Structured Products Calendar

ABN AMRO BANK NV

• 10% Knock-in Reverse Exchangeable Securities due July 17, 2009 linked to Deere & Co. stock; 70% trigger; via ABN Amro Inc.; pricing July 15

• 9% Knock-in Reverse Exchangeable Securities due July 17, 2009 linked to Intel Corp. stock; 70% trigger; via ABN Amro Inc.; pricing July 15

• 13% Knock-in Reverse Exchangeable Securities due July 17, 2009 linked to Nasdaq Stock Market, Inc. stock; 70% trigger; via ABN Amro Inc.; pricing July 15

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

• Zero-coupon senior notes structured as Equity Appreciation Growth Linked Securities due July 25, 2012 linked to equal weights of 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 in July

• 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

• 0% commodity-linked notes due July 23, 2010 linked to the absolute change in the value of West Texas Intermediate light sweet crude oil; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing in July

BARCLAYS BANK PLC

• 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% notes due July 30, 2009 linked to a basket of buffered return enhanced components including the Dow Jones Euro Stoxx 50, FTSE 100 and Topix indexes; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing July 11

• 18% bearish reverse convertible notes due Oct. 16, 2008 linked to the common stock of Ford Motor Co.; 150% trigger; Barclays Capital; pricing July 11

• 20% reverse convertible notes due Jan. 14, 2009 linked to General Motors Corp. stock; via Barclays Capital; pricing July 11

• 14% bearish reverse convertible notes due Oct. 16, 2008 linked to the common stock of SkyWest Inc. .; 140% trigger; Barclays Capital; 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

• 20% reverse convertible notes due Oct. 29, 2008 linked to Arch Coal, Inc. stock; via Barclays Capital; pricing July 25

• 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

• 12.7% reverse convertible notes due Jan. 28, 2009 linked to CSX Corp. stock; via Barclays Capital; pricing July 25

• 18.8% reverse convertible notes due Jan. 28, 2009 linked to Frontier Oil Corp. stock; via Barclays Capital; pricing July 25

• 14.25% reverse convertible notes due July 24, 2009 linked to Joy Global Inc. stock; via Barclays Capital; pricing July 25

• 20% reverse convertible notes due Jan. 28, 2009 linked to Peabody Energy Corp. stock; via Barclays Capital; 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

• 0% buffer notes due 2010 linked to the S&P 500 index; 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

• 0% Digital Plus ProNotes due July 30, 2010 linked to Brazilian real, Russian ruble, Indian rupee and Chinese yuan, versus dollar; via Credit Suisse Securities (USA) LLC; pricing July 25

• 0% Buffered Accelerated Return Equity Securities (Bares) due Aug. 31, 2009 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing July 25

• 12% callable yield notes due July 31, 2009 linked to the S&P 500 index, the Russell 2000 index and the Dow Jones Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing July 25

• 0% M-ProNotes due July 31, 2009 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing July 25

• 0% Buffered Accelerated Return Equity Securities (Bares) due Aug. 31, 2009 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing July 25

• 0% ProNotes due Jan. 31, 2013 linked to the S&P 500, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via Credit Suisse Securities (USA) LLC; pricing July 25

DEUTSCHE BANK AG, LONDON BRANCH

• 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% annual review notes due July 28, 2011 linked to the S&P 500 index; 90% trigger; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing July 11

• 0% Buffered Underlying Securities due July 23, 2013 linked to MSCI EAFE, MSCI Emerging Markets and Deutsche Bank Balanced Currency Harvest indexes; 80% trigger; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co.

