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Published on 3/18/2008 in the Prospect News Structured Products Daily.

Structured Products Calendar

ABN AMRO BANK NV

• 22% Knock-in Reverse Exchangeable Securities due March 31, 2009 linked to the common stock of Advanced Micro Devices, Inc.; 60% trigger; via ABN Amro, Inc.; pricing March 26

• 14.5% Knock-in Reverse Exchangeable Securities due Sept. 30, 2008 linked to Alcoa Inc. common stock; 80% trigger; via ABN Amro, Inc.; pricing March 26

• 10.5% annualized Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to the common stock of American Express Co.; 75% trigger; via ABN Amro, Inc.; pricing March 26

• 20% Knock-in Reverse Exchangeable Securities due March 31, 2009 linked to the common stock of AMR Corp.; 60% trigger; via ABN Amro, Inc.; pricing March 26

• 12.75% Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to Apple Inc. common stock; 75% trigger; via ABN Amro, Inc.; pricing March 26

• 15.5% Knock-in Reverse Exchangeable Securities due Sept. 30, 2008 linked to Apple Inc. common stock; 70% trigger; via ABN Amro, Inc.; pricing March 26

• 15% annualized Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to the common stock of Arch Coal, Inc.; 70% trigger; via ABN Amro, Inc.; pricing March 26

• 13.3% Knock-in Reverse Exchangeable Securities due Sept. 30, 2008 linked to Archer-Daniels-Midland Co. common stock; 80% trigger; via ABN Amro, Inc.; pricing March 26

• 11.25% Knock-in Reverse Exchangeable Securities due Sept. 30, 2008 linked to Baker Hughes Inc. common stock; 80% trigger; via ABN Amro, Inc.; pricing March 26

• 13.25% Knock-in Reverse Exchangeable Securities due Sept. 30, 2008 linked to Barnes & Noble, Inc. common stock; 70% trigger; via ABN Amro, Inc.; pricing March 26

• 10.75% Knock-in Reverse Exchangeable Securities due March 31, 2009 linked to the common stock of BJ Services Co.; 80% trigger; via ABN Amro, Inc.; pricing March 26

• 13.25% annualized Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to the common stock of BlackRock, Inc.; 80% trigger; via ABN Amro, Inc.; pricing March 26

• 12.5% Knock-in Reverse Exchangeable Securities due Sept. 30, 2008 linked to Canadian Natural Resources Ltd. common stock; 75% trigger; via ABN Amro, Inc.; pricing March 26

• 13.5% Knock-in Reverse Exchangeable Securities due March 31, 2009 linked to the common stock of Caterpillar Inc.; 80% trigger; via ABN Amro, Inc.; pricing March 26

• 10.5% Knock-in Reverse Exchangeable Securities due Sept. 30, 2008 linked to Chevron Corp. common stock; 85% trigger; via ABN Amro, Inc.; pricing March 26

• 11% Knock-in Reverse Exchangeable Securities due March 31, 2009 linked to the common stock of Citigroup Inc.; 60% trigger; via ABN Amro, Inc.; pricing March 26

• 10% Knock-in Reverse Exchangeable Securities due March 31, 2009 linked to the common stock of ConocoPhillips; 80% trigger; via ABN Amro, Inc.; pricing March 26

• 13.8% Knock-in Reverse Exchangeable Securities due Sept. 30, 2008 linked to Corning Inc. common stock; 80% trigger; via ABN Amro, Inc.; pricing March 26

• 11% Knock-in Reverse Exchangeable Securities due March 31, 2009 linked to the common stock of Corning Inc.; 75% trigger; via ABN Amro, Inc.; pricing March 26

• 13.5% annualized Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to the common stock of CSX Corp.; 80% trigger; via ABN Amro, Inc.; pricing March 26

• 10.5% annualized Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to the common stock of Cummins Inc.; 70% trigger; via ABN Amro, Inc.; pricing March 26

• 13% annualized Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to the common stock of Dean Foods Co.; 80% trigger; via ABN Amro, Inc.; pricing March 26

• 10.25% annualized Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to the common stock of Deere & Co.; 75% trigger; via ABN Amro, Inc.; pricing March 26

• 15.75% annualized Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to the common stock of Diamond Offshore Drilling, Inc.; 80% trigger; via ABN Amro, Inc.; pricing March 26

• 12.5% Knock-in Reverse Exchangeable Securities due Sept. 30, 2008 linked to Dick's Sporting Goods, Inc. common stock; 70% trigger; via ABN Amro, Inc.; pricing March 26

• 16.75% Knock-in Reverse Exchangeable Securities due March 31, 2009 linked to the common stock of Energy Conversion Devices, Inc.; 60% trigger; via ABN Amro, Inc.; pricing March 26

• 9.5% Knock-in Reverse Exchangeable Securities due March 31, 2009 linked to the common stock of Exelon Corp.; 75% trigger; via ABN Amro, Inc.; pricing March 26

• 13% annualized Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to the common stock of Freeport-McMoRan Copper & Gold Inc.; 70% trigger; via ABN Amro, Inc.; pricing March 26

• 15% Knock-in Reverse Exchangeable Securities due Sept. 30, 2008 linked to Garmin Ltd. common stock; 60% trigger; via ABN Amro, Inc.; pricing March 26

• 17% Knock-in Reverse Exchangeable Securities due March 31, 2009 linked to the common stock of General Motors Corp.; 60% trigger; via ABN Amro, Inc.; pricing March 26

• 10% Knock-in Reverse Exchangeable Securities due Sept. 30, 2008 linked to the Goldman Sachs Group, Inc. common stock; 70% trigger; via ABN Amro, Inc.; pricing March 26

• 11.5% annualized Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to the common stock of Goodyear Tire & Rubber Co.; 75% trigger; via ABN Amro, Inc.; pricing March 26

• 14.3% annualized Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to the common stock of Google Inc.; 80% trigger; via ABN Amro, Inc.; pricing March 26

• 9.5% Knock-in Reverse Exchangeable Securities due Sept. 30, 2008 linked to Halliburton Co. common stock; 80% trigger; via ABN Amro, Inc.; pricing March 26

• 14% annualized Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to the common stock of Intel Corp.; 80% trigger; via ABN Amro, Inc.; pricing March 26

• 10.5% annualized Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to the common stock of Kohl's Corp.; 75% trigger; via ABN Amro, Inc.; pricing March 26

• 14% Knock-in Reverse Exchangeable Securities due March 31, 2009 linked to the common stock of Las Vegas Sands Corp.; 65% trigger; via ABN Amro, Inc.; pricing March 26

• 13.6% Knock-in Reverse Exchangeable Securities due Sept. 30, 2008 linked to Merck & Co., Inc. common stock; 80% trigger; via ABN Amro, Inc.; pricing March 26

• 12.3% Knock-in Reverse Exchangeable Securities due Sept. 30, 2008 linked to Motorola, Inc. common stock; 70% trigger; via ABN Amro, Inc.; pricing March 26

• 16% Knock-in Reverse Exchangeable Securities due Sept. 30, 2008 linked to Peabody Energy Corp. common stock; 70% trigger; via ABN Amro, Inc.; pricing March 26

• 9.75% Knock-in Reverse Exchangeable Securities due March 31, 2009 linked to Pfizer Inc. common stock; 80% trigger; via ABN Amro, Inc.; pricing March 26

• Zero-coupon 85% principal protection leveraged participation notes due March 31, 2011 linked to the Rogers International Commodity Index - Excess Return; via ABN Amro Inc.; pricing March 26 March 31

• 10.4% Knock-in Reverse Exchangeable Securities due Sept. 30, 2008 linked to Schering-Plough Corp. common stock; 70% trigger; via ABN Amro, Inc.; pricing March 26

• 12.5% annualized Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to the common stock of Schlumberger NV; 80% trigger; via ABN Amro, Inc.; pricing March 26

• Principal-protected absolute return barrier notes due Sept. 30, 2009 linked to the shares of the SPDR Trust, series 1; via ABN Amro, Inc.; pricing March 26

• 11.75% Knock-in Reverse Exchangeable Securities due Sept. 30, 2008 linked to Starbucks Corp. common stock; 80% trigger; via ABN Amro, Inc.; pricing March 26

