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Structured Products Calendar
ABN AMRO BANK NV
• 10.15% Knock-in Reverse Exchangeable Securities due July 17, 2008 linked to the common stock of ConocoPhillips; 75% trigger; via ABN Amro Inc.; pricing Jan. 10; settlement Jan. 17
• 12.8% Knock-in Reverse Exchangeable Securities due July 30, 2008 linked to the common stock of American International Group; 80% trigger; via ABN Amro Inc.; pricing Jan. 25; settlement Jan. 30
• 23.6% Knock-in Reverse Exchangeable Securities due April 30, 2008 linked to the common stock of Capital One Financial Corp.; 75% trigger; via ABN Amro Inc.; pricing Jan. 25; settlement Jan. 30
• 21.6% Knock-in Reverse Exchangeable Securities due April 30, 2008 linked to the common stock of Chipotle Mexican Grill, Inc.; 75% trigger; via ABN Amro Inc.; pricing Jan. 25; settlement Jan. 30
• 19.8% Knock-in Reverse Exchangeable Securities due April 30, 2008 linked to the common stock of Coach, Inc.; 80% trigger; via ABN Amro Inc.; pricing Jan. 25; settlement Jan. 30
• 35% Knock-in Reverse Exchangeable Securities due April 30, 2008 linked to the common stock of Continental Airlines, Inc.; 75% trigger; via ABN Amro Inc.; pricing Jan. 25; settlement Jan. 30
• 35% Knock-in Reverse Exchangeable Securities due April 30, 2008 linked to the common stock of Crocs Inc.; 65% trigger; via ABN Amro Inc.; pricing Jan. 25; settlement Jan. 30
• 32.2% Knock-in Reverse Exchangeable Securities due April 30, 2008 linked to the common stock of Fannie Mae; 75% trigger; via ABN Amro Inc.; pricing Jan. 25; settlement Jan. 30
• 36.5% Knock-in Reverse Exchangeable Securities due April 30, 2008 linked to the common stock of First Solar Inc.; 75% trigger; via ABN Amro Inc.; pricing Jan. 25; settlement Jan. 30
• 15.5% Knock-in Reverse Exchangeable Securities due April 30, 2008 linked to the common stock of Lehman Brothers Holdings Inc.; 75% trigger; via ABN Amro Inc.; pricing Jan. 25; settlement Jan. 30
• 32.3% Knock-in Reverse Exchangeable Securities due April 30, 2008 linked to the common stock of SLM Corp.; 75% trigger; via ABN Amro Inc.; pricing Jan. 25; settlement Jan. 30
• 26.8% Knock-in Reverse Exchangeable Securities due April 30, 2008 linked to the common stock of Under Armour Inc.; 75% trigger; via ABN Amro Inc.; pricing Jan. 25; settlement Jan. 30
• 11.2% Knock-in Reverse Exchangeable Securities due July 30, 2008 linked to the common stock of Valero Energy Corp.; 80% trigger; via ABN Amro Inc.; pricing Jan. 25; settlement Jan. 30
• 27% Knock-in Reverse Exchangeable Securities due Jan. 30, 2009 linked to Advanced Micro Devices Inc. stock; 70% trigger; via ABN Amro Inc.; pricing Jan. 28; settlement Jan. 31
• 11.5% Knock-in Reverse Exchangeable Securities due Jan. 30, 2009 linked to American Express Co. stock; 80% trigger; via ABN Amro Inc.; pricing Jan. 28; settlement Jan. 31
• 11.5% Knock-in Reverse Exchangeable Securities due Jan. 30, 2009 linked to Apple Inc. stock; 60% trigger; via ABN Amro Inc.; pricing Jan. 28; settlement Jan. 31
• 10% Knock-in Reverse Exchangeable Securities due Jan. 30, 2009 linked to Caterpillar Inc. stock; 80% trigger; via ABN Amro Inc.; pricing Jan. 28; settlement Jan. 31
• 11.3% Knock-in Reverse Exchangeable Securities due Jan. 30, 2009 linked to Dell Inc. stock; 80% trigger; via ABN Amro Inc.; pricing Jan. 28; settlement Jan. 31
• 12.75% Knock-in Reverse Exchangeable Securities due Jan. 30, 2009 linked to Dynegy Inc. stock; 70% trigger; via ABN Amro Inc.; pricing Jan. 28; settlement Jan. 31
• 18.25% Knock-in Reverse Exchangeable Securities due Jan. 30, 2009 linked to General Motors Corp. stock; 70% trigger; via ABN Amro Inc.; pricing Jan. 28; settlement Jan. 31
• 11.5% Knock-in Reverse Exchangeable Securities due July 31, 2008 linked to Joy Global Inc. common stock; via ABN AMRO Inc.; pricing Jan. 28; settlement Jan. 31
• 16.5% Knock-in Reverse Exchangeable Securities due July 31, 2008 linked to Monsanto Co. common stock; via ABN AMRO Inc.; pricing Jan. 28; settlement Jan. 31
• 13.75% Knock-in Reverse Exchangeable Securities due Jan. 30, 2009 linked to Moody's Corp. stock; 70% trigger; via ABN Amro Inc.; pricing Jan. 28; settlement Jan. 31
• 18.5% Knock-in Reverse Exchangeable Securities due Jan. 30, 2009 linked to Research In Motion Ltd. stock; 70% trigger; via ABN Amro Inc.; pricing Jan. 28; settlement Jan. 31
• Zero-coupon 90% principal-protected notes due Jan. 31, 2011 linked to the Rogers International Commodity Index - Excess Return; via ABN Amro Inc.; pricing Jan. 28; settlement Jan. 31
• 11.25% Knock-in Reverse Exchangeable Securities due Jan. 30, 2009 linked to Transocean Inc. stock; 80% trigger; via ABN Amro Inc.; pricing Jan. 28; settlement Jan. 31
• 13.5% Knock-in Reverse Exchangeable Securities due Jan. 30, 2009 linked to United States Steel Corp. stock; 70% trigger; via ABN Amro Inc.; pricing Jan. 28; settlement Jan. 31
• 11.6% Knock-in Reverse Exchangeable Securities due July 31, 2008 linked to Weyerhaeuser Co. common stock; via ABN AMRO Inc.; pricing Jan. 28; settlement Jan. 31
AMERICAN INTERNATIONAL GROUP, INC.
• Zero-coupon principal-protected notes due January 2010 linked to equal weights of the Australian dollar, Brazilian real, British pound, New Zealand dollar and Turkish lira; via underwriter Wachovia Securities; pricing and settlement in January
• Zero-coupon principal-protected notes due January 2009 linked to the Malaysian ringgit, the Indonesian rupiah and the South Korean won; via Merrill Lynch & Co.; pricing and settlement in January
BARCLAYS BANK PLC
• 100% principal-protected notes due Jan. 14, 2009 linked to the common stock of ConocoPhillips; via Barclays Capital Inc.; pricing Jan. 11; settlement Jan. 18
• 0% notes due Jan. 23, 2009 linked to the Dow Jones Euro Stoxx 50 index with a 45% weight, the FTSE 100 index with a 30% weight and the Nikkei 225 index with a 25% weight; 90% trigger; via JPMorgan Chase Bank, NA and JPMorgan Securities Inc.; pricing Jan. 11; settlement Jan. 16
• Zero-coupon 100% principal protected notes due July 30, 2012 linked to equal weights of coal, heating oil and WTI crude oil; via Barclays Capital Inc.; pricing Jan. 24; settlement Jan. 31
• Zero-coupon principal protected notes due July 28, 2010 linked to equal weights of the exchange rates against the dollar of the Brazilian real, the Russian ruble, the Indian rupee, the Chinese yuan and the euro; via Barclays Capital Inc.; pricing Jan. 25; settlement Jan. 31
• Zero-coupon 100% principal-protected notes due July 30, 2012 linked to equal weights of coal, heating oil and West Texas Intermediate crude oil; via Barclays Capital Inc.; pricing Jan. 25; settlement Jan. 31
• 0% performance securities with contingent protection due Jan. 31, 2011 linked to the Hang Seng China Enterprises index; 50% trigger; via UBS Investment Bank and Barclays Capital Inc.; pricing Jan. 25; settlement Jan. 28
• 20% reverse convertible notes due April 30, 2008 linked to AK Steel Holding Corp. common stock; via Barclays Capital Inc.; pricing Jan. 28; settlement Jan. 31
• 16% reverse convertible notes due July 31, 2008 linked to Ford Motor Co. common stock; via Barclays Capital Inc.; pricing Jan. 28; settlement Jan. 31
• 16% reverse convertible notes due July 31, 2008 linked to Freeport-McMoRan Copper & Gold Inc. common stock; via Barclays Capital Inc.; pricing Jan. 28; settlement Jan. 31
• 18.5% reverse convertible notes due July 31, 2008 linked to General Motors Corp. common stock; via Barclays Capital Inc.; pricing Jan. 28; settlement Jan. 31
• 20% reverse convertible notes due April 30, 2008 linked to Hansen Natural Corp. common stock; via Barclays Capital Inc.; pricing Jan. 28; settlement Jan. 31
• 13% reverse convertible notes due July 31, 2008 linked to Joy Global Inc. common stock; via Barclays Capital Inc.; pricing Jan. 28; settlement Jan. 31
• 15% reverse convertible notes due July 31, 2008 linked to Moody's Corp. common stock; via Barclays Capital Inc.; pricing Jan. 28; settlement Jan. 31
• 16.5% reverse convertible notes due July 31, 2008 linked to Massey Energy Co. common stock; via Barclays Capital Inc.; pricing Jan. 28; settlement Jan. 31
• 16% reverse convertible notes due July 31, 2008 linked to Nucor Corp. common stock; via Barclays Capital Inc.; pricing Jan. 28; settlement Jan. 31
• 16.75% reverse convertible notes due April 30, 2008 linked to Potash Corp. of Saskatchewan Inc. common stock; 70% trigger; via Barclays Capital Inc.; pricing Jan. 28; settlement Jan. 31
• 19% reverse convertible notes due April 30, 2008 linked to SunPower Corp. common stock; via Barclays Capital Inc.; pricing Jan. 28; settlement Jan. 31
• 15% reverse convertible notes due July 31, 2008 linked to Titanium Metals Corp. common stock; via Barclays Capital Inc.; pricing Jan. 28; settlement Jan. 31
• 20% reverse convertible notes due April 30, 2008 linked to United States Steel Corp. common stock; via Barclays Capital Inc.; pricing Jan. 28; settlement Jan. 31
BEAR STEARNS COS. INC.
• 0% notes due August 2011 linked to equal weights of the Amex Hong Kong 30, S&P 500, Dow Jones Euro Stoxx 50, Nikkei 225 and FTSE/Xinhua China 25 indexes; via Bear, Stearns & Co. Inc.; pricing and settlement in January
• Principal-protected notes due January 2010 linked to the performance of a basket of Asian currencies against the U.S. dollar; Basket consists of equal weights of the Singapore dollar, South Korean won, New Taiwan dollar, Malaysian ringgit and Indonesian rupiah; via Bear, Stearns & Co., Inc.; pricing and settlement in January
• Principal-protected notes due January 2010 linked to the performance of a basket of BRIC currencies against the U.S. dollar; Basket consists of equal weights of the Brazilian real, Russian ruble, Indian rupee and Chinese yuan; via Bear, Stearns & Co., Inc.; pricing and settlement in January
• One-year notes linked to the S&P 500 index; via Bear, Stearns & Co. Inc.; pricing and settlement in January
CITIGROUP FUNDING INC.
