Structured Products Calendar

ABN AMRO BANK NV

• 13% Knock-in Reverse Exchangeable Securities due Oct. 10, 2008 linked to the stock of Terex Corp.; 65% trigger; via ABN Amro, Inc.; pricing Oct. 9; settlement Oct. 12

• 12.5% Knock-in Reverse Exchangeable Securities due Oct. 17, 2008 linked to the common stock of Moody's Corp.; 70% trigger; via ABN Amro Inc.; pricing Oct. 12; settlement Oct. 17

• Zero-coupon principal-protected yield discovery notes due April 27, 2009 linked to the components of the Dow Jones 10 index, which includes equal weights of Altria Group, Inc., AT&T Inc., Citigroup Inc., E.I. du Pont de Nemours and Co., General Electric Co., General Motors Corp., JPMorgan Chase & Co., Merck & Co. Inc., Pfizer Inc. and Verizon Communications Inc.; via agent ABN Amro Inc. and distributor First Trust Portfolios; pricing Oct. 22; settlement Oct. 25

• Zero-coupon principal-protected rainbow securities due April 27, 2012 linked to the Dow Jones Euro Stoxx 50, S&P 500 and the Nikkei 225 Stock Average; via agent ABN Amro Inc. and distributor First Trust Portfolios; pricing Oct. 22; settlement Oct. 25

• 10.25% Knock-in Reverse Exchangeable Securities due Oct. 31, 2008 linked to the stock of Abercrombie & Fitch Co.; 70% trigger; via ABN Amro, Inc.; pricing Oct. 26; settlement Oct. 31

• 20% Knock-in Reverse Exchangeable Securities due Jan. 31, 2008 linked to Advanced Micro Devices, Inc. stock; via ABN Amro Inc.; pricing Oct. 26; settlement Oct. 31

• 16.25% Knock-in Reverse Exchangeable Securities due Jan. 31, 2008 linked to Alaska Air Group, Inc. stock; via ABN Amro Inc.; pricing Oct. 26; settlement Oct. 31

• 15.50% Knock-in Reverse Exchangeable Securities due April 30, 2008 linked to Allegheny Technologies Inc. stock; via ABN Amro Inc.; pricing Oct. 26; settlement Oct. 31

• 13.5% Knock-in Reverse Exchangeable Securities due Oct. 31, 2008 linked to the stock of Amazon.com, Inc.; 70% trigger; via ABN Amro, Inc.; pricing Oct. 26; settlement Oct. 31

• 12% Knock-in Reverse Exchangeable Securities due Jan. 31, 2008 linked to Amgen Inc. stock; via ABN Amro Inc.; pricing Oct. 26; settlement Oct. 31

• 14.25% Knock-in Reverse Exchangeable Securities due Jan. 31, 2008 linked to Arch Coal, Inc. stock; via ABN Amro Inc.; pricing Oct. 26; settlement Oct. 31

• 9.10% Knock-in Reverse Exchangeable Securities due Oct. 31, 2008 linked to AT&T Inc. stock; via ABN Amro Inc.; pricing Oct. 26; settlement Oct. 31

• 19.5% Knock-in Reverse Exchangeable Securities due Oct. 31, 2008 linked to the stock of Barnes & Noble, Inc.; 80% trigger; via ABN Amro, Inc.; pricing Oct. 26; settlement Oct. 31

• 14.25% Knock-in Reverse Exchangeable Securities due April 30, 2008 linked to BEA Systems, Inc. stock; via ABN Amro Inc.; pricing Oct. 26; settlement Oct. 31

• 10% Knock-in Reverse Exchangeable Securities due April 30, 2008 linked to Blackstone Group LP stock; via ABN Amro Inc.; pricing Oct. 26; settlement Oct. 31

• 17.50% Knock-in Reverse Exchangeable Securities due Jan. 31, 2008 linked to Circuit City Stores, Inc. stock; via ABN Amro Inc.; pricing Oct. 26; settlement Oct. 31

• 12.50% Knock-in Reverse Exchangeable Securities due April 30, 2008 linked to Coach, Inc. stock; via ABN Amro Inc.; pricing Oct. 26; settlement Oct. 31

• 22.50% Knock-in Reverse Exchangeable Securities due April 30, 2008 linked to Continental Airlines, Inc. stock; via ABN Amro Inc.; pricing Oct. 26; settlement Oct. 31

• 21% Knock-in Reverse Exchangeable Securities due Oct. 31, 2008 linked to the stock of Countrywide Financial Corp.; 70% trigger; via ABN Amro, Inc.; pricing Oct. 26; settlement Oct. 31

