Structured Products Calendar

BANK OF AMERICA

• 0% unsecured senior notes due Dec. 29, 2008 structured as Strategic Equity Exposure Performance Linked Securities (Steepls) 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, Inc.; pricing and settlement in September

BARCLAYS BANK PLC

• 20% reverse convertible notes due Jan. 3, 2008 linked to common stock of AK Steel Holding Corp.; via Morgan Stanley & Co. Inc.; pricing Sept. 28; settlement Oct. 3

• 20% reverse convertible notes due Jan. 3, 2008 linked to common stock of Continental Airlines Inc.; via Morgan Stanley & Co. Inc.; pricing Sept. 28; settlement Oct. 3

• 11.5% reverse convertible notes due Jan. 3, 2008 linked to common stock of EMC Corp.; via Morgan Stanley & Co. Inc.; pricing Sept. 28; settlement Oct. 3

• 20% reverse convertible notes due Jan. 3, 2008 linked to General Motors Corp. common stock; 75% trigger; via Barclays Capital; pricing Sept. 28; settlement Oct. 3

• 13.5% reverse convertible notes due Jan. 3, 2008 linked to common stock of JDS Uniphase Corp.; via Morgan Stanley & Co. Inc.; pricing Sept. 28; settlement Oct. 3

• 10.25% reverse convertible notes due Jan. 3, 2008 linked to common stock of Marathon Oil Corp.; via Morgan Stanley & Co. Inc.; pricing Sept. 28; settlement Oct. 3

• 17% reverse convertible notes due Jan. 3, 2008 linked to common stock of Verasun Energy Corp.; via Morgan Stanley & Co. Inc.; pricing Sept. 28; settlement Oct. 3

• 16.5% reverse convertible notes due April 9, 2008 linked to Apple Computer, Inc. common stock; via Barclays Capital; pricing Oct. 5; settlement Oct. 11

• 12.35% reverse convertible notes due April 9, 2008 linked to Corning Inc. common stock; via Barclays Capital; pricing Oct. 5; settlement Oct. 11

• 10.05% reverse convertible notes due April 9, 2008 linked to Intel Corp. common stock; via Barclays Capital; pricing Oct. 5; settlement Oct. 11

• 11.80% reverse convertible notes due April 9, 2008 linked to Peabody Energy Corp. common stock; via Barclays Capital; pricing Oct. 5; settlement Oct. 11

• 10.75% reverse convertible notes due April 9, 2008 linked to The Home Depot, Inc. common stock; via Barclays Capital; pricing Oct. 5; settlement Oct. 11

• ETF Plus variable coupon notes due in 2008 linked to the iShares Russell 2000 index fund; via Barclays Capital

THE BEAR STEARNS COS. INC.

• 18.1% ReConvs due December 2007 linked to Amazon.com, Inc. common stock; 75% trigger; via Bear Stearns & Co. Inc.; pricing and settlement in September

• 13.1% ReConvs due December 2007 linked to Apple Inc. common stock; 75% trigger; via Bear Stearns & Co. Inc.; pricing and settlement in September

• 14.25% ReConvs due September 2008 linked to ArvinMeritor, Inc. common stock; 70% trigger; via Bear Stearns & Co. Inc.; pricing and settlement in September

• 13% ReConvs due March 2008 linked to General Motors Corp. common stock; 60% trigger; via Bear Stearns & Co. Inc.; pricing and settlement in September

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

• 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

• Callable Libor range accrual notes due 2022; via Citigroup Global Markets Inc.

• Zero-coupon principal-protected notes due September 2009 linked to the euro/dollar exchange rate; via Citigroup Global Markets Inc.

EKSPORTFINANS ASA

• 21.1% reverse convertible notes due Jan. 3, 2008 linked to Apple Inc. common stock; 85% trigger; via Natixis Securities North America Inc.; pricing Sept. 28; settlement Oct. 3

• 10% reverse convertible notes due April 3, 2008 linked to DeVry Inc. common stock; 80% trigger; via Natixis Securities North America Inc.; pricing Sept. 28; settlement Oct. 3

• 32% reverse convertible notes due Jan. 3, 2008 linked to First Solar, Inc. common stock; 75% trigger; via Natixis Securities North America Inc.; pricing Sept. 28; settlement Oct. 3

• 41.1% reverse convertible notes due Jan. 3, 2008 linked to Force Protection, Inc. common stock; 75% trigger; via Natixis Securities North America Inc.; pricing Sept. 28; settlement Oct. 3