• 10% to 11.5% one-year Equity LinKed Securities (ELKS) linked to the common stock of EMC Corp.; 65% trigger; via Citigroup Global Markets Inc.; pricing in January
• 18% notes due July 2008 linked to lead; via Citigroup Global Markets Inc.; pricing and settlement in January
• 10% to 15% one-year Equity LinKed Securities (ELKS) linked to the common stock of the Fannie Mae; 50% trigger; via Citigroup Global Markets Inc.; pricing and settlement in January
• 15-month 0% Stock Market Upturn Notes linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing and settlement in January
• 12% to 14% six-month Equity LinKed Securities (ELKS) linked to the common stock of Yahoo! Inc.; 70% trigger; via Citigroup Global Markets Inc.; pricing in January
• Principal-protected notes due July 2009 linked to equal weights of the dollar/Brazilian real, dollar/Russian ruble, dollar/Indian rupee and the dollar/Chinese yuan exchange rates; via Citigroup Global Markets Inc.
CREDIT SUISSE, NASSAU BRANCH
• 19.5% reverse convertible securities due July 25, 2008 linked to the common stock of Allegheny Technologies Inc.; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing and settlement in January
• 21.5% reverse convertible securities due April 25, 2008 linked to the common stock of Apple Inc.; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing and settlement in January
• 16.75% reverse convertible securities due July 25, 2008 linked to American Depositary Receipts representing the ordinary participation certificates of Cemex, SAB de CV; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing and settlement in January
• 12% reverse convertible securities due July 25, 2008 linked to the common stock of Google Inc.; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing and settlement in January
• 17.5% reverse convertible securities due April 25, 2008 linked to the common stock of H&R Block, Inc.; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing and settlement in January
• 16.25% reverse convertible securities due April 25, 2008 linked to the common stock of Lehman Brothers Holdings Inc.; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing and settlement in January
• 0% Accelerated Return Equity Securities (ARES) due March 3, 2009 linked to the Nikkei 225 index; via Credit Suisse Securities (USA) LLC; pricing January; settlement Jan. 31
• 22.75% reverse convertible securities due April 25, 2008 linked to American Depositary Receipts representing the common stock of Petroleo Brasileiro SA; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing and settlement in January
• 0% Accelerated Return Equity Securities (ARES) due April 24, 2008 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; settlement Jan. 24
• 0% Accelerated Return Equity Securities (ARES) due March 3, 2009 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing January; settlement Jan. 31
• 0% Accelerated Return Equity Securities (ARES) due April 24, 2008 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; settlement Jan. 24
• 0% Accelerated Return Equity Securities (ARES) due March 3, 2009 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing January; settlement Jan. 31
• 11.25% reverse convertible securities due July 25, 2008 linked to the common stock of Schlumberger NV; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing and settlement in January
• 25.5% reverse convertible securities due April 25, 2008 linked to the common stock of Southern Copper Corp.; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing and settlement in January
• 12% reverse convertible securities due July 25, 2008 linked to the common stock of Transocean Inc.; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing and settlement in January
DEUTSCHE BANK AG, LONDON BRANCH
• Call warrants linked to the Deutsche Bank X-Alpha USD Excess Return Index; via Deutsche Bank Securities and Oppenheimer & Co.; pricing Jan. 10; settlement Jan. 15
• Zero-coupon 100% principal protection absolute return barrier M-notes due July 29, 2009 linked to Russell 2000 index; via Deutsche Bank Securities Inc.; pricing Jan. 24; settlement Jan. 29
• Zero-coupon 100% principal protection absolute return barrier M-notes due Jan. 30, 2009 linked to the S&P 500 index; via Deutsche Bank Securities Inc.; pricing Jan. 24; settlement Jan. 29
• Zero-coupon 100% principal protection absolute return barrier M-notes due July 29, 2009 linked to the S&P 500 index; via Deutsche Bank Securities Inc.; pricing Jan. 24; settlement Jan. 29
• Call warrants expiring Jan. 28, 2013 linked to Deutsche Bank Balanced Currency Harvest index; via UBS Financial Services Inc.; pricing Jan. 28; settlement Jan. 31
• Zero-coupon 100% principal-protected notes due Jan. 31, 2013 linked to the Deutsche Bank Liquid Commodity Index - Optimum Yield Excess Return; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Jan. 28; settlement Jan. 31
• Return optimization securities with partial protection due July 31, 2009 linked to the Dow Jones Euro Stoxx 50 index; via UBS Financial Services and Deutsche Bank Securities Inc.; pricing Jan. 28; settlement Jan. 31
• Return optimization securities with partial protection due July 31, 2009 linked to the MSCI Emerging Markets Index; via UBS Financial Services and Deutsche Bank Securities Inc.; pricing Jan. 28; settlement Jan. 31