• 12% Knock-in Reverse Exchangeable Securities due April 30, 2008 linked to Deere & Co. stock; via ABN Amro Inc.; pricing Oct. 26; settlement Oct. 31

• 13.50% Knock-in Reverse Exchangeable Securities due April 30, 2008 linked to Diamond Offshore Drilling, Inc. stock; via ABN Amro Inc.; pricing Oct. 26; settlement Oct. 31

• 10.5% Knock-in Reverse Exchangeable Securities due Oct. 31, 2008 linked to the stock of Dynegy Inc.; 70% trigger; via ABN Amro, Inc.; pricing Oct. 26; settlement Oct. 31

• 18.50% Knock-in Reverse Exchangeable Securities due Jan. 31, 2008 linked to Elan Corp. plc stock; via ABN Amro Inc.; pricing Oct. 26; settlement Oct. 31

• 10% Knock-in Reverse Exchangeable Securities due April 30, 2008 linked to EMC Corp. stock; via ABN Amro Inc.; pricing Oct. 26; settlement Oct. 31

• 12.75% Knock-in Reverse Exchangeable Securities due April 30, 2008 linked to Freeport-McMoRan Copper & Gold Inc. stock; via ABN Amro Inc.; pricing Oct. 26; settlement Oct. 31

• 14.50% Knock-in Reverse Exchangeable Securities due Jan. 31, 2008 linked to Garmin Ltd. stock; via ABN Amro Inc.; pricing Oct. 26; settlement Oct. 31

• 10% Knock-in Reverse Exchangeable Securities due April 30, 2008 linked to General Electric Co. stock; via ABN Amro Inc.; pricing Oct. 26; settlement Oct. 31

• 17.50% Knock-in Reverse Exchangeable Securities due Jan. 31, 2008 linked to Joy Global Inc. stock; via ABN Amro Inc.; pricing Oct. 26; settlement Oct. 31

• 15% Knock-in Reverse Exchangeable Securities due Oct. 31, 2008 linked to the stock of Las Vegas Sands Corp.; 70% trigger; via ABN Amro, Inc.; pricing Oct. 26; settlement Oct. 31

• 10% Knock-in Reverse Exchangeable Securities due Oct. 31, 2008 linked to the stock of Lehman Brothers Holdings Inc.; 70% trigger; via ABN Amro, Inc.; pricing Oct. 26; settlement Oct. 31

• 19% Knock-in Reverse Exchangeable Securities due April 30, 2008 linked to Massey Energy Co. stock; via ABN Amro Inc.; pricing Oct. 26; settlement Oct. 31

• 12.5% Knock-in Reverse Exchangeable Securities due Oct. 31, 2008 linked to the stock of McDermott International, Inc.; 70% trigger; via ABN Amro, Inc.; pricing Oct. 26; settlement Oct. 31

• 16% Knock-in Reverse Exchangeable Securities due April 30, 2008 linked to Moody's Corp. stock; via ABN Amro Inc.; pricing Oct. 26; settlement Oct. 31

• 16% Knock-in Reverse Exchangeable Securities due April 30, 2008 linked to Nucor Corp. stock; via ABN Amro Inc.; pricing Oct. 26; settlement Oct. 31

• 11.75% Knock-in Reverse Exchangeable Securities due April 30, 2008 linked to NYSE Euronext stock; via ABN Amro Inc.; pricing Oct. 26; settlement Oct. 31

• 13% Knock-in Reverse Exchangeable Securities due Jan. 31, 2008 linked to Peabody Energy Corp. stock; via ABN Amro Inc.; pricing Oct. 26; settlement Oct. 31

• 11.50% Knock-in Reverse Exchangeable Securities due April 30, 2008 linked to Sandisk Corp. stock; via ABN Amro Inc.; pricing Oct. 26; settlement Oct. 31

• 10% Knock-in Reverse Exchangeable Securities due Oct. 31, 2008 linked to Schlumberger NV stock; via ABN Amro Inc.; pricing Oct. 26; settlement Oct. 31

• 11.75% Knock-in Reverse Exchangeable Securities due Jan. 31, 2008 linked to Sears Holdings Corp. stock; via ABN Amro Inc.; pricing Oct. 26; settlement Oct. 31

• 11.5% Knock-in Reverse Exchangeable Securities due Oct. 31, 2008 linked to the stock of Southwestern Energy Corp.; 70% trigger; via ABN Amro, Inc.; pricing Oct. 26; settlement Oct. 31

• 17.25% Knock-in Reverse Exchangeable Securities due April 30, 2008 linked to SunPower Corp. stock; via ABN Amro Inc.; pricing Oct. 26; settlement Oct. 31

• 15.25% Knock-in Reverse Exchangeable Securities due Jan. 31, 2008 linked to Titanium Metals Corp. stock; via ABN Amro Inc.; pricing Oct. 26; settlement Oct. 31

• 17.25% Knock-in Reverse Exchangeable Securities due April 30, 2008 linked to Under Armour, Inc. stock; via ABN Amro Inc.; pricing Oct. 26; settlement Oct. 31

• 10% Knock-in Reverse Exchangeable Securities due Oct. 31, 2008 linked to the stock of Western Union Co.; 80% trigger; via ABN Amro, Inc.; pricing Oct. 26; settlement Oct. 31

AMERICAN INTERNATIONAL GROUP, INC.

• CMS range notes due Oct. 26, 2017; via Banc of America Securities LLC; settlement Oct. 26

BARCLAYS BANK PLC

• 12.5% reverse convertible notes due April 16, 2008 linked to Ford Motor Co. stock; 65% trigger; via Barclays Capital; pricing Oct. 12; settlement Oct. 17

• 0% annual review notes due Nov. 24, 2010 linked to the Nikkei 225 index; via JPMorgan Chase Bank, NA and JPMorgan Securities Inc.; pricing Oct. 12; settlement Oct. 17

• 0% annual review notes due Nov. 24, 2010 linked to the S&P 500 index; via JPMorgan Chase Bank, NA and JPMorgan Securities Inc.; pricing Oct. 12; settlement Oct. 17

• Zero-coupon principal-protected notes due Oct. 31, 2012 linked to gold; via Barclays Capital; pricing Oct. 26; settlement Oct. 31

• Zero-coupon 100% principal protection notes due between Nov. 27, 2012 and May 28, 2013 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 UBS Financial Services Inc. and Barclays Capital Inc.; pricing Oct. 26; settlement Oct. 31

• Zero-coupon 100% principal-protected digital plus notes due Oct. 29, 2009 linked to currency basket; via Barclays Capital Inc.; pricing Oct. 26; settlement Oct. 31

• 0% SuperTrack notes due Oct. 31, 2012 linked to equal weights of the MSCI Taiwan, MSCI Singapore Free and Nikkei 225 indexes; via Barclays Capital Inc.; pricing Oct. 26; settlement Oct. 31

• Zero-coupon Beta Plus notes due October 2009 linked to copper, nickel and zinc (each with a 20% weight), aluminum and lead (each with a 5% weight) and the S&P GSCI Corn Index Excess Return, the S&P GSCI Wheat Index Excess Return and the S&P GSCI Soybeans Index Excess Return (each with a 10% weight); via Barclays Capital; pricing and settlement in October

• ETF Plus notes due 2008 linked to the iShares MSCI Emerging Markets index fund; via Barclays Capital

THE BEAR STEARNS COS. INC.

• 0% accelerated market participation securities due April 2009 linked to equal weights of the FTSE/Xinhua China 25, Nikkei 225, Kospi 200, Amex Hong Kong 20 and S&P/ASX 200 indexes; via Bear Stearns & Co. Inc; pricing and settlement in October

• 0% accelerated market participation securities due October 2009 linked to S&P 500, the Dow Jones Euro Stoxx 50 and the Nikkei 225; via Bear Stearns & Co. Inc; pricing and settlement in October

• One-year 13.6% ReConvs linked to American Depositary Shares of Amιrica Mσvil, SAB de CV; via Bear Stearns & Co. Inc.

CALYON

• 9.12% reverse convertible notes due April 30, 2008 linked to Caterpillar, Inc. shares; 85% trigger; via LaSalle Financial Services Inc.; pricing Oct. 26; settlement Oct. 31

• 16.7% reverse convertible notes due April 30, 2008 linked to Continental Airlines, Inc. shares; 70% trigger; via LaSalle Financial Services Inc.; pricing Oct. 26; settlement Oct. 31

• 10.88% reverse convertible notes due April 30, 2008 linked to Corning Inc. shares; 75% trigger; via LaSalle Financial Services Inc.; pricing Oct. 26; settlement Oct. 31

• 9.66% reverse convertible notes due April 30, 2008 linked to eBay Inc. shares; 80% trigger; via LaSalle Financial Services Inc.; pricing Oct. 26; settlement Oct. 31

• 11.7% reverse convertible notes due April 30, 2008 linked to Nasdaq Stock Market, Inc. shares; 80% trigger; via LaSalle Financial Services Inc.; pricing Oct. 26; settlement Oct. 31

• 12.47% reverse convertible notes due April 30, 2008 linked to Peabody Energy Corp. shares; 80% trigger; via LaSalle Financial Services Inc.; pricing Oct. 26; settlement Oct. 31

• 15.67% reverse convertible notes due April 30, 2008 linked to United States Steel Corp. shares; 80% trigger; via LaSalle Financial Services Inc.; pricing Oct. 26; settlement Oct. 31

• 11.97% reverse convertible notes due April 30, 2008 linked to Valero Energy Corp. shares; 85% trigger; via LaSalle Financial Services Inc.; pricing Oct. 26; settlement Oct. 31

CITIGROUP FUNDING INC.

• Zero-coupon issue of stock market upturn notes linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing and settlement October

• One-year Equity-LinKed Securities (ELKS) linked to Nucor Corp. stock; via Citigroup Global Markets Inc.; pricing in October

• Premium Mandatory Callable Equity-linked Securities (Pacers) linked to equal weights of the PHLX Oil Service Sector index and the S&P GSCI Energy Excess Return index; via Citigroup Global Markets

• Zero-coupon 100% principal-protected notes due in October 2009 linked to a basket that contains equal weights (20%) of the Turkish lira, Hungarian forint, Icelandic krona, Indonesia rupiah and Norwegian krone; via Citigroup Financial Products Inc.; pricing and settlement in October

DEUTSCHE BANK AG, LONDON BRANCH

• 0% principal-protected Asian rainbow notes due Oct. 15 linked to the Australian dollar, Indian rupee, Korean won, Malaysian ringgit and Philippine peso; via Deutsche Bank Securities and Deutsche Bank Trust Co. Americas; pricing Oct. 9; settlement Oct. 15

• Zero-coupon bearish autocallable optimization securities with contingent protection linked to the PHLX Housing Sector index due Oct. 23, 2008; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Oct. 15; settlement Oct. 18

• 0% market contribution securities due Oct. 21, 2010 linked to the Deutsche Bank Liquid Commodity Index - Mean Reversion Total Return; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Oct. 16; settlement Oct. 19

• Zero-coupon 100% principal protection notes due Oct. 30, 2009 linked to the Deutsche Bank Balanced Currency Harvest index; via Deutsche Bank Securities and Deutsche Bank Trust Co. Americas; pricing Oct. 25; settlement Oct. 31

• Zero-coupon 100% principal protection absolute return barrier notes due April 30, 2009 linked to the Russell 2000 index; via Deutsche Bank Securities Inc.; pricing Oct. 25; settlement Oct. 31

• 0% performance-tracking securities due Oct. 31, 2012 linked to UBS Seasonal Exposure Total Return index; via UBS Financial Services Inc. and Deutsche Bank Securities; pricing Oct. 26; settlement Oct. 31

• Zero-coupon 100% principal protection absolute return barrier notes due April 30, 2009 linked to the Russell 2000 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Oct. 26; settlement Oct. 31

• 0% performance securities with partial protection due Oct. 31, 2011 linked to equal weights of the S&P 500, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Oct. 26; settlement Oct. 31

• Zero-coupon market contribution securities due Nov. 2, 2012 linked to the Deutsche Bank Liquid Commodity Index - Mean Reversion Total Return; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Oct. 30; settlement Nov. 2

EKSPORTFINANS ASA

• Zero-coupon foreign-exchange basket notes due Oct. 26, 2012 linked to equal weights of the Turkish lira, Hungarian forint, Russian ruble and Polish zloty; via Banc of America Securities LLC; pricing Oct. 23; settlement Oct. 26

• 25% reverse convertible notes due May 1, 2008 linked to a basket of stocks; 65% trigger; via Natixis Securities North America Inc.; pricing Oct. 26; settlement Oct. 31

• 0% absolute return range notes due April 20, 2009 linked to the S&P 500 index; via Wachovia Capital Markets, LLC; pricing Oct. 29; settlement Nov. 1

• Floating-rate strategic access securities due Feb. 10, 2009 linked to the CBOE S&P 500 BuyWrite (BXM) index; via Wachovia Capital Markets, LLC

• Capped principal-protected notes due 2010 linked to the Dow Jones Euro Stoxx 50 with a 34% weight, FTSE 100 with a 30% weight, Topix with a 27% weight and the Swiss Market with a 9% weight; via Goldman, Sachs & Co.

• Zero-coupon enhanced-participation notes linked to the MSCI EAFE index; via Goldman Sachs & Co

• 0% 12-month binary notes linked to equal weights of the dollar/ruble and euro/ruble exchange rates; via underwriter Goldman, Sachs & Co.

