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Published on 4/25/2008 in the Prospect News Structured Products Daily.

Structured Products Calendar

AMERICAN INTERNATIONAL GROUP, INC.

• Zero-coupon principal-protected notes due 2010 linked to equal weights of the Hong Kong dollar, Indian rupee, Indonesian rupiah, Malaysian ringgit and Singapore dollar; via Lehman Brothers Inc.

BANK OF AMERICA

• 0% buffered Strategic Equity Exposure Performance Linked Securities (Steepls) due April 26, 2010 linked to the Dow Jones Industrial Average (68% weight), S&P MidCap 400 (10% weight), Dow Jones Euro Stoxx 50 (7.5% weight), Nikkei 225 (7.5% weight) and S&P Small Cap 600 (7% weight); via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing in April

• Zero-coupon principal-protected notes due May 28, 2010 linked to equal weights of the Brazilian real and the Mexican peso; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing May 27

BARCLAYS BANK PLC

• 0% return optimization securities with contingent return due Nov. 30, 2009 linked to Dow Jones Euro Stoxx 50 index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing May 27

• 0% return optimization securities with contingent return due Nov. 30, 2009 linked to the Nikkei 225 index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing May 27

• 0% return optimization securities with contingent return due June 4, 2009 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing May 27

CAMBRIDGE BANK

• Index Powered certificates of deposit due Feb. 25, 2013 linked to the S&P 500 index; via Financial Northeastern Securities; pricing May 20

CITIGROUP FUNDING INC.

• Zero-coupon principal-protected notes due May 2010 linked to equal weights of the Brazilian real, Russian ruble, Indian rupee and Chinese yuan; via Citigroup Global Markets Inc.; pricing in May

• 0% Strategic Market Access Notes due in 2011 linked to the Citi U.S. Equity Model Index; via Citigroup Global Markets Inc.; pricing in May

• 12% to 15% six-month Equity LinKed Securities (ELKS) linked to Monsanto Co. common stock; via Citigroup Global Markets Inc.; pricing in May

• 13% to 16% one-year Equity LinKed Securities (ELKS) linked to the common stock of Research In Motion Ltd.; 75% trigger; Citigroup Global Markets Inc.; pricing in May

• 8% to 10% one-year Equity LinKed Securities (ELKS) linked to Schlumberger, Ltd. common stock; Citigroup Global Markets Inc.; pricing in May

• 0% medium-term notes due 2009 linked to an equally weighted basket including the Australian dollar, Brazilian real, Canadian dollar, Swiss franc and Japanese yen and an equally weighted basket including the euro and British pound; via Citigroup Global Markets Inc.

• 0% notes due May 2009 linked to equal weights of the Brazilian real, Russian ruble, Indian rupee and Chinese yuan, versus dollar; via Citigroup Global Markets Inc.

• Zero-coupon principal-protected notes due April 2010 linked to three baskets of currencies; currency basket A will include equal weights of the Chinese yuan, Indian rupee, Philippine peso and Singapore dollar; currency basket B will include equal weights of the Brazilian real, Canadian dollar, Mexican peso, Norwegian krone and Russian ruble; currency basket C will include equal weights of the Czech koruna, Polish zloty and Turkish lira; via Citigroup Global Markets Inc.

CREDIT SUISSE, NASSAU BRANCH

• 12% annualized reverse convertible securities due July 30, 2008 linked to the common stock of Gymboree Corp.; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing in April

• 15.5% select method reverse convertible securities due July 30, 2008 linked to the common stock of Hess Corp.; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing in April

• 10% annualized reverse convertible securities due July 30, 2008 linked to the common stock of H&R Block, Inc.; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing in April

• 13% select method reverse convertible securities due July 30, 2008 linked to the American Depositary Receipts representing the common stock of Petroleo Brasileiro SA - Petrobras; 75% trigger; Credit Suisse Securities (USA) LLC; pricing in April

• 0% Cert Plus notes due Oct. 28, 2011 linked to the S&P 500 index; 60% trigger; via Credit Suisse Securities (USA) LLC; pricing in April

• 10.5% annualized reverse convertible securities due July 30, 2008 linked to American Depositary Receipts representing common shares of Shanda Interactive Entertainment Ltd.; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing in April

CREDIT SUISSE (USA), INC.

• 0% Digital CertPLUS notes due Nov. 21, 2008 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing in April

DEUTSCHE BANK AG, LONDON BRANCH

• Range accrual notes due May 8, 2023 linked to three-month Libor; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing May 5

EKSPORTFINANS ASA

• 0% leveraged upside securities due May 3, 2013 linked to the Deutsche Bank X-Alpha USD Excess Return; via Deutsche Bank Securities Inc.; pricing April 30

• 0% Buffered Underlying Securities (BUyS) due May 5, 2010 linked to the S&P 500 (50% weight), MSCI EAFE (25% weight) and Russell 2000 (25% weight); via Deutsche Bank Securities Inc.; pricing April 30

• 15% to 16% enhanced yield securities due Nov. 4, 2008 linked to the common stock of Amazon.com, Inc.; 70% trigger; via Wachovia Capital Markets, LLC

• Zero-coupon 100% principal-protected notes due 2013 linked to equal weights of coal, copper, West Texas Intermediate light sweet crude oil, the Baltic Panamax index, the S&P GSCI Agriculture Index - Excess Return and the S&P GSCI Livestock Index - Excess Return; via Wachovia Capital Markets, LLC

• 8.5% to 10% enhanced yield securities due Nov. 8, 2008 linked to the common stock of General Electric Co.; 80% trigger; via Wachovia Capital Markets, LLC

• 11.5% to 12.5% enhanced yield securities due Nov. 4, 2008 linked to the common stock of Peabody Energy Corp.; 70% trigger; via Wachovia Capital Markets, LLC

• 0% enhanced growth securities with capped upside due Nov. 5, 2009 linked to the S&P 400 MidCap index; via agent Wachovia Capital Markets, LLC

• 12% to 13% enhanced yield securities due Nov. 4, 2008 linked to the common stock of Schlumberger Ltd.; 70% trigger; via Wachovia Capital Markets, LLC

• 10.5% to 11.5% enhanced yield securities due Nov. 4, 2008 linked to American Depositary Shares of Tata Motors Ltd.; 70% trigger; via Wachovia Capital Markets, LLC

GOLDMAN SACHS GROUP, INC.

• 0% leveraged notes due 2010 linked to equal weights of CBOT corn, CBOT soybeans and CBOT wheat; via Goldman, Sachs & Co.

• 0% 24- to 25-month leveraged notes linked to the S&P 500 index; 90% trigger; via Goldman, Sachs & Co.

• 0% absolute return trigger notes linked to the S&P 500 index; via Goldman, Sachs & Co.

JPMORGAN CHASE BANK, NA

• Callable curve range certificates of deposit due April 29, 2023 linked to the 30-year and 10-year Constant Maturity Swap rates; via J.P. Morgan Securities Inc.; settlement April 29

JPMORGAN CHASE & CO.

• 0% buffered return enhanced notes due May 4, 2011 linked to the S&P MidCap 400 index (80% weight) and iShares MSCI Emerging Markets index fund (20% weight); via J.P. Morgan Securities Inc.; pricing April 29

• Zero-coupon return notes due May 10, 2010 linked to the JPMorgan Core Commodity Investable Global Asset Rotator Conditional Long-Short index; via J.P. Morgan Securities Inc.; pricing May 9

• Zero-coupon 100% principal protected notes due Nov. 22, 2010 linked equal weights of the Brazilian real, Indian rupee, Mexican peso and new Turkish lira; via J.P. Morgan Securities Inc.; pricing May 16

LEHMAN BROTHERS HOLDINGS INC.

