Structured Products Calendar

ABN AMRO BANK NV

• 8% Knock-In Reverse Exchangeable Securities due Sept. 29, 2007 linked to Capital One Financial Corp.; 80% trigger, agent LaSalle Financial Services Inc.; pricing Sept. 26

• 8% Knock-In Reverse Exchangeable Securities due Sept. 29, 2007 linked to Chevron Corp.; 80% trigger, agent LaSalle Financial Services Inc.; pricing Sept. 26

• 11% Knock-In Reverse Exchangeable Securities due Sept. 29, 2007 linked to Apple Computer Inc.; 70% trigger, agent LaSalle Financial Services Inc.; pricing Sept. 26

• 0% Index Out-Performance Notes due Sept. 29, 2010 linked to the Rogers International Commodity Index - