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Published on 5/4/2007 in the Prospect News Structured Products Daily.

Structured Products Calendar

ABN AMRO BANK NV

• 10.5% Knock-in Reverse Exchangeable Securities S-Notes due May 30, 2008 linked to CB Richard Ellis Group, Inc. stock; 75% trigger; via ABN Amro Inc.; pricing May 24; settlement May 31

• 17.75% Knock-in Reverse Exchangeable Securities S-Notes due May 30, 2008 linked to Elan Corp., plc stock; 70% trigger; via ABN Amro Inc.; pricing May 24; settlement May 31

• 11% Knock-in Reverse Exchangeable Securities S-Notes due May 30, 2008 linked to Ford Motor Co. stock; 70% trigger; via ABN Amro Inc.; pricing May 24; settlement May 31

• 10.25% Knock-in Reverse Exchangeable Securities S-Notes due May 30, 2008 linked to JDS Uniphase Corp. stock; 70% trigger; via ABN Amro Inc.; pricing May 24; settlement May 31

• 13.5% Knock-in Reverse Exchangeable Securities S-Notes due May 30, 2008 linked to JetBlue Airways Corp. stock; 70% trigger; via ABN Amro Inc.; pricing May 24; settlement May 31

• 10.75% Knock-in Reverse Exchangeable Securities S-Notes due May 30, 2008 linked to Joy Global Inc. stock; 70% trigger; via ABN Amro Inc.; pricing May 24; settlement May 31

• 12.25% Knock-in Reverse Exchangeable Securities S-Notes due May 30, 2008 linked to Krispy Kreme Doughnuts, Inc. stock; 70% trigger; via ABN Amro Inc.; pricing May 24; settlement May 31

• 10.5% Knock-in Reverse Exchangeable Securities S-Notes due May 30, 2008 linked to McMoRan Exploration Co. stock; 75% trigger; via ABN Amro Inc.; pricing May 24; settlement May 31

• 10.75% Knock-in Reverse Exchangeable Securities S-Notes due May 30, 2008 linked to NYSE Group, Inc. stock; 75% trigger; via ABN Amro Inc.; pricing May 24; settlement May 31

• 20% annualized Knock-in Reverse Exchangeable Securities S-Notes due Aug. 31, 2007 linked to Parker Drilling Co. stock; 80% trigger; via agent ABN Amro Inc. and distributor AAM; pricing May 24; settlement May 31

• 11.7% Knock-in Reverse Exchangeable Securities S-Notes due May 30, 2008 linked to Silver Wheaton Corp. stock; 70% trigger; via ABN Amro Inc.; pricing May 24; settlement May 31

• 20% annualized Knock-in Reverse Exchangeable Securities S-Notes due Aug. 31, 2007 linked to Visteon Corp. stock; 80% trigger; via agent ABN Amro Inc. and distributor AAM; pricing May 24; settlement May 31

• 20% annualized Knock-in Reverse Exchangeable Securities S-Notes due Aug. 31, 2007 linked to W.R. Grace & Co. stock; 80% trigger; via agent ABN Amro Inc. and distributor AAM; pricing May 24; settlement May 31

BANK OF AMERICA

• 0% unsecured senior notes due Aug. 25, 2008 structured as Strategic Equity Exposure Performance Linked Securities (Steepls) linked to a basket containing equal weights of the S&P 500 index, the Dow Jones Euro Stoxx 50 index and the Nikkei 225 index; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing May 22

• 0% return-linked notes linked to equal weights of the S&P 500 index, the Dow Jones Euro Stoxx 50 index and the Nikkei 225 index; via Banc of America Securities LLC and Banc of America Investment Services; pricing and settlement in May

BARCLAYS BANK PLC

• 13.5% reverse convertibles due Nov. 15, 2007 linked to Alaska Air Group Inc. stock; via Barclays Capital; pricing May 11; settlement May 16

• 20% reverse convertible notes due Nov. 28, 2007 linked to AMR Corp. stock; 85% trigger; via Barclays Capital; pricing May 24; settlement May 30

• 14.5% reverse convertibles due Aug. 29, 2007 linked to AK Steel Holding Corp. stock; via Barclays Capital; pricing May 24; settlement May 31

• 11.35% reverse convertibles due Nov. 28, 2007 linked to Boston Scientific Corp. stock; via Barclays Capital; pricing May 24; settlement May 31

• 100% principal protected notes due May 29, 2009 linked to basket containing equal weights of the Brazilian real, Turkish lira and Indian rupee; via Barclays Capital; pricing May 24; settlement May 30

• 11% reverse convertibles due May 29, 2008 linked to Broadcom Corp.; via Barclays Capital; pricing May 24; settlement May 31

• 13.4% reverse convertibles due Nov. 28, 2007 linked to Coldwater Creek Inc. stock; via Barclays Capital; pricing May 24; settlement May 31

• 14.5% reverse convertibles due Nov. 28, 2007 linked to Crocs, Inc. stock; via Barclays Capital; pricing May 24; settlement May 31

• 9.25% reverse convertibles due May 29, 2008 linked to Deere & Co.; via Barclays Capital; pricing May 24; settlement May 31

• 0% Buffered Super Track Notes due May 30, 2012 linked to an equally weighted basket consisting of the Dow Jones Euro Stoxx 50, MSCI Taiwan, Nikkei 225 and S&P 500 indexes; via Barclays Capital; pricing May 24; settlement May 30

• 17% reverse convertibles due Nov. 28, 2007 linked to General Motors Corp. stock; via Barclays Capital; pricing May 24; settlement May 31

• 9.25% reverse convertible notes due May 29, 2008 linked to Halliburton Co. common stock; 85% trigger; pricing May 24; settlement May 30

• 9.25% reverse convertible notes due Nov. 28, 2007 linked to Lehman Brothers Holdings Inc. stock; 85% trigger; via Barclays Capital; pricing May 24; settlement May 30

• 11.1% reverse convertible notes due May 29, 2008 linked to Nucor Corp. common stock; 75% trigger; pricing May 24; settlement May 30

• 9.5% reverse convertibles due May 29, 2008 linked to the Pep Boys - Manny, Moe & Jack; via Barclays Capital; pricing May 24; settlement May 31

• 10.25% reverse convertibles due May 29, 2008 linked to Southwestern Energy Co.; via Barclays Capital; pricing May 24; settlement May 31

• 0% Super Track Notes due May 30, 2012 linked to the S&P 500 index; via Barclays Capital; pricing May 24; settlement May 30

• 0% Super Track notes due June 27, 2008 linked to the S&P 500 index; via Barclays Capital; pricing May 24; settlement May 30

• 11.4% reverse convertibles due Nov. 28, 2007 linked to Time Warner Telecom Inc. stock; via Barclays Capital; pricing May 24; settlement May 31

• 10.5% reverse convertibles due May 29, 2008 linked to WebMD Health Corp.; via Barclays Capital; pricing May 24; settlement May 31

• Zero-coupon iPath exchange-traded notes due 2037 linked to the CBOE S&P 500 Buy Write index; via Barclays Capital

• iPath exchange-traded notes due 2037 linked to the Japanese yen/dollar exchange rate; via Barclays Capital

THE BEAR STEARNS & COS. INC.

• 0% accelerated market participation securities due November 2008 linked to the Nikkei 225 index; via Bear, Stearns & Co. Inc.; pricing and settlement in May

• 0% accelerated market participation securities due May 2008 linked to the S&P 500; via Bear, Stearns & Co. Inc.; pricing and settlement in May

CITIGROUP FUNDING INC.