• 0% buffered annual review notes due May 5, 2009 linked to the S&P 500 index; via Lehman Brothers Inc.; pricing April 29

• 0% buffered semiannual review notes due May 8, 2009 linked to the Financial Select Sector SPDR fund; via Lehman Brothers Inc.; pricing May 2

•0% buffered return enhanced notes expected to mature May 7, 2010 linked to the iShares MSCI EAFE Index Fund; via Lehman Brothers Inc.; pricing May 2

• Zero-coupon 100% principal protection notes due May 21, 2012 linked to equal weights of the Chinese renminbi and Indian rupee; via Lehman Brothers Inc.; pricing May 15

• Zero-coupon 100% principal-protected notes with enhanced participation due Nov. 23, 2012 linked to equal weights of cocoa, copper grade A, light sweet crude oil, brent crude oil No. 2, fuel heating oil, nickel, special high grade zinc, gold, class III milk and soybeans; via Lehman Brothers Inc.; pricing May 15

• Zero-coupon 100% principal-protected notes with enhanced participation due May 21, 2010 linked to the 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.; pricing May 15

• 1% one-year Fed trade-weighted total return yield notes linked to the performance of 25 currencies versus the U.S. dollar; via Lehman Brothers Inc.

• 0% foreign-currency notes linked to the spot exchange rate for the euro against the dollar; 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.

• Zero-coupon principal-protected notes due April 2018 linked to the 30-year and 10-year Constant Maturity Swap rates; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in April

• Zero-coupon principal-protected notes due April 2012 linked to equal weights of the Consumer Staples Select Sector, Health Care Select Sector and Industrial Select Sector indexes; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in April

• 0% Accelerated Return Bear Market Notes due July 2009 linked to the Energy Select Sector index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in April

• 0% capped leveraged index return notes due November 2009 linked to the Russell 2000 index; Merrill Lynch & Co.; pricing April

• 0% Strategic Accelerated Redemption Securities (Stars) due May 2010 linked to the S&P 500 index; 90% trigger; via Merrill Lynch & Co.; pricing in April

• 11% one-year callable Stock Return Income Debt Securities (Strides) payable at maturity with Cisco Systems, Inc. common stock; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in April or May

• 0% Accelerated Return Notes due in July or August 2009 linked to the Nikkei 225 index; via Merrill Lynch & Co. Inc.; pricing in April or May

• Zero-coupon 100% principal-protected notes due November 2009 linked to a long position in the Russian ruble and a short position in the dollar; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in April or May

• 0% Accelerated Return Notes due July 2009 linked to the Merrill Lynch Commodity Index eXtra - Excess Return; via Merrill Lynch & Co.; pricing in May

• Zero-coupon 100% principal-protected absolute return barrier notes due May 2009 linked to the MSCI EAFE index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in May

• Zero-coupon 100% principal-protected absolute return barrier notes due May 2009 linked to the S&P 500 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in May

MORGAN STANLEY

• 10.5% to 12.5% reverse convertible securities (RevCons) due Nov. 14, 2008 linked to the common stock of Apple Inc.; 75% trigger; via Morgan Stanley & Co. Inc.; pricing May 9

• 9% to 11% reverse convertible securities (RevCons) due Nov. 14, 2008 linked to the common stock of Cigna Corp.; 75% trigger; via Morgan Stanley & Co. Inc.; pricing May 9

• 10% to 12% reverse convertible securities (RevCons) due Nov. 14, 2008 linked to the common stock of Devon Energy Corp.; 80% trigger; via Morgan Stanley & Co. Inc.; pricing May 9

• Senior floating-rate range accrual notes due May 5, 2023 linked to six-month Libor; via Morgan Stanley & Co. Inc.; pricing in April or May