• 10% reverse convertible notes due Oct. 3, 2008 linked to Harley-Davidson, Inc. common stock; 80% trigger; via Natixis Securities North America Inc.; pricing Sept. 28; settlement Oct. 3

• 20.4% reverse convertible notes due Jan. 3, 2008 linked to IntercontinentalExchange Inc. common stock; 80% trigger; via Natixis Securities North America Inc.; pricing Sept. 28; settlement Oct. 3

• 16.45% reverse convertible notes due April 3, 2008 linked to Potash Corp. of Saskatchewan Inc. common stock; 80% trigger; via Natixis Securities North America Inc.; pricing Sept. 28; settlement Oct. 3

• 33.4% reverse convertible notes due Jan. 3, 2008 linked to Rambus Inc. common stock; 80% trigger; via Natixis Securities North America Inc.; pricing Sept. 28; settlement Oct. 3

• 19% reverse convertible notes due April 3, 2008 linked to Salesforce.com, Inc. common stock; 80% trigger; via Natixis Securities North America Inc.; pricing Sept. 28; settlement Oct. 3

• 16% reverse convertible notes due April 3, 2008 linked to Southern Copper Corp. common stock; 75% trigger; via Natixis Securities North America Inc.; pricing Sept. 28; settlement Oct. 3

• 13% to 14% enhanced yield securities with contingent downside protection due April 10, 2008 linked to the common stock of the Alcoa Inc.; via Wachovia Capital Markets, LLC

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

• 10% to 11% enhanced yield securities with contingent downside protection due April 2, 2008 linked to the common stock of the Morgan Stanley; via Wachovia Capital Markets, LLC

• 15% to 16% enhanced yield securities with contingent downside protection due Jan. 2, 2008 linked to the common stock of the Hess Corp.; via Wachovia Capital Markets, LLC

GOLDMAN SACHS GROUP INC.

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

• 0% index-linked notes due 2010 linked to the S&P 500 index; 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. 9, 2012 linked to the S&P 500 index; via lead agent Bear, Stearns & Co. Inc.; pricing Oct. 3; settlement Oct. 9

HSBC USA INC.

• 22% reverse convertible notes due March 27, 2008 linked to the common stock of Juniper Networks, Inc.; 80% trigger; via HSBC Securities (USA) Inc.; pricing Sept. 28; settlement Oct. 5

JPMORGAN CHASE & CO.

• 30.5% reverse exchangeable notes due March 28, 2008 linked to the least-performing common stock in the Dow Jones Industrial Average index.; 40% trigger; via J.P. Morgan Securities Inc.; pricing Sept. 26; settlement Sept. 28

•Zero-coupon return enhanced notes due Oct. 16, 2008 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing Sept. 28; settlement Oct. 3

• 0% lesser index annual review notes due Oct. 13, 2010 linked to S&P 500 index and Nikkei 225 index; via J.P. Morgan Securities Inc.; pricing Sept. 28; settlement Oct. 3

• 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

• 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

LEHMAN BROTHERS HOLDINGS INC.

• 100% principal-protected enhanced participation notes due April 2, 2009 linked to a basket consisting of equal weights (25%) of Indonesia rupiah, Indian rupee, Malaysian ringgit and Singapore dollar, all versus the dollar; via Lehman Brothers Inc.; pricing Sept. 26; settlement Oct. 2

• 100% principal-protected enhanced participation notes due Oct. 4, 2010 linked to a basket consisting of the euro (33.34% weight), British pound sterling (33.33% weight) and Canadian dollar (33.33% weight), all versus the dollar; via Lehman Brothers Inc.; pricing Sept. 26; settlement Oct. 2

• 100% principal-protected enhanced participation notes due Oct. 4, 2010 linked to a basket consisting of crude oil (20% weight) and 10% weights of heating oil, copper, nickel, zinc, gold, platinum, corn and wheat; via Lehman Brothers Inc.; pricing Sept. 26; settlement Oct. 2

• 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

• 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

• Two-year zero-coupon principal-protected Foreign Exchange notes linked to the best of three baskets of currencies; first basket will include equal weights of the Brazilian real, Argentine peso and Mexican peso; second basket will include equal weights of the Turkish lira, Hungarian forint, Israeli shekel and Russian ruble; third basket will include equal weights of the Indonesian rupiah, Singapore dollar, Malaysian ringgit and Indian rupee; via Lehman Brothers Inc.

• 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.

• 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.

• 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% annual review notes due Oct. 13, 2010 linked to the S&P 500 index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing Sept. 28; settlement Oct. 3

• Two-year 9% callable Stock Return Income Debt Securities (Strides) payable at maturity with Caterpillar Inc. common stock; via Merrill Lynch & Co.; pricing and settlement in September

• 0% Accelerated Return Bear Market Notes due October 2008 linked to a front-month light sweet crude oil futures contract; via Merrill Lynch & Co.; pricing in September; settlement in October

• Zero-coupon principal-protected notes due in October 2009 linked to the best of three baskets of currencies; First "Americas" basket includes equal weights (33.3333) of the Mexican peso, the Argentine peso and Brazilian real, all versus the dollar; Second "European" basket will include equal weights (33.3333%) of Norwegian krone, Hungarian forint and Russian ruble, all versus the dollar; Third "Asian" basket will include equal weights (33.3333%) of South Korean won, Singapore dollar and Malaysian ringgit, all versus the dollar; via Merrill Lynch & Co. Inc.; pricing in September; settlement in October

• 0% Accelerated Return Notes due December 2008 linked to the Dow Jones BRIC 50 index; via Merrill Lynch & Co.; pricing in September; settlement in October

• 0% Accelerated Return Notes due December 2008 linked to the MSCI EAFE index; via Merrill Lynch & Co.; pricing and settlement in September or October

• 0% leveraged index return notes due December 2009 linked to the Merrill Lynch Commodity index eXtra - Excess Return; via Merrill Lynch & Co.; pricing and settlement in September or October

• 0% Accelerated Return Notes due December 2008 linked to the Nasdaq 100 index; via Merrill Lynch & Co.; pricing in September; settlement in October

• 0% Accelerated Return Notes due December 2008 linked to the PHLX Gold & Silver Sector index; via Merrill Lynch & Co.; pricing in September; settlement in October

• 0% Accelerated Return Notes due December 2008 linked to the Russell 1000 Growth index; via Merrill Lynch & Co.; pricing in September; settlement in October

• 0% Accelerated Return Notes due December 2008 linked to the S&P 500 index; via Merrill Lynch & Co.; pricing in September or October; settlement in October or November

MORGAN STANLEY

• 0% buffered return enhanced notes due Oct. 10, 2008 linked to the Korea Stock Price 200 (28.5% weight), FTSE/Xinhua China 25 (26.8% weight), MSCI Taiwan (21% weight), Amex Hong Kong 30 (15.3% weight) and MSCI Singapore (8.4% weight) indexes; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing Sept. 28; settlement Oct. 5

• 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 Sept. 28, 2009 linked to the Nikkei 225 Stock Average index; via RBC Capital Markets Corp.; pricing Sept. 26; settlement Sept. 28

• 0% principal-protected notes due Sept. 28, 2009 linked to equal weights of WTI light sweet crude oil, copper and wheat; via RBC Capital Markets Corp.; pricing Sept. 26; settlement Sept. 28

• Zero-coupon principal protected notes due March 2010 linked to the S&P GSCI Agriculture Excess Return index; via Citigroup Global Markets Inc.; settlement in September

AB SVENSK EXPORTKREDIT

• 0% Elements due 2022 linked to the Rogers International Commodity index - Total Return; via Nuveen Investments and Merrill Lynch & Co.

• 0% Elements due 2022 linked to the Rogers International Commodity index - Agriculture Total Return; via Nuveen Investments and Merrill Lynch & Co.

• 0% Elements due 2022 linked to the Rogers International Commodity index - Energy Total Return; via agents Nuveen Investments and Merrill Lynch & Co.

• 0% Elements due 2022 linked to the Rogers International Commodity index - Metals Total Return; via agents Nuveen Investments and Merrill Lynch & Co.

UBS AG

• 0% principal-protected notes due Sept. 28, 2009 linked a basket consisting of equal weights (20%) of the Malaysian ringgit, the Indonesian rupiah, Indian rupee, Philippine peso, all versus the dollar, and amount of dollars that can be exchanged for one troy ounce of 0.995 gold; via UBS Securities LLC; pricing Sept. 26

• 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

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

• 0% absolute return range notes due Jan. 5, 2009 linked to the S&P 500 index; via Wachovia Securities

• 9% to 10% enhanced yield securities linked to equal weights (20%) of the S&P GSCI Brent Crude Oil Excess Return index, the S&P GSCI RBOB Gasoline Excess Return index, the S&P GSCI Wheat Excess Return index, the S&P GSCI Nickel Excess Return index and the S&P GSCI Lead Excess Return index; via Wachovia Securities

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