Structured Products Calendar

BANK OF AMERICA

• 0% notes due July 25, 2011 linked to the euro and British pound, versus the dollar; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing July 22

• 0% Minimum Return Equity Appreciation Growth Linked Securities (Index Eagles) due June 25, 2013 linked to the S&P 500 index; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing July 22

• 0% unsecured senior notes in the Strategic Equity Exposure Performance Linked Securities (Steepls) structure due July 26, 2010 linked to the Dow Jones Industrial Average; via Banc of America Securities LLC and Banc of America Investment Services Inc.; pricing in July

BARCLAYS BANK PLC

• 11% reverse convertible notes due July 8, 2009 linked to Apple Inc. stock; 65% trigger; via Barclays Capital; pricing July 3

• 9.65% reverse convertible notes due July 8, 2009 linked to Archer-Daniels-Midland Co. stock; 75% trigger; via Barclays Capital; pricing July 3

• 16.5% reverse convertible notes due Jan. 8, 2009 linked to Bank of America Corp. stock; 70% trigger; via Barclays Capital; pricing July 3

• 9.565% reverse convertible notes due July 8, 2009 linked to Barrick Gold Corp. stock; 70% trigger; via Barclays Capital; pricing July 3

• 9.5% reverse convertible notes due July 8, 2009 linked to Bristol-Myers Squibb Co. stock; 80% trigger; via Barclays Capital; pricing July 3

• 10% reverse convertible notes due July 8, 2009 linked to Corning Inc. stock; 75% trigger; via Barclays Capital; pricing July 3

• 10.15% reverse convertible notes due July 8, 2009 linked to Deere & Co. stock; 75% trigger; via Barclays Capital; pricing July 3

• 16.75% reverse convertible notes due July 8, 2009 linked to Energy Conversion Devices, Inc. stock; 60% trigger; via Barclays Capital; pricing July 3

• 20% reverse convertible notes due July 8, 2009 linked to Evergreen Solar, Inc. stock; 60% trigger; via Barclays Capital; pricing July 3

• 20% reverse convertible notes due July 8, 2009 linked to First Solar, Inc. stock; 60% trigger; via Barclays Capital; pricing July 3

• 19.5% reverse convertible notes due Jan. 8, 2009 linked to Garmin Ltd. stock; 70% trigger; via Barclays Capital; pricing July 3

• 20% reverse convertible notes due Jan. 8, 2009 linked to General Motors Corp. stock; 40% trigger; via Barclays Capital; pricing July 3

• 20% reverse convertible notes due Jan. 7, 2009 linked to Gold Fields Ltd. stock; 75% trigger; via Barclays Capital; pricing July 3

• 12% reverse convertible notes due Jan. 8, 2009 linked to Monsanto Co. stock; 70% trigger; via Barclays Capital; pricing July 3

• 14.4% reverse convertible notes due July 8, 2009 linked to Mosaic Co. stock; 60% trigger; via Barclays Capital; pricing July 3

• 10.15% reverse convertible notes due July 8, 2009 linked to Occidental Petroleum Corp. stock; 65% trigger; via Barclays Capital; pricing July 3

• Zero-coupon 100% principal-protected notes due July 8, 2009 linked to the S&P 500 index; via Barclays Capital Inc.; pricing July 3

• 0% return enhanced notes due July 22, 2009 linked to the S&P 500 index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing July 3

• 10% reverse convertible notes due Jan. 8, 2009 linked to Schering-Plough Corp. stock; 75% trigger; via Barclays Capital; pricing July 3

• 20% reverse convertible notes due Jan. 8, 2009 linked to Suntech Power Holdings Co., Ltd. stock; 60% trigger; via Barclays Capital; pricing July 3

• 11% reverse convertible notes due July 8, 2009 linked to Target Corp. stock; 70% trigger; via Barclays Capital; pricing July 3

• 11.1% reverse convertible notes due July 8, 2009 linked to Terex Corp. stock; 65% trigger; via Barclays Capital; pricing July 3

• 20% reverse convertible notes due Jan. 8, 2009 linked to Tesoro Corp. stock; 60% trigger; via Barclays Capital; pricing July 3

• 14% reverse convertible notes due Jan. 8, 2009 linked to Valero Energy Corp. stock; 70% trigger; via Barclays Capital; pricing July 3

