Structured Products Calendar

AMERICAN INTERNATIONAL GROUP, INC.

• Zero-coupon principal-protected notes due 2010 linked to equal weights of the Hong Kong dollar, Indian rupee, Indonesian rupiah, Malaysian ringgit and Singapore dollar; via Lehman Brothers Inc.

BANK OF AMERICA

• Zero-coupon principal-protected notes due May 28, 2010 linked to equal weights of the Brazilian real and the Mexican peso; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing May 27

• 0% buffered Strategic Equity Exposure Performance Linked Securities (Steepls) due Aug. 31, 2009 linked to the S&P 500 index; 90% trigger; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing in May

BARCLAYS BANK PLC

• 10% reverse convertible notes due May 6, 2009 linked to Apple Inc. common stock; via Barclays Capital Inc.; pricing May 2

• 9.5% reverse convertible notes due May 6, 2009 linked to Bank of America Corp. common stock; via Barclays Capital Inc.; pricing May 2

• 9% reverse convertible notes due May 6, 2009 linked to ConocoPhillips common stock; via Barclays Capital Inc.; pricing May 2

• 19.125% reverse convertible notes due Nov. 5, 2008 linked to General Motors Corp. common stock; via Barclays Capital Inc.; pricing May 2

• 18.5% reverse convertible notes due Nov. 5, 2008 linked to Garmin Ltd. common stock; via Barclays Capital Inc.; pricing May 2

• 12.25% reverse convertible notes due Nov. 5, 2008 linked to Merrill Lynch & Co., Inc. common stock; via Barclays Capital Inc.; pricing May 2

• 8.75% reverse convertible notes due Nov. 5, 2008 linked to Microsoft Corp. common stock; via Barclays Capital Inc.; pricing May 2

• 9.75% reverse convertible notes due May 6, 2009 linked to Starbucks Corp. common stock; via Barclays Capital Inc.; pricing May 2

• 11% reverse convertible notes due May 6, 2009 linked to Target Corp. common stock; via Barclays Capital Inc.; pricing May 2

• 9% reverse convertible notes due May 6, 2009 linked to Verizon Communications Inc. common stock; via Barclays Capital Inc.; pricing May 2

• 100% principal protected notes due Nov. 30, 2011 linked to the Barclays Intelligent Carry Index; pricing May 27

• 0% return optimization securities with contingent return due Nov. 30, 2009 linked to Dow Jones Euro Stoxx 50 index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing May 27

• 0% return optimization securities with contingent return due Nov. 30, 2009 linked to the Nikkei 225 index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing May 27

• 0% return optimization securities with contingent return due June 4, 2009 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing May 27

CAMBRIDGE BANK

• Index Powered certificates of deposit due Feb. 25, 2013 linked to the S&P 500 index; via Financial Northeastern Securities; pricing May 20

CITIGROUP FUNDING INC.

• Zero-coupon principal-protected notes due May 2010 linked to equal weights of the Brazilian real, Russian ruble, Indian rupee and Chinese yuan; via Citigroup Global Markets Inc.; pricing in May

• 0% Strategic Market Access Notes due in 2011 linked to the Citi U.S. Equity Model Index; via Citigroup Global Markets Inc.; pricing in May

• 12% to 15% six-month Equity LinKed Securities (ELKS) linked to Monsanto Co. common stock; via Citigroup Global Markets Inc.; pricing in May

• 13% to 16% one-year Equity LinKed Securities (ELKS) linked to the common stock of Research In Motion Ltd.; 75% trigger; Citigroup Global Markets Inc.; pricing in May

• 8% to 10% one-year Equity LinKed Securities (ELKS) linked to Schlumberger, Ltd. common stock; Citigroup Global Markets Inc.; pricing in May

• 0% medium-term notes due 2009 linked to an equally weighted basket including the Australian dollar, Brazilian real, Canadian dollar, Swiss franc and Japanese yen and an equally weighted basket including the euro and British pound; via Citigroup Global Markets Inc.

• Zero-coupon principal-protected notes due 2013 linked to the S&P GSCI Agriculture Index - Excess Return (30% weight) and the front-month light sweet crude oil contract, the front-month natural gas contract, aluminum, copper, nickel and gold (each with a roughly 11.666% weight) via Citigroup Global Markets Inc.