• 10% Knock-in Reverse Exchangeable Securities due March 31, 2009 linked to the common stock of Starwood Hotels & Resorts Worldwide, Inc.; 70% trigger; via ABN Amro, Inc.; pricing March 26

• 16% Knock-in Reverse Exchangeable Securities due Sept. 30, 2008 linked to United States Steel Corp. common stock; 70% trigger; via ABN Amro, Inc.; pricing March 26

• 14.75% annualized Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to the common stock of Valero Energy Corp.; 80% trigger; via ABN Amro, Inc.; pricing March 26

• 10.8% annualized Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to the common stock of Western Union Co.; 80% trigger; via ABN Amro, Inc.; pricing March 26

• 11.6% annualized Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to the common stock of Whole Foods Market, Inc.; 75% trigger; via ABN Amro, Inc.; pricing March 26

BANK OF AMERICA

• 0% Equity Appreciation Growth Linked Securities (Index Eagles) due March 28, 2014 linked to the Dow Jones Industrial Average (68% weight), iShares MSCI EAFE index fund (15% weight), S&P MidCap 400 index (10% weight) and S&P SmallCap 600 index (7% weight); via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing March 26

• 0% Minimum Return Equity Appreciation Growth Linked Securities (Index Eagles) due March 28, 2014 linked to the S&P 500 index; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing in March

BARCLAYS BANK PLC

• 100% principal protected notes due March 28, 2013 linked to the Barclays Intelligent Carry Index; via Barclays Capital; pricing March 25

• Zero-coupon principal-protected notes due March 27, 2013 linked to an equally weighted basket consisting of the coal, heating oil and WTI crude; via Barclays Capital; pricing March 25

• 13% reverse convertible notes due Sept. 30, 2008 linked to AK Steel Holding Corp. common stock; via Barclays Capital Inc.; pricing March 26

• 11.75% reverse convertible notes due Sept. 30, 2008 linked to Alcoa Inc. common stock; via Barclays Capital Inc.; pricing March 26

• 17% reverse convertible notes due Sept. 30, 2008 linked to Amazon.com, Inc. common stock; via Barclays Capital Inc.; pricing March 26

• 11.25% reverse convertible notes due March 30, 2009 linked to the common stock of American Express Co.; 70% trigger; via Barclays Capital Inc.; pricing March 26

• 10.25% reverse convertible notes due Sept. 30, 2008 linked to American International Group, Inc. common stock; via Barclays Capital Inc.; pricing March 26

• 15.25% reverse convertible notes due Sept. 30, 2008 linked to the common stock of Arch Coal, Inc.; 70% trigger; via Barclays Capital Inc.; pricing March 26

• 9.75% reverse convertible notes due March 30, 2009 linked to the common stock of AT&T Inc.; 80% trigger; via Barclays Capital Inc.; pricing March 26

• 11.75% reverse convertible notes due Sept. 30, 2008 linked to Banco Itau Holding Financeira SA common stock; via Barclays Capital Inc.; pricing March 26

• 12.5% reverse convertible notes due Sept. 30, 2008 linked to Bank of America Corp. common stock; via Barclays Capital Inc.; pricing March 26

• 10% reverse convertible notes due March 30, 2009 linked to the common stock of Bank of America Corp.; 60% trigger; via Barclays Capital Inc.; pricing March 26

• 9.75% reverse convertible notes due March 30, 2009 linked to the common stock of Barrick Gold Corp.; 75% trigger; via Barclays Capital Inc.; pricing March 26

• 13% reverse convertible notes due Sept. 30, 2008 linked to BB&T Corp. common stock; via Barclays Capital Inc.; pricing March 26

• 11.75% reverse convertible notes due Sept. 30, 2008 linked to Best Buy Co., Inc. common stock; via Barclays Capital Inc.; pricing March 26

• 10.25% reverse convertible notes due Sept. 30, 2008 linked to BJ Services Co. common stock; via Barclays Capital Inc.; pricing March 26

• 8.5% reverse convertible notes due Sept. 30, 2008 linked to BP plc. common stock; via Barclays Capital Inc.; pricing March 26

• Zero-coupon principal-protected notes due March 30, 2011 linked to equal weights of the Brazilian real, Russian ruble, Indian rupee and the euro; via Barclays Capital; pricing March 26

• 11% reverse convertible notes due March 30, 2009 linked to the common stock of Cameco Corp.; 75% trigger; via Barclays Capital Inc.; pricing March 26

• 14.5% reverse convertible notes due Sept. 30, 2008 linked to Celgene Corp. common stock; via Barclays Capital Inc.; pricing March 26

• 9.5% reverse convertible notes due Sept. 30, 2008 linked to Chevron Corp. common stock; via Barclays Capital Inc.; pricing March 26

• 10% reverse convertible notes due Sept. 30, 2008 linked to Cisco Systems, Inc. common stock; via Barclays Capital Inc.; pricing March 26

• 11% reverse convertible notes due March 30, 2009 linked to the common stock of Citigroup Inc.; 60% trigger; via Barclays Capital Inc.; pricing March 26

• 10.5% reverse convertible notes due Sept. 30, 2008 linked to ConocoPhillips. common stock; via Barclays Capital Inc.; pricing March 26

• 10% reverse convertible notes due March 30, 2009 linked to the common stock of Corning Inc.; 75% trigger; via Barclays Capital Inc.; pricing March 26

• 11% reverse convertible notes due Sept. 30, 2008 linked to Deere & Co. common stock; via Barclays Capital Inc.; pricing March 26

• 8% annualized reverse convertible notes due Sept. 30, 2008 linked to shares of the Diamonds Trust, series 1; via Barclays Capital; pricing March 26

• 10.375% reverse convertible notes due Sept. 30, 2008 linked to Dow Chemical Co. common stock; via Barclays Capital Inc.; pricing March 26

• 0% Super Track Notes due April 29, 2009 linked to the Dow Jones Industrial Average index; via Barclays Capital; pricing March 26

• 10.5% reverse convertible notes due Sept. 30, 2008 linked to eBay Inc. common stock; via Barclays Capital Inc.; pricing March 26

• 19.5% reverse convertible notes due Sept. 30, 2008 linked to the common stock of Elan Corp., plc; 70% trigger; via Barclays Capital Inc.; pricing March 26

• 10.25% reverse convertible notes due Sept. 30, 2008 linked to Electronic Arts Inc. common stock; via Barclays Capital Inc.; pricing March 26

• 10% annualized reverse convertible notes due Sept. 30, 2008 linked to shares of the Energy Select Sector SPDR Fund; via Barclays Capital; pricing March 26

• 9.5% reverse convertible notes due Sept. 30, 2008 linked to Exxon Mobil Corp. common stock; via Barclays Capital Inc.; pricing March 26

• 10% reverse convertible notes due Sept. 30, 2008 linked to Forest Laboratories, Inc. common stock; via Barclays Capital Inc.; pricing March 26

• 9.75% reverse convertible notes due Sept. 30, 2008 linked to Freeport-McMoRan Copper & Gold Inc. common stock; via Barclays Capital Inc.; pricing March 26

• 14% reverse convertible notes due March 30, 2009 linked to the common stock of Freeport-McMoRan Copper & Gold Inc.; 75% trigger; via Barclays Capital Inc.; pricing March 26

• 13% reverse convertible notes due Sept. 30, 2008 linked to Frontier Oil Corp. common stock; via Barclays Capital Inc.; pricing March 26

• 16.25% reverse convertible notes due Sept. 30, 2008 linked to Garmin Ltd. common stock; via Barclays Capital Inc.; pricing March 26

• 15.75% reverse convertible notes due Sept. 30, 2008 linked to General Motors Corp. common stock; via Barclays Capital Inc.; pricing March 26

• 9.25% reverse convertible notes due June 30, 2008 linked to General Motors Corp. stock; 60% trigger; via Barclays Capital Inc.; pricing March 26

• 10.5% reverse convertible notes due March 30, 2009 linked to the common stock of Goldcorp Inc.; 70% trigger; via Barclays Capital Inc.; pricing March 26

• 10% reverse convertible notes due March 30, 2009 linked to the common stock of Goldman Sachs Group, Inc.; 70% trigger; via Barclays Capital Inc.; pricing March 26