• Zero-coupon 100% principal-protected outperformance notes due Jan. 11, 2011 linked to the performance of a basket of emerging market currencies relative to a basket of developed market currencies; via Barclays Capital Inc.; pricing July 11

• 0% Buffered Super Track notes due July 20, 2011 linked to the S&P 500 index; via Barclays Capital; pricing July 16

• Zero-coupon 100% principal-protected notes due July 28, 2011 linked to the Barclays Intelligent Carry Index USD ER; via Barclays Capital Inc.; pricing July 25

• 0% performance allocation securities due July 31, 2013 linked to the best performing of three equity portfolios; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing July 28

• 0% return optimization securities with partial protection due Jan. 29, 2010 linked to the Rogers International Commodity Index - Excess Return; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing July 28

• 0% return optimization securities with partial protection due Jan. 29, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing July 28

• 0% performance securities with contingent protection due July 31, 2013 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing July 28

• Six-month 14.4% annualized reverse convertible notes linked to the common stock of Deere & Co.; 80% trigger; via Barclays Capital Inc.

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

• Six-month 9.5% annualized reverse convertible notes linked to the common stock of Pfizer Inc.; 90% trigger; via Barclays Capital Inc.

CITIGROUP FUNDING INC.

• 95% protected notes due July 2009 linked to equal weights of the Brazilian real, Russian ruble, Indian rupee and Chinese yuan, all relative to the dollar; via Citigroup Global Markets Inc.; pricing in July

• Principal-protected fixed-coupon notes due June 2013 linked to the Brazilian real, Russian ruble, Chinese yuan and Indian rupee, each against the dollar; via Citigroup Global Markets Inc.; pricing in July

• 8% to 9.5% one-year Equity LinKed Securities linked to Cisco Systems, Inc. stock; 75% trigger; via Citigroup Global Markets Inc.; pricing in July

• One-year Premium Mandatory Callable Equity-linked Securities linked to American Depositary Shares of Companhia Vale do Rio Doce; via Citigroup Global Markets Inc.; pricing in July

• 0% contingent upside participation principal-protected notes due 2010 linked to the Financial Select Sector SPDR Fund; via Citigroup Global Markets Inc.; pricing in July

• One-year 10% to 11% Equity LinKed Securities (ELKS) linked to the common stock of International Game Technology; via Citigroup Global Markets Inc.; pricing in July

• Zero-coupon principal-protected notes due July 2010 linked to the Malaysian ringgit, Indonesian rupiah, Singapore dollar, Thai baht, Indian rupee and Philippine peso, against the dollar; via Citigroup Global Markets Inc.; pricing in July

• One-year Equity LinKed Securities linked to American Depositary Receipts of Nokia Corp.; 75% trigger; via Citigroup Global Markets Inc.; pricing in July

CREDIT SUISSE, NASSAU BRANCH

• 0% Buffered Accelerated Return Equity Securities due July 16, 2010 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing July 10

• 0% Cert Plus securities due Jan. 24, 2011 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing July 17

• 0% Cert Plus notes due Jan. 24, 2011 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing July 17

DEUTSCHE BANK AG, LONDON BRANCH

• Zero-coupon 100% principal-protected notes due July 7, 2014 linked to the Deutsche Bank Liquid Commodity Index - Mean Reversion Plus Excess Return; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing July 1

• Zero-coupon notes due July 22, 2009 linked to Dow Jones Euro Stoxx 50, FTSE 100 and Topix indexes; 90% trigger; pricing July 3

• Range accrual notes due July 15, 2023 linked to the 30-year and two-year Constant Maturity Swap rates; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing July 10

• CMS slope steepener notes due July 15, 2023; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing July 10

0% Buffered Underlying Securities (BUyS) due July 30, 2015 linked to the Deutsche Bank Liquid Commodity Index ­ Mean Reversion Plus Excess Return; 80% trigger; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing July 25

EKSPORTFINANS ASA

• 20.5% reverse convertible notes due Oct. 10, 2008 linked to General Motors Corp. common stock; 50% trigger; via Natixis Securities North America Inc.; pricing July 7

• 11% to 13% annualized reverse convertible notes due Jan. 16, 2009 linked to eBay Inc. common stock; 80% trigger; via Morgan Stanley & Co. Inc.; pricing July 11

