Structured Products Calendar

BANK OF AMERICA

• 0% senior notes due Dec. 29, 2008 in the Strategic Equity Exposure Performance Linked Securities (Steepls) structure linked to the Dow Jones Euro Stoxx 50 index; via Banc of America Securities LLC, Banc of America Investment Services, Inc.; settlement in December

• 0% senior notes due 2011 linked to the S&P 500, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via Banc of America Securities LLC, Banc of America Investment Services, Inc.; settlement in December

• Minimum Return Equity Appreciation Growth Linked Securities (Index Eagles) due Dec. 27, 2011 linked to the performance of the Dow Jones Industrial Average; via Banc of America Securities LLC , Banc of America Investment Services Inc.; settlement in December

BARCLAYS BANK PLC

• 20% reverse convertible notes due March 6, 2007 linked to the common stock of Under Armour, Inc.; via Barclays Capital; pricing Dec. 1; settlement Dec. 6

• 11% reverse convertible notes due Nov. 30, 2007 linked to the common stock of USG Corp.; 70% trigger; via Barclays Capital; pricing Nov. 29; settlement Nov. 30

• 18% reverse convertible notes due June 13, 2007 linked to the common stock of NutriSystem, Inc.; 80% trigger; via Barclays Capital; pricing Dec. 8, settlement Dec. 13

• 11.5% reverse convertible notes due June 13, 2007 linked to the common stock of Whole Foods, Inc.; 80% trigger; via Barclays Capital; pricing Dec. 8, settlement Dec. 13

• 0% iPath exchange-traded notes due 2036 linked to the CBOE S&P 500 BuyWrite index; via Barclays Capital

• 0% iPath exchange-traded notes due May 22, 2007 linked to the dollar/yen exchange rate; via Barclays Capital

• 0% iPath exchange-traded notes due 2036 linked to the euro/dollar exchange rate; via Barclays Capital

• 0% iPath exchange-traded notes due 2036 linked to the Dow Jones - AIG Agriculture Total Return Sub-Index; via Barclays Capital

• 0% iPath exchange-traded notes due 2036 linked to the Dow Jones - AIG Commodity Index Total Return; via Barclays Capital

• 0% iPath exchange-traded notes due 2036 linked to the Dow Jones - AIG Energy Total Return Sub-Index; via Barclays Capital

• 0% iPath exchange-traded notes due 2036 linked to the Dow Jones - AIG ExEnergy Total Return Sub-Index; via Barclays Capital

• 0% iPath exchange-traded notes due 2036 linked to the Dow Jones - AIG Grains Total Return Sub-Index; via Barclays Capital

• 0% iPath exchange-traded notes due 2036 linked to the Dow Jones - AIG Industrial Metals Total Return Sub-Index; via Barclays Capital

• 0% iPath exchange-traded notes due 2036 linked to the Dow Jones - AIG Livestock Total Return Sub-Index; via Barclays Capital

• 0% iPath exchange-traded notes due 2036 linked to the Dow Jones - AIG Petroleum Total Return Sub-Index; via Barclays Capital

• 0% iPath exchange-traded notes due 2036 linked to the Dow Jones - AIG Precious Metals Total Return Sub-Index; via Barclays Capital

• 0% iPath exchange-traded notes due 2036 linked to the Dow Jones - AIG Softs Total Return Sub-Index; via Barclays Capital

• 0% iPath exchange-traded notes due 2036 linked to the MSCI India Total Return Index; via Barclays Capital

• 0% iPath exchange-traded notes due 2036 linked to the pound/dollar exchange rate; via Barclays Capital

THE BEAR STEARNS COS. INC.

• 0% four-year notes linked to the Russell 2000 index; via Bear, Stearns & Co. Inc.; pricing in December

• 0% four-year notes linked to the S&P MidCap 400 index; via Bear, Stearns & Co. Inc.; pricing in December

• Notes due Dec. 28, 2011 linked to the performance of the U.S. Adagio Strategy index; via Bear, Stearns & Co. Inc.; pricing in December

CITIGROUP FUNDING INC.

• 10% to 11% one-year Equity LinKed Securities (ELKS) linked to the common stock of Best Buy Co., Inc.; 75% trigger; via Citigroup Global Markets; pricing in December

• 12.5% to 13.5% six-month Equity LinKed Securities (ELKS) linked to the common stock of Yahoo! Inc.; 80% trigger; via Citigroup Global Markets; pricing in December

• 9% to 10% Equity LinKed Securities (ELKS) structure linked to the common stock of Archer-Daniels-Midland Co.; 80% trigger; via Citigroup Global Markets

• 0% principal-protected notes due 2008 linked to an equally weighted basket containing the Australian dollar, Canadian dollar, Mexican peso and Brazilian real; via Citigroup Global Markets Inc.