• Zero-coupon capital protected notes due May 31, 2011 linked to equal weights of high-grade primary aluminum, coal - API, copper - grade A, natural gas, West Texas Intermediate light sweet crude oil, CBOT corn, CBOT soybeans, CBOT soymeal, nickel and S&P GSCI Precious Metals Index - Excess Return; via Morgan Stanley & Co. Inc.; pricing in May

• Capital-protected currency income notes due Nov. 30, 2011 linked to equal weights of the Australian dollar, British pound, Canadian dollar, euro, Hungarian forint, Japanese yen, Korean won, Mexican peso, New Zealand dollar, Singapore dollar and Swiss franc, all against the U.S. dollar; Morgan Stanley & Co. Inc.; pricing in May

• 0% notes due June 20, 2009 in the Bear Market PLUS (Performance Leveraged Upside Securities) structure inversely linked to shares of the Consumer Discretionary Select Sector SPDR Fund; via Morgan Stanley & Co. Inc.; pricing in May

• 0% Performance Leveraged Upside Securities (PLUS) due June 20, 2009 linked to the iShares MSCI Emerging Markets Index Fund; via Morgan Stanley & Co. Inc.; pricing in May

• 0% Performance Leveraged Upside Securities (PLUS) due June 20, 2009 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in May

• Zero-coupon capital-protected notes due Feb. 28, 2014 linked to the S&P BRIC 40 Index (50% weight) and equal weights (12.5%) of Brazilian real, Russian ruble, Indian rupee and Chinese renminbi, relative to the dollar; via Morgan Stanley & Co. Inc.; pricing in May

• 0% Performance Leveraged Upside Securities (PLUS) due June 20, 2009 linked to the S&P GSCI Industrial Metals Index - Excess Return; via Morgan Stanley & Co. Inc.; pricing in May

ROYAL BANK OF CANADA

• Zero-coupon principal-protected notes due April 30, 2013 linked to copper, natural gas and West Texas Intermediate light sweet crude oil (each with a 30% weight) as well as nickel and platinum (each with a 5% weight); via RBC Capital Markets Corp.; pricing April 28

• Zero-coupon principal-protected notes due April 29, 2011 linked to negative performance of equal weights of Japanese yen, the euro, the British pound, the Swiss franc and the Singaporean dollar, each against U.S. dollar; via RBC Capital Markets Corp.; pricing April 28

• Zero-coupon principal protected notes due Oct. 31, 2012 linked to the S&P 500 index with a 33.3333% weight, the Dow Jones Euro Stoxx 50 index with a 33.3333% weight and the Nikkei 225 index with a 33.3334% weight; RBC Capital Markets Corp.; pricing April 28

• 0% bearish buffered equity investment notes due May 29, 2009 linked to equal weights of Carter's, Inc., Nordstrom, Inc., Steven Madden, Ltd., Timberland Co., Chico's FAS, Inc., Children's Place Retail Stores, Inc. and J.C. Penney Co., Inc.; 90% trigger; via RBC Capital Markets Corp.; pricing May 26

AB SVENSK EXPORTKREDIT

• 0% Accelerated Return Notes due July 2009 linked to the Dow Jones BRIC 50 index; via Merrill Lynch & Co.; pricing in April

• 0% enhanced participation buffer notes due 2010 linked to the Hang Seng China Enterprises index; 85% trigger; via underwriter Goldman, Sachs & Co., pricing in April

• 0% Accelerated Return Notes due July 2009 linked to the S&P 500 index; via Merrill Lynch & Co.; pricing in April

UBS AG

• Zero-coupon 100% principal protection absolute return barrier notes due Nov. 30, 2009 linked to the Russell 2000 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing May 27

• Zero-coupon 100% principal protection absolute return barrier notes due Nov. 30, 2009 linked to the S&P 500 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing on May 27

WELLS FARGO & CO.

• 0% enhanced participation securities with partial principal protection due April 2011 linked to the Financial Select Sector SPDR fund; via Wells Fargo Securities, LLC


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