Americas; pricing July 18

• CMS slope steepener notes due July 24, 2023 linked to the spread of the 30-year Constant Maturity Swap rate over the two-year CMS rate; Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing July 21

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

• 0% Buffered Underlying Securities (BUyS) due Feb. 2, 2011 linked to the Deutsche Bank Balanced Currency Harvest (USD) index; 90% trigger; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing July 28

• 0% securities due Aug. 2, 2011 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 28

• Zero-coupon 100% principal protection notes due July 29, 2011 linked to equal weights of the euro/U.S. dollar, British pound/U.S. dollar and U.S. dollar/Canadian dollar exchange rates; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing July 28

• 0% return optimization securities due Aug. 3, 2009 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing July 28

• Zero-coupon 100% principal protection absolute return barrier notes due Jan. 29, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing July 28

• Zero-coupon 100% principal protection absolute return barrier M-notes due Jan. 31, 2010 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing July 28

• Zero-coupon market contribution securities due Aug. 5, 2013 linked to the Deutsche Bank Liquid Alpha USD 5 Total Return Index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing July 31

EKSPORTFINANS ASA

• 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

• Buffered note due Aug. 1, 2011 linked to AT&T Corp., Bank of America Corp., Citigroup Inc., E.I. du Pont de Nemours & Co., General Electric Co., General Motors Corp., JPMorgan Chase & Co., Merck & Co., Inc., Pfizer Inc. and Verizon Communications Inc.; 85% trigger; via Natixis Securities North America Inc.; pricing July 25

• 0% auto-callable securities due January 2011 linked to the Financial Select Sector SPDR fund; via Morgan Stanley & Co.; pricing in July

• 9% to 10% enhanced yield securities due Jan. 21, 2009 linked to Aetna Inc. common stock; 75% trigger; via Wachovia Capital Markets, LLC

• 11.5% to 12.5% auto redeemable enhanced yield securities due Jan. 21, 2009 linked to Apple Inc. common stock; 70% trigger; via Wachovia Capital Markets, LLC

• 16% to 17% enhanced yield securities due Oct. 21, 2008 linked to First Solar, Inc. common stock; 65% trigger; 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

• 0% absolute return range notes due Nov. 10, 2009 linked to the iShares Russell 2000 index fund; 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 leveraged upside and buffered downside due Aug. 15, 2011 linked to the S&P 500 index; 85% trigger; via Wachovia Capital Markets, LLC

• 12% to 13% enhanced yield securities due Jan. 21, 2009 linked to Valero Energy Corp. common stock; 70% trigger; via Wachovia Capital Markets, LLC

• 9.5% to 10.5% enhanced yield securities due Oct. 21, 2008 linked to Visa Inc. common stock; 75% trigger; via 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.

HSBC USA INC.

• 0% HSBC Investable Climate Change index certificates of deposit due July 31, 2014; via HSBC Securities (USA) Inc.; pricing July 24

• 14% reverse convertible notes due Oct. 30, 2008 linked to Apple, Inc. shares; 75% trigger; via HSBC Securities (USA) Inc.; pricing July 28

• 10% reverse convertible notes due Jan. 30, 2009 linked to Archer-Daniels-Midland Co. shares; 70% trigger; via HSBC Securities (USA) Inc.; pricing July 28

• 14% reverse convertible notes due Oct. 30, 2008 linked to Big Lots, Inc. shares; 65% trigger; via HSBC Securities (USA) Inc.; pricing July 28

• 10% reverse convertible notes due Jan. 30, 2009 linked to Deere & Co. shares; 70% trigger; via HSBC Securities (USA) Inc.; pricing July 28

• 0% bearish return optimization securities with partial protection due Sept. 30, 2009 linked to the Dow Jones Industrial Average; via UBS Financial Services and HSBC USA Inc.; pricing July 28

• 0% enhanced market participation notes due Sept. 30, 2009 linked to the Financial Select Sector SPDR fund; via HSBC Securities (USA) Inc.; pricing July 28

• 15.5% reverse convertible notes due Oct. 30, 2008 linked to Hess Corp. shares; 70% trigger; via HSBC Securities (USA) Inc.; pricing July 28

• 10.6% reverse convertible notes due Jan. 30, 2009 linked to Home Depot, Inc. shares; 65% trigger; via HSBC Securities (USA) Inc.; pricing July 28

• 11.5% reverse convertible notes due Jan. 30, 2009 linked to JPMorgan Chase & Co. shares; 60% trigger; via HSBC Securities (USA) Inc.; pricing July 28