• 9.25% reverse convertible notes due Sept. 30, 2008 linked to Hewlett-Packard Co. common stock; via Barclays Capital Inc.; pricing March 26

• 10.75% reverse convertible notes due Sept. 30, 2008 linked to Home Depot, Inc. common stock; via Barclays Capital Inc.; pricing March 26

• 12.75% reverse convertible notes due March 30, 2009 linked to the common stock of IntercontinentalExchange, Inc.; 70% trigger; via Barclays Capital Inc.; pricing March 26

• 9.5% reverse convertible notes due March 30, 2009 linked to the common stock of Intel Corp.; 70% trigger; via Barclays Capital Inc.; pricing March 26

• 10.25% annualized reverse convertible notes due Sept. 30, 2008 linked to shares of the iShares S&P Latin America 40 Index Fund; via Barclays Capital; pricing March 26

• 10% annualized reverse convertible notes due Sept. 30, 2008 linked to shares of the iShares Russell 2000 Index Fund; via Barclays Capital; pricing March 26

• 8% annualized reverse convertible notes due Sept. 30, 2008 linked to shares of the iShares MSCI Emerging Markets Index Fund; via Barclays Capital; pricing March 26

• 12% annualized reverse convertible notes due Sept. 30, 2008 linked to shares of the iShares MSCI Emerging Markets Index Fund; via Barclays Capital; pricing March 26

• 14% reverse convertible notes due Sept. 30, 2008 linked to Joy Global Inc. common stock; via Barclays Capital Inc.; pricing March 26

• 15% reverse convertible notes due Sept. 30, 2008 linked to JPMorgan Chase & Co. common stock; via Barclays Capital Inc.; pricing March 26

• 11% reverse convertible notes due March 30, 2009 linked to the common stock of JPMorgan Chase & Co.; 60% trigger; via Barclays Capital Inc.; pricing March 26

• 9% reverse convertible notes due Sept. 30, 2008 linked to Kraft Foods Inc. common stock; via Barclays Capital Inc.; pricing March 26

• 20% reverse convertible notes due Sept. 30, 2008 linked to Lehman Brothers Holdings . common stock; via Barclays Capital Inc.; pricing March 26

• 15% reverse convertible notes due Sept. 30, 2008 linked to the common stock of Lehman Brothers Holdings Inc.; 60% trigger; via Barclays Capital Inc.; pricing March 26

• 10.25% reverse convertible notes due Sept. 30, 2008 linked to Marathon Oil Corp. common stock; via Barclays Capital Inc.; pricing March 26

• 13.25% reverse convertible notes due Sept. 30, 2008 linked to the common stock of Massey Energy Co.; 60% trigger; via Barclays Capital Inc.; pricing March 26

• 11% reverse convertible notes due March 30, 2009 linked to the common stock of Merrill Lynch & Co., Inc.; 60% trigger; via Barclays Capital Inc.; pricing March 26

• 9.75% reverse convertible notes due March 30, 2009 linked to the common stock of Morgan Stanley; 60% trigger; via Barclays Capital Inc.; pricing March 26

• 10.25% reverse convertible notes due Sept. 30, 2008 linked to Mylan Laboratories Inc. common stock; via Barclays Capital Inc.; pricing March 26

• 11% reverse convertible notes due Sept. 30, 2008 linked to Nabors Industries Ltd. common stock; via Barclays Capital Inc.; pricing March 26

• 13% reverse convertible notes due Sept. 30, 2008 linked to Nasdaq Stock Market, Inc. common stock; via Barclays Capital Inc.; pricing March 26

• 0% Super Track Notes due April 29, 2009 linked to the Nikkei 225 index; via Barclays Capital; pricing March 26

• 10.5% reverse convertible notes due Sept. 30, 2008 linked to Noble Corp. common stock; via Barclays Capital Inc.; pricing March 26

• 11% reverse convertible notes due Sept. 30, 2008 linked to Nucor Corp. common stock; via Barclays Capital Inc.; pricing March 26

• 11.25% reverse convertible notes due Sept. 30, 2008 linked to NYSE Euronext, Inc. common stock; via Barclays Capital Inc.; pricing March 26

• 11% reverse convertible notes due Sept. 30, 2008 linked to Oracle Corp. common stock; via Barclays Capital Inc.; pricing March 26

• 17.25% reverse convertible notes due Sept. 30, 2008 linked to the common stock of Peabody Energy Corp.; 70% trigger; via Barclays Capital Inc.; pricing March 26

• 12.25% reverse convertible notes due March 30, 2009 linked to the common stock of Peabody Energy Corp.; 60% trigger; via Barclays Capital Inc.; pricing March 26

• 11.25% reverse convertible notes due Sept. 30, 2008 linked to Petroleo Brasileiro SA common stock; via Barclays Capital Inc.; pricing March 26

• 9.125% reverse convertible notes due Sept. 30, 2008 linked to Pfizer Inc. common stock; via Barclays Capital Inc.; pricing March 26

• 8.5% annualized reverse convertible notes due Sept. 30, 2008 linked to shares of the PowerShares QQQ Trust, series 1; via Barclays Capital; pricing March 26

• 9.5% reverse convertible notes due March 30, 2009 linked to the common stock of Qualcomm Inc.; 70% trigger; via Barclays Capital Inc.; pricing March 26

• 16.25% reverse convertible notes due Sept. 30, 2008 linked to Research in Motion Ltd. common stock; via Barclays Capital Inc.; pricing March 26

• 0% Super Track Notes due April 29, 2009 linked to the S&P 500 index; via Barclays Capital; pricing March 26

• 9.25% reverse convertible notes due March 30, 2009 linked to the common stock of Schlumberger NV; 75% trigger; via Barclays Capital Inc.; pricing March 26

• 15% reverse convertible notes due Sept. 30, 2008 linked to Sotheby's Holdings, Inc. common stock; via Barclays Capital Inc.; pricing March 26

• 8.5% annualized reverse convertible notes due Sept. 30, 2008 linked to shares of the SPDR Trust, series 1; via Barclays Capital; pricing March 26

• 9% reverse convertible notes due Sept. 30, 2008 linked to St. Jude Medical, Inc. common stock; via Barclays Capital Inc.; pricing March 26

• 13% reverse convertible notes due Sept. 30, 2008 linked to Sunoco, Inc. common stock; via Barclays Capital Inc.; pricing March 26

• 11.25% reverse convertible notes due Sept. 30, 2008 linked to Target Corp. common stock; via Barclays Capital Inc.; pricing March 26

• 13.75% reverse convertible notes due Sept. 30, 2008 linked to Tesoro Corp. common stock; via Barclays Capital Inc.; pricing March 26

• 9% reverse convertible notes due Sept. 30, 2008 linked to Texas Instruments Inc. common stock; via Barclays Capital Inc.; pricing March 26

• 12.25% reverse convertible notes due March 30, 2009 linked to the common stock of Titanium Metals Corp.; 60% trigger; via Barclays Capital Inc.; pricing March 26

• 14.75% reverse convertible notes due March 30, 2009 linked to the common stock of Under Armour, Inc.; 60% trigger; via Barclays Capital Inc.; pricing March 26

• 14.25% reverse convertible notes due June 30, 2008 linked to United States Steel Corp. stock; 75% trigger; via Barclays Capital Inc.; pricing March 26

• 16% reverse convertible notes due Sept. 30, 2008 linked to ValueClick, Inc. common stock; via Barclays Capital Inc.; pricing March 26

• 12.5% reverse convertible notes due Sept. 30, 2008 linked to Wells Fargo & Co. common stock; via Barclays Capital Inc.; pricing March 26

• 10.75% reverse convertible notes due Sept. 30, 2008 linked to Whole Foods Market, Inc. common stock; via Barclays Capital Inc.; pricing March 26

BEAR STEARNS COS. INC.