• 0% principal-protected buffered absolute return barrier securities due June 30, 2009 linked to the MSCI EAFE index; via UBS Financial Services Inc. and Deutsche Bank Securities; pricing Jan. 28 and settlement Jan. 31
• Return optimization securities with partial protection due July 31, 2009 linked to the Nasdaq 100 index; via UBS Financial Services and Deutsche Bank Securities Inc.; pricing Jan. 28; settlement Jan. 31
• Return optimization securities with partial protection due July 31, 2009 linked to the Nikkei 225 index; via UBS Financial Services and Deutsche Bank Securities Inc.; pricing Jan. 28; settlement Jan. 31
• Return optimization securities with partial protection due July 31, 2009 linked to the S&P 500 index; via UBS Financial Services and Deutsche Bank Securities Inc.; pricing Jan. 28; settlement Jan. 31
• 0% Buffered Underlying Securities (BUyS) due Jan. 31, 2013 linked to the S&P 500 (40% weight), Russell 2000 (20% weight), MSCI EAFE (20% weight), MSCI Emerging Markets (10% weight), Deutsche Bank Liquid Commodity Index - Optimum Yield Excess Return (5% weight) and Deutsche Bank Balance Currency Harvest (5% weight); via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Jan. 28; settlement Jan. 31
EKSPORTFINANS ASA
• Libor range accrual notes due Jan. 25, 2018; via Banc of America Securities LLC; pricing Jan. 22; settlement Jan. 25
• Zero-coupon foreign-exchange basket notes due Jan. 25, 2010 linked to equal weights of the Thai baht, Indian rupee, Philippine peso and Indonesian rupiah; via Banc of America Securities LLC; pricing Jan. 22; settlement Jan. 25
• Zero-coupon commodity-linked notes linked to WTI crude oil due Jan. 25, 2013; via Banc of America Securities LLC; pricing Jan. 22; settlement Jan. 25
• 25% reverse convertible notes due Feb. 2, 2009 linked to a basket consisting of the January 2007 Dogs of the Dow stocks, including Altria Group, Inc.; AT&T Inc.; Citigroup Inc.; E.I. du Pont de Nemours and Co.; General Electric Co.; General Motors Corp.; Home Depot, Inc.; JPMorgan Chase & Co.; Pfizer Inc.; and Verizon Communications Inc.; 60% trigger; via agent Natixis Securities North America Inc.; pricing Jan. 25; settlement Jan. 31
• 35% reverse convertible notes due July 31, 2008 linked to technology large caps, including Amazon.com, Inc., Apple Inc., Google Inc. and Research In Motion Ltd.; 70% trigger; via Natixis Securities North America Inc.; pricing Jan. 25; settlement Jan. 31
• 26% offering of reverse convertible notes due Feb. 29, 2008 linked to the common stocks Apple Inc., Companhia Vale do Rio Doce, Petroleo Brasileiro SA - Petrobras and Gerdau SA; 75% trigger; via Natixis Securities North America Inc.; pricing Jan. 25; settlement Jan. 31
• 0% enhanced growth securities due Aug. 10, 2009 linked to the common stock of International Business Machines Corp.; via Wachovia Capital Markets, LLC; pricing in January; settlement in February
• 9% to 10% enhanced yield securities due July 30, 2008 linked to the common stock of Arch Coal, Inc.; 70% trigger; via Wachovia Capital Markets, LLC
• 15% to 16% enhanced yield securities due April 30, 2008 linked to National Oilwell Varco, Inc.; 75% trigger; via Wachovia Capital Markets, LLC
• 10% to 11% enhanced yield securities due Oct. 30, 2008 linked to the common stock of Newmont Mining Corp.; 75% trigger; via Wachovia Capital Markets, LLC
• 14% to 15% enhanced yield securities due July 30, 2008 linked to the common stock of Research in Motion Ltd.; 65% trigger; via Wachovia Capital Markets, LLC
FORTIS BANK, CAYMAN ISLANDS BRANCH
• 27.5% knock-in reverse convertible securities due July 31, 2008 linked to the common stock of Advanced Micro Devices, Inc.; 75% trigger; via Fortis Bank; pricing Jan. 28; settlement Jan. 31
• 23.5% knock-in reverse convertible securities due April 30, 2008 linked to the common stock of Apple Inc.; 80% trigger; via Fortis Bank; pricing Jan. 28; settlement Jan. 31
• 13.4% knock-in reverse convertible securities due April 30, 2008 linked to the common stock of Citigroup, Inc.; 80% trigger; via Fortis Bank; pricing Jan. 28; settlement Jan. 31
• 14.3% knock-in reverse convertible securities due July 31, 2008 linked to the common stock of Deere & Co.; 75% trigger; via Fortis Bank; pricing Jan. 28; settlement Jan. 31
• 12.1% knock-in reverse convertible securities due July 31, 2008 linked to the common stock of Diamond Offshore Drilling, Inc.; 80% trigger; via Fortis Bank; pricing Jan. 28; settlement Jan. 31
• 15.6% knock-in reverse convertible securities due April 30, 2008 linked to the common stock of eBay Inc.; 80% trigger; via Fortis Bank; pricing Jan. 28; settlement Jan. 31
• 25.5% knock-in reverse convertible securities due April 30, 2008 linked to the common stock of Elan plc.; 80% trigger; via Fortis Bank; pricing Jan. 28; settlement Jan. 31
• 13.3% knock-in reverse convertible securities due July 31, 2008 linked to the common stock of Goldman Sachs Group, Inc.; 75% trigger; via Fortis Bank; pricing Jan. 28; settlement Jan. 31
• 13.6% knock-in reverse convertible securities due April 30, 2008 linked to the common stock of Qualcomm Inc.; 80% trigger; via Fortis Bank; pricing Jan. 28; settlement Jan. 31
THE GOLDMAN SACHS GROUP, INC.
• 0% leveraged equity index-linked notes due 2009 linked to the MSCI EAFE index; via Goldman, Sachs & Co.
• 0% leveraged equity index-linked notes due 2009 linked to the S&P 500 index; via Goldman, Sachs & Co.
HSBC USA INC.
• 0% performance securities with partial protection due Jan. 31, 2012 linked to the Dow Jones Euro Stoxx 50 (35% weight), FTSE 100 (25% weight), Nikkei 225 (25% weight), Swiss Market (5% weight), S&P/ASX 200 (5% weight) and MSCI Emerging Markets (5% weight) indexes; 80% trigger; via UBS Financial Services Inc.; pricing Jan. 25; settlement Jan. 31
• 13% reverse convertible notes due July 31, 2008 linked to the common stock of Arch Coal, Inc.; 75% trigger; via HSBC Securities (USA) Inc.; pricing Jan. 28; settlement Jan. 31
• 20% reverse convertible notes due May 1, 2008 linked to the common stock of Barclays plc; 80% trigger; via HSBC Securities (USA) Inc.; pricing Jan. 28; settlement Jan. 31
• 16% reverse convertible notes due July 31, 2008 linked to the common stock of Blackstone Group LP; 80% trigger; via HSBC Securities (USA) Inc.; pricing Jan. 28; settlement Jan. 31
• 26% reverse convertible notes due May 1, 2008 linked to the common stock of Crocs, Inc.; 60% trigger; via HSBC Securities (USA) Inc.; pricing Jan. 28; settlement Jan. 31
• 16.4% reverse convertible notes due July 31, 2008 linked to the common stock of Garmin Ltd.; 60% trigger; via HSBC Securities (USA) Inc.; pricing Jan. 28; settlement Jan. 31
• 13% reverse convertible notes due May 1, 2008 linked to the common stock of Goldman Sachs Group, Inc.; 80% trigger; via HSBC Securities (USA) Inc.; pricing Jan. 28; settlement Jan. 31
• 10.3% reverse convertible notes due July 31, 2008 linked to the common stock of Goldman Sachs Group, Inc.; 70% trigger; via HSBC Securities (USA) Inc.; pricing Jan. 28; settlement Jan. 31
• 12% reverse convertible notes due July 31, 2008 linked to the common stock of Google Inc.; 80% trigger; via HSBC Securities (USA) Inc.; pricing Jan. 28; settlement Jan. 31
• 0% Far East Opportunity Point-to-Point certificates of deposit due Jan. 29, 2015 linked to equal weights of the Hang Seng China Enterprises, Morgan Stanley Capital International Singapore Cash, Morgan Stanley Capital International Taiwan and Nikkei 225 indexes; via HSBC Securities (USA) Inc.; pricing Jan. 25; settlement Jan. 31
• 0% access notes due Jan. 31, 2013 linked to HSBC Investable Climate Change Total Return index; via HSBC Securities (USA) Inc.; pricing Jan. 28; settlement Jan. 31
• 10.03% reverse convertible notes due July 31, 2008 linked to the common stock of IntercontinentalExchange, Inc.; 70% trigger; via HSBC Securities (USA) Inc.; pricing Jan. 28; settlement Jan. 31
• 24% reverse convertible notes due July 31, 2008 linked to the common stock of InterOil Corp.; 60% trigger; via HSBC Securities (USA) Inc.; pricing Jan. 28; settlement Jan. 31
• 14.25% reverse convertible notes due July 31, 2008 linked to the common stock of Lehman Brothers Holdings Inc.; 70% trigger; via HSBC Securities (USA) Inc.; pricing Jan. 28; settlement Jan. 31
• 20% reverse convertible notes due May 1, 2008 linked to the common stock of Research In Motion Ltd.; 70% trigger; via HSBC Securities (USA) Inc.; pricing Jan. 28; settlement Jan. 31
• 15.56% reverse convertible notes due May 1, 2008 linked to the common stock of Southern Copper Corp.; 70% trigger; via HSBC Securities (USA) Inc.; pricing Jan. 28; settlement Jan. 31
• 0% performance securities with partial protection due Jan. 31, 2012 linked to the S&P 500 (33.34% weight), Dow Jones Euro Stoxx 50 (33.33% weight) and Nikkei 225 (33.33% weight) indexes; via UBS Financial Services Inc.; pricing Jan. 28; settlement Jan. 31
• 15% reverse convertible notes due July 31, 2008 linked to the common stock of Toll Brothers, Inc.; 60% trigger; via HSBC Securities (USA) Inc.; pricing Jan. 28; settlement Jan. 31
• 14.17% reverse convertible notes due July 31, 2008 linked to the common stock of United States Steel Corp.; 70% trigger; via HSBC Securities (USA) Inc.; pricing Jan. 28; settlement Jan. 31
JPMORGAN CHASE & CO.
• 0% buffered return enhanced notes due Jan. 23, 2009 linked to the performance of the Dow Jones Euro Stoxx 50 Index; via J.P. Morgan Securities Inc.; pricing Jan. 11; settlement 16
• 0% lesser index annual review notes due Jan. 25, 2011 linked to the S&P 500 and Nikkei 225 indexes; 90% trigger; via J.P. Morgan Securities Inc.; pricing Jan. 11; settlement Jan. 16
• 98% principal-protected notes due Jan. 29, 2009 linked to the performance of four currencies against the dollar; Basket consists of equal weights (25%) of the Indonesian rupiah, Malaysian ringgit, Philippine peso and Singapore dollar; via J.P. Morgan Securities Inc.; pricing Jan. 22; settlement Jan. 25
• 10% reverse exchangeable notes due April 30, 2008 linked to American Express Co. common stock; via J.P. Morgan Securities Inc.; pricing Jan. 28; settlement Jan. 31
• 15.1% upside auto callable reverse exchangeable notes due July 31, 2008 linked to American International Group, Inc. stock; 80% trigger; via J.P. Morgan Securities Inc.; pricing Jan. 28; settlement Jan. 31
• 14% reverse exchangeable notes due July 31, 2008 linked to Alcoa Inc. stock; 80% trigger; via J.P. Morgan Securities Inc.; pricing Jan. 28; settlement Jan. 31
• 17% reverse exchangeable notes due April 30, 2008 linked to Apple Inc. common stock; via J.P. Morgan Securities Inc.; pricing Jan. 28; settlement Jan. 31