• 10% to 12% annualized reverse convertible notes due Jan. 16, 2009 linked to Google Inc. common stock; 80% trigger; via Morgan Stanley & Co. Inc.; pricing July 11

• 14% to 16% annualized reverse convertible notes due Jan. 16, 2009 linked to Petroleo Brasileiro SA shares; 80% trigger; via Morgan Stanley & Co. Inc.; pricing July 11

• 11% to 13% annualized reverse convertible notes due Jan. 16, 2009 linked to XTO Energy Inc. common stock; 80% trigger; via Morgan Stanley & Co. Inc.; pricing July 11

• Zero-coupon 95% principal-protected notes due July 6, 2009 linked to the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; via Wachovia Capital Markets, LLC

• 0% access securities with buffered downside due July 2, 2010 linked to the Dow Jones Industrial Average; via Wachovia Capital Markets, LLC

• 15.75% to 16.75% enhanced yield securities due Jan. 6, 2009 linked to Hess Corp. common stock; 70% trigger; via Wachovia Capital Markets, LLC

• 10% to 11% enhanced yield securities due Jan. 6, 2009 linked to Home Depot, Inc. common stock; 75% trigger; via Wachovia Capital Markets, LLC

• 12% to 13% enhanced yield securities due Jan. 6, 2009 linked to Nordstrom, Inc. common stock; 70% trigger; via Wachovia Capital Markets, LLC

• 14.5% to 15.5% enhanced yield securities due Jan. 6, 2009 linked to NYSE Euronext common stock; 75% trigger; via Wachovia Capital Markets, LLC

• 0% enhanced growth securities with capped upside due Oct. 1, 2009 linked to the S&P 500 index; via agent Wachovia Capital Markets, LLC

GOLDMAN SACHS GROUP, INC.

• 0% 53-week leveraged equity index-linked notes linked to MSCI EAFE, Russell 2000 and S&P 500 indexes; 90% trigger; via Goldman, Sachs & Co.

• 0% leveraged notes due 13 to 14 months after issue linked to the S&P 500 and MSCI EAFE indexes; via Goldman, Sachs & Co.

• 0% contingent payment trigger notes linked to the S&P 500 and Russell 2000 indexes; via Goldman Sachs & Co.

• 0% leveraged notes due 24 to 25 months after issue linked to the S&P 500 index; via Goldman, Sachs & Co.

• Basket-linked notes attached to the S&P 500 with a 65% weight, the MSCI EAFE with a 30% weight and the iShares Emerging Markets Fund with a 5% weight; via Goldman, Sachs & Co.

HSBC USA INC.

• 20% reverse convertible notes due Oct. 10, 2008 linked to Arch Coal, Inc. stock; 70% trigger; via HSBC Securities (USA) Inc.; pricing July 7

• 13% reverse convertible notes due Oct. 10, 2008 linked to JPMorgan Chase & Co. stock; 70% trigger; via HSBC Securities (USA) Inc.; pricing July 7

• 14.5% reverse convertible notes due Jan. 12, 2009 linked to Target Corp. stock; 75% trigger; via HSBC Securities (USA) Inc.; pricing July 7

• 15% reverse convertible notes due Oct. 10, 2008 linked to Valero Energy Corp. stock; 75% trigger; via HSBC Securities (USA) Inc.; pricing July 7

• 0% performance securities with contingent return due July 29, 2011 linked to the S&P 500 index; via UBS Financial Services Inc. and HSBC USA Inc.; pricing July 28

JPMORGAN CHASE BANK, NA

• Callable leveraged curve certificates of deposit due July 22, 2023 linked to the 30-year and two-year Constant Maturity Swap rates; via J.P. Morgan Securities Inc.; pricing in July

JPMORGAN CHASE & CO.

• Zero-coupon return notes due July 16, 2009 linked to the JPMorgan Commodity Curve Index Aggregate Excess Return; via J.P. Morgan Securities Inc.; pricing July 1

• Zero-coupon return notes due July 16, 2009 linked to the JPMorgan Commodity Investable Global Asset Rotator Excess Return index; via J.P. Morgan Securities Inc.; pricing July 1

• 17% reverse exchangeable notes due Oct. 10, 2008 linked to Apple Inc. common stock; 80% trigger; via J.P. Morgan Securities Inc.; pricing July 7

• 15% reverse exchangeable notes due Jan. 9, 2009 linked to Bank of America Corp. common stock; 60% trigger; via J.P. Morgan Securities Inc.; pricing July 7

