apple, Inc.; 70% trigger; via RBC Capital Markets; pricing March 27; settlement March 30

• 12.6% reverse convertible notes due March 31, 2008 linked to the common stock of Broadcom Corp.; 70% trigger; via RBC Capital Markets; pricing March 27; settlement March 30

• 9% reverse convertible notes due March 31, 2008 linked to the common stock of ConocoPhillips; 80% trigger; via RBC Capital Markets; pricing March 27; settlement March 30

• 9.5% reverse convertible notes due Sept. 28, 2007 linked to the common stock of Dynergy Inc.; 80% trigger; via RBC Capital Markets; pricing March 27; settlement March 30

• 9.5% reverse convertible notes due March 31, 2008 linked to the common stock of EOG Resources, Inc.; 80% trigger; via RBC Capital Markets; pricing March 27; settlement March 30

• 10.15% reverse convertible notes due March 31, 2008 linked to the common stock of the First Marblehead Corp.; 80% trigger; via RBC Capital Markets; pricing March 27; settlement March 30

• 12.75% reverse convertible notes due Sept. 28, 2007 linked to the common stock of General Motors Corp.; 65% trigger; via RBC Capital Markets; pricing March 27; settlement March 30

• 8% reverse convertible notes due March 31, 2008 linked to the common stock of Intel Corp.; 80% trigger; via RBC Capital Markets; pricing March 27; settlement March 30

• 12% reverse convertible notes due March 31, 2008 linked to the common stock of Komag, Inc.; 70% trigger; via RBC Capital Markets; pricing March 27; settlement March 30

• 10.75% reverse convertible notes due March 31, 2008 linked to the common stock of Micron Technology, Inc.; 80% trigger; via RBC Capital Markets; pricing March 27; settlement March 30

• 8.1% reverse convertible notes due March 31, 2008 linked to the common stock of Oracle Corp.; 80% trigger; via RBC Capital Markets; pricing March 27; settlement March 30

• 19.15% reverse convertible notes due March 31, 2008 linked to the common stock of Overstock.com, Inc.; 50% trigger; via RBC Capital Markets; pricing March 27; settlement March 30

• 13% reverse convertible notes due March 31, 2008 linked to the common stock of Parallel Petroleum Corp.; 80% trigger; via RBC Capital Markets; pricing March 27; settlement March 30

• 14.5% reverse convertible notes due March 31, 2008 linked to the common stock of Southern Copper Corp.; 80% trigger; via RBC Capital Markets; pricing March 27; settlement March 30

8.75% reverse convertible notes due March 31, 2008 linked to the common stock of Starbucks Corp.; 80% trigger; via RBC Capital Markets Corp.; pricing March 27; settlement March 30

• 10.2% reverse convertible notes due March 31, 2008 linked to the common stock of Suncor Energy, Inc.; 80% trigger; via RBC Capital Markets; pricing March 27; settlement March 30

• 8.5% reverse convertible notes due March 31, 2008 linked to the common stock of Texas Instruments Inc.; 80% trigger; via RBC Capital Markets; pricing March 27; settlement March 30

• 11.4% reverse convertible notes due March 31, 2008 linked to the common stock of Thornburg Mortgage, Inc.; 80% trigger; via RBC Capital Markets; pricing March 27; settlement March 30

• 8.15% reverse convertible notes due March 31, 2008 linked to the common stock of Washington Mutual, Inc.; 80% trigger; via RBC Capital Markets; pricing March 27; settlement March 30

• 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

UBS AG

• 0% principal-protected digital return notes due September 2007 linked to Libor and the 10-year Constant Maturity U.S. Treasury rate; via UBS Investment Bank and UBS Financial Services Inc.; pricing and settlement in March

• 0% principal-protected notes due March 31, 2009 linked to an equally weighted basket of currencies including the dollar/Brazilian real, dollar/Chinese renminbi, dollar/Mexican peso, dollar/Norwegian krone and dollar/Russian ruble spot exchange rates; via UBS Investment Bank and UBS Financial Services Inc.; pricing and settlement in March

• 0% principal-protected callable daily range accrual notes due March 2009 linked to the 10-year Constant Maturity U.S. Treasury rate; via UBS Investment Bank and UBS Financial Services Inc.; pricing and settlement in March

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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