Structured Products Calendar

BANK OF AMERICA

• 0% Minimum Return Equity Appreciation Growth LinkEd Securities (Index Eagles) due Oct. 8, 2011 linked to the Amex Biotechnology index; minimum payout of 105% of par; via Banc of America Securities LLC and Banc of America Investment Services Inc.; pricing expected on Oct. 23

• 0% unsecured senior notes due Oct. 27, 2008 in the Strategic Equity Exposure Performance Linked Securities (Steepls) structure linked to the S&P 500 index; via Banc of America Securities LLC and Banc of America Investment Services, Inc.

• 0% senior notes due 2011 linked to the S&P 500, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via Banc of America Securities LLC and Banc of America Investment Services, Inc.

BARCLAYS BANK PLC

• Principal-protected digital plus notes due Oct. 27, 2011 linked to a equal weights of brent crude oil, silver, copper, nickel and zinc; via LaSalle StructuredProducts; pricing Oct. 24; settlement Oct. 27

0% Super Track Notes due 2008 linked to the Dow Jones - AIG Commodity index; via Barclays Capital; pricing Oct. 20; settlement Oct. 25

• 0% principal-protected digital plus notes due Oct. 27, 2011 linked to a basket of equal weights of brent crude, silver, zinc, nickel and copper; via Barclays Capital; pricing Oct. 24; settlement Oct. 27

• 8.5% reverse convertible notes due Oct. 17, 2007 linked to Darden Restaurants, Inc. common stock; via Barclays Capital Inc.; pricing Oct. 13; settlement Oct. 18

• 8.5% reverse convertible notes due Oct. 17, 2007 linked to The Gap, Inc. common stock; via Barclays Capital Inc.; pricing Oct. 13; settlement Oct. 18

• 8.5% reverse convertible notes due Oct. 17, 2007 linked to Hilton Hotels Corp. common stock; via Barclays Capital Inc.; pricing Oct. 13; settlement Oct. 18

• 8.625% reverse convertible notes due Oct. 17, 2007 linked to The Black & Decker Corp. common stock; via Barclays Capital Inc.; pricing Oct. 13; settlement Oct. 18

• 9% reverse convertible notes due Oct. 17, 2007 linked to Lehman Brothers Holdings Inc. common stock; via Barclays Capital Inc.; pricing Oct. 13; settlement Oct. 18

• 10% reverse convertible notes due Oct. 12, 2007 linked to Valero Energy Corp. common stock; via Barclays Capital; pricing Oct. 10; settlement Oct. 13

• 10.5% reverse convertible notes due Oct. 24, 2007 linked to Tellabs, Inc. common stock; via Barclays Capital Inc.; pricing Oct. 24; settlement Oct. 27

• 10.75% reverse convertible notes due Oct. 17, 2007 linked to Countrywide Financial Corp. common stock; via Barclays Capital Inc.; pricing Oct. 13; settlement Oct. 18

• 11% reverse convertible notes due Oct. 17, 2007 linked to Suncor Energy Inc. common stock; via Barclays Capital Inc.; pricing Oct. 13; settlement Oct. 18

• 11% reverse convertible notes due Oct. 17, 2007 linked to Yahoo! Inc. common stock; via Barclays Capital Inc.; pricing Oct. 13; settlement Oct. 18

• 11.5% reverse convertible notes due Oct. 17, 2007 linked to Apple Computer, Inc. common stock; via Barclays Capital Inc.; pricing Oct. 13; settlement Oct. 18

• 11.55% reverse convertible notes due Oct. 24, 2007 linked to Amazon.com, Inc. common stock; via Barclays Capital Inc.; pricing Oct. 24; settlement Oct. 27

• 11.8% reverse convertible notes due Oct. 24, 2007 linked to Wynn Resorts, Ltd. common stock; via Barclays Capital Inc.; pricing Oct. 24; settlement Oct. 27

• 12.25% reverse convertible notes due Oct. 24, 2007 linked to Circuit City Stores, Inc. common stock; via Barclays Capital Inc.; pricing Oct. 24; settlement Oct. 27