• 11% reverse convertible notes due Jan. 30, 2009 linked to Microsoft Corp. shares; 80% trigger; via HSBC Securities (USA) Inc.; pricing July 28

• 13.5% reverse convertible notes due Jan. 30, 2009 linked to Nordstrom, Inc. shares; 65% trigger; via HSBC Securities (USA) Inc.; pricing July 28

• 13% reverse convertible notes due Jan. 30, 2009 linked to Research In Motion Ltd. shares; 60% trigger; via HSBC Securities (USA) Inc.; pricing July 28

• Zero-coupon 100% principal-protected absolute return barrier notes due Jan. 29, 2010 linked to the Russell 2000 index; via UBS Financial Services Inc. and HSBC USA Inc.; pricing July 28

• 11.5% reverse convertible notes due July 30, 2009 linked to Schlumberger NV shares; 70% trigger; via HSBC Securities (USA) Inc.; pricing July 28

• 0% enhanced market participation notes due Sept. 30, 2009 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing July 28

• 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

• 16% reverse convertible notes due Oct. 30, 2008 linked to Tesoro Corp. shares; 60% trigger; via HSBC Securities (USA) Inc.; pricing July 28

JPMORGAN CHASE BANK, NA

• 0% contingent payment dual-directional knock-out certificates of deposit due March 31, 2009 linked to the Russell 2000 and S&P 500 indexes; via J.P. Morgan Securities Inc.; pricing July 28

• 0% contingent payment dual-directional knock-out certificates of deposit due Jan. 29, 2010 linked to the Russell 2000 and S&P 500 indexes; via J.P. Morgan Securities Inc.; pricing July 28

• 0% contingent payment dual-directional knock-out certificates of deposit due Jan. 29, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing July 28

• 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.

• 0% dual directional buffered return enhanced notes due July 30, 2009 linked to the S&P 500 index; 90% trigger; via J.P. Morgan Securities Inc.; pricing July 11

• 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 Oct. 31, 2011 linked to the negative performance of the euro versus the dollar; via J.P. Morgan Securities Inc.; pricing July 25

• Zero-coupon principal-protected asset allocation notes due July 31, 2013 linked to the best performer of three reference portfolios that consist of four asset classes: currencies, commodities, equity and debt; via J.P. Morgan Securities Inc.; pricing July 28

• Zero-coupon principal-protected asset allocation notes due July 31, 2014 linked to the best performer of three reference portfolios that consist of four asset classes: currencies, commodities, equity and debt; via J.P. Morgan Securities Inc.; pricing July 28

• 10.5% reverse exchangeable notes due July 31, 2009 linked to Alcoa Inc. common stock; 60% trigger; via J.P. Morgan Securities Inc.; pricing July 28

• 10.5% reverse exchangeable notes due Oct. 31, 2008 linked to American Express Co. common stock; 70% trigger; via J.P. Morgan Securities Inc.; pricing July 28

• 15% reverse exchangeable notes due July 31, 2009 linked to American International Group, Inc. common stock; 50% trigger; via J.P. Morgan Securities Inc.; pricing July 28

• 10.75% reverse exchangeable notes due July 31, 2009 linked to Apple Inc. common stock; 60% trigger; via J.P. Morgan Securities Inc.; pricing July 28

• 24% reverse exchangeable notes due Oct. 31, 2008 linked to Arch Coal, Inc. common stock; 70% trigger; via J.P. Morgan Securities Inc.; pricing July 28

• 13% reverse exchangeable notes due July 31, 2009 linked to Bank of America Corp. common stock; 50% trigger; via J.P. Morgan Securities Inc.; pricing July 28

• Zero-coupon principal-protected dual directional notes due Jan. 31, 2011 linked to the Brazilian real, Russian ruble, South Korean won, Chinese renminbi and Indian rupee, each versus the dollar; via J.P. Morgan Securities Inc.; pricing July 28