• 11.5% to 12.5% enhanced yield securities with contingent downside protection due May 5, 2008 linked to the common stock of United States Steel Corp.; 75% trigger; via Wachovia Capital Markets, LLC

FORTIS BANK, CAYMAN ISLANDS BRANCH

• 19.25% knock-in reverse convertible securities due April 30, 2008 linked to Advanced Micro Devices Inc. common stock; 75% trigger; via Fortis Bank; pricing Oct. 26; settlement Oct. 31

• 18.25% knock-in reverse convertible securities due April 30, 2008 linked to Apple, Inc. common stock; 80% trigger; via Fortis Bank; pricing Oct. 26; settlement Oct. 31

• 8.1% knock-in reverse convertible securities due April 30, 2008 linked to Deere & Co. common stock; 80% trigger; via Fortis Bank; pricing Oct. 26; settlement Oct. 31

• 10% knock-in reverse convertible securities due April 30, 2008 linked to Dell, Inc. common stock; 80% trigger; via Fortis Bank; pricing Oct. 26; settlement Oct. 31

• 16% knock-in reverse convertible securities due April 30, 2008 linked to Ford Motor Co. common stock; 80% trigger; via Fortis Bank; pricing Oct. 26; settlement Oct. 31

• 13.75% knock-in reverse convertible securities due Oct. 31, 2008 linked to Goldcorp, Inc. common stock; 80% trigger; via Fortis Bank; pricing Oct. 26; settlement Oct. 31

• 9.5% knock-in reverse convertible securities due April 30, 2008 linked to the Goldman Sachs Group, Inc. common stock; 80% trigger; via Fortis Bank; pricing Oct. 26; settlement Oct. 31

• 10.75% knock-in reverse convertible securities due Oct. 31, 2008 linked to Intel, Corp. common stock; 85% trigger; via Fortis Bank; pricing Oct. 26; settlement Oct. 31

• 11.5% knock-in reverse convertible securities due April 30, 2008 linked to Noble, Corp. common stock; 80% trigger; via Fortis Bank; pricing Oct. 26; settlement Oct. 31

GOLDMAN SACHS GROUP INC.

• 0% enhanced-participation notes linked to the iShares MSCI Emerging Markets Index Fund; via Goldman, Sachs & Co.

• 0% leveraged equity index-linked notes due 2008 linked to the S&P 500 index; via Goldman, Sachs & Co.

• 0% index-linked notes due 2010 linked to the S&P 500 index; via Goldman, Sachs & Co.

• 0% leveraged index-linked notes due June 2, 2011 linked to the S&P 500 with a 35% weight and the MISCI EAFE with a 65% weight; via Goldman, Sachs & Co.

• Basket-linked notes due 2008 linked to the S&P 500 with a 60% weight, the MSCI EAFE with a 25% weight, the iShares MSCI Emerging Markets index fund with a 10% weight and the Topix with a 5% weight; via Goldman, Sachs & Co.

HARTFORD LIFE INSURANCE CO.

• Principal-protected medium-term notes due Oct. 29, 2012 linked to the S&P 500 index; via lead agent Bear, Stearns & Co. Inc.; pricing Oct. 24; settlement Oct. 29

HSBC USA INC.

• 12% reverse convertible notes due April 23, 2008 linked to the common stock of Celgene Corp.; 80% trigger; via HSBC Securities (USA) Inc.; pricing Oct. 18; settlement Oct. 23

• 10.5% reverse convertible notes due April 23, 2008 linked to the common stock of Deere & Co.; 80% trigger; via HSBC Securities (USA) Inc.; pricing Oct. 18; settlement Oct. 23

• 26.25% reverse convertible notes due April 23, 2008 linked to the common stock of Echelon Corp.; 75% trigger; via HSBC Securities (USA) Inc.; pricing Oct. 18; settlement Oct. 23

• 11% reverse convertible notes due April 23, 2008 linked to the common stock of Weatherford International Ltd.; 80% trigger; via HSBC Securities (USA) Inc.; pricing Oct. 18; settlement Oct. 23

• 21% annualized down & in worst of reverse convertible notes due Oct. 31, 2008 linked to the stocks of Altria Group, Inc., Citigroup Inc., AT&T Inc., Pfizer Inc., JPMorgan Chase & Co., Merck & Co., Inc., General Electric Co., Verizon Communications Inc., General Motors Corp. and E. I. Du Pont De Nemours and Co.; 60% trigger; via HSBC Securities (USA) Inc.; pricing Oct. 26; settlement Oct. 31

• 0% return optimization securities due April 30, 2009 linked to the Dow Jones Euro Stoxx 50 index with a 35% weight, the FTSE 100 index with a 25% weight, the Nikkei 225 index with a 25% weight, the Swiss Market index with a 5% weight, the S&P/ASX 200 index with a 5% weight and the MSCI Emerging Markets index with a 5% weight; via UBS Financial Services Inc. and HSBC USA Inc.; pricing Oct. 26; settlement Oct. 31