• 13% reverse convertible notes due Oct. 24, 2007 linked to Diamond Offshore Drilling, Inc. common stock; via Barclays Capital Inc.; pricing Oct. 24; settlement Oct. 27

• 14% reverse convertible notes due Oct. 17, 2007 linked to Marvell Technology Group Ltd. common stock; via Barclays Capital Inc.; pricing Oct. 13; settlement Oct. 18

• 14.25% reverse convertible notes due Oct. 24, 2007 linked to bebe stores, inc. common stock; via Barclays Capital Inc.; pricing Oct. 24; settlement Oct. 27

• 14.35% reverse convertible notes due Oct. 24, 2007 linked to Allegheny Technologies Inc. common stock; via Barclays Capital Inc.; pricing Oct. 24; settlement Oct. 27

• 15.5% reverse convertible notes due Oct. 17, 2007 linked to General Motors Corp. common stock; via Barclays Capital Inc.; pricing Oct. 13; settlement Oct. 18

• 16.5% reverse convertible notes due April 18, 2007 linked to eBay Inc. common stock; via Barclays Capital Inc.; pricing Oct. 13; settlement Oct. 18

THE BEAR STEARNS COS. INC.

• 0% notes linked to the U.S. Adagio Strategy index; via Bear, Stearns & Co. Inc.

• 17% reverse convertible notes due April 9, 2007 linked to USG Corp. stock; 80% trigger; agent Bear, Stearns & Co. Inc.; pricing expected Oct. 4

CITIGROUP FUNDING INC.

• Two-year Premium Mandatory Callable Equity-linked Securities (Pacers) based on the American Depositary Receipts representing Cemex SAB ordinary participation certificates; 75% trigger; agent Citigroup Global Markets Inc.

• Equity LinKed Securities (ELKS) linked to Qualcomm Inc.; 75% trigger; agent Citigroup Global Markets Inc.

CREDIT SUISSE (USA), INC.

• 0% 13-month notes due October 2007 linked to an equally weighted basket that includes the dollar/Brazilian real, dollar/Mexican peso, dollar/Russian ruble and dollar/Turkish lira spot exchange rates via Credit Suisse Securities (USA) LLC

• 0% Buffered Accelerated Return Equity Securities (Bares) due April 30, 2010 linked to an equally weighted basket containing the MSCI Singapore Free, MSCI Taiwan, Korea Stock Price 200 and FTSE/Xinhua China 25 indexes; underwriter Credit Suisse Securities (USA) LLC; pricing expected in October

• 0% ProNotes due April 30, 2010 linked to the FTSE/Xinhua China 25 index with a 15% weight, the Bovespa Brazil index with a 15% weight, the S&P CNX Nifty index with a 15% weight, the Brazilian real/dollar spot exchange rate with a 27.5% weight and the Russian ruble/dollar spot exchange rate with a 15% weight; underwriter Credit Suisse Securities (USA) LLC; pricing expected in October

• 0% ProNotes due Oct. 29, 2010 linked to the S&P 500 index with a 40% weight, the Dow Jones Euro Stoxx 50 index with a 30% weight and the Nikkei 225 index with a 30% weight; underwriter Credit Suisse Securities (USA) LLC; pricing expected in October

• 0% ProNotes due Oct. 29, 2010 linked to the Nikkei 225 (40% weight), MSCI Singapore Free (15% weight), MSCI Taiwan (15% weight), Korea Stock Price 200 (15% weight) and FTSE/Xinhua China 25 (15% weight) indexes; underwriter Credit Suisse Securities (USA) LLC; pricing expected in October

• 11.15% reverse convertible notes due Oct. 31, 2007 linked to Bill Barrett Corp. stock; 70% trigger; via FIS; pricing Oct. 26; settlement Oct. 31

• 12.25% reverse convertible notes due Oct. 31, 2007 linked to American Depositary Receipts representing Gold Fields Ltd. stock; 60% trigger; via FIS; pricing Oct. 26; settlement Oct. 31

• 14.5% reverse convertible notes due Oct. 31, 2007 linked to Eagle Materials, Inc. stock; 70% trigger; via FIS; pricing Oct. 26; settlement Oct. 31

• 16.15% reverse convertible notes due April 30, 2007 linked to eBay, Inc. stock; 80% trigger; via FIS; pricing Oct. 26; settlement Oct. 31