• 10.5% reverse exchangeable notes due Jan. 30, 2009 linked to Caterpillar Inc. common stock; 80% trigger; via J.P. Morgan Securities Inc.; pricing July 28

• 13.75% reverse exchangeable notes due Jan. 30, 2009 linked to Chicago Bridge & Iron Co. NV common stock; 70% trigger; via J.P. Morgan Securities Inc.; pricing July 28

• 13.25% reverse exchangeable notes due July 31, 2009 linked to Citigroup Inc. common stock; 50% trigger; via J.P. Morgan Securities Inc.; pricing July 28

• 22% reverse exchangeable notes due Oct. 31, 2008 linked to Consol Energy Inc. common stock; 70% trigger; via J.P. Morgan Securities Inc.; pricing July 28

• 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

• 20.5% reverse exchangeable notes due Oct. 31, 2008 linked to Freeport-McMoRan Copper & Gold, Inc. common stock; 70% trigger; via J.P. Morgan Securities Inc.; pricing July 28

• 17.5% reverse exchangeable notes due Jan. 30, 2009 linked to Freeport-McMoRan Copper & Gold, Inc. common stock; 60% trigger; via J.P. Morgan Securities Inc.; pricing July 28

• 9% reverse exchangeable notes due July 31, 2009 linked to General Electric Co. common stock; 80% trigger; via J.P. Morgan Securities Inc.; pricing July 28

• 12% reverse exchangeable notes due Jan. 30, 2009 linked to Goldman Sachs Group, Inc. common stock; 70% trigger; via J.P. Morgan Securities Inc.; pricing July 28

• 10% reverse exchangeable notes due Jan. 30, 2009 linked to Intel Corp. common stock; 70% trigger; via J.P. Morgan Securities Inc.; pricing July 28

• Zero-coupon 100% principal protection notes due July 31, 2013 linked to a multi-asset portfolio including the JPMorgan GBI Global Bond Total Return, S&P 500, MSCI EAFE and Dow Jones - AIG Commodity indexes; via UBS Financial Services 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

• 13% reverse exchangeable notes due Oct. 31, 2008 linked to Monsanto Co. common stock; 70% trigger; via J.P. Morgan Securities Inc.; pricing July 28

• 12% reverse exchangeable notes due Jan. 30, 2009 linked to National-Oilwell Varco Inc. common stock; 60% trigger; via J.P. Morgan Securities Inc.; pricing July 28

• 13% reverse exchangeable notes due July 31, 2009 linked to Nucor Corp. common stock; 60% trigger; via J.P. Morgan Securities Inc.; pricing July 28

• 21% reverse exchangeable notes due Oct. 31, 2008 linked to Peabody Energy Corp. common stock; 70% trigger; via J.P. Morgan Securities Inc.; pricing July 28

• 15.5% reverse exchangeable notes due Oct. 31, 2008 linked to Potash Corp. of Saskatchewan Inc. common stock; 70% trigger; via J.P. Morgan Securities Inc.; pricing July 28

• 0% buffered return enhanced notes due Jan. 29, 2010 linked to the S&P 500 index; capped return of 14.5%; via J.P. Morgan Securities Inc.; pricing July 28

• 0% buffered return enhanced notes due Jan. 29, 2010 linked to the S&P 500 index; capped return of 18%; 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

• 12% reverse exchangeable notes due Jan. 30, 2009 linked to Starbucks Corp. common stock; 70% trigger; via J.P. Morgan Securities Inc.; pricing July 28

• 12.25% reverse exchangeable notes due Jan. 30, 2009 linked to Target Corp. common stock; 65% trigger; via J.P. Morgan Securities Inc.; pricing July 28

• 14% reverse exchangeable notes due Jan. 30, 2009 linked to Terex Corp. common stock; 65% trigger; via J.P. Morgan Securities Inc.; pricing July 28

• 18% reverse exchangeable notes due Oct. 31, 2008 linked to United States Steel Corp. common stock; 70% trigger; via J.P. Morgan Securities Inc.; pricing July 28