• 11/2-year Premium mandatory Callable Equity-linked securities (Pacers) linked to eBay Inc. stock; via Citigroup Global Markets Inc.; pricing in May

• 7.5% to 8.5% notes due 2008 in the Equity LinKed Securities (ELKS) structure linked to the common stock of Lowe's Cos., Inc.; 80% trigger; via Citigroup Global Markets Inc.; pricing in May

• Stock Market Upturn Notes due 2008 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing in May

• 0% principal-protected notes due 2010 linked to light sweet crude oil, aluminum, copper and gold, weightings to be determined; via Citigroup

DEUTSCHE BANK AG, LONDON BRANCH

• Principal-protected CMS slope steepener notes due May 15, 2022 linked to the 30-year constant maturity swap (CMS) rate over the 10-year CMS rate; via Deutsche Bank Securities, Inc. and Deutsche Bank Trust Co. Americas; pricing May 10; settlement May 15

• 0% performance securities with contingent protection due May 31, 2012 linked to the Dow Jones Euro Stoxx 50 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 24; settlement May 31

• 0% principal-protected notes due May 31, 2011 linked to the S&P 500 (33.4% weight), Dow Jones Euro Stoxx 50 (33.33% weight) and Nikkei 225 (33.33% weight) indexes; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 24; settlement May 31

• 0% performance securities with contingent protection due May 31, 2012 linked to the Hang Seng China Enterprises index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 24; settlement May 31

• 0% performance securities with partial protection expected to mature May 28, 2010 linked to an equally weighted Asian index basket consisting of the Hang Seng China Enterprises Index, Nikkei 225, Korea Stock Price Index 200 and MSCI Singapore Index; via UBS Financial Services Inc., Deutsche Bank Securities Inc.; pricing May 24; settlement May

• 0% performance securities with contingent protection due May 31, 2012 linked to the Nikkei 225 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 24; settlement May 31

• 0% performance securities with contingent protection due May 31, 2012 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 24; settlement May 31

• Zero-coupon principal-protected absolute return barrier notes due Nov. 28, 2008 linked to the Russell 2000; via UBS Financial Services Inc., Deutsche Bank Securities Inc.; pricing May 24; settlement May 31

• 0% principal-protected securities due May 29, 2009 linked to the Deutsche Bank Balanced Currency Harvest index; via Deutsche Bank Securities and Deutsche Bank Trust Co. Americas; pricing May 25; settlement May 31

EKSPORTFINANS ASA

• 0% exchangeable notes due May 25, 2010 Linked to the S&P 500 Composite Stock Price (40% weight), MSCI EAFE (25% weight), S&P MidCap 400 (20% weight) and Russell 2000 (15% weight) indexes; via Wachovia Capital Markets, LLC

• 0% enhanced participation notes due 2008 linked to the Topix index; via Goldman, Sachs & Co.

THE GOLDMAN SACHS GROUP INC.

• 0% enhanced-participation buffer notes linked to the MSCI World index; via Goldman, Sachs & Co.

• 0% enhanced total return notes due 2037 linked to the S&P GSCI Enhanced Commodity Total Return Strategy Index; via Goldman, Sachs & Co.

HARRIS NA

• 0% principal-protected positive outperformance certificates of deposit due May 31, 2011 linked to the performance of the S&P 100 index over the Russell 2000 index; pricing May 25; settlement May 31

HARTFORD LIFE INSURANCE CO.

• 0% principal-protected notes due May 21, 2014 linked to the S&P 500 index; via Bear, Stearns & Co. Inc. (lead); pricing May 16; settlement May 21

HSBC BANK USA NA, NEW YORK BRANCH

• Far East opportunity point-to-point certificates of deposit due May 31, 2012 linked to equal weights of the Nikkei 225, Hong Kong Hang Seng China Enterprises, Morgan Stanley Capital International Taiwan and Morgan Stanley Capital International Singapore Cash indexes; via LaSalle Bank NA; pricing May 25 settlement May 31

JPMORGAN CHASE & CO.

