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Published on 1/26/2007 in the Prospect News Structured Products Daily.

Structured Products Calendar

BEAR STEARNS COS. INC.

• 13.85% six-month reverse convertibles due in July linked to Ann Taylor Stores Corp.; via Bear Stearns & Co.; pricing and settlement in January

• 0% securities due July 29, 2008 linked to the Chinese yuan/dollar, Singapore dollar/dollar, South African rand/dollar and Thai baht/dollar spot exchange rates, each with a 25% weight, and the Swiss franc/dollar, Canadian dollar/dollar, euro/dollar and Czech koruna/dollar spot exchange rates, each with a negative 25% weight; via Credit Suisse Securities (USA) LCC; pricing and settlement in January

• 0% outperformance notes due January 2010 linked to the Russell 1000 Growth index and Russell 1000 value index; via Bear, Stearns & Co Inc; pricing in January

CITIGROUP FUNDING INC.

• 12% to 13% Equity LinKed Securities (ELKS) due 2008 linked to the common stock of Celgene Corp.; via Citigroup Global Markets Inc.

• 0% principal-protected notes due 2011 linked to equal weights of the Dow Jones Euro Stoxx 50 index, Nikkei 225 Stock Average and S&P 500 index; via Citigroup Global Markets Inc.

• 0% notes structured as Index Leading Stockmarket Return Securities (Lasers) due 2010 linked to equal weights of the Dow Jones Euro Stoxx 50 index, Nikkei 225 Stock Average and S&P 500 index; via Citigroup Global Markets Inc.

• 0% principal-protected notes due 2008 linked to equal weights of the Korean won, Singapore dollar, Philippines peso and Indian rupee; via Citigroup

• 8% to 9% Equity LinKed Securities (ELKS) linked to the common stock of Starbucks; 77.5% trigger; via Citigroup Global Markets Inc.

CREDIT SUISSE (USA), INC.

• 11.25% reverse convertible securities due Jan. 30, 2008 linked to Circuit City Stores, Inc. stock; 75% trigger; via Credit Suisse; pricing in January

• 11.3% reverse convertible securities due Jan. 30, 2008 linked to Freeport-McMoRan Copper & Gold Inc. stock; 70% trigger; via Credit Suisse; pricing in January

• 19% reverse convertible securities due Jan. 31, 2007 linked to Isis Pharmaceuticals, Inc. stock; 70% trigger; via Credit Suisse; pricing in January

• 18% reverse convertible securities due July 31, 2007 linked to Netflix, Inc.; 70% trigger; via Credit Suisse; pricing in January

• 0% Accelerated Return Equity Securities (ARES) due Feb. 28, 2008 linked to the S&P 500; via Credit Suisse Securities (USA) LLC; pricing in January

DEUTSCHE BANK AG

• 100% principal-protected notes due Feb. 28, 2012 linked to an index basket consisting of the S&P 500 (30% weight), Dow Jones Euro Stoxx 50 (30% weight), Nikkei 225 (30% weight) and MSCI Emerging Markets index (10% weight); via UBS AG; pricing Feb. 22; settlement Feb. 28

DEUTSCHE BANK, LONDON BRANCH

• 0% performance securities with contingent protection due Feb. 28, 2012 linked to the Dow Jones Euro Stoxx 50 index; via UBS Financial Services Inc. and Deutsche Bank Securities; pricing Feb. 22; settlement Feb. 28

0% performance securities with contingent protection due Feb. 28, 2012 linked to the FTSE/Xinhua China 25 index; via UBS Financial Services Inc. and Deutsche Bank Securities; pricing Feb. 22; settlement Feb. 28

• 0% performance securities with contingent protection due Feb. 28, 2012 linked to the Nikkei 225 index; via UBS Financial Services Inc. and Deutsche Bank Securities; pricing Feb. 22; settlement Feb. 28

• 0% performance securities with contingent protection due Feb. 28, 2012 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities; pricing Feb. 22; settlement Feb. 28

• Zero-coupon principal-protected absolute return barrier notes due Aug. 29, 2008 linked to the S&P 500 index; via UBS Financial Services, Deutsche Bank Securities; pricing Feb. 22; settlement Feb. 28

EKSPORTFINANS ASA

• 0% five year Buffered Underlying Securities due in 30 months linked to Dow Jones Euro Stoxx 50 index; via Deutsche Bank Securities Inc.