• 0% principal protected notes due March 2010 linked to the performance of the Brazilian real, Russian ruble, Indian rupee and Chinese yuan, all equally weighted; via Bear, Stearns & Co., Inc.; pricing March

• 0% notes due September 2011 linked to the S&P 500, Dow Jones Euro Stoxx 50, Nikkei 225 and FTSE/Xinhua China 25 indexes, all equally weighted; via Bear, Stearns & Co. Inc.; pricing March

• 0% notes due April 2009 linked to the Financial Select Sector SPDR fund; via Bear, Stearns & Co. Inc.; pricing in March

• 14.1% reverse convertible notes due September 2008 linked to Intel Corp. common stock; 80% trigger; via Bear Stearns & Co. Inc.; pricing in March

• 16.8% reverse convertible notes due September 2008 linked to JPMorgan Chase & Co. common stock; 80% trigger; via Bear Stearns & Co. Inc.; pricing in March

• 0% principal-protected notes due March 2009 linked to the MSCI EAFE index; via Bear, Stearns & Co. Inc.; pricing in March

CITIGROUP FUNDING INC.

• 0% Stock Market Upturn Notes linked to an equally weighted basket consisting of the CBOE Gold Index and price of gold; via Citigroup Global Markets Inc.; pricing in March

• 10.5% to 11.5% Equity LinKed Securities (ELKS) linked to the common stock of Celgene Corp.; via Citigroup Global Markets Inc.; pricing in March

• 11% to 12% Equity LinKed Securities (ELKS) linked to the common stock of Deere & Co.; via Citigroup Global Markets Inc.; pricing in March

x• 0% index-linked buffer notes due 2010 linked to the Nasdaq 100 index; via Citigroup Global Markets Inc.; pricing in March

• 0% contingent participation principal-protected notes due 2010 linked to the Nasdaq 100 index; via Citigroup Global Markets Inc.; pricing in March

CREDIT SUISSE, NASSAU BRANCH

• 0% Accelerated Return Equity Securities (ARES) due April 30, 2009 linked to the Dow Jones Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing March 25

• 0% Accelerated Return Equity Securities (ARES) due April 30, 2009 linked to the Nikkei 225 index; via Credit Suisse Securities (USA) LLC; pricing March 25

• 0% Accelerated Return Equity Securities (ARES) due April 30, 2009 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing March 25

• 0% accelerated return securities due March 31, 2010 linked to aluminum; via Credit Suisse (USA) LLC

• 17.75% annualized select method reverse convertible securities due June 30, 2008 linked to Capital One Financial Corp. common stock; 60% trigger; via Credit Suisse Securities (USA) LLC; pricing in March

• 11% annualized Z series reverse convertible securities due June 30, 2008 linked to the common stock of Hexcel Corp.; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing March

• 19.25% annualized select method reverse convertible securities due June 30, 2008 linked to Lehman Brothers Holdings Inc. common stock; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing in March

• 10% annualized Z series reverse convertible securities due June 30, 2008 linked to the common stock of Lexmark International, Inc.; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing March

• 11.5% annualized Z series reverse convertible securities due June 30, 2008 linked to the common stock of Owens-Illinois, Inc.; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing March

• 11% annualized select method reverse convertible securities due June 30, 2008 linked to Polo Ralph Lauren Corp. common stock; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing in March

• 14% annualized Z series reverse convertible securities due June 30, 2008 linked to the common stock of Rent-A-Center, Inc.; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing March

• 8.15% annualized Z series reverse convertible securities due June 30, 2008 linked to the common stock of Symantec Corp.; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing March

DEUTSCHE BANK AG, LONDON BRANCH

• 0% Buffered Underlying Securities (BUyS) due March 28, 2013 linked to the Deutsche Bank X-Alpha USD Excess Return index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing March 25

• 0% Buffered Underlying Securities (BUyS) due Sept. 28, 2009 linked to the Financial Select Sector SPDR fund; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing March 25

• 0% Buffered Underlying Securities (BUyS) due March 28, 2013 linked to a basket of indexes consisting of the MSCI EAFE (65% weight), MSCI Emerging Markets Index (25% weight) and Deutsche Bank Balanced Currency Harvest index (10% weight); via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing March 25

• 0% Buffered Underlying Securities (BUyS) due March 28, 2013 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing March 25

• 0% Buffered Underlying Securities (BUyS) due Sept. 28, 2009 linked to the S&P 100 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing March 25

• Zero-coupon 100% principal protection absolute return barrier M-notes due March 31, 2009 linked to the S&P 500 index; via Deutsche Bank Securities Inc.; pricing March 25

• Zero-coupon 100% principal protection absolute return barrier M-notes due Sept. 28, 2009 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing March 25

• Zero-coupon performance securities due March 31, 2011 linked to the Deutsche Bank Balanced Currency Harvest index; via UBS Financial Services Inc. and Deutsche Bank Securities; pricing March 26

• 0% Buffered Underlying Securities (BUyS) due Sept. 28, 2011 linked to the Deutsche Bank Balanced Currency Harvest Index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing March 26

• Zero-coupon 100% principal protection absolute return barrier notes due Sept. 30, 2009 linked to MSCI EAFE index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing March 26

• Zero-coupon 100% principal protection absolute return barrier notes due Sept. 30, 2009 linked to the Russell 2000 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing March 26

• Zero-coupon return optimization securities due Sept. 30, 2009 linked to the S&P 500 index; via UBS Financial Services and Deutsche Bank Securities Inc.; pricing March 26

• Zero-coupon return optimization securities due April 1, 2009 linked to the S&P 500 index; via UBS Financial Services and Deutsche Bank Securities Inc.; pricing March 26

• Zero-coupon market contribution securities due March 31, 2011 linked to the Deutsche Bank Liquid Commodity Index - Mean Reversion Plus Total Return; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing March 27

• 12% callable Stock Return Income Debt Securities (Strides) due April 2010 linked to Monsanto Co. common stock; via Merrill Lynch & Co.; pricing March

EKSPORTFINANS ASA

• 17.7% reverse convertible notes due July 1, 2008 linked to Companhia Siderurgica Nacional SA American Depository Shares; 70% trigger; via Natixis Securities North America Inc.; pricing March 26

• 22.4% reverse convertible notes due July 1, 2008 linked to DryShips Inc. stock; 65% trigger; via Natixis Securities North America Inc.; pricing March 26

• 25.3% reverse convertible notes due Oct. 1, 2008 linked to InterOil Corp. stock; 50% trigger; via Natixis Securities North America Inc.; pricing March 26

• 20.3% reverse convertible notes due Oct. 1, 2008 linked to Rambus Inc. stock; 50% trigger; via Natixis Securities North America Inc.; pricing March 26

• 26.4% reverse convertible notes due July 1, 2008 linked to Washington Mutual, Inc. stock; 60% trigger; via Natixis Securities North America Inc.; pricing March 26

• 25% reverse convertible notes due Oct. 1, 2008 linked to XM Satellite Radio Holdings Inc. stock; 50% trigger; via Natixis Securities North America Inc.; pricing March 26

• 10% to 11% enhanced yield securities due Aug. 12, 2008 linked to American International Group, Inc. common stock; 75% trigger; via Wachovia Capital Markets, LLC

• 10% to 11% enhanced yield securities due May 15, 2008 linked to Barnes & Noble, Inc. common stock; 75% trigger; via Wachovia Capital Markets, LLC

• 16% to 18% enhanced yield securities due May 15, 2008 linked to Citigroup Inc. common stock; 80% trigger; via Wachovia Capital Markets, LLC

• 10.5% to 11.5% enhanced yield securities due June 3, 2008 linked to Coach, Inc. common stock; 70% trigger; via Wachovia Capital Markets, LLC

• 12.5% to 13.5% enhanced yield securities due June 3, 2008 linked to Lehman Brothers Holdings Inc. common stock; 65% trigger; via Wachovia Capital Markets, LLC

• 9% to 10% enhanced yield securities due June 3, 2008 linked to Microsoft Corp. common stock; 80% trigger; via Wachovia Capital Markets, LLC

• 12.5%-13.5% enhanced yield securities due June 3, 2008 linked to Schering-Plough Corp. common stock; 75% trigger; via Wachovia Capital Markets, LLC

• 16% to 17% enhanced yield securities due Aug. 12, 2008 linked to Target Corp. common stock; 75% trigger; via Wachovia Capital Markets, LLC

GOLDMAN SACHS GROUP, INC.

• 0% leveraged notes linked to the S&P 500 index due 24 to 25 months after settlement; 90% trigger; via Goldman, Sachs & Co

HARTFORD LIFE INSURANCE CO.

• 0% principal-protected medium-term notes due March 31, 2014 linked to S&P 500 index; via Bear, Stearns & Co. Inc.; pricing March 26

HSBC USA INC.

• 0% autocallable notes due March 28, 2011 linked to the common stocks of Citigroup Inc., Goldman Sachs Group, Inc. and JPMorgan Chase & Co.; via HSBC Securities (USA) Inc.; pricing March 24

• 17.25% reverse convertible notes due July 1, 2008 linked to the common stock of Deere & Co.; 80% trigger; via HSBC Securities (USA) Inc.; pricing March 24

• 13% reverse convertible notes due Oct. 1, 2008 linked to the common stock of Diamond Offshore Drilling Inc.; 75% trigger; via HSBC Securities (USA) Inc.; pricing March 24

• 0% enhanced market participation notes due May 29, 2009 linked to the Financial Select Sector SPDR fund; via HSBC Securities (USA) Inc.; pricing March 24

• 23.9% reverse convertible notes due July 1, 2008 linked to the common stock of Monsanto Co.; 80% trigger; via HSBC Securities (USA) Inc.; pricing March 24

• 19.75% reverse convertible notes due Oct. 1, 2008 linked to the common stock of Potash Corp. of Saskatchewan Inc.; 70% trigger; via HSBC Securities (USA) Inc.; pricing March 24

• 0% enhanced market participation notes due May 29, 2009 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing March 24

• 23.6% reverse convertible notes due July 1, 2008 linked to the common stock of Southern Copper Corp.; 80% trigger; via HSBC Securities (USA) Inc.; pricing March 24

• 12.1% reverse convertible notes due Oct. 1, 2008 linked to the common stock of American Express Co.; 70% trigger; via HSBC Securities (USA) Inc.; pricing March 26

• 11% reverse convertible notes due July 1, 2008 linked to the common stock of China Mobile Ltd.; 75% trigger; via HSBC Securities (USA) Inc.; pricing March 26

• 30% reverse convertible notes due July 1, 2008 linked to the common stock of CIT Group Inc.; 60% trigger; via HSBC Securities (USA) Inc.; pricing March 26

• 12.25% reverse convertible notes due Oct. 1, 2008 linked to the common stock of Citigroup Inc.; 60% trigger; via HSBC Securities (USA) Inc.; pricing March 26

• 10.6% reverse convertible notes due Oct. 1, 2008 linked to the common stock of Cummins Inc.; 60% trigger; via HSBC Securities (USA) Inc.; pricing March 26

• 0% performance securities with contingent protection due March 31, 2011 linked to the Dow Jones Euro Stoxx 50 index weighted at 40%, the FTSE 100 index weighted at 25%, the Nikkei 225 index weighted at 20%, the Swiss Market index weighted at 5%, the S&P ASX 200 index weighted at 5% and the MSCI Emerging Markets index weighted at 5%; 70% trigger; via UBS Financial Services Inc. and HSBC USA Inc.; pricing March 26

• 11% reverse convertible notes due Oct. 1, 2008 linked to the common stock of Goldman Sachs Group, Inc.; 70% trigger; via HSBC Securities (USA) Inc.; pricing March 26

• 13% reverse convertible notes due Oct. 1, 2008 linked to the common stock of Google Inc.; 80% trigger; via HSBC Securities (USA) Inc.; pricing March 26

• 13.65% reverse convertible notes due Oct. 1, 2008 linked to the common stock of Home Depot, Inc.; 80% trigger; via HSBC Securities (USA) Inc.; pricing March 26

• 9.4% reverse convertible notes due Oct. 1, 2008 linked to the iShares Russell 2000 index fund; 80% trigger; via HSBC Securities (USA) Inc.; pricing March 26

• 15% reverse convertible notes due July 1, 2008 linked to the common stock of Lehman Brothers Holdings Inc.; 65% trigger; via HSBC Securities (USA) Inc.; pricing March 26

• 17.5% reverse convertible notes due Oct. 1, 2008 linked to the common stock of Nvidia Corp.; 60% trigger; via HSBC Securities (USA) Inc.; pricing March 26

• 9.6% reverse convertible notes due Oct. 1, 2008 linked to depositary receipts of the Oil Service HOLDRs trust; via HSBC Securities (USA) Inc.; pricing March 26

• 0% autocallable optimization securities with contingent protection due Sept. 30, 2009 linked to the S&P 500 Financials index; via UBS Financial Services Inc. and HSBC USA Inc.; pricing March 26

• 15% reverse convertible notes due Oct. 1, 2008 linked to the common stock of SanDisk Corp.; 60% trigger; via HSBC Securities (USA) Inc.; pricing March 26

• 17.1% reverse convertible notes due July 1, 2008 linked to the common stock of WMware, Inc.; 60% trigger; via HSBC Securities (USA) Inc.; pricing March 26

• 0% green energy access notes due May 2, 2011 linked to the HSBC Investable Low Carbon Energy Production index; via HSBC Securities (USA) Inc.; pricing April 25

JPMORGAN CHASE & CO.

• Zero-coupon return notes due March 26, 2010 linked to the JPMorgan Commodity Investable Global Asset Rotator Conditional Long-Short II index; via J.P. Morgan Securities Inc.; pricing March 19

• Zero-coupon principal-protected notes due March 26, 2012 linked to a basket consisting of WTI crude oil (40% weight), copper - grade A (20% weight), primary aluminum (15% weight), S&P GSC Precious Metals Index Excess Return (15% weight) and S&P GSCI Agriculture Index Excess Return (10% weight); via J.P. Morgan Securities Inc.; pricing March 19

• Zero-coupon principal protected notes due March 26, 2010 linked to equal weights of Brazilian real, Indian rupee, Mexican peso and New Turkish lira, all against dollar; via J.P. Morgan Securities Inc.; pricing March 20

• 0% notes due March 13, 2009 linked to buffered return enhanced components Dow Jones Euro Stoxx 50 index with a 55% weight, the FTSE 100 index with a 25% weight and the Topix index with a 20% weight; 90% trigger; via J.P. Morgan Securities Inc.; pricing March 20

• 0% buffered return enhanced notes due April 3, 2009 linked to the FTSE/Xinhua China 25 index (28% weight), Korea Stock Price Index 200 (26.5% weight), MSCI Taiwan index (21% weight), Amex Hong Kong 30 index (16.5% weight) and MSCI Singapore index (8% weight); via J.P. Morgan Securities Inc.; pricing March 20

• 0% annual review notes due April 5, 2011 linked to the S&P 500 index; 90% trigger; via J.P. Morgan Securities Inc.; pricing March 20

• 0% annual review notes due March 31, 2011 linked to the common stock of Coca-Cola Co.; via J.P. Morgan Securities Inc.; pricing March 25

• 0% annual review notes due March 31, 2011 linked to the common stock of Microsoft Corp.; via J.P. Morgan Securities Inc.; pricing March 25

• Zero-coupon principal-protected dual directional knock-out notes due Sept. 30, 2009 linked to the Nasdaq 100 index; via J.P. Morgan Securities Inc.; pricing March 25

• 0% buffered return enhanced notes due Sept. 30, 2009 linked to the Russell 2000 index; via J.P. Morgan Securities Inc.; pricing March 25

• 14% upside auto callable reverse exchangeable notes due Sept. 30, 2008 linked to Alcoa Inc. stock; 75% trigger; via J.P. Morgan Securities Inc.; pricing March 26

• 12% reverse exchangeable notes due Sept. 30, 2008 linked to the common stock of American Eagle Outfitters, Inc.; 60% trigger; via J.P. Morgan Securities Inc.; pricing March 26

• 11.75% reverse exchangeable notes due Sept. 30, 2008 linked to the common stock of American International Group, Inc.; 60% trigger; via J.P. Morgan Securities Inc.; pricing March 26

• 18% reverse exchangeable notes due June 30, 2008 linked to the common stock of AMR Corp.; 80% trigger; via J.P. Morgan Securities Inc.; pricing March 26

• 12% annualized reverse exchangeable notes due June 30, 2008 linked to Apple Inc. common stock; via J.P. Morgan Securities Inc.; pricing March 26

• 15.5% reverse exchangeable notes due Sept. 30, 2008 linked to the common stock of Apple Inc.; 70% trigger; via J.P. Morgan Securities Inc.; pricing March 26

• 10.5% exchangeable notes due March 31, 2009 linked to the common stock of AT&T Inc.; 75% trigger; via J.P. Morgan Securities Inc.; pricing March 26

• 11.3% reverse exchangeable notes due Sept. 30, 2008 linked to the common stock of Baker Hughes Inc.; 80% trigger; via J.P. Morgan Securities Inc.; pricing March 26

• 11% reverse exchangeable notes due March 31, 2009 linked to Bank of America Corp. common stock; via J.P. Morgan Securities Inc.; pricing March 26

• 17% reverse exchangeable notes due June 30, 2008 linked to the common stock of Bank of America Corp.; 80% trigger; via J.P. Morgan Securities Inc.; pricing March 26

• 12% upside auto callable reverse exchangeable notes due Sept. 30, 2008 linked to Bear Stearns Cos. Inc. stock; 50% trigger; via J.P. Morgan Securities Inc.; pricing March 26

• Zero-coupon principal-protected asset allocation notes due March 28, 2013 linked to the best performer of three reference portfolios each comprised of four asset classes, including currencies, commodities, equity and debt; via J.P. Morgan Securities Inc.; pricing March 26

• Zero-coupon principal-protected asset allocation notes due March 31, 2014 linked to the best performer of three reference portfolios each comprised of four asset classes, including currencies, commodities, equity and debt; via J.P. Morgan Securities Inc.; pricing March 26

• 8.5% reverse exchangeable notes due March 31, 2009 linked to Boeing Co.; via J.P. Morgan Securities Inc.; pricing March 26

• 13.5% reverse exchangeable notes due Sept. 30, 2008 linked to the common stock of Cognizant Technology Solutions Corp.; 70% trigger; via J.P. Morgan Securities Inc.; pricing March 26

• 10% upside auto callable reverse exchangeable notes due Sept. 30, 2008 linked to Corning Inc. stock; 70% trigger; via J.P. Morgan Securities Inc.; pricing March 26

• At least 25.5% reverse exchangeable notes due March 31, 2009 linked to the least-performing common stock in the Dow 10 index; 50% trigger; via J.P. Morgan Securities Inc.; pricing March 26

• 10.25% reverse exchangeable notes due March 31, 2009 linked to the Dow Chemical Co. common stock; via J.P. Morgan Securities Inc.; pricing March 26

• 9% reverse exchangeable notes due Sept. 30, 2008 linked to Exxon Mobil Corp. common stock; via J.P. Morgan Securities Inc.; pricing March 26

• 9% exchangeable notes due March 31, 2009 linked to the common stock of Exxon Mobil Corp.; 80% trigger; via J.P. Morgan Securities Inc.; pricing March 26

• 13% reverse exchangeable notes due June 30, 2008 linked to Financial Select Sector SPDR Fund; via J.P. Morgan Securities Inc.; pricing March 26

• 18% reverse exchangeable notes due June 30, 2008 linked to the common stock of Freeport-McMoRan Copper & Gold Inc.; 75% trigger; via J.P. Morgan Securities Inc.; pricing March 26

• 16% reverse exchangeable notes due Sept. 30, 2008 linked to the common stock of Garmin Ltd.; 60% trigger; via J.P. Morgan Securities Inc.; pricing March 26

• 18% annualized reverse exchangeable notes due June 30, 2008 linked to General Motors Corp.; via J.P. Morgan Securities Inc.; pricing March 26

• 15.5% reverse exchangeable notes due March 31, 2009 linked to General Motors Corp.; via J.P. Morgan Securities Inc.; pricing March 26

• 12% upside auto callable reverse exchangeable notes due Sept. 30, 2008 linked to Google Inc. stock; 75% trigger; via J.P. Morgan Securities Inc.; pricing March 26

• 11% reverse exchangeable notes due Sept. 30, 2008 linked to the common stock of Hartford Financial Services Group, Inc.; 75% trigger; via J.P. Morgan Securities Inc.; pricing March 26

• 8.5% reverse exchangeable notes due March 31, 2009 linked to International Business Machines Corp. (IBM); via J.P. Morgan Securities Inc.; pricing March 26

• 11% reverse exchangeable notes due Sept. 30, 2008 linked to shares of the iShares MSCI Brazil Index Fund; via J.P. Morgan Securities Inc.; pricing March 26

• 10% reverse exchangeable notes due Sept. 30, 2008 linked to shares of the iShares MSCI Emerging Markets Index Fund; via J.P. Morgan Securities Inc.; pricing March 26

• 14% reverse exchangeable notes due Sept. 30, 2008 linked to the common stock of Jacobs Engineering Group Inc.; 70% trigger; via J.P. Morgan Securities Inc.; pricing March 26

• 9% reverse exchangeable notes due Sept. 30, 2008 linked to the common stock of Microsoft Corp.; 80% trigger; via J.P. Morgan Securities Inc.; pricing March 26

• 10% reverse exchangeable notes due Sept. 30, 2008 linked to the common stock of Nordstrom, Inc.; 60% trigger; via J.P. Morgan Securities Inc.; pricing March 26

• 9% reverse exchangeable notes due March 31, 2009 linked to Pfizer Inc.; via J.P. Morgan Securities Inc.; pricing March 26

• 16% reverse exchangeable notes due Sept. 30, 2008 linked to the common stock of Research In Motion Ltd.; 60% trigger; via J.P. Morgan Securities Inc.; pricing March 26

• 14% annualized reverse exchangeable notes due June 30, 2008 linked to Research in Motion Ltd. common stock; via J.P. Morgan Securities Inc.; pricing March 26

• 0% buffered return enhanced notes due Sept. 30, 2009 linked to the S&P 500 index; 85% trigger; via J.P. Morgan Securities Inc.; pricing March 26

• Knock-out notes due March 31, 2011 linked to equal weights of the S&P 500, the Nikkei 225 and the Dow Jones Euro Stoxx 50 indexes; via J.P. Morgan Securities Inc.; pricing March 26

• 10% exchangeable notes due March 31, 2009 linked to the common stock of Schlumberger Ltd.; 70% trigger; via J.P. Morgan Securities Inc.; pricing March 26

• 14.7% reverse exchangeable notes due June 30, 2008 linked to Target Corp.; via J.P. Morgan Securities Inc.; pricing March 26

• 11.5% reverse exchangeable notes due Sept. 30, 2008 linked to the common stock of Travelers Cos., Inc.; 80% trigger; via J.P. Morgan Securities Inc.; pricing March 26

• 11% reverse exchangeable notes due Sept. 30, 2008 linked to the common stock of U.S. Bancorp; 80% trigger; via J.P. Morgan Securities Inc.; pricing March 26

• 21.5% reverse exchangeable notes due June 30, 2008 linked to Under Armour, Inc.; via J.P. Morgan Securities Inc.; pricing March 26

• 11% reverse exchangeable notes due Sept. 30, 2008 linked to the common stock of Verizon Communications Inc.; 80% trigger; via J.P. Morgan Securities Inc.; pricing March 26

• 8.25% reverse exchangeable notes due March 31, 2009 linked to Walt Disney Co.; 80% trigger; via J.P. Morgan Securities Inc.; pricing March 26

LEHMAN BROTHERS HOLDINGS INC.