• 0% principal-protected trust certificates linked to the Dow Jones Industrial Average and the Nikkei 225 with a maturity of between 3.5 and 3.65 years; via Citigroup

CREDIT SUISSE (USA) INC.

• 8.5% reverse convertible securities due Nov. 30, 2007 linked to the American Depositary Receipts representing Cemex SA de CV common stock; 80% trigger; via Credit Suisse Securities (USA); settlement expected in November

• 10% reverse convertible securities due Nov. 30, 2007 linked to D.R. Horton, Inc. stock; 70% trigger; via Credit Suisse Securities (USA); settlement expected in November

• 10.25% reverse convertible securities due Nov. 30, 2007 linked to Foster Wheeler Ltd. stock; 75% trigger; via Credit Suisse Securities (USA); settlement expected in November

• 11.75% reverse convertible securities due May 31, 2007 linked to ImClone Systems, Inc. stock; 80% trigger; via Credit Suisse Securities (USA); settlement expected in November

• 11.85% reverse convertible securities due May 31, 2007 linked to IntercontinentalExchange, Inc. stock; 65% trigger; via Credit Suisse Securities (USA); settlement expected in November

• 14% reverse convertible securities due May 31, 2007 linked to Intuitive Surgical, Inc. stock; 70% trigger; via Credit Suisse Securities (USA); settlement expected in November

• 17% reverse convertible securities due May 31, 2007 linked to Silver Wheaton Corp. stock; 70% trigger; via Credit Suisse Securities (USA); settlement expected in November

• 15.25% reverse convertible securities due May 31, 2007 linked to Under Armour, Inc. stock; 70% trigger; via Credit Suisse Securities (USA); settlement expected in November

• 13% reverse convertible securities due Nov. 30, 2007 linked to US Airways Group, Inc. stock; 65% trigger; via Credit Suisse Securities (USA); settlement expected in November

• 11% reverse convertible securities due Nov. 30, 2007 linked to a basket of 10 stocks; via Credit Suisse (USA), Ltd.

• 17.15% reverse convertible securities due May 31, 2007 linked to Red Hat, Inc. common stock; via Credit Suisse (USA), Ltd.

EKSPORTFINANS ASA

• 18-month issue index+ notes linked to the iShares Dow Jones U.S. Real Estate Index Fund; via Deutsche Bank Securities Inc.

• 0% issue index+ notes linked to the iShares Russell 2000 Index Fund; via Deutsche Bank Securities

• 0% Buffered Underlying Securities (BUyS) linked to the S&P 500 index; via Deutsche Bank Securities

JPMORGAN CHASE & CO.

• 0% buffered return enhanced notes due Dec. 12, 2007 linked to the Dow Jones Euro Stoxx 50 index; via J.P. Morgan Securities; pricing Dec. 1; settlement Dec. 6

• 0% buffered return enhanced notes due Jan. 16, 2008 linked to the Korea Stock Price 200 with a 32.1% weight, the MSCI Taiwan with a 23.4% weight, the AMEX Hong Kong 30 with an 18% weight, the FTSE/Xinhua China 25 with a 17.4% weight and the MSCI Singapore with a 9.1% weight; via J.P. Morgan Securities; pricing Dec. 1; settlement Dec. 6

• 0% annual review notes due Dec. 10, 2009 linked to the Nikkei 225 index; via J.P. Morgan Securities Inc.; pricing Dec. 1; settlement Dec. 6

• 0% buffered return enhanced notes due Dec. 12, 2007 linked to the Nikkei 225 index; via J.P. Morgan Securities; pricing Dec. 1; settlement Dec. 6

• 0% annual review notes due March 4, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing Dec. 1; settlement Dec. 6

• 0% senior unsecured principal protected auto-callable knock-out notes due Dec. 11, 2008 linked to the iShares MSCI Emerging Markets Index Fund; via J.P. Morgan Securities; pricing Dec. 8; settlement Dec. 13

KfW

• Commodity-linked notes due 2009 linked to aluminum, copper, gold, lead, nickel, West Texas Intermediate crude oil and zinc; via Wachovia Securities

LEHMAN BROTHERS HOLDINGS INC.

• 0% 18-month autocallable notes linked to the Lehman Brothers Commodity Index Natural Gas Excess Return; via Lehman Brothers

MERRILL LYNCH & CO., INC.

• 0% principal-protected notes due November 2010 linked to equal weights of the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500 indexes; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing expected in November

• 0% accelerated-return notes due March 2008 linked to the Dow Jones Industrial Average; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in November; settlement in December

• 0% accelerated return notes linked to the MSCI EAFE index; via Merrill Lynch & Co.; settlement expected in December

• 0% Accelerated Return Bear Market Notes due September 2007 linked to the Nasdaq 100 index; via Merrill Lynch; settlement expected in December

• 0% leveraged index return series C notes due June 2010 linked to the Rogers International Commodity Index - Excess Return; via Merrill Lynch; settlement expected in December

• PROtected Covered Call EnhancED Income NoteS (Proceeds) linked to the U.S. Select Foreign Access 25 Proceeds index; via Merrill Lynch, Pierce Fenner & Smith; settlement expected in December

• 0% accelerated return notes due January 2008 linked to the Nikkei 225 index; via Merrill Lynch & Co.

MORGAN STANLEY

• 0% capital-protected notes due May 20, 2010 linked to the Dow Jones Euro Stoxx 50 and the Nikkei 225, both with 42.5% weights, as well as the Hang Seng index with a 10% weight and the S&P Latin America 40 with a 5% weight; via Morgan Stanley; pricing and settlement expected in November

• 0% notes due Feb. 20, 2008 in the Bear Market Performance Leveraged Upside Securities (PLUS) structure linked to the PHLX Housing Sector index; via Morgan Stanley; pricing expected in November

• 8.5% to 9.5% High Income Trigger Securities (HITS) due Dec. 20, 2007 exchangeable for Schlumberger Ltd. stock; 75% trigger; via Morgan Stanley; pricing and settlement expected in November

• 8.5% to 9.5% High Income Trigger Securities (HITS) due Jan. 20, 2008 linked to the common stock of Archer-Daniels-Midland Co.; 80% trigger; via Morgan Stanley; pricing in December

• 7.5% Stock Participation Accreting Redemption Quarterly-pay Securities (Sparqs) due Jan. 20, 2008 mandatorily exchangeable for Coach, Inc. stock; via Morgan Stanley; pricing in December

• 10% Stock Participation Accreting Redemption Quarterly-pay Securities (Sparqs) due Jan. 20, 2008 mandatorily exchangeable for Circuit City Stores, Inc. stock; via Morgan Stanley; pricing in December

• 0% notes due Jan. 20, 2008 in the Performance Leveraged Upside Securities (PLUS) structure linked to the Nasdaq 100 index; via Morgan Stanley; pricing in December

• 0% notes due Jan. 20, 2008 in the Bear Market PLUS (Performance Leveraged Upside Securities) structure inversely linked to the Nasdaq 100 index; via Morgan Stanley; pricing in December

• 0% notes due Jan. 20, 2008 in the Performance Leveraged Upside Securities (PLUS) structure linked to the Nikkei 225 index; via Morgan Stanley; pricing in December

• 0% commodity-linked capital-protected notes due Sept. 29, 2010 linked to equal weights of the Goldman Sachs Commodity Agricultural Index - excess return, Grade A copper, primary nickel, WTI light sweet crude oil and special high-grade zinc; via Morgan Stanley

• Protected buy-write securities due Dec. 23, 2011 linked to the performance of the 2006-4 dynamic reference index; via Morgan Stanley

• 0% Market Participation Securities due Nov. 30, 2011 linked to the iShares MSCI Emerging Markets Index Fund; via Morgan Stanley & Co. Inc.

RABO FINANCIAL PRODUCTS BV

• 17% knock-in reverse convertible notes due March 6, 2007 linked to Marvell Technology Group, Ltd. common stock; via LaSalle; pricing Dec. 1; settlement Dec. 6

• 13% knock-in reverse convertible notes due June 6, 2007 linked to Whole Foods Market, Inc. common stock; via LaSalle; pricing Dec. 1; Settlement Dec. 6

SOCIETE GENERALE

• 12% ReConvs due Nov. 30, 2007 linked to Allegheny Technologies Ltd.; 70% trigger; via Société Générale, distributor Countrywide Securities Corp.; pricing Nov 29; settlement Nov. 30

• 4% ReConvs due Nov. 30, 2007 linked to Arch Coal, Inc.; 80% trigger; via Société Générale, distributor Countrywide Securities Corp.; pricing Nov 29; settlement Nov. 30

• 10.25% ReConvs due Nov. 30, 2007 linked to Archer-Daniels-Midland Co.; 80% trigger; via Société Générale, distributor Countrywide Securities Corp.; pricing Nov 29; settlement Nov. 30

• 10% ReConvs due Nov. 30, 2007 linked to Boston Scientific Corp.; 70% trigger; via Société Générale, distributor Countrywide Securities Corp.; pricing Nov 29; settlement Nov. 30

• 9% ReConvs due Nov. 30, 2007 linked to Cigna Corp.; 80% trigger; via Société Générale, distributor Countrywide Securities Corp.; pricing Nov 29; settlement Nov. 30