• index+ notes due in 18 months linked to iShares MSCI Emerging Markets Index Fund; via Deutsche Bank Securities Inc.

HARTFORD LIFE INSURANCE CO.

• 0% principal-protected notes due Feb. 6, 2013 linked to the S&P 500 index; via Bear, Stearns & Co. Inc., A.G. Edwards & Sons Inc., Banc of America Securities LLC, Charles Schwab & Co. Inc., Citigroup, Fidelity Capital Markets Services, Merrill Lynch & Co., Morgan Stanley, Piper Jaffray & Co., Raymond James, RBC Dain Rauscher Inc., Scott & Stringfellow Inc., UBS Investment Bank and Wachovia Securities; pricing Feb. 1; settlement Feb. 6

• 2% principal-protected notes due Feb. 6, 2013 linked to the S&P 500 index; via Bear, Stearns & Co. Inc., A.G. Edwards & Sons Inc., Banc of America Securities LLC, Charles Schwab & Co. Inc., Citigroup, Fidelity Capital Markets Services, Merrill Lynch & Co., Morgan Stanley, Piper Jaffray & Co., Raymond James, RBC Dain Rauscher Inc., Scott & Stringfellow Inc., UBS Investment Bank and Wachovia Securities; pricing Feb. 1; settlement Feb. 6

HSBC USA INC.

JPMORGAN CHASE & CO.

• 0% lesser index annual review notes due Feb. 18, 2010 linked to the Nikkei 225 and S&P 500 indexes; via J.P. Morgan Securities; pricing Feb. 2; settlement Feb. 7

• 0% annual review notes due Feb. 18, 2010 linked to the Nikkei 225 index; via J.P. Morgan Securities; pricing Feb. 2; settlement Feb. 7

• 0% return enhanced notes due Aug. 8, 2007 linked to the PHLX Oil Services Sector index; via J.P. Morgan Securities; pricing Feb. 2; settlement Feb. 7

LEHMAN BROTHERS HOLDINGS INC.

• Capped inverse return leveraged notes due Feb. 6, 2009 linked to iShares Dow Jones U.S. Real Estate index fund; via Lehman Brothers Inc.; pricing Feb. 1; settlement Feb. 6

• 0% one-year notes linked to the Brazilian real (30% weight), Hungarian forint (20% weight), Indonesian rupiah (20% weight), Mexican peso (15% weight), Indian rupee (10% weight), Turkish lira (5% weight) and dollar (negative 100% weight); via Lehman Brothers Inc.

MERRILL LYNCH & CO., INC.

• 0% Accelerated Return Notes due April 2008 linked to equal weights of the Bovespa, Kospi 200 and Russian Depositary indexes; via Merrill Lynch; settlement in January

• 100% principal-protected multi-currency basket notes due July 2008; via Merrill Lynch & Co.; pricing and settlement in January

• 10% knock-in notes due January 2008 linked to Oil Service HOLDRs; 85% trigger; via Merrill Lynch & Co.; pricing and settlement in January

• 0% Strategic Return Notes due January 2012 linked to the Rogers International Commodity Index - Total Return; via Merrill Lynch, Pierce, Fenner & Smith Inc.; settlement in January

• 0% annual review notes due Feb. 19, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc.' pricing Feb. 2; settlement Feb. 7

• 0% principal-protected notes due February 2008 linked to the Chinese renminbi (yuan), Indian rupee, Japanese yen and Singapore dollar, equally weighted, against the dollar; via Merrill Lynch; settlement expected in February

• 0% Strategic Return Notes due February 2012 linked to the Industrial 15 Total Return index; via Merrill Lynch; settlement expected in February

• 0% accelerated return notes due April 2008 linked to equal weights of the Nikkei 225 and FTSE/Xinhua China 25 indexes; via Merrill Lynch; settlement expected in February

• Leveraged municipal/Libor notes due February 2017; via Merrill Lynch; settlement expected in February