CREDIT SUISSE, NASSAU BRANCH

• 12% callable yield notes due May 29, 2009 linked to the S&P 500 index, the Nikkei 225 index and the Dow Jones Euro Stoxx 50 index; 71% to 73% trigger; via Credit Suisse Securities (USA) LLC; pricing May 22

• 0% Accelerated Return Equity Securities (ARES) due June 29, 2009 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing in May

DEUTSCHE BANK AG, LONDON BRANCH

• Range accrual notes due May 8, 2023 linked to three-month Libor; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing May 5

• 0% principal-protected absolute return barrier securities due Nov. 30, 2009 linked to the MSCI EAFE index; via UBS Financial Services Inc. and Deutsche Bank Securities; pricing May 27

• 0% performance securities with contingent protection due May 31, 2011 linked to an S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 27

• 0% performance securities with contingent protection due May 31, 2013 linked to an S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 27

EKSPORTFINANS ASA

• 16.4% annualized reverse convertible notes due Nov. 7, 2008 linked to the common stock of Potash Corp. of Saskatchewan Inc. via Natixis Securities North America Inc.; 60% trigger; pricing May 2

• 13.1% annualized reverse convertible notes due Nov. 7, 2008 linked to the common stock of SPDR S&P Homebuilders exchange-traded fund via Natixis Securities North America Inc.; 60% trigger; pricing May 2

• Constant Maturity Swap (CMS) range accrual notes due May 30, 2008; via Banc of America Securities LLC; pricing in May

• 15% to 16% enhanced yield securities due Nov. 4, 2008 linked to the common stock of Amazon.com, Inc.; 70% trigger; via Wachovia Capital Markets, LLC

• 8.5% to 10% enhanced yield securities due Nov. 8, 2008 linked to the common stock of General Electric Co.; 80% trigger; via Wachovia Capital Markets, LLC

• 11.5% to 12.5% enhanced yield securities due Nov. 4, 2008 linked to the common stock of Peabody Energy Corp.; 70% trigger; via Wachovia Capital Markets, LLC

• 0% enhanced growth securities with capped upside due Nov. 5, 2009 linked to the S&P 400 MidCap index; via agent Wachovia Capital Markets, LLC

• 12% to 13% enhanced yield securities due Nov. 4, 2008 linked to the common stock of Schlumberger Ltd.; 70% trigger; via Wachovia Capital Markets, LLC

• 10.5% to 11.5% enhanced yield securities due Nov. 4, 2008 linked to American Depositary Shares of Tata Motors Ltd.; 70% trigger; via Wachovia Capital Markets, LLC

GOLDMAN SACHS GROUP, INC.

• 0% leveraged notes due 2010 linked to equal weights of CBOT corn, CBOT soybeans and CBOT wheat; via Goldman, Sachs & Co.

• 0% 24- to 25-month notes linked to the MSCI EAFE index; 16% to 20% trigger; via Goldman, Sachs & Co.

• 0% leveraged notes due 24 to 25 months after issue linked to the MSCI EAFE index; via Goldman, Sachs & Co.

• 0% 24- to 25-month leveraged notes linked to the S&P 500 index; 90% trigger; via Goldman, Sachs & Co.

• 0% absolute return trigger notes linked to the S&P 500 index; via Goldman, Sachs & Co.

• 0% notes linked to the S&P 500 index with a 65% weight, the MSCI EAFE index with a 30% weight, and the iShares MSCI Emerging Markets index fund with a 5% weight; via Goldman, Sachs & Co.

HSBC USA INC.

• 13% reverse convertible notes due Nov. 7, 2008 linked to the common stock of American International Group, Inc.; 70% trigger; via HSBC Securities (USA) Inc.; pricing May 2

• 14% reverse convertible notes due Nov. 7, 2008 linked to the common stock of Foster Wheeler Ltd.; 65% trigger; via HSBC Securities (USA) Inc.; pricing May 2

• 16.3% reverse convertible notes due Nov. 7, 2008 linked to the common stock of Research In Motion Ltd.; 60% trigger; via HSBC Securities (USA) Inc.; pricing May 2

JPMORGAN CHASE & CO.