• 10% reverse exchangeable notes due Jan. 30, 2009 linked to Verizon Communications Inc. common stock; 80% trigger; via J.P. Morgan Securities Inc.; pricing July 28

• 20.25% reverse exchangeable notes due Jan. 30, 2009 linked to Wachovia Corp. common stock; 60% trigger; via J.P. Morgan Securities Inc.; pricing July 28

• 12% reverse exchangeable notes due Jan. 30, 2009 linked to Weatherford International Ltd. common stock; 68% trigger; via J.P. Morgan Securities Inc.; pricing July 28

• 10% reverse exchangeable notes due Jan. 30, 2009 linked to Whole Foods Market, Inc. common stock; 60% trigger; via J.P. Morgan Securities Inc.; pricing July 28

• Zero-coupon principal-protected dual directional notes due July 31, 2013 linked to WTI crude oil, primary aluminum, copper - grade A, S&P GSCI Precious Metals Index Excess Return, S&P GSCI Agriculture Index Excess Return and S&P GSCI Livestock Index Excess Return; via J.P. Morgan Securities Inc.; pricing July 28

LEHMAN BROTHERS HOLDINGS INC.

• 10% reverse exchangeable notes due Jan. 31, 2009 linked to the AT&T Inc. stock; via Lehman Brothers Inc.; pricing July 28

• 10% reverse exchangeable notes due July 31, 2009 linked to Boeing Co. stock; via Lehman Brothers Inc.; pricing July 28

• 18% reverse exchangeable notes due Oct. 31, 2008 linked to Companhia Vale do Rio Doce stock; via Lehman Brothers Inc.; pricing July 28

• 20.25% reverse exchangeable notes due Oct. 31, 2008 linked to DryShips Inc. stock; via Lehman Brothers Inc.; pricing July 28

• 9% reverse exchangeable notes due July 31, 2009 linked to Exxon Mobil Corp. stock; via Lehman Brothers Inc.; pricing July 28

• 30% reverse exchangeable notes due Jan. 31, 2009 linked to the General Motors Corp. stock; via Lehman Brothers Inc.; pricing July 28

• 13% reverse exchangeable notes due Oct. 31, 2008 linked to Southwest Airlines Co. stock; via Lehman Brothers Inc.; pricing July 28

• 12% reverse exchangeable notes due Oct. 31, 2008 linked to Valero Energy Corp. stock; via Lehman Brothers Inc.; pricing July 28

• 18% reverse exchangeable notes due Oct. 31, 2008 linked to Visa Inc. stock; via Lehman Brothers Inc.; pricing July 28

• 9.25% reverse exchangeable notes due July 31, 2009 linked to the Walt Disney Co. stock; via Lehman Brothers Inc.; pricing July 28

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., 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 capped leveraged index return notes due January 2010 linked to the MSCI EAFE index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in July

• Zero-coupon capped return notes due September 2009 linked to the Nasdaq 100 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in July

• Zero-coupon capped return notes due September 2009 linked to the Russell 2000 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. 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 capped return notes due September 2009 linked to the S&P 500 index; 95% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc. 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

• Zero-coupon 100% principal-protected absolute return barrier notes due July 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% 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

•18-month zero-coupon 90% principal-protected notes linked to the euro/dollar exchange rate; Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in July or August

• 10%-13% one-year STEP Income Securities linked to Monsanto Co. common stock; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in July or August

• 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

• Zero-coupon 100% principal-protected barrier notes due August 2009 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; settlement 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

• 0% buffered securities due Nov. 30, 2011 linked to the common stocks of ACE Ltd., Aflac Inc., Allstate Corp., American Express Co., American International Group, Inc., Bank of America Corp., Bank of New York Mellon Corp., Charles Schwab Corp., Citigroup Inc., Goldman Sachs Group, Inc., JPMorgan Chase & Co., Loews Corp., Merrill Lynch & Co., Inc., PNC Financial Services Group, Inc., Prudential Financial, Inc., State Street Corp., Travelers Cos., Inc., U.S. Bancorp, Wachovia Corp. and Wells Fargo & Co.; via Morgan Stanley & Co. Inc.; pricing July 24