• 20% reverse exchangeable notes due Oct. 10, 2008 linked to Freeport-McMoRan Copper & Gold, Inc. common stock; 75% trigger; via J.P. Morgan Securities Inc.; pricing July 7

• 9% reverse exchangeable notes due July 10, 2009 linked to General Electric Co. common stock; 80% trigger; via J.P. Morgan Securities Inc.; pricing July 7

• 9% reverse exchangeable notes due July 10, 2009 linked to Microsoft Corp. common stock; 80% trigger; via J.P. Morgan Securities Inc.; pricing July 7

• 17.5% reverse exchangeable notes due Oct. 10, 2008 linked to Peabody Energy Corp. common stock; 70%? trigger; via J.P. Morgan Securities Inc.; pricing July 7

• 18% reverse exchangeable notes due Jan. 9, 2009 linked to Wachovia Corp. common stock; 60% trigger; via J.P. Morgan Securities Inc.; pricing July 7

• Floating-rate notes due July 11, 2013 linked to the Consumer Price Index; via J.P. Morgan Securities Inc.; pricing July 8

• Zero-coupon return notes due July 14, 2010 linked to the JPMorgan Core Commodity Investable Global Asset Rotator Conditional Long-Short Index; via J.P. Morgan Securities Inc.; pricing July 9

• Zero-coupon 100% principal-protected notes due April 21, 2010 linked to Brazilian real, Indian rupee, Mexican peso and New Turkish lira; via J.P. Morgan Securities Inc.; pricing July 16

• Zero-coupon principal-protected notes due Aug. 2, 2012 linked to the Dow Jones Euro Stoxx 50, FTSE/Xinhua China 25 and S&P 500 indexes; via J.P. Morgan Securities Inc.; pricing July 28

• 0% buffered return enhanced notes due Jan. 29, 2010 linked to the MSCI EAFE index; via J.P. Morgan Securities Inc.; pricing July 28

• 0% principal-protected notes due July 29, 2011 linked to S&P 500, Dow Jones Euro Stoxx 50, Nikkei 225 and S&P GSCI Excess Return indexes; via J.P. Morgan Securities Inc.; pricing July 28

• Zero-coupon 100% principal protected notes due July 29, 2011 linked the S&P 500, Dow Jones Euro Stoxx 50, Nikkei 225 and S&P GSCI Excess Return Index; via J.P. Morgan Securities Inc.; pricing July 28

LEHMAN BROTHERS HOLDINGS INC.

• 20% reverse exchangeable notes due Oct. 10, 2008 linked to DryShips Inc. common stock; 60% trigger; via Lehman Brothers Inc.; pricing July 7

• 25% reverse exchangeable notes due Oct. 10, 2008 linked to Fannie Mae common stock; 60% trigger; via Lehman Brothers Inc.; pricing July 7

• 15.25% reverse exchangeable notes due Oct. 10, 2008 linked to Visa Inc. common stock; 80% trigger; via Lehman Brothers Inc.; pricing July 7

MERRILL LYNCH & CO., INC.

• 100% principal-protected notes due July 2018 linked to the 30-year and 10-year Constant Maturity Swap rates; via Merrill Lynch & Co. and First Republic Securities Co.; pricing in June or July

• 100% principal-protected notes due June 2020 linked to the 30-year and 10-year Constant Maturity Swap rates; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in June or July

• 10% to 13% one-year STEP Income Securities linked to Freeport-McMoRan Copper & Gold Inc. common stock; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in June or July

• 0% 18-month Capped Leveraged Index Return Notes linked to the MSCI Brazil index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in June or July

• 0% Market Index Target-Term Securities (Mitts) due 54 to 60 months after issue linked the Nikkei 225, Dow Jones Euro Stoxx 50 and S&P 500 indexes; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in June or July

• Leveraged Index Return Notes due in July 2011 linked to the Rogers International Commodity Index - Agriculture Excess Return; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in June or July

• 100% principal-protected notes due July 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 July

• 0% Accelerated Return Notes due September 2009 linked to the gold spot price; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in July

• 0% Accelerated Return Notes due September 2009 linked to the MSCI EAFE index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in July

• Zero-coupon 95% principal-protected notes due in August 2009 linked to the Russian ruble against the dollar; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in July

• 0% Accelerated Return Notes due October 2009 linked to the Russell 2000 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in July