• 14.5% reverse exchangeable notes due Nov. 7, 2008 linked to Apple Inc. common stock; via J.P. Morgan Securities Inc.; pricing May 2

• 10.5% reverse exchangeable notes due Nov. 7, 2008 linked to Bank of America Corp. common stock; via J.P. Morgan Securities Inc.; pricing May 2

• 18.5% reverse exchangeable notes due May 7, 2008 linked to General Motors Corp. common stock; via J.P. Morgan Securities Inc.; pricing May 2

• 16.5% reverse exchangeable notes due Aug. 7, 2008 linked to Freeport-McMoRan Copper & Gold, Inc. common stock; via J.P. Morgan Securities Inc.; pricing May 2

• 0% buffered dual directional return enhanced notes due May 20, 2009 linked to the FTSE/Xinhua China 25 index with a 28% weight, the Korea Stock Price index with a 26.5% weight, the MSCI Taiwan index with a 21% weight, the Amex Hong Kong 30 index with a 16.5% weight and the MSCI Singapore index with an 8% weight; 90% trigger; via J.P. Morgan Securities Inc.; pricing May 2

• 17.5% reverse exchangeable notes due Aug. 7, 2008 linked to Monsanto Co. common stock; via J.P. Morgan Securities Inc.; pricing May 2

• 0% buffered dual directional return enhanced notes due May 20, 2009 linked to the S&P 500 index; 90% trigger; via J.P. Morgan Securities Inc.; pricing May 2

• 13% reverse exchangeable notes due May 7, 2008 linked to Toll Brothers, Inc. common stock; via J.P. Morgan Securities Inc.; pricing May 2

• Zero-coupon return notes due May 10, 2010 linked to the JPMorgan Core Commodity Investable Global Asset Rotator Conditional Long-Short index; via J.P. Morgan Securities Inc.; pricing May 9

• Zero-coupon 100% principal protected notes due Nov. 22, 2010 linked equal weights of the Brazilian real, Indian rupee, Mexican peso and new Turkish lira; via J.P. Morgan Securities Inc.; pricing May 16

LEHMAN BROTHERS HOLDINGS INC.

• 15% reverse exchangeable notes due Aug. 7, 2008 linked to DryShips Inc. common stock; 60% trigger; via Lehman Brothers Inc.; pricing May 2

• 0% buffered semiannual review notes due May 8, 2009 linked to the Financial Select Sector SPDR fund; via Lehman Brothers Inc.; pricing May 2

•0% buffered return enhanced notes expected to mature May 7, 2010 linked to the iShares MSCI EAFE Index Fund; via Lehman Brothers Inc.; pricing May 2

• 0% return optimization securities with partial protection due May 17, 2010 linked to S&P 500 Financials Index; via UBS Financials Services Inc. and Lehman Brothers Inc.; pricing May 12

• Zero-coupon 100% principal protection notes due May 21, 2012 linked to equal weights of the Chinese renminbi and Indian rupee; via Lehman Brothers Inc.; pricing May 15

• Zero-coupon 100% principal-protected notes with enhanced participation due Nov. 23, 2012 linked to equal weights of cocoa, copper grade A, light sweet crude oil, brent crude oil No. 2, fuel heating oil, nickel, special high grade zinc, gold, class III milk and soybeans; via Lehman Brothers Inc.; pricing May 15

• Zero-coupon 100% principal-protected notes with enhanced participation due May 21, 2010 linked to the euro (57.6% weight), Japanese yen (13.6% weight), British pound sterling (11.9% weight), Canadian dollar (9.1% weight), Swedish krona (4.2% weight) and Swiss franc (3.6% weight); via Lehman Brothers Inc.; pricing May 15

• 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.

• 0% foreign-currency notes linked to the spot exchange rate for the euro against the dollar; via Lehman Brothers Inc.

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

MERRILL LYNCH & CO., INC.