• Leveraged Index Return Notes due February 2011 linked to the Rogers International Commodity Index - Agriculture Excess Return; via Merrill Lynch; settlement expected in February

• 0% accelerated return notes due April 2008 linked to the Topix Small Cap index; via Merrill Lynch; settlement expected in February

• 0% accelerated return notes due May 2008 linked to Nikkei 225 index; via Merrill Lynch & Co.; settlement in March

• 0% accelerated return notes due May 2008 linked to Russell 2000 index; via Merrill Lynch & Co.; settlement in March

• 0% Strategic Return Notes medium-term series C notes due March 2012 linked to the Select Ten index; via Merrill lynch; settlement expected in March

• Long Short Notes due April 2008 linked to the Select Sectors Long Short Index - Series XII; via Merrill lynch; settlement expected in March

MORGAN STANLEY

• 0% buffered return enhanced notes due Sept. 12, 2008 linked to the S&P 500 index; via JPMorgan Chase Bank NA and J.P. Morgan Securities Inc.; pricing Feb. 2; settlement Feb. 9

• 0% return enhanced notes due Feb. 13, 2008 linked to the Russell 200 index; via JPMorgan Chase Bank NA and J.P. Morgan Securities Inc.; pricing Feb. 2; settlement Feb. 9

• 0% notes due March 20, 2008 in the Performance Leveraged Upside Securities (PLUS) structure linked to the PHLX Oil Service Sector index; via Morgan Stanley; pricing in February

• High Income Trigger Securities (HITS) due March 20, 2008 linked to ConocoPhillips common stock; via Morgan Stanley & Co. Inc.; pricing in February

9% Stock Participation Accreting Redemption Quarterly-pay Securities (Sparqs) due March 20, 2008 linked to eBay Inc. common stock; via Morgan Stanley & Co. Inc; pricing in February

• 0% Performance Leveraged Upside Securities (PLUS) due March 5, 2008 linked to the Goldman Sachs Commodity Agricultural Index - Excess Return; via Morgan Stanley & Co., Inc.; settlement in February

• 0% capital-protected notes due Feb. 20, 2011 linked to basket containing equal weights of the Dow Jones Euro Stoxx 50, S&P 500 and Nikkei 225 indexes; via Morgan Stanley & Co. Inc.; pricing in February

• 0% Performance Leveraged Upside Securities (PLUS) due Feb. 29, 2008 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in February

• 0% currency-linked capital-protected notes due Aug. 28, 2009 linked to the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi, all equally weighted; via Morgan Stanley

• 0% capital-protected notes due Jan. 30, 2008 linked to the dollar exchange rate of the euro; via Morgan Stanley

ROYAL BANK OF CANADA

• 0% principal-protected notes due Feb. 24, 2010 linked to equal weights of the Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via RBC Capital Markets Corp.; pricing Feb. 20; settlement Feb. 22

SOCIETE GENERALE, NEW YORK BRANCH

• 10.75% ReConvs due Jan. 31, 2008 linked to Alcan Inc. common stock; 80% trigger; via Societe Generale; pricing Jan. 30; settlement Jan. 31

• 10.5% ReConvs due Jan. 31, 2008 linked to Amazon.com, Inc. common stock; 70% trigger; via Societe Generale; pricing Jan. 30; settlement Jan. 31

• 10.5% ReConvs due Jan. 31, 2008 linked to America Movil, SA de CV American Depositary Shares each representing 20 series L shares; 80% trigger; via Societe Generale; pricing Jan. 30; settlement Jan. 31

• 10% ReConvs due Jan. 31, 2008 linked to Baker Hughes Inc. common stock; 80% trigger; via Societe Generale; pricing Jan. 30; settlement Jan. 31

• 10.5% ReConvs due Jan. 31, 2008 linked to Boston Scientific Corp. common stock; 80% trigger; via Societe Generale; pricing Jan. 30; settlement Jan. 31

• 15.75% ReConvs due July 31, 2007 linked to Celgene Corp. common stock; 80% trigger; via Societe Generale; pricing Jan. 30; settlement Jan. 31

• 13% ReConvs due Jan. 31, 2008 linked to Circuit City Stores, Inc. common stock; 80% trigger; via Societe Generale; pricing Jan. 30; settlement Jan. 31