• 18.25% reverse convertible notes due April 30, 2007 linked to Nasdaq Stock Market, Inc. stock; 80% trigger; via FIS; pricing Oct. 26; settlement Oct. 31

• 18.75% reverse convertible notes due April 30, 2007 linked to Hansen Natural Corp. stock; 60% trigger; via FIS; pricing Oct. 26; settlement Oct. 31

• 19.5% reverse convertible notes due April 30, 2007 linked to Nutri/System, Inc. stock; 60% trigger; via FIS; pricing Oct. 26; settlement Oct. 31

EXSPORTFINANS SA

• Five-year Buffered Underlying Securities linked to the S&P 500 index; 80% trigger; via Deutsche Bank Securities Inc.

• 10.1% one-year knock-in reverse convertible securities linked to Tyson Foods, Inc.; 80% trigger; via IXIS Securities North America Inc.

JPMORGAN CHASE & CO.

• 0% buffered return enhanced notes due Oct. 17, 2007 linked to the Nikkei 225 index; via J.P. Morgan Securities Inc.; pricing expected on Oct. 6

• 0% annual review notes due Oct. 21, 2009 linked to the Nikkei 225 index; via J.P. Morgan Securities Inc.; pricing expected on Oct. 5

• 0% return enhanced senior unsecured notes due Oct. 17, 2007 linked to the Russell 2000 index; via J.P. Morgan Securities Inc.; pricing Oct. 6; settlement Oct. 12

• 0% buffered return enhanced notes due March 19, 2008 linked to the S&P 500 index; agent J.P. Morgan Securities Inc.; pricing expected on Oct. 6

• 0% annual review notes due Oct. 21, 2009 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing expected on Oct. 6

LEHMAN BROTHERS HOLDINGS INC.

• Six-month Foreign Exchange Tiered Range Notes linked to the euro/dollar spot exchange rate; via Lehman Brothers

• One-year principal-protected notes linked to the Thai baht; via Lehman Brothers

• 0% outperformance notes due November 2007 linked to the S&P 100 and Russell 2000 indexes; via Lehman Brothers

MERRILL LYNCH & CO., INC.

• 0% Accelerated Return Notes linked to Russell 2000; via Merrill Lynch, Pierce, Fenner & Smith Inc.

• 0% Accelerated Return Notes due January 2008 linked to equal weights of the S&P 500, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via Merrill Lynch, Pierce, Fenner & Smith Inc.

• 0% Accelerated Return Notes due January 2008 linked to the Nikkei 225 index; via Merrill Lynch & Co.

• 0% one-year principal-protected notes linked to an equally weighted basket containing the Chinese renminbi (yuan), Indian rupee, New Taiwan dollar and Singapore dollar; via Merrill Lynch, Pierce, Fenner & Smith Inc.; settlement expected in November

• 10% knock-in notes due October 2007 linked to Oil Service HOLDRs; via Merrill Lynch & Co.

MORGAN STANLEY

• Protected buy-write securities due Oct. 28, 2011 linked to the performance of the 2006-3 dynamic reference index; via Morgan Stanley

• Protected equity-linked notes due Oct. 31, 2008 linked to the Dow Jones Euro Stoxx 50 index; 90% principal protected; via Morgan Stanley & Co. Inc.

• 0% performance-enhanced notes due Nov. 6, 2013 linked to the Nikkei 225 (30% weight), MSCI China (20% weight), Kospi 200 (20% weight), MSCI Singapore (20% weight) and MSCI Taiwan (10% weight) indexes; via Morgan Stanley & Co. Inc.

• 0% medium-term notes due Nov. 20, 2007 in the Performance Leveraged Upside Securities (PLUS) structure linked to the Amex China index; via Morgan Stanley

• 0% medium-term notes due Nov. 20, 2007 in the Performance Leveraged Upside Securities (PLUS) structure linked to the PHLX Oil Service Sector index; via Morgan Stanley

• 0% global medium-term series F notes due Jan. 20, 2008 in the Bear Market Performance Leveraged Upside Securities (PLUS) structure linked to the S&P 500, Russell 200 and MSCI EAFE indexes; via Morgan Stanley & Co. Inc.