• 0% Accelerated Return Notes due in July or August 2009 linked to the Nikkei 225 index; via Merrill Lynch & Co. Inc.; pricing in April or May

• Zero-coupon 100% principal-protected notes due November 2009 linked to a long position in the Russian ruble and a short position in the dollar; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in April or May

• Zero-coupon 100% principal protected notes due January 2009 linked to equal weights of the Indonesian rupiah, Malaysian ringgit, Russian ruble and South Korean won; via Merrill Lynch & Co.; pricing in May

• 0% Accelerated Return Notes due July 2009 linked to the Merrill Lynch Commodity Index eXtra - Excess Return; via Merrill Lynch & Co.; pricing in May

• Zero-coupon 100% principal-protected absolute return barrier notes due May 2009 linked to the MSCI EAFE index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in May

• Zero-coupon 100% principal-protected absolute return barrier notes due May 2009 linked to the S&P 500 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in May

MORGAN STANLEY

• 0% annual review notes due May 18, 2011 linked to the S&P 500 index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing May 2

• 10.5% to 12.5% reverse convertible securities (RevCons) due Nov. 14, 2008 linked to the common stock of Apple Inc.; 75% trigger; via Morgan Stanley & Co. Inc.; pricing May 9

• 9% to 11% reverse convertible securities (RevCons) due Nov. 14, 2008 linked to the common stock of Cigna Corp.; 75% trigger; via Morgan Stanley & Co. Inc.; pricing May 9

• 10% to 12% reverse convertible securities (RevCons) due Nov. 14, 2008 linked to the common stock of Devon Energy Corp.; 80% trigger; via Morgan Stanley & Co. Inc.; pricing May 9

• CMS curve-linked accrual notes due May 19, 2028; via Morgan Stanley & Co. Inc.; pricing May 19

• 0% buffered securities due June 2, 2011 linked to the MSCI EAFE index; via Morgan Stanley & Co. Inc.; pricing May 23

• 0% buffered securities due Sept. 2, 2011 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing May 23

• Senior floating-rate range accrual notes due May 5, 2023 linked to six-month Libor; via Morgan Stanley & Co. Inc.; pricing in April or May

• Leveraged callable CMS curve-linked notes due May 19, 2023; via Morgan Stanley & Co. Inc.; pricing in May

• Zero-coupon capital protected notes due May 31, 2011 linked to equal weights of high-grade primary aluminum, coal - API, copper - grade A, natural gas, West Texas Intermediate light sweet crude oil, CBOT corn, CBOT soybeans, CBOT soymeal, nickel and S&P GSCI Precious Metals Index - Excess Return; via Morgan Stanley & Co. Inc.; pricing in May

• Capital-protected currency income notes due Nov. 30, 2011 linked to equal weights of the Australian dollar, British pound, Canadian dollar, euro, Hungarian forint, Japanese yen, Korean won, Mexican peso, New Zealand dollar, Singapore dollar and Swiss franc, all against the U.S. dollar; Morgan Stanley & Co. Inc.; pricing in May

• 0% notes due June 20, 2009 in the Bear Market PLUS (Performance Leveraged Upside Securities) structure inversely linked to shares of the Consumer Discretionary Select Sector SPDR Fund; via Morgan Stanley & Co. Inc.; pricing in May

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

• 0% Performance Leveraged Upside Securities (PLUS) due June 20, 2009 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in May

• Zero-coupon capital-protected notes due Feb. 28, 2014 linked to the S&P BRIC 40 Index (50% weight) and equal weights (12.5%) of Brazilian real, Russian ruble, Indian rupee and Chinese renminbi, relative to the dollar; via Morgan Stanley & Co. Inc.; pricing in May

• 0% Performance Leveraged Upside Securities (PLUS) due June 20, 2009 linked to the S&P GSCI Industrial Metals Index - Excess Return; via Morgan Stanley & Co. Inc.; pricing in May

ROYAL BANK OF CANADA

• 0% bearish buffered equity investment notes due May 29, 2009 linked to equal weights of Carter's, Inc., Nordstrom, Inc., Steven Madden, Ltd., Timberland Co., Chico's FAS, Inc., Children's Place Retail Stores, Inc. and J.C. Penney Co., Inc.; 90% trigger; via RBC Capital Markets Corp.; pricing May 26

AB SVENSK EXPORTKREDIT

• 0% 14-month Accelerated Return Notes linked to the S&P 500 index (33.34% weight), Dow Jones Euro Stoxx 50 index (33.33% weight) and Nikkei 225 index (33.33% weight); via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in May or June

UBS AG

• Zero-coupon 100% principal protection absolute return barrier notes due Nov. 30, 2009 linked to the Russell 2000 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing May 27

• Zero-coupon 100% principal protection absolute return barrier notes due Nov. 30, 2009 linked to the S&P 500 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing on May 27

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