• 17.25% ReConvs due Nov. 30, 2007 linked to Ciena Corp.; 70% trigger; via Société Générale, distributor Countrywide Securities Corp.; pricing Nov 29; settlement Nov. 30

• 12% ReConvs due Nov. 30, 2007linked to Circuit City; 70% trigger; via Société Générale, distributor Countrywide Securities Corp.; pricing Nov 29; settlement Nov. 30

• 11.5% ReConvs due Nov. 30, 2007 linked to D.R. Horton, Inc.; 70% trigger; via Société Générale, distributor Countrywide Securities Corp.; pricing Nov 29; settlement Nov. 30

• 12.3% ReConvs due May 30, 2007 linked to eBay Inc.; 80% trigger; via Société Générale, distributor Countrywide Securities Corp.; pricing Nov 29; settlement Nov. 30

• 11.8% ReConvs due May 30, 2007 linked to EOG Resources, Inc.; 80% trigger; via Société Générale, distributor Countrywide Securities Corp.; pricing Nov 29; settlement Nov. 30

• 4% ReConvs due Nov. 30, 2007 linked to The Goodyear Tire & Rubber Co.; 80% trigger; via Société Générale, distributor Countrywide Securities Corp.; pricing Nov 29; settlement Nov. 30

• 10.9% ReConvs due May 30, 2007 linked to Motorola, Inc.; 80% trigger; via Société Générale, distributor Countrywide Securities Corp.; pricing Nov 29; settlement Nov. 30

• 13.7% ReConvs due May 30, 2007 linked to National Semiconductor Corp.; 80% trigger; via Société Générale, distributor Countrywide Securities Corp.; pricing Nov 29; settlement Nov. 30

• 11.25% ReConvs due Nov. 30, 2007 linked to Noble Corp.; 70% trigger; via Société Générale, distributor Countrywide Securities Corp.; pricing Nov 29; settlement Nov. 30

• 12% ReConvs due Nov. 30, 2007 linked to Research In Motion Ltd.; 70% trigger; via pricing Nov 29; settlement Nov. 30

• 15.25% ReConvs due Nov. 30, 2007 linked to Sandisk Corp.; 70% trigger; via Société Générale, distributor Countrywide Securities Corp.; pricing Nov 29; settlement Nov. 30

• 10.75% ReConvs due Nov. 30, 2007 linked to TD Ameritrade Holding Corp.; 70% trigger; via Société Générale, distributor Countrywide Securities Corp.; pricing Nov 29; settlement Nov. 30

• 12.7% ReConvs due May 30, 2007 linked to Tellabs, Inc.; 80% trigger; via Société Générale, distributor Countrywide Securities Corp.; pricing Nov 29; settlement Nov. 30

• 10% ReConvs due Nov. 30, 2007 linked to Tyson Foods, Inc.; 80% trigger; via Société Générale, distributor Countrywide Securities Corp.; pricing Nov 29; settlement Nov. 30

• 14.6% ReConvs due May 30, 2007 linked to United States Steel Corp.; 80% trigger; via Société Générale, distributor Countrywide Securities Corp.; pricing Nov 29; settlement Nov. 30

• 10.5% ReConvs due Nov. 30, 2007 linked to USG Corp.; 70% trigger; via Société Générale, distributor Countrywide Securities Corp.; pricing Nov 29; settlement Nov. 30

UBS AG

• 0% enhanced appreciation securities due Jan. 31, 2008 linked to the S&P 500 index; via UBS Investment Bank, UBS Financial Services Inc.; pricing in November

• 0% principal-protected notes due Dec. 26, 2008 linked to equal weights of the dollar/Brazilian real spot rate, dollar/Russian ruble spot rate, dollar/Indian rupee spot rate and dollar/Chinese renminbi spot exchange rate; via UBS Investment Bank, UBS Financial Services Inc.; pricing on Dec. 20

• 0% return optimization securities due June 30, 2008 linked to the Rogers International Commodity Index Excess Return; via UBS Investment Bank, UBS Financial Services Inc.; pricing on Dec. 20

• 0% one-year appearing reverse convertible securities linked to the price of gold, expressed as the number of dollars per one fine troy ounce of 0.995 gold; via UBS Investment Bank

WACHOVIA CORP.

• 13.5% to 14.5% enhanced yield securities due Dec. 5, 2007 linked to Sandisk Corp. common stock;

via Wachovia Securities

• 0% principal-protected notes due Sept. 30, 2011 linked to an equally weighted basket containing the American Depositary Shares of PetroChina Co. Ltd., China Mobile Ltd., China Petroleum & Chemical Corp., China Telecom Corp. Ltd., Infosys Technologies Ltd., Wipro Ltd., Dr. Reddy's Laboratories Ltd. and Tata Motors Ltd.; minimum payout is 105% of par; via Wachovia Securities

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