• "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

• Callable CMS curve-linked notes due July 28, 2023; 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

• 16% reverse convertible notes due Oct. 20, 2008 linked to Bank of America Corp. common stock; 70% trigger; via RBC Capital Markets Corp.; pricing July 15

• 16% reverse convertible notes due Oct. 20, 2008 linked to JPMorgan Chase & Co. common stock; 70% trigger; via RBC Capital Markets Corp.; pricing July 15

• Zero-coupon principal-protected absolute return notes due July 30, 2010 linked to the iShares MSCI Emerging Markets index fund; via RBC Capital Markets Corp.; pricing July 28

• 0% enhanced return notes due Aug. 31, 2009 linked to the iShares Russell 2000 index fund; via RBC Capital Markets Corp.; pricing July 28

• Zero-coupon principal-protected absolute return notes due July 30, 2010 linked to shares of the iShares Russell 2000 index fund; RBC Capital Markets Corp.; pricing July 28

• 0% enhanced return notes due Aug. 31, 2009 linked to the S&P 500 index; via RBC Capital Markets Corp.; pricing July 28

• Zero-coupon principal-protected notes due July 30, 2010 linked to the Brazilian real relative to the dollar; via RBC Capital Markets Corp.; pricing July 29

• Zero-coupon principal-protected equity-linked notes due Jan. 31, 2013 linked to the Nikkei 225, Dow Jones Euro Stoxx 50 and S&P 500 indexes; via RBC Capital Markets Corp.; pricing July 29

• Zero-coupon principal-protected notes due July 29, 2011 linked to the negative performance of the Japanese yen, euro, British pound sterling, Swiss franc and Canadian dollar; via RBC Capital Markets Corp.; pricing July 29

• 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% 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% three-year mandatory callable soft commodity basket-linked notes linked to corn, soybeans and wheat; via Citigroup Global Markets 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 July 20, 2009 linked to General Electric Co.; 75% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 11

• 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 absolute peak return barrier notes due Jan. 22, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 15

• 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

• 9% to 10.5% yield optimization notes with contingent protection due Jan. 30, 2009 linked to the iShares Russell 2000 index fund; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 25

• 8% to 9% yield optimization notes with contingent protection due Jan. 30, 2009 linked to Standard & Poor's Depositary Receipts; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 25

• 8% to 9.5% yield optimization notes with contingent protection due Jan. 30, 2009 linked to Standard & Poor's MidCap 400 Depositary Receipts; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 25

• Three-year call warrants linked to the common stocks of Air Products and Chemicals, Inc., Charles Schwab Corp., C.H. Robinson Worldwide, Inc., Colgate-Palmolive Co., CVS Caremark Corp., DirecTV Group, Inc., Duke Energy Corp., Hartford Financial Services Group, Inc., Kimberly-Clark Corp., Lehman Brothers Holdings Inc., McGraw Hill Cos., Inc., Microsoft Corp., Praxair, Inc., Prudential Financial, Inc., Symantec Corp., Travelers Cos., Inc. and Wal-Mart Stores, Inc.; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 28

• 100% principal-protected notes due July 31, 2013 linked to the Consumer Price Index; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 28

• 0% performance securities with partial protection due July 31, 2012 linked to the Dow Jones Euro Stoxx 50, FTSE 100, Nikkei 225, Swiss Market index, S&P/ASX 200 and MSCI Emerging Markets index; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 28

• 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

• Zero-coupon 100% principal protection absolute return barrier notes due Jan. 29, 2010 linked to the MSCI EAFE index; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 28

• Zero-coupon 100% principal protection absolute return barrier notes due July 29, 2009 linked to the S&P 500 index; 16% to 18% barriers; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 28

• Zero-coupon 100% principal protection absolute return barrier notes due July 29, 2009 linked to the S&P 500 index; 19.75% to 22% upper barrier and 1% to 10% lower barrier; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 28

• 0% performance tracking securities due July 31, 2013 linked to the UBS Return Optimization index; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 28

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