• 20.8% upside auto callable reverse exchangeable notes due July 31, 2008 linked to Apple Inc. stock; 75% trigger; via J.P. Morgan Securities Inc.; pricing Jan. 28; settlement Jan. 31
• 9.5% reverse exchangeable notes due Jan. 30, 2009 linked to AT&T Inc. common stock; via J.P. Morgan Securities Inc.; pricing Jan. 28; settlement Jan. 31
• 13% reverse exchangeable notes due July 31, 2008 linked to Bank of America Corp. stock; 80% trigger; via J.P. Morgan Securities Inc.; pricing Jan. 28; settlement Jan. 31
• 14% reverse exchangeable notes due April 30, 2008 linked to Bear Stearns Cos. Inc. stock; 75% trigger; via J.P. Morgan Securities Inc.; pricing Jan. 28; settlement Jan. 31
• Principal-protected asset allocation notes due Jan. 31, 2013 linked to the best performer of three reference portfolios each comprised of four asset classes; first basket includes the British pound, euro and Japanese yen, all against the dollar; second basket includes the Dow Jones - AIG Commodities Index; third basket includes the JPMorgan GBI Global Bond Total Return index hedged into dollars; fourth basket includes the S&P 500, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; conservative portfolio will have a 15% weight in the currency basket, a 10% weight in the commodities index, a 25% weight in the equity basket and a 50% weight in the bond index; balanced portfolio will have a 10% weight in the currency basket, a 15% weight in the commodities index, a 40% weight in the equity basket and a 35% weight in the bond index; growth portfolio will have a 5% weight in the currency basket, a 20% weight in the commodities index, a 60% weight in the equity basket and a 15% weight in the bond index; via J.P. Morgan Securities Inc.; pricing Jan. 28; settlement Jan. 31
• 14.25% reverse exchangeable notes due July 31, 2008 linked to Citigroup Inc. stock; 80% trigger; via J.P. Morgan Securities Inc.; pricing Jan. 28; settlement Jan. 31
• 27.25% reverse exchangeable notes due April 30, 2008 linked to DryShips, Inc. common stock; via J.P. Morgan Securities Inc.; pricing Jan. 28; settlement Jan. 31
• 15% reverse exchangeable notes due July 31, 2008 linked to EMC Corp. stock; 75% trigger; via J.P. Morgan Securities Inc.; pricing Jan. 28; settlement Jan. 31
• 20% reverse exchangeable notes due July 31, 2008 linked to Fannie Mae stock; 60% trigger; via J.P. Morgan Securities Inc.; pricing Jan. 28; settlement Jan. 31
• 15.75% reverse exchangeable notes due Jan. 30, 2009 linked to Ford Motor Co. common stock; via J.P. Morgan Securities Inc.; pricing Jan. 28; settlement Jan. 31
• 19% reverse exchangeable notes due July 31, 2008 linked to Foster Wheeler Ltd. common stock; via J.P. Morgan Securities Inc.; pricing Jan. 28; settlement Jan. 31
• 12% reverse exchangeable notes due July 31, 2008 linked to Freeport-McMoRan Copper & Gold Inc. stock; 60% trigger; via J.P. Morgan Securities Inc.; pricing Jan. 28; settlement Jan. 31
• 10% reverse exchangeable notes due July 31, 2008 linked to Hewlett-Packard Co. stock; 80% trigger; via J.P. Morgan Securities Inc.; pricing Jan. 28; settlement Jan. 31
• 10.5% reverse exchangeable notes due April 30, 2008 linked to Intel Corp. stock; 80% trigger; via J.P. Morgan Securities Inc.; pricing Jan. 28; settlement Jan. 31
• 11% reverse exchangeable notes due July 31, 2008 linked to Merrill Lynch & Co., Inc. common stock; via J.P. Morgan Securities Inc.; pricing Jan. 28; settlement Jan. 31
• 14% reverse exchangeable notes due July 31, 2008 linked to the Nasdaq Stock Market, Inc. stock; 80% trigger; via J.P. Morgan Securities Inc.; pricing Jan. 28; settlement Jan. 31
• 16.7% upside auto callable reverse exchangeable notes due July 31, 2008 linked to Nordstrom Inc. stock; 70% trigger; via J.P. Morgan Securities Inc.; pricing Jan. 28; settlement Jan. 31
• 18.5% reverse exchangeable notes due Jan. 30, 2009 linked to NutriSystem, Inc. common stock; via J.P. Morgan Securities Inc.; pricing Jan. 28; settlement Jan. 31
• 14% reverse exchangeable notes due July 31, 2008 linked to Qualcomm Inc. common stock; via J.P. Morgan Securities Inc.; pricing Jan. 28; settlement Jan. 31
• 10.75% reverse exchangeable notes due Jan. 30, 2009 linked to Schlumberger NV stock; 75% trigger; via J.P. Morgan Securities Inc.; pricing Jan. 28; settlement Jan. 31
• 15% reverse exchangeable notes due July 31, 2008 linked to Simon Property Group, Inc. stock; 75% trigger; via J.P. Morgan Securities Inc.; pricing Jan. 28; settlement Jan. 31
• 18% reverse exchangeable notes due Jan. 30, 2009 linked to US Airways Group, Inc. stock; 50% trigger; via J.P. Morgan Securities Inc.; pricing Jan. 28; settlement Jan. 31
• 18% reverse exchangeable notes due July 31, 2008 linked to Washington Mutual, Inc. stock; 60% trigger; via J.P. Morgan Securities Inc.; pricing Jan. 28; settlement Jan. 31
• 0% return enhanced notes due Feb. 27, 2009 linked to the S&P GSCI Agriculture index; via J.P. Morgan Securities Inc.; pricing Jan. 29; settlement Jan. 31
• 0% buffered return enhanced notes due Feb. 3, 2012 linked to the performance of a basket consisting of the S&P 500 (75% weight), MSCI EAFE (10% weight), Russell 2000 and MSCI Emerging Markets Index Fund (both with 7.5% weight); via J.P. Morgan Securities Inc.; pricing Jan. 31; settlement Feb. 5
LEHMAN BROTHERS HOLDINGS INC.