• Zero-coupon principal-protected notes due March 28, 2012 linked to the S&P GSCI Agriculture Index Excess Return (20% weight), light sweet crude oil (15% weight), S&P GSCI Livestock Index Excess Return and Henry Hub natural gas (10% weight each), high-grade primary aluminum and copper - grade A (7% weight each), primary nickel (6% weight) and reformulated gasoline blendstock for oxygen blending, No. 2 fuel heating oil, special high-grade zinc, standard lead and gold (5% weight each); via Lehman Brothers Inc.; pricing March 20

• 0% buffered return enhanced notes due March 28, 2012 linked to the S&P GSCI Agriculture Index Excess Return (20% weight), light sweet crude oil (15% weight), S&P GSCI Livestock Index Excess Return and Henry Hub natural gas (10% weight each), high-grade primary aluminum and copper - grade A (7% weight each), primary nickel (6% weight) and reformulated gasoline blendstock for oxygen blending, No. 2 fuel heating oil, special high-grade zinc, standard lead and gold (5% weight each); via Lehman Brothers Inc.; pricing March 20

• 0% annual review notes with contingent protection due March 31, 2011 linked to General Electric Co. common stock; via Lehman Brothers Inc.; pricing March 25

• 0% annual review notes with contingent protection due March 31, 2011 linked to General Motors Corp. common stock; via Lehman Brothers Inc.; pricing March 25

• Zero-coupon 100% principal protection absolute return barrier notes due Sept. 30, 2009 linked to a basket consisting of the S&P 500 (40% weight), Russell 2000 and MSCI EAFE indexes (both with 20% weight), Dow Jones Euro Stoxx 50 and Nasdaq 100 indexes (both with 10% weight); via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing March 25

• 0% return optimization securities due Sept. 30, 2009 linked to the S&P 500 index with a 40% weight, the Russell 2000 index with a 20% weight, the MSCI EAFE index with a 20% weight, the Dow Jones Euro Stoxx 50 with a 10% weight and the Nasdaq 100 index with a 10% weight; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing March 25

• 15% reverse exchangeable notes due June 30, 2008 linked to Alcoa Inc. common stock; via Lehman Brothers Inc.; pricing March 26

• 10% reverse exchangeable notes due Sept. 30, 2008 linked to America Movil SAB de CV common stock; via Lehman Brothers Inc.; pricing March 26

• 20% annualized reverse exchangeable notes due June 30, 2008 linked to Companhia Vale do Rio Doce common stock; via Lehman Brothers Inc.; pricing March 26

• Callable spread daily accrual notes due March 31, 2023 linked to the 30-year and two-year Constant Maturity Swap rates; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing March 26

• 21% reverse exchangeable notes due Sept. 30, 2008 linked to Elan Corp. plc common stock; via Lehman Brothers Inc.; pricing March 26

• 0% bearish autocallable optimization securities with contingent protection due Sept. 30, 2009 linked to the Energy Select Sector SPDR fund; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing March 26

• 23% reverse exchangeable notes due Sept. 30, 2008 linked to Federal National Mortgage Association (Fannie Mae) common stock; via Lehman Brothers Inc.; pricing March 26

• Zero-coupon 100% principal protection barrier notes expected to mature April 2, 2010 linked to the price of gold; via Lehman Brothers Inc.; pricing March 26

• 11% reverse exchangeable notes due March 31, 2009 linked to Goldcorp Inc. common stock; via Lehman Brothers Inc.; pricing March 26

• Zero-coupon principal-protected notes with enhanced participation due March 31, 2010 linked to an equally weighted basket consisting of the Indonesian rupiah, Indian rupee, Malaysian ringgit and Philippine peso; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing March 26

• 21.25% reverse exchangeable notes due Sept. 30, 2008 linked to JetBlue Airways Corp. common stock; via Lehman Brothers Inc.; pricing March 26

• 16% reverse exchangeable notes due June 30, 2008 linked to JPMorgan Chase & Co. common stock; via Lehman Brothers Inc.; pricing March 26

• 0% performance securities due March 31, 2010 linked to an equally weighted basket consisting of the Malaysian ringgit, Indonesian rupiah, Indian rupee and Philippine peso, all versus the dollar; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing March 26

• 15% reverse exchangeable notes due June 30, 2008 linked to Merrill Lynch & Co., Inc. common stock; via Lehman Brothers Inc.; pricing March 26

• 0% return optimization securities with partial protection due Sept. 30, 2009 linked to the MSCI Emerging Markets index; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing March 26

• 15% reverse exchangeable notes due Sept. 30, 2008 linked to NYSE Euronext common stock; via Lehman Brothers Inc.; pricing March 26

• 0% return optimization securities with partial protection due Sept. 30, 2009 linked to the S&P 500 index; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing March 26

• 13.5% reverse exchangeable notes due March 31, 2009 linked to Sprint Nextel Corp. common stock; via Lehman Brothers Inc.; pricing March 26

• 0% enhanced participation notes due Sept. 24, 2012 linked to a basket consisting of equal weights (10%) of light sweet crude oil, Brent crude oil, No. 2 fuel heating oil, copper - grade A, primary nickel, special high grade zinc, gold, cocoa, class III milk and soybeans; via Lehman Brothers Inc.; pricing April 17

• 1% one-year Fed trade-weighted total return yield notes linked to the performance of 25 currencies versus the U.S. dollar; via Lehman Brothers Inc.

• Two-year 0% buffered semiannual review notes linked to the Dow Jones Euro Stoxx 50 index; via Lehman Brothers Inc.

• 0% annual review with contingent principal protection notes due 2011 linked to the least performing of the Dow Jones Euro Stoxx index, Nikkei 225 index and S&P 500 index; 75% trigger; via Lehman Brothers Inc.

• Four-month 0% foreign exchange 90% principal-protected notes linked to the Indonesian rupiah (34% weight), Indian rupee (33% weight) and Brazilian real, (33% weight); via Lehman Brothers Inc.

• Three-year 0% buffered return enhanced notes linked to the LBCI Pure Beta Excess Return; via Lehman Brothers Inc.; pricing to be determined

• Zero-coupon principal-protected notes with enhanced participation due Jan. 11, 2011 linked to an equally weighted basket of light sweet crude oil, reformulated gasoline blendstock for oxygen blending, No. 2 fuel heating oil, grade A copper, primary nickel and standard lead; via Lehman Brothers Inc.

MERRILL LYNCH & CO., INC.

• 100% principal-protected absolute return barrier notes due September 2009 linked to the S&P 500 index; via Merrill Lynch & Co.; pricing in March

• 0% Strategic Accelerated Redemption Securities (Stars) due March 2010 linked to the S&P 500 index; 90% trigger; via Merrill Lynch & Co.; pricing March

• 0% auto-callable notes due March 2023 linked to the S&P GSCI Industrial Metals Excess Return index and shares of the iShares MSCI Taiwan index fund; via Morgan Stanley & Co. Inc.; pricing in March

• 12% callable Stock Return Income Debt Securities (Strides) due April 2010 linked to Monsanto Co. common stock; via Merrill Lynch & Co.; pricing March

• 0% leveraged index return notes due April 2011 linked to the Nikkei 225 index with a 33.34% weight, the Dow Jones Industrial Average with a 33.33% weight and the Dow Jones Euro Stoxx 50 index with a 33.33% weight; via Merrill Lynch & Co.; pricing in March

• 0% Accelerated Return Notes due in June 2009 linked to the PHLX Gold and Silver Sector Index; via Merrill Lynch & Co.; pricing in March

• 0% 14-month Accelerated Return Notes linked to the Health Care Select Sector index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in March or April

MORGAN STANLEY

• 9% to 11% (determined at pricing) reverse convertible securities (RevCons) due Sept. 27, 2008 linked to ConocoPhillips common stock; via Morgan Stanley & Co. Inc.; pricing March 24

• 8.5% to 10.5% (determined at pricing) reverse convertible securities (RevCons) due Sept. 27, 2008 linked to the Williams Cos., Inc. common stock; via Morgan Stanley & Co. Inc.; pricing March 24

• 13.5% to 15.5% (determined at pricing) reverse convertible securities (RevCons) due Sept. 27, 2008 linked to shares of the iShares MSCI Brazil index fund; via Morgan Stanley & Co. Inc.; pricing March 24

• 10% Stock Participation Accreting Redemption Quarterly-pay Securities (Sparqs) due April 20, 2009 linked to AT&T Inc. common stock; via Morgan Stanley & Co. Inc.; pricing in March

• 0% commodity-linked capital protected notes due April 26, 2013 linked to equal weights of high-grade primary aluminum, API coal, grade A copper, CBOT corn, gold, natural gas, platinum, CBOT soybeans, WTI light sweet crude oil and CBOT wheat; via Morgan Stanley & Co.; pricing March

• Zero-coupon capital-protected notes due April 26, 2013 linked to an equally weighted basket consisting of high grade primary aluminum, API coal, grade A copper, corn, gold, natural gas, platinum, CBOT soybeans, WTI light sweet crude oil and CBOT wheat; via Morgan Stanley & Co. Inc.; pricing in March