• 0% lesser index annual review notes due May 19, 2010 linked to the S&P 500 and the Nikkei 225 indexes; via J.P. Morgan Securities Inc.; pricing May 7; settlement May 10

• 0% lesser index return enhanced notes due June 16, 2008 linked to the Nikkei 225 and Topix indexes; via J.P. Morgan Securities Inc.; pricing May 11; settlement May 16

• 0% return enhanced notes due July 23, 2008 linked to the Russell 2000 index relative to the performance of the S&P 500 index; via J.P. Morgan Securities Inc.; pricing May 11; settlement May 16

• 0% buffered return enhanced notes due Dec. 17, 2008 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing May 11; settlement May 16

• 100% principal-protected notes due Nov. 28, 2008 linked to an equally weighted basket consisting of the Australian dollar, Canadian dollar, euro and Japanese yen, against the performance of the dollar; via J.P. Morgan Securities Inc.; pricing May 24; settlement May 30

• 100% principal-protected notes due Nov. 28, 2008 linked to an equally weighted basket consisting of the Brazilian real, Indian rupee, Mexican peso and New Turkish lira, against the performance of the dollar; via J.P. Morgan Securities Inc.; pricing May 24; settlement May 30

• 100% principal-protected notes due Nov. 30, 2012 linked to the Dow Jones - AIG Commodity Index; via J.P. Morgan Securities Inc.; pricing May 24; settlement May 30

• 100% principal-protected notes due Nov. 28, 2008 linked to a basket consisting of the Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via J.P. Morgan Securities Inc.; pricing May 24; settlement May 30

• 0% buffered return enhanced notes due May 27, 2010 linked to equal weights of the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500 indexes; via J.P. Morgan Securities Inc.; pricing May 24; settlement May 30

• 0% principal-protected notes due May 31, 2011 linked to a basket containing equal weights of the Dow Jones Euro Stoxx 50 index, the Nikkei 225 index and the S&P 500 index; pricing May 24; settlement May 30

• 0% buffered return enhanced notes due May 27, 2010 linked to a basket consisting of the S&P 500 (30% weight), Nikkei 225 (30% weight), Dow Jones Euro Stoxx 50 (30% weight) and iShares MSCI Emerging Markets Index (10% weight); via J.P. Morgan Securities Inc.; pricing May 24; settlement May 30

• 0% principal-protected notes due May 29, 2009 linked to the U.S. Dollar index; via J.P. Morgan Securities Inc.; pricing May 24; settlement May 30

LEHMAN BROTHERS HOLDINGS INC.

• 0% buffered return enhanced notes due Nov. 24, 2010 linked to GSCI Agriculture Excess Return index (20% weight), the GSCI Livestock Excess Return index (10% weight), light sweet crude oil (15% weight), Henry Hub natural gas (10% weight), high grade primary aluminum (7% weight), grade A copper (7% weight), primary nickel (6% weight), RBOB gasoline (5% weight), No. 2 fuel heating oil (5% weight), special high grade zinc (5% weight), standard lead (5% weight) and gold (5% weight); via Lehman Brothers Inc.; pricing May 17; settlement May 24

• Constant maturity swap callable spread daily accrual notes due May 31, 2022; via Lehman Brothers Inc. and UBS Financial Services Inc.; pricing May 23; settlement May 31

• 100% principal-protected callable daily range accrual notes due May 31, 2009 linked to the 10-year constant maturity U.S. Treasury (CMT) rate; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing May 23; settlement May 31

• 0% buffered return participation notes due June 1, 2010 linked to a basket consisting of the Dow Jones Euro Stoxx 50 (33.927% weight), the FTSE 100 (33.836% weight), the Nikkei 225 (22.627% weight) and S&P/ASX 200 (9.61% weight); via Lehman Brothers Inc.; pricing May 23; settlement May 31

• 100% principal protection notes due May 29, 2009 linked to a basket consisting of equal weights of the Chinese renminbi, the Indonesian rupiah, the Indian rupee and the Philippine peso; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing May 24; settlement May 31

• Steepener notes due May 31, 2012 linked to the 30-year and 10-year Constant Maturity Swap (CMS) rates; via Lehman Brothers Inc.; pricing May 25; settlement May 31

• 0% buffered return participation notes due June 1, 2010 linked to the Dow Jones Euro Stoxx 50 with a 33.927% weight, the FTSE 100 with a 33.836% weight, the Nikkei 225 with a 22.627% weight and the S&P/ASX 200 with a 9.610% weight; via Lehman Brothers Inc.; pricing May 25; settlement May 31

• 100% principal-protected three-month Foreign Exchange (FX) Digital Notes linked to the Brazilian real/dollar spot exchange rate; via Lehman Brothers Inc.