• 13.5% ReConvs due July 31, 2007 linked to eBay Inc. common stock; 80% trigger; via Societe Generale; pricing Jan. 30; settlement Jan. 31

• 12.25% ReConvs due Jan. 31, 2008 linked to Goldcorp Inc. common stock; 70% trigger; via Societe Generale: pricing Jan. 30; settlement Jan. 31

• 9% ReConvs due Jan. 31, 2008 linked to Intel Corp. common stock; 80% trigger; via Societe Generale; pricing Jan. 30; settlement Jan. 31

• 14% ReConvs due Jan. 31, 2008 linked to JetBlue Airways Corp. common stock; 70% trigger; via Societe Generale; pricing Jan. 30; settlement Jan. 31

• 9% ReConvs due Jan. 31, 2008 linked to Motorola, Inc. common stock; 80% trigger; via Societe Generale; pricing Jan. 30; settlement Jan. 31

• 18.25% ReConvs due Jan. 31, 2008 linked to Netflix, Inc. common stock; 80% trigger; via Societe Generale; pricing Jan. 30; settlement Jan. 31

• 10.75% ReConvs due Jan. 31, 2008 linked to Norfolk Southern Corp. common stock; 80% trigger; via Societe Generale; pricing Jan. 30; settlement Jan. 31

• 13% ReConvs due Jan. 31, 2008 linked to Peabody Energy Corp. common stock; 80% trigger; via Societe Generale; pricing Jan. 30; settlement Jan. 31

• 11.25% ReConvs due Jan. 31, 2008 linked to Seagate Technology common stock; 80% trigger; via Societe Generale; pricing Jan. 30; settlement Jan. 31

• 17% ReConvs due July 31, 2007 linked to Southern Copper Corp. common stock; 80% trigger; via Societe Generale; pricing Jan. 30; settlement Jan. 31

• 11% ReConvs due Jan. 31, 2008 linked to Tellabs, Inc. common stock; 70% trigger; via Societe Generale; pricing Jan. 30; settlement Jan. 31

AB SVENSK EXPORTKREDIT

• 0% excess return notes due January 2008 linked to the Goldman Sachs Commodity Excess Return Enhanced Strategy; via Goldman, Sachs & Co.

• 0% notes due March 10, 2008 linked to the Goldman Sachs WTI Oil Enhanced - Excess Return Strategy; via Goldman, Sachs & Co.

• 0% triple-up notes due March 10, 2008 linked to the Goldman Sachs WTI Oil Enhanced - Excess Return Strategy; via Goldman, Sachs & Co.

UBS AG

• 0% partial principal-protected notes due between Oct. 30, 2009 and April 29, 2010 linked to the Rogers International Commodity Index - Excess Return; 15% buffer; via UBS Investment Bank, UBS Financial Services Inc.; pricing in January

• 0% return optimization securities due Aug. 29, 2008 linked to the Dow Jones Euro Stoxx 50 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing Feb. 22; settlement Feb. 28

• 0% return optimization securities due Aug. 29, 2008 linked to the MSCI EAFE index; via UBS Investment Bank and UBS Financial Services Inc.; pricing Feb. 22; settlement Feb. 28

• 0% return optimization securities due Aug. 29, 2008 linked to the Nikkei 225 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing Feb. 22; settlement Feb. 28

• 0% return optimization securities due Aug. 29, 2008 linked to the S&P 500 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing Feb. 22; settlement Feb. 28

WACHOVIA CORP.

• 0% principal-protected notes linked to equal weights of the Brazilian real, the Russian ruble, the Indian rupee and the Chinese renminbi relative to the dollar; via Wachovia Securities; pricing in January

• 8.5% to 9.5% enhanced yield securities due Feb. 5, 2008 linked to Boston Scientific Corp. stock; 75% trigger; via Wachovia Securities

• 0% enhanced growth securities due Aug. 5, 2008 linked to the Energy Select Sector index; via Wachovia Securities

• 9.5% to 10.5% enhanced yield securities due Feb. 5, 2008 linked to Halliburton Co. stock; 80% trigger; via Wachovia Securities


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