• 0% commodity-linked capital-protected notes due Sept. 28, 2012 linked to equal weights of high-grade primary aluminum, API coal, grade A copper, CBOT corn, gold, natural gas, platinum, CBOT soybeans, WTI light sweet crude oil and CBOT wheat; via Morgan Stanley & Co. Inc.; pricing in March

• 0% buffered leveraged securities due March 2013 linked a basket consisting of the Dow Jones - AIG Commodity index (60% weight), natural gas (8% weight), primary aluminum and CBOT soybeans (each with 7% weight) and NYBOT cotton No. 2, gold and NYBOT sugar (each with 6% weight); via Morgan Stanley & Co. Inc.; pricing in March

• Zero-coupon capital-protected notes due March 31, 2011 linked to a basket consisting of the Hong Kong dollar and Indian rupee (25% weight each), Indonesiah rupiah (20% weight), Malaysian ringgit and Philippine peso (15% weight each); via Morgan Stanley & Co. Inc.; pricing in March

• Zero-coupon 97% protected absolute return barrier notes due September 2009 linked to the iShares MSCI EAFE index fund; via Morgan Stanley & Co. Inc.; pricing in March

• 0% Performance Leveraged Upside Securities (PLUS) due June 20, 2009 linked to the iShares MSCI Taiwan Index Fund; via Morgan Stanley & Co. Inc.; pricing in March

• Zero-coupon notes due April 20, 2009 in the Bear Market PLUS (Performance Leveraged Upside Securities) structure inversely linked to the Nasdaq 100 index; via Morgan Stanley & Co. Inc.; pricing in March

• 0% Performance Leveraged Upside Securities due March 2010 linked to the price of soybeans; via Morgan Stanley & Co. Inc.

RABOBANK, NA

• 0% range certificates of deposit due May. 29, 2009 linked to the Nasdaq index

ROYAL BANK OF CANADA

• Zero-coupon enhanced return (leveraged) notes due April 30, 2009 linked to the S&P 500 index; via RBC Capital Markets Corp.; pricing March 26

• 0% principal protected notes due March 28, 2013 linked API 2 coal with a 35% weight, LME copper with a 30% weight, WTI light sweet crude oil with a 15% weight, LME aluminum with a 10% weight and Nymex natural gas with a 10% weight; via RBC Capital Markets Corp.; pricing March 27

• Zero-coupon principal-protected notes due March 31, 2010 linked to equal weights of the Brazilian real, the Russian ruble, the Indian rupee and the Malaysian ringgit; via RBC Capital Markets Corp.; pricing March 27

• 0% principal-protected notes due Sept. 28, 2014 linked to the S&P 500 index with a 33.3333% weight, Dow Jones Euro Stoxx 50 index with a 33.3333% weight and the Nikkei 225 index with a 33.3334% weight; via RBC Capital Markets Corp.; pricing March 27

• Redeemable range accrual notes due March 20, 2028 linked to six-month Libor; via RBC Capital Markets Corp.

SG STRUCTURED PRODUCTS

• 11.65% ReConvs due Oct. 1, 2008 linked to AT&T Inc. common stock; via Societe Generale as lead agent and Countrywide Securities Corp. as co-agent; pricing March 26

• 12% ReConvs due March 31, 2009 linked to Deere & Co. common stock; via Societe Generale as lead agent and Countrywide Securities Corp. as co-agent; pricing March 26

• 10% ReConvs due March 31, 2009 linked to Dow Chemical Co. common stock; via Societe Generale as lead agent and Countrywide Securities Corp. as co-agent; pricing March 26

• 13.7% ReConvs due July 1, 2008 linked to Freeport-McMoRan Copper & Gold Inc. common stock; via Societe Generale as lead agent and Countrywide Securities Corp. as co-agent; pricing March 26

• 15.65% ReConvs due Oct. 1, 2008 linked to Goldman Sachs Group, Inc. common stock; via Societe Generale as lead agent and Countrywide Securities Corp. as co-agent; pricing March 26

• 14.3% ReConvs due March 31, 2009 linked to Motorola, Inc. common stock; via Societe Generale as lead agent and Countrywide Securities Corp. as co-agent; pricing March 26

• 13% Tempo ReConvs due March 31, 2009 linked to Weyerhaeuser Co. common stock; via Societe Generale as lead agent and Countrywide Securities Corp. as co-agent; pricing March 26

AB SVENSK EXPORTKREDIT

• 0% Accelerated Return Notes due June 2009 linked to the S&P Midcap 400 index; via Merrill Lynch & Co.; pricing in March

• 0% Accelerated Return Notes due June 2009 linked to the S&P 500 index; via Merrill Lynch & Co.; pricing in March

• 0% one-year leveraged ruble basket notes linked to the dollar/ruble and euro/dollar exchange rates; via Goldman, Sachs & Co.

TOYOTA MOTOR CREDIT CORP.

• Zero-coupon principal-protected foreign-exchange notes due 2010 linked to equal weights of the Argentine peso, Russian ruble, Chinese yuan, Indonesian rupiah and Philippine peso; via Citigroup Global Markets Inc.; pricing in March

• Callable leveraged CMS spread notes due in March 2023; via Citigroup Global Markets Inc.; pricing in March

UBS AG

• Zero-coupon 100% principal protection notes due March 27, 2013 linked to UBS Bloomberg Constant Maturity Commodity index Excess Return; via UBS Investment Bank; pricing March 20

• 10% to 12% yield optimization notes with contingent protection due Sept. 30, 2008 linked to Apple Inc. common stock; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 25

• 10% to 11.5% yield optimization notes with contingent protection due March 31, 2009 linked to Deere & Co. common stock; 60% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 25

• 11.5% to 13.5% yield optimization notes with contingent protection due Sept. 30, 2008 linked to Intel Corp. common stock; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 25

• 9.5% to 11% yield optimization notes with contingent protection due March 31, 2009 linked to Merck & Co. Inc. common stock; 75% trigger via UBS Financial Services Inc. and UBS Investment Bank; pricing March 25

• 9.5% to 11% yield optimization notes with contingent protection due March 31, 2009 linked to MGM Mirage common stock; 60% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 25

• 10% to 11.5% yield optimization notes with contingent protection due March 31, 2009 linked to Whole Foods Market, Inc. common stock; 60% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 25

• 0% performance securities with partial protection due between Sept. 30, 2011 and March 30, 2012 linked to equal weights of corn futures, soybean futures and sugar futures; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 26

• Call warrants expiring March 26, 2010 linked to common stocks or American Depositary Shares of Diageo plc, Qualcomm Inc., Colgate-Palmolive Co., Kimberly-Clark Corp., Procter & Gamble Co., McDonald's Corp., Coca-Cola Co., Telefonica SA, Vodafone Group plc, United Technologies Corp., Expeditors International of Washington Inc., Cisco Systems Inc., ABB Ltd., 3M Co., Air Products and Chemicals Inc., Praxair Inc., Schlumberger Ltd. and Weatherford International Ltd.; via UBS Investment Bank and UBS Financial Services Inc; pricing March 26

• Zero-coupon return optimization securities due Sept. 30, 2009 linked to a basket consisting of the Dow Jones Euro Stoxx 50 (40% weight), FTSE 100 index (25% weight), Nikkei 225 (20% weight), Swiss Market index (5% weight), S&P/ASX 200 (5% weight) and MSCI Emerging Markets index (5% weight); via UBS Financial Services Inc. and UBS Investment Bank; pricing March 26

• 0% performance securities with contingent protection due March 29, 2013 linked a basket consisting of the Dow Jones Euro Stoxx 50 (40% weight), FTSE 100 (25% weight), Nikkei 225 (20% weight), Swiss Market index (5% weight), S&P/ASX 200 (5% weight) and MSCI Emerging Markets index (5% weight); via UBS Financial Services Inc. and UBS Investment Bank; pricing March 26

• Zero-coupon 100% principal protection absolute return barrier notes expected to mature March 27, 2009 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 26

• Zero-coupon 100% principal protection absolute return barrier notes due Sept. 30, 2009 linked to the S&P 500 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing March 26

WELLS FARGO & CO.

• 0% enhanced participation securities with partial principal protection due April 2011 linked to the Financial Select Sector SPDR fund; via Wells Fargo Securities, LLC


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