• 0% industrialized nations currency-linked capital protected notes due Nov. 3, 2008 linked to a basket of the Australian dollar, Canadian dollar, euro and pound, all equally weighted; via Morgan Stanley

• 8% Stock Participation Accreting Redemption Quarterly-pay Securities (Sparqs) mandatorily exchangeable for Dell Inc. stock; via Morgan Stanley

RABO FINANCIAL PRODUCTS BV

• 10.5% callable knock-in reverse convertible notes due Oct. 30, 2007 linked to Schlumberger Ltd. stock; 80% trigger; agent LaSalle Financial Services Inc.; pricing Oct. 25

• 10.7% knock-in reverse convertible notes due April 30, 2007 linked to Yahoo! Inc. stock; 80% trigger; agent LaSalle Financial Services Inc.; pricing Oct. 25

• 11% knock-in reverse convertible notes due April 30, 2007 linked to Boston Scientific Corp. stock; 80% trigger; agent LaSalle Financial Services Inc.; pricing Oct. 25

• 11% callable knock-in reverse convertible notes due Oct. 30, 2007 linked to Qualcomm, Inc. stock; 80% trigger; agent LaSalle Financial Services Inc.; pricing Oct. 25

• 11.1% callable knock-in reverse convertible notes due Oct. 30, 2007 linked to Whole Foods Market, Inc. stock; 80% trigger; agent LaSalle Financial Services Inc.; pricing Oct. 25

• 11.25% callable knock-in reverse convertible notes due Oct. 30, 2007 linked to Chesapeake Energy Corp. stock; 80% trigger; agent LaSalle Financial Services Inc.; pricing Oct. 25

• 11.5% callable knock-in reverse convertible notes due Oct. 30, 2007 linked to Apple Computer, Inc. stock; 70% trigger; agent LaSalle Financial Services Inc.; pricing Oct. 25

• 11.5% callable knock-in reverse convertible notes due Oct. 30, 2007 linked to Ensco International Inc. stock; 70% trigger; agent LaSalle Financial Services Inc.; pricing Oct. 25

• 13.4% callable knock-in reverse convertible notes due Oct. 30, 2007 linked to Advanced Micro Devices, Inc. stock; 65% trigger; agent LaSalle Financial Services Inc.; pricing Oct. 25

• 14% knock-in reverse convertible notes due April 30, 2007 linked to SanDisk Corp. stock; 70% trigger; agent LaSalle Financial Services Inc.; pricing Oct. 25

• 20% knock-in reverse convertible notes due April 30, 2007 linked to Elan Corp. plc stock; 70% trigger; agent LaSalle Financial Services Inc.; pricing Oct. 25

UBS AG

• 0% enhanced appreciation securities due Dec. 28, 2007 linked to the S&P 500 index; underwriters UBS Investment Bank and UBS Financial Services Inc.; pricing Oct. 25

• 0% principal-protected notes linked to an equally weighted basket containing the S&P 500, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; underwriters UBS Investment Bank and UBS Financial Services Inc.; pricing Oct. 25

• 0% partial principal-protected notes due Oct. 31, 2011 linked to FTSE/Xinhua China 25, Korea Kospi 200, MSCI Singapore; via UBS Investment Bank, UBS Financial Services Inc.; pricing Oct. 25; settlement Oct. 31

WACHOVIA CORP.

• 0% principal-protected notes linked to a basket of six commodities; via Wachovia Securities

• 0% enhanced growth securities due May 5, 2008 linked to the Russell 1000 index; via Wachovia Securities

• 0% enhanced growth bearish return securities due Oct. 5, 2007 inversely linked to the S&P 500 index; via Wachovia Securities

• 0% principal-protected notes due Sept. 30, 2011 linked to an equally weighted basket containing the American Depositary Shares of PetroChina Co. Ltd., China Mobile Ltd., China Petroleum & Chemical Corp., China Telecom Corp. Ltd., Infosys Technologies Ltd., Wipro Ltd., Dr. Reddy's Laboratories Ltd. and Tata Motors Ltd.; minimum payout is 105% of par; via Wachovia Securities

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