• 0% Accelerated Return Bear Market Notes due October 2009 linked to the Russell 3000 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in July

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

• 0% Accelerated Return Notes due October 2009 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in July

• 0% Strategic Accelerated Redemption Securities due in August 2010 linked to the S&P 500 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in July

• 0% 18-month Capped Leveraged Index Return Notes linked to the MSCI China index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in July or August

• 0% Capped Leveraged Index Return Notes due January or February 2010 linked to the MSCI Emerging Markets index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in July or August

• 0% Accelerated Return Notes due October 2009 linked to the Dow Jones - AIG Commodity index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in August

MORGAN STANLEY

• Zero-coupon capital-protected notes due Nov. 30, 2011 linked to equal weights of the MSCI EAFE, S&P 500 and Hang Seng indexes; via Morgan Stanley & Co. Inc.; pricing July 18

• "Jump" capital-protected notes due Jan. 31, 2011 linked to Brazilian real, Hungarian forint, Mexican peso and Romanian leu, vs. dollar; via Morgan Stanley & Co. Inc.; pricing in July

• Zero-coupon 95% capital-protected notes due Jan. 31, 2011 linked to dollar versus euro; via Morgan Stanley & Co. Inc.; pricing in July

• 0% Trigger Performance Leveraged Upside Securities due Oct. 20, 2009 linked to the Financial Select Sector SPDR fund; via Morgan Stanley & Co. Inc.; pricing in July

• 12% Stock Participation Accreting Redemption Quarterly-pay Securities due Aug. 20, 2009 mandatorily exchangeable for Freeport-McMoRan Copper & Gold Inc. stock; via Morgan Stanley & Co. Inc.; pricing in July

• 0% protected absolute return barrier notes due Jan. 20, 2010 linked to the MSCI EAFE index; via Morgan Stanley & Co. Inc.; pricing in July

• Zero-coupon capital-protected units, each consisting of a note and a warrant, due Nov. 29, 2011 linked to the Nikkei 225 index; via Morgan Stanley & Co. Inc.; pricing in July

• 0% Performance Leveraged Upside Securities (PLUS) due Aug. 20, 2009 linked to the PHLX Marine Shipping Index; via Morgan Stanley & Co. Inc.; pricing in July

• 0% Performance Leveraged Upside Securities due August 2009 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in July

• 0% notes due August 2009 in the Bear Market Performance Leveraged Upside Securities structure inversely linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in July

• 0% protected absolute return barrier notes due Jan. 20, 2010 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in July

• 0% notes due Aug. 31, 2009 in the Bear Market Performance Leveraged Upside Securities structure inversely linked to the price of WTI light sweet crude oil; via Morgan Stanley & Co. Inc.; pricing in July

ROYAL BANK OF CANADA

• Redeemable leveraged steepener range accrual notes due July 18, 2023 linked to 30-year and two-year Constant Maturity Swap rates; via RBC Capital Markets Corp.

AB SVENSK EXPORTKREDIT

• CMS range accrual notes due July 2018; via Banc of America Securities LLC; pricing July 22

• 0% 14-month Accelerated Return Notes linked to the Technology Select Sector index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in June or July

• 0% two-year notes linked to the Chinese renminbi, Indonesian rupiah, Malaysian ringgit, Philippine Peso and Singapore dollar; via Lehman Brothers Inc.; pricing in July

• 0% Accelerated Return Notes due September 2009 linked to the Dow Jones Euro Stoxx 50 index; via Merrill Lynch & Co. and First Republic Securities Co.; pricing in July

• Libor range accrual notes due July 2023; via Banc of America Securities LLC; pricing in July

• 0% Accelerated Return Notes due in September or October of 2009 linked to the Russell 2000 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in July or August

• 0% Accelerated Return Notes due in September or October of 2009 linked to the S&P 500 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in July or August

UBS AG

• 0% autocallable optimization securities with contingent protection due Jan. 21, 2010 linked to the Amex Gold Bugs index; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 14

• Zero-coupon 100% principal protection notes due May 31, 2013 linked to the UBS Bloomberg Constant Maturity Commodity index Excess Return; via UBS Investment Bank; pricing July 24

• 0% return optimization securities with partial protection due Jan. 29, 2010 linked to the MSCI EAFE index; via UBS Financial Services Inc. and UBS Investment Bank; pricing on July 28

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