• 15-year Constant Maturity Swap callable spread daily accrual notes due Jan. 31, 2023; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing Jan. 25; settlement Jan. 31
• 13.7% reverse exchangeable notes due April 30, 2008 linked to American International Group, Inc. common stock; via Lehman Brothers Inc.; via Lehman Brothers Inc.; pricing Jan. 28; settlement Jan. 31
• 15.3% reverse exchangeable notes due Jan. 30, 2009 linked to the common stock of CIT Group .; 50% trigger; via Lehman Brothers Inc.; pricing Jan. 28; settlement Jan. 31
• 14.05% reverse exchangeable notes due July 31, 2008 linked to Deere & Co. stock; 75% trigger; via Lehman Brothers Inc.; pricing Jan. 28; settlement Jan. 31
• 13.35% reverse exchangeable notes due April 30, 2008 linked to the common stock of General Motors Corp.; 60% trigger; via Lehman Brothers Inc.; pricing Jan. 28; settlement Jan. 31
• 14.75% reverse exchangeable notes due July 31, 2008 linked to H&R Block, Inc. stock; 60% trigger; via Lehman Brothers Inc.; pricing Jan. 28; settlement Jan. 31
• 15.25% reverse exchangeable notes due July 31, 2008 linked to J.C. Penney Co., Inc. stock; 70% trigger; via Lehman Brothers Inc.; pricing Jan. 28; settlement Jan. 31
• 20% reverse exchangeable notes due April 30, 2008 linked to the common stock of JetBlue Airways Corp.; 60% trigger; via Lehman Brothers Inc.; pricing Jan. 28; settlement Jan. 31
• 11% reverse exchangeable notes due July 31, 2008 linked to the least performing stock in a basket consisting of Johnson & Johnson, Coca-Cola Co., Procter & Gamble Co., McDonald's Corp. and General Electric Co. common stocks; via Lehman Brothers Inc.; pricing Jan. 28; settlement Jan. 31
• 14.25% reverse exchangeable notes due July 31, 2008 linked to NYSE Euronext stock; 80% trigger; via Lehman Brothers Inc.; pricing Jan. 28; settlement Jan. 31
• 18% reverse exchangeable notes due July 31, 2008 linked to Peabody Energy Corp. stock; 75% trigger; via Lehman Brothers Inc.; pricing Jan. 28; settlement Jan. 31
• Zero-coupon 100% principal protection absolute return barrier notes due July 31, 2009 linked to the S&P 500 index; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing Jan. 28; settlement Jan. 31
• 0% bearish autocallable optimization securities with contingent protection due July 31, 2009 linked to S&P 500 Consumer Discretionary index; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing Jan. 28; settlement Jan. 31
• 20% reverse exchangeable notes due April 30, 2008 linked to Target Corp. common stock; via Lehman Brothers Inc.; pricing Jan. 28; settlement Jan. 31
• 19.2% reverse exchangeable notes due April 30, 2008 linked to United States Steel Corp. common stock; via Lehman Brothers Inc.; pricing Jan. 28; settlement Jan. 31
• 16% reverse exchangeable notes due July 31, 2008 linked to Under Armour, Inc. stock; 60% trigger; via Lehman Brothers Inc.; pricing Jan. 28; settlement Jan. 31
• 12.6% reverse exchangeable notes due July 31, 2008 linked to Whole Foods Market, Inc. stock; 70% trigger; via Lehman Brothers Inc.; pricing Jan. 28; settlement Jan. 31
• 13.55% reverse exchangeable notes due Jan. 30, 2009 linked to the common stock of Wynn Resorts, Ltd.; 60% trigger; via Lehman Brothers Inc.; pricing Jan. 28; settlement Jan. 31
• 0% buffered return enhanced noted due Feb. 11, 2010 linked to shares of Financial Select Sector SPDR fund; via Lehman Brothers Inc.; pricing Feb. 4; settlement Feb. 11
• Four-month 0% foreign exchange 90% principal-protected notes linked to a basket consisting of the Indonesia rupiah (34% weight), Indian rupee (33% weight) and Brazilian real, (33% weight); via Lehman Brothers Inc.
• Three-year 0% buffered return enhanced notes linked to the LBCI Pure Beta Excess Return; via Lehman Brothers Inc.
MERRILL LYNCH & CO., INC.
• 11% callable Stock Return Income Debt Securities (Strides) due February 2010 payable at maturity with Home Depot, Inc. common stock; via Merrill Lynch & Co.; pricing January; settlement in February
• 0% Strategic Accelerated Redemption Securities (Stars) due February 2010 linked to the Nikkei 225 index; via Merrill Lynch & Co.; pricing in January; settlement in February
• 0% Accelerated Return Notes due April 2009 linked to the Rogers International Commodity Index - Agriculture Excess Return; via Merrill Lynch & Co.; pricing January; settlement in February
• 0% Accelerated Return Notes due April 2009 linked to the S&P Asia 50 index; via Merrill Lynch & Co.; pricing January; settlement in February
MORGAN STANLEY
• 0% buffered return enhanced notes due Jan. 23, 2009 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing Jan. 11; settlement Jan. 18
• Currency-linked securities due July 30, 2009 linked to the euro; via Morgan Stanley & Co. Inc.; pricing and settlement in January
• 0% Performance Leveraged Upside Securities (PLUS) due Feb. 18, 2009 linked to the Nasdaq 100 index; via Morgan Stanley & Co.; pricing and settlement in January
• 0% Performance Leveraged Upside Securities (PLUS) due Feb. 20, 2009 linked to the Nikkei 225 index; via Morgan Stanley & Co.; pricing and settlement in January
• Zero-coupon protected absolute return barrier notes due April 20, 2009 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing and settlement in January
• Zero-coupon 96% protected absolute return barrier notes due July 2009 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing and settlement in January
RABOBANK, NA
• Zero-coupon 100% principal-protected certificates of deposit due Jan. 30, 2015 linked to equal weights of the Dow Jones Euro Stoxx 50, MSCI Singapore Free, S&P 500 and Nikkei 225 indexes; via LaSalle Bank NA; pricing Jan. 28; settlement Jan. 31
ROYAL BANK OF CANADA
• 12.8% reverse convertible notes due July 31, 2008 linked to the common stock of American International Group, Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 18% reverse convertible notes due April 30, 2008 linked to the common stock of Apple Inc.; 75% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 9% reverse convertible notes due April 30, 2008 linked to the common stock of BB&T Corp.; 80% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 19.5% reverse convertible notes due April 30, 2008 linked to the common stock of Cutera, Inc.; 70% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 15.5% reverse convertible notes due April 30, 2008 linked to the common stock of D.R. Horton, Inc.; 60% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 24.7% reverse convertible notes due July 31, 2008 linked to the common stock of Elan Corp. plc; 65% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 16% reverse convertible notes due April 30, 2008 linked to the common stock of EMC Corp.; 80% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 19.2% reverse convertible notes due April 30, 2008 linked to the common stock of Fannie Mae; 65% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 36.55% reverse convertible notes due April 30, 2008 linked to the common stock of First Solar, Inc.; 75% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 30.5% reverse convertible notes due April 30, 2008 linked to the common stock of First Solar, Inc.; 70% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 19.5% reverse convertible notes due July 31, 2008 linked to the common stock of General Motors Corp.; 65% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 17.5% reverse convertible notes due April 30, 2008 linked to the common stock of General Motors Corp.; 65% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 10.1% reverse convertible notes due July 31, 2008 linked to the common stock of Google Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 27.55% reverse convertible notes due April 30, 2008 linked to the common stock of Harmony Gold Mining Co. Ltd.; 80% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 19.8% reverse convertible notes due July 31, 2008 linked to the common stock of Harmony Gold Mining Co.; 70% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 9.15% reverse convertible notes due Jan. 30, 2009 linked to the common stock of Intel Corp.; 80% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 25.6% reverse convertible notes due April 30, 2008 linked to the common stock of Intuitive Surgical, Inc.; 70% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 14% reverse convertible notes due July 31, 2008 linked to the common stock of JPMorgan Chase & Co.; 80% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 13.75% reverse convertible notes due April 30, 2008 linked to the common stock of KeyCorp; 80% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 15.8% reverse convertible notes due April 30, 2008 linked to the common stock of Lululemon Athletica Inc.; 60% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 25.35% reverse convertible notes due April 30, 2008 linked to the common stock of MBIA Inc.; 65% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 17.2% reverse convertible notes due April 30, 2008 linked to the common stock of Mechel; 70% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 11% reverse convertible notes due Jan. 30, 2009 linked to the common stock of Merrill Lynch & Co., Inc.; 70% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 12.7% reverse convertible notes due July 31, 2008 linked to the common stock of MGM Mirage; 75% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 11.4% reverse convertible notes due April 30, 2008 linked to the common stock of Mindray Medical International Ltd.; 70% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 22.75% reverse convertible notes due April 30, 2008 linked to the common stock of Mosaic Co.; 70% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 11.8% reverse convertible notes due April 30, 2008 linked to the common stock of Nasdaq Stock Market Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 17.5% reverse convertible notes due Jan. 30, 2009 linked to the common stock of Netflix Inc.; 60% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 10.5% reverse convertible notes due April 30, 2008 linked to the common stock of Noble Corp.; 80% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 12.3% reverse convertible notes due April 30, 2008 linked to the common stock of Nuance Communications, Inc.; 75% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 15.25% reverse convertible notes due April 30, 2008 linked to the common stock of Potash Corp.; 70% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 17.5% reverse convertible notes due April 30, 2008 linked to the common stock of Regions Financial Corp.; 80% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 15.6% reverse convertible notes due April 30, 2008 linked to the common stock of Riverbed Technology, Inc.; 60% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 0% enhanced return (leveraged) notes due Feb. 27, 2009 linked to S&P 500 index; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 9.4% reverse convertible notes due Jan. 30, 2009 linked to the common stock of Starbucks Corp.; 80% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 13% reverse convertible notes due April 30, 2008 linked to the common stock of SunTrust Banks, Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 16.75% reverse convertible notes due July 31, 2008 linked to the common stock of Titanium Metals Corp.; 75% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 15.75% reverse convertible notes due April 30, 2008 linked to the common stock of Toll Brothers, Inc.; 65% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 32.1% reverse convertible notes due April 30, 2008 linked to the common stock of Washington Mutual, Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 10% reverse convertible notes due April 30, 2008 linked to the common stock of Wells Fargo & Co.; 80% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 12.25% reverse convertible notes due July 31, 2008 linked to the common stock of Wells Fargo & Co.; 80% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 9.3% reverse convertible notes due Jan. 30, 2009 linked to the common stock of Wells Fargo & Co.; 80% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
• 11% reverse convertible notes due July 31, 2008 linked to the common stock of Western Union Co.; 80% trigger; via RBC Capital Markets Corp.; pricing Jan. 28; settlement Jan. 31
AB SVENSK EXPORTKREDIT
• 0% absolute return notes due March 2009 linked to equal weights of the Dow Jones Euro Stoxx 50, S&P 500 and Nikkei 225 indexes; via Merrill Lynch & Co.; pricing and settlement in January
• 0% absolute return notes due March 2009 linked to the Russell 2000 index; via Merrill Lynch & Co.; pricing and settlement in January
• 95% zero-coupon principal-protected notes due January 2013 linked to the S&P 500 (45% weight), MSCI EAFE (45% weight), Dow Jones - AIG Commodity (10% weight); via Morgan Stanley & Co. Inc.; pricing and settlement in January
• 0% Accelerated Return Notes due March 2009 linked to the Nikkei 225 index via Merrill Lynch & Co.; pricing and settlement in January or February
• 18-month zero-coupon bull notes linked to a basket consisting of equal weights of the Indonesia rupiah and Philippine peso; via Goldman, Sachs & Co.
UBS AG
• 16.3% to 18.3% yield optimization notes with contingent protection due July 18, 2008 linked to Las Vegas Sands Corp. stock; 60% trigger; via UBS Investment Bank and UBS Financial Services Inc.; pricing Jan. 15; settlement Jan. 18
• 16.3% to 18.3% yield optimization notes with contingent protection due July 18, 2008 linked to Wynn Resorts Ltd. stock; 60% trigger; via UBS Investment Bank and UBS Financial Services Inc.; pricing Jan. 15; settlement Jan. 18
• Zero-coupon 100% principal protection notes due April 30, 2012 linked to UBS Bloomberg Constant Maturity Commodity index; via UBS Investment Bank; pricing Jan. 24; settlement Jan. 31
• Variable-coupon 100% principal protection notes due Feb. 20, 2013 linked to UBS Short Term Rates Automated Strategy (Straus) index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Jan. 24; settlement Jan. 31
• Zero-coupon 100% principal protection notes due Jan. 29, 2010 linked to equal weights of the Indonesian rupiah, the Indian rupee, the Chinese renminbi and the Philippine peso, all against the dollar; via UBS Financial Services Inc. and UBS Investment Bank; settlement on Jan. 31
• 0% performance securities with contingent protection due Jan. 31, 2013 linked to the S&P 500 index; 50% trigger; via UBS Financial Services, Inc. and UBS Investment Bank; pricing Jan. 28; settlement Jan. 31
• 0% performance securities with partial protection due July 29, 2011 linked to UBS Bloomberg Constant Maturity Commodity index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Jan. 28; settlement Jan. 31
• 0% performance securities with partial protection due July 29, 2011 linked to a basket consisting of soybean futures and corn features, (both with 40% weight) and wheat futures (20% weight); via UBS Financial Services Inc. and UBS Investment Bank; pricing and settlement in January
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