• 100% principal-protected three-month Double Conditional Range Notes linked to the British sterling pound/dollar and Canadian dollar/dollar spot exchange rates; via Lehman Brothers Inc.

• 100% principal-protected three-year bonus notes linked to an equally weighted base metals basket including grade A copper, primary nickel, special high-grade zinc and high-grade aluminum; via Lehman Brothers Inc.

• Three-month Double Conditional Range Notes linked to the British pounds sterling/dollar spot exchange rate and the Canadian dollar/dollar spot exchange rate; via Lehman Brothers Inc.

• Two-year 100% principal-protected notes linked to the Israeli shekel; via Lehman Brothers Inc.

MERRILL LYNCH & CO., INC.

• 0% buffered return enhanced notes due May 23, 2008 linked to the Nikkei 225 index; via J.P. Morgan Securities Inc.; pricing May 11; settlement May 16

• 0% buffered return enhanced notes due Aug. 20, 2008 linked to the FTSE 100 index; via J.P. Morgan Securities Inc.; pricing May 11; settlement May 16

• Zero-coupon principal-protected notes due June 2008 linked to equal weights of the Brazilian real, Russian ruble, India rupee and Chinese renminbi, all against the dollar; via Merrill Lynch; settlement in May

• 0% principal-protected notes due May 2022 linked to the 30-year and two-year Constant Maturity Swap (CMS) rates; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing and settlement in May

• 0% Market Index Target-Term Securities (Mitts) due 2012 linked to equal weights of the FTSE/Xinhua China 25 and Hang Seng indexes; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing and settlement in May

• 0% Accelerated Return Notes due July 2008 linked to the Greater China Index basket, which includes the FTSE/Xinhua China 25 and Hang Seng indexes; via Merrill Lynch & Co.; settlement in May

• 0% Accelerated Return Bear Market Notes due July 2008 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing and settlement in May

• 0% Merrill Lynch Long Short Notes due February 2008 linked to the S&P Asia 50/Nasdaq 100 Long Short Index - Series XIII; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing and settlement in May

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

MORGAN STANLEY

• 11.05% reverse convertible securities (RevCons) due May 16, 2008 linked to Freeport-McMoRan Copper & Gold, Inc. stock; 75% trigger; via Morgan Stanley & Co. Inc.; pricing May 11; settlement May 16

• 9.7% reverse convertible securities (RevCons) due May 16, 2008 linked to Norfolk Southern Corp. stock; 80% trigger; via Morgan Stanley & Co. Inc.; pricing May 11; settlement May 16

• 9% reverse convertible securities (RevCons) due May 16, 2008 linked to Western Union Co. stock; 85% trigger; via Morgan Stanley & Co. Inc.; pricing May 11; settlement May 16

• 10.1% reverse convertible securities (RevCons) due May 16, 2008 linked to Whole Foods Market Inc. stock; 85% trigger; via Morgan Stanley & Co. Inc.; pricing May 11; settlement May 16

• Protected buy-write securities due May 25, 2012 linked to the 2007-3 Dynamic Reference index; via Morgan Stanley & Co. Inc.; pricing and settlement in May

• 0% notes due June 30, 2008 in the Performance Leveraged Upside Securities (PLUS) structure linked to the Dow Jones - AIG Commodity index; via Morgan Stanley & Co. Inc.; pricing and settlement in May

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

• 0% Performance Leveraged Upside Securities (PLUS) due June 20, 2008 linked to the iShares MSCI Emerging Markets Index Fund; via Morgan Stanley & Co. Inc.; pricing and settlement in May

• 9% Stock Participation Accreting Redemption Quarterly-pay Securities (Sparqs) due June 20, 2008 mandatorily exchangeable for Lyondell Chemical Co. common stock; via Morgan Stanley & Co. Inc.; pricing and settlement in May

• 0% Trigger Performance Leveraged Upside Securities (PLUS) due May 20, 2012 linked to the MSCI EAFE index; 70% trigger; via Morgan Stanley & Co. Inc.; pricing and settlement in May

• 0% Performance Leveraged Upside Securities (PLUS) due June 20, 2008 linked to the Nasdaq 100 index; via Morgan Stanley & Co. Inc.; pricing and settlement in May

• 11% to 12% reverse convertible securities (RevCons) due May 31, 2008 linked to the common stock of Netflix, Inc.; 80% trigger; via Morgan Stanley & Co. Inc.; pricing and settlement in May

• 0% notes due May 11, 2009 in the buffered Performance Leveraged Upside Securities (PLUS) structure linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing and settlement in May

• 100% principal-protected capital appreciation notes due June 26, 2017 linked to the common stocks of 130 companies; via Morgan Stanley

• 0% currency-linked capital-protected notes due Nov. 30, 2009 linked to the Brazilian real, Chinese renminbi, Hungarian forint, Indian rupee Mexican peso and Turkish lira, all equally weighted; via Morgan Stanley & Co. Inc.

• 0% auto-callable securities due Dec. 9, 2008 linked to the KBW Mortgage Finance index; via Morgan Stanley & Co. Inc.

RABOBANK, NA

• 33% knock-in reverse convertible notes due Aug. 16, 2007 linked to InterOil Corp. stock; 80% trigger; via LaSalle (distributor); pricing May 11; settlement May 16

• 16% knock-in reverse convertible notes due Aug. 16, 2007 linked to NutriSystem, Inc. stock; 80% trigger; via LaSalle (distributor); pricing May 11; settlement May 16

• 12% knock-in reverse convertible notes due Nov. 16, 2007 linked to NYSE Euronext, Inc. stock; 80% trigger; via LaSalle (distributor); pricing May 11; settlement May 16

• 12% knock-in reverse convertible notes due May 30, 2008 linked to General Motors Corp. stock; 70% trigger; via LaSalle (distributor); pricing May 24; settlement May 30

• 9.2% knock-in reverse convertible notes due May 30, 2008 linked to Hewlett-Packard Co. stock; 85% trigger; via LaSalle (distributor); pricing May 24; settlement May 30

• 10.35% knock-in reverse convertible notes due May 30, 2008 linked to Peabody Energy Corp. stock; 80% trigger; via LaSalle (distributor); pricing May 24; settlement May 30

• 15.5% knock-in reverse convertible notes due May 30, 2008 linked to Vertex Pharmaceuticals Inc. stock; 65% trigger; via LaSalle (distributor); pricing May 24; settlement May 30

• 107.5% principal-protected certificates of deposit linked to equal weights of the MSCI Taiwan, the Dow Jones Euro Stoxx 50, the Nikkei 225 and the S&P 500 indexes; via distributor LaSalle Bank NA; pricing May 24; settlement May 30

ROYAL BANK OF CANADA

• Zero-coupon principal-protected booster notes due May 31, 2012 linked to copper with a 30% weight, nickel with a 30% weight, zinc with a 30% weight and crude oil with a 10% weight; via RBC Capital Markets Corp.; settlement on May 31

SG STRUCTURED PRODUCTS INC.

• 0% notes due May 29, 2012 linked to the SGI Fed Model US index; via LaSalle Financial Services, Inc.; pricing May 21; settlement May 25

• 0% Commodities Booster Plus Notes series 2007-3 due May 30, 2012 linked to equal weights of light sweet crude oil, grade A copper, primary nickel, special high-grade zinc and primary aluminum; via LaSalle Financial Services, Inc.; pricing May 24; settlement May 30

UBS AG

• 9.25% to 10.25% yield optimization notes with contingent protection due May 30, 2008 linked to Abode Systems Inc. stock; 75% trigger; via UBS Investment Bank and UBS Financial Services Inc.; pricing May 24; settlement May 31

• Call warrants expiring May 21, 2009 linked to the common stock of AMB Property Corp. (6.67% weight), Expeditors International of Washington Inc. (6.67% weight), FedEx Corp. (6.67% weight), United Technologies Corp. (6.67% weight), the Goldman Sachs Group (6.67% weight), Goodrich Corp. (6.67% weight), Nike Inc. (6.67% weight), Proctor & Gamble Co. (6.67% weight), Starbucks Corp. (6.66% weight) and Aflac Inc. (6.66% weight) and the American Depositary shares of Infosys Technologies Ltd. (6.67% weight), Rio Tinto plc (6.67% weight), Nokia Corp. (6.66% weight), China Mobile Ltd. (6.66% weight) and Melco PBL Entertainment Macau Ltd. (6.66% weight); via UBS Investment Bank and UBS Financial Services Inc.; pricing May 24

• 10.5% to 11.5% yield optimization notes with contingent protection due May 30, 2008 linked to Apple Inc. stock; 75% trigger; via UBS Investment Bank and UBS Financial Services Inc.; pricing May 24; settlement May 31

• 0% performance tracking securities due May 31, 2012 linked to the CBOE S&P Buy Write (BXM) index; via UBS Investment Bank and UBS Financial Services Inc.; pricing May 24; settlement May 31

• 0% return optimization securities due Nov. 28, 2008 linked to the Dow Jones Euro Stoxx 50 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing May 24; settlement May 31

• 0% autocallable return optimization securities with contingent protection due June 2, 2008 linked to the euro/dollar exchange rate; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 24

• 8% to 9% yield optimization notes with contingent protection due May 30, 2008 linked to the Goldman Sachs Group Inc. stock; 75% trigger; via UBS Investment Bank and UBS Financial Services Inc.; pricing May 24; settlement May 31

• 0% return optimization securities due Nov. 28, 2008 linked to the Nasdaq 100 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing May 24; settlement May 31

• 0% return optimization securities due Nov. 28, 2008 linked to the Nikkei 225 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing May 24; settlement May 31

• 0% return optimization securities due Nov. 28, 2008 linked to the S&P 500 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing May 24; settlement May 31

• Zero-coupon principal-protection absolute return barrier notes due Nov. 28, 2008 linked to the S&P 500 index; via UBS Securities LLC and UBS Financial Services Inc.; pricing May 24; settlement May 31

• 9.75% to 10.75% yield optimization notes with contingent protection due May 30, 2008 linked to Whole Foods Market Inc. stock; 75% trigger; via UBS Investment Bank and UBS Financial Services Inc.; pricing May 24; settlement May 31

• 0% performance tracking securities due June 29, 2012 linked to UBS Bloomberg Constant Maturity Commodity index Horizon Total Return; pricing June 25; settlement June 29

WACHOVIA CORP.

• 0% principal-protected notes due 2008 linked to a basket of equal weights of the Brazilian real, Mexican peso, Turkish lira, Hungarian forint, Indonesian rupiah and Indian rupee, all relative to the dollar; via Wachovia Securities

• 9% to 10% enhanced yield securities due June 5, 2008 linked to Consol Energy Inc. stock; 75% trigger; via Wachovia Securities

• 9% to 10% enhanced yield securities due June 5, 2008 linked to Goldcorp Inc. stock; 75% trigger; via Wachovia Securities

• 0% enhanced growth securities due Dec. 10, 2008 linked to the Nikkei 225 index; via Wachovia Securities

WELLS FARGO & CO.

• 0% enhanced participation securities with partial principal protection due June 2011 linked to equal weights of the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500 indexes; via Wells Fargo Securities, LLC


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