• 22.5% annualized down & in worst of reverse convertible notes due Oct. 31, 2008 linked to the stocks of D.R. Horton, Inc., Pulte Homes, Inc., Lennar Corp., Toll Brothers, Inc. and Centex Corp.; 50% trigger; via HSBC Securities (USA) Inc.; pricing Oct. 26; settlement Oct. 31

• Zero-coupon 100% principal protection absolute return barrier notes due April 30, 2009 linked to the MSCI EAFE index; via UBS Financial Services Inc. and HSBC USA Inc.; pricing Oct. 26; settlement Oct. 31

• 0% principal protection absolute return barrier notes due Oct. 31, 2008 linked to the S&P 500 index; via UBS Financial Services Inc. and HSBC USA Inc.; pricing Oct. 26; settlement Oct. 31

JPMORGAN CHASE & CO.

• 0% buffered return enhanced notes due April 15, 2009 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing Oct. 9; settlement Oct. 12

• 10% reverse exchangeable notes due Oct. 17, 2008 linked to AT&T Inc. common stock; via J.P. Morgan Securities Inc.; pricing Oct. 12; settlement Oct. 17

• 9% reverse exchangeable notes due Oct. 17, 2008 linked to Citigroup Inc. common stock; via J.P. Morgan Securities Inc.; pricing Oct. 12; settlement Oct. 17

• 10% reverse exchangeable notes due April 17, 2008 linked to Costco Wholesale Corp. common stock; via J.P. Morgan Securities Inc.; pricing Oct. 12; settlement Oct. 17

• 10.50% reverse exchangeable notes due April 17, 2008 linked to EMC Corp. common stock; via J.P. Morgan Securities Inc.; pricing Oct. 12; settlement Oct. 17

• 13.50% reverse exchangeable notes due April 17, 2008 linked to General Motors Corp. common stock; via J.P. Morgan Securities Inc.; pricing Oct. 12; settlement Oct. 17

• 11.50% reverse exchangeable notes due April 17, 2008 linked to Washington Mutual, Inc. common stock; via J.P. Morgan Securities Inc.; pricing Oct. 12; settlement Oct. 17

• 100% principal-protected notes due April 18, 2013 linked to the Dow Jones - AIG Commodity index; via J.P. Morgan Securities Inc.; pricing Oct. 15; settlement Oct. 18

• Zero-coupon principal-protected notes due Oct. 18, 2012 linked an equally weighted basket consisting of the Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via J.P. Morgan Securities Inc.; pricing Oct. 15; settlement Oct. 18

• Zero-coupon principal-protected notes due April 20, 2009 linked to the performance of a basket consisting of equal weights (25%) of the Brazilian real, Indian rupee, Mexican peso and new Turkish lira; via J.P. Morgan Securities Inc.; pricing Oct. 15; settlement Oct. 18

• Zero-coupon principal-protected notes due April 18, 2013 linked an equally weighted basket consisting of the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500 indexes; via J.P. Morgan Securities Inc.; pricing Oct. 15; settlement Oct. 18

• 0% lesser index return enhanced notes due Nov. 24, 2008 linked to the Topix and Nikkei 225 indexes; via J.P. Morgan Securities Inc.; pricing Oct. 19; settlement Oct. 24

• 22% annualized reverse exchangeable notes due April 25, 2008 linked to the Dow Jones Industrial Average index; 60% trigger; via J.P. Morgan Securities Inc.; pricing Oct. 23; settlement Oct. 25

• 0% principal-protected notes due Oct. 31, 2012 linked to Dow Jones Euro Stoxx 50 index, Nikkei 225 index and S&P 500 index; via J.P. Morgan Securities Inc.; pricing Oct. 26; settlement Oct. 31

• 0% principal-protected notes due April 30, 2013 linked to Dow Jones Euro Stoxx 50 index, Nikkei 225 index and S&P 500 index; via J.P. Morgan Securities Inc.; pricing Oct. 26; settlement Oct. 31

• 0% buffered return enhanced notes due Nov. 30, 2012 linked to Russell 1000 Growth index and Russell 1000 Value index; via J.P. Morgan Securities Inc.; pricing Nov. 19; settlement Nov. 26

LEHMAN BROTHERS HOLDINGS INC.

• Zero-coupon 100% principal protection notes due Oct. 30, 2009 linked to equal weights of the Chinese renminbi, Indonesian rupiah, Indian rupee and Philippine peso; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing Oct. 25; settlement Oct. 31

• 0% return optimization securities due April 30, 2009 linked to the Dow Jones Euro Stoxx 50 index; via Lehman Brothers Inc.; pricing Oct. 26; settlement Oct. 31

• Zero-coupon principal-protected notes with enhanced participation due May 1, 2009 linked to equal weights of the Indonesian rupiah, Indian rupee, Malaysian ringgit and Singaporean dollar; via Lehman Brothers Inc.; pricing Oct. 26; settlement Nov. 1

• Principal-protected enhanced participation notes due Nov. 1, 2010 linked to light sweet crude oil, weighted at 20%, and heating oil, copper, nickel, zinc, gold, platinum, corn and wheat, each weighted at 10%; via Lehman Brothers Inc.; pricing Oct. 26; settlement Nov. 1

• 0% return optimization securities due April 30, 2009 linked to the Nasdaq 100 index; via Lehman Brothers Inc.; pricing Oct. 26; settlement Oct. 31

• 0% return optimization securities due April 30, 2009 linked to the Nikkei 225 index; via Lehman Brothers Inc.; pricing Oct. 26; settlement Oct. 31

• 0% return optimization securities due April 30, 2009 linked to the S&P 500 index; via Lehman Brothers Inc.; pricing Oct. 26; settlement Oct. 31

• 100% principal protection absolute return barrier notes due April 30, 2009 linked to S&P 500 index; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing Oct. 26; settlement Oct. 31

• Zero-coupon two-year principal-protected Foreign Exchange notes linked to the performance of four currency baskets versus the dollar; First basket includes long positions in the Brazilian real (33.34% weight), Argentine peso (33.33% weight) and Mexican peso (33.33% weight); Second basket includes equal weights (25%) of long positions in Turkish lira, Hungarian forint, Israeli shekel and Russian ruble; Third basket includes equal weights (25%) of long positions in Indonesian rupiah, Singapore dollar, Malaysian ringgit and Indian rupee; Fourth basket includes long positions in 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.

• 0% three-year notes linked to the Dow Jones - AIG Commodity Index Excess Return; via Lehman Brothers Inc.

• Three-year zero-coupon equity and currency-linked basket notes linked to the Indian rupee and the S&P CNX Nifty index; via Lehman Brothers Inc.

• Two-year zero-coupon equity and currency-linked basket notes linked to the Indian rupee and the S&P Nifty index; via Lehman Brothers Inc.

• One-year capped participation notes linked to gold; via Lehman Brothers Inc.

• Two-year capped participation notes linked to gold; via Lehman Brothers Inc.

• 0% three-year notes linked to the Lehman Brothers Commodity Index Equal Weight Excess Return; via Lehman Brothers Holdings Inc.

MERRILL LYNCH & CO., INC.

• 0% Accelerated Return Notes due January 2009 linked to the Rogers International Commodity index; via Merrill Lynch & Co.; pricing in October; settlement in November

• 0% Accelerated Return Bear Market Notes due January 2009 linked to the Russell 3000 index; via Merrill Lynch & Co.; pricing in October; settlement in October or November

• 0% Accelerated Return Notes due January 2009 linked to the S&P 100 index; via Merrill Lynch & Co.; pricing in October; settlement in November

• 0% Accelerated Return Notes due January 2009 linked to the S&P MidCap 400 index; via Merrill Lynch & Co.; pricing in October; settlement in November

MORGAN STANLEY

• 8% to 9% reverse convertible securities (RevCons) due April 17, 2008 linked to Intel Corp.; via Morgan Stanley & Co. Inc.; 80% trigger; pricing Oct. 12; settlement Oct. 17

• 8.5% to 9.5% reverse convertible securities (RevCons) due April 17, 2008 linked to Noble Energy, Inc.; via Morgan Stanley & Co. Inc.; 80% trigger; pricing Oct. 12; settlement Oct. 17

• 14% to 15% reverse convertible securities (RevCons) due April 17, 2008 linked to Wynn Resorts, Ltd.; via Morgan Stanley & Co. Inc.; 80% trigger; pricing Oct. 12; settlement Oct. 17

• Protected fund-linked securities due Nov. 7, 2014 linked to the 2007-2 Dynamic Reference index; via Morgan Stanley & Co. Inc.; pricing and settlement in October

• 0% Performance Leveraged Upside Securities (PLUS) due Jan. 20, 2009 linked to the Barron's 400 index; via Morgan Stanley & Co. Inc.; pricing and settlement in October

• 0% Performance Leveraged Upside Securities (PLUS) due Nov. 20, 2008 linked to the Dow Jones - AIG Commodity index; via Morgan Stanley & Co. Inc.; pricing and settlement in October

• 0% Performance Leveraged Upside Securities (PLUS) due Nov.18, 2008 linked to the Dow Jones Industrial Average index; via Morgan Stanley & Co. Inc.; pricing and settlement in October

• 0% Performance Leveraged Upside Securities (PLUS) due Nov.18, 2008 linked to the Nasdaq 100 index; via Morgan Stanley & Co. Inc.; pricing and settlement in October

• 0% Performance Leveraged Upside Securities (PLUS) due Nov.18, 2008 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing and settlement in October

• 15% Stock Participation Accreting Redemption Quarterly-pay Securities (Sparqs) due Nov. 20, 2008 linked to the common stock of Research in Motion Ltd.; via Morgan Stanley & Co. Inc.; pricing and settlement in October

• 0% Bear Market Performance Leveraged Upside Securities (PLUS) due Nov. 20, 2008 inversely linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing and settlement in October

• Zero-coupon 100% capital-protected notes due Oct. 30, 2009 linked to a basket consisting of equal weights (16.6667%) of the Brazilian real, Chinese renminbi, Hungarian forint, Indian rupee, Mexican peso and Turkish lira; via Morgan Stanley & Co. Inc.; pricing in October; settlement in November

• 0% Performance Leveraged Upside Securities (PLUS) due Oct. 20, 2008 linked to the Financial Select Sector SPDR Fund 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 Oct. 26; settlement Oct. 31

• Principal-protected notes due Oct. 31, 2012 linked to the S&P 500 index with a 33.3333% weight, the Dow Jones Euro Stoxx 50 index with a 33.3333% weight and the Nikkei 225 Stock Average with a 33.3334% weight; via RBC Capital Markets Corp.; pricing Oct. 29; settlement Oct. 31

UBS AG

• 8.9% to 9.9% yield optimization notes with contingent protection due Oct. 30, 2008 linked to the common stock of Caterpillar Inc.; 75% trigger; via UBS Investment Bank and UBS Financial Services Inc.; pricing Oct. 25; settlement Oct. 31

• 9.55% to 10.55% yield optimization notes with contingent protection due Oct. 30, 2008 linked to the common stock of Citigroup Inc.; 75% trigger; via UBS Investment Bank and UBS Financial Services Inc.; pricing Oct. 25; settlement Oct. 31

• 8.8% to 9.8% yield optimization notes with contingent protection due Oct. 30, 2008 linked to the common stock of Hewlett-Packard Co.; 75% trigger; via UBS Investment Bank and UBS Financial Services Inc.; pricing Oct. 25; settlement Oct. 31

• 7.75% to 8.75% yield optimization notes with contingent protection due Oct. 30, 2008 linked to the common stock of Pfizer Inc.; 75% trigger; via UBS Investment Bank and UBS Financial Services Inc.; pricing Oct. 25; settlement Oct. 31

• 0% Performance securities with partial protection due Oct. 31, 2011 linked to the Dow Jones Euro Stoxx 50 (35% weight), FTSE 100 (25% weight), Nikkei 225 (25% weight), Swiss Market (5% weight), S&P/ASK 200 (5% weight) and MSCI Emerging Markets (5% weight) indexes; via UBS Financial Services, Inc. and UBS Investment Bank; pricing Oct. 26; settlement Oct. 31

• 0% contingent protection securities due Oct. 31, 2012 linked to an international index basket; via UBS Investment Bank and UBS Financial Services Inc.; 50% trigger; pricing Oct. 26; settlement Oct. 31

• 0% return optimization securities due April 30, 2009 linked to UBS Bloomberg Maturity Commodity Index Excess Return; via UBS Investment Bank and UBS Financial Services Inc.; pricing Oct. 26; settlement Oct. 31

• Zero-coupon 100% principal-protected notes due May 6, 2011 linked to the UBS Bloomberg Constant Maturity Commodity Index Excess Return; via UBS Investment Bank; pricing Oct. 31; settlement Nov. 7

• Zero-coupon 100% principal protection notes linked to a basket containing the Dow Jones Euro Stoxx 50 index with a 35% weight, the FTSE 100 index with a 25% weight, the Nikkei 225 index with a 25% weight, the Swiss Market index with a 5% weight, the S&P/ASX 200 index with a 5% weight and the MSCI Emerging Markets index with a 5% weight ; via UBS Investment Bank and UBS Financial Services Inc.; pricing in October

WACHOVIA CORP.

• 0% enhanced growth securities due July 5, 2011 linked to equal weights of the Dow Jones Euro Stoxx 50, FTSE 100, MSCI Taiwan and Nikkei 225 indexes; via Wachovia Securities

• 14% to 15% % enhanced yield securities due June 5, 2008 linked to Ford Motor Co. common stock; via Wachovia Capital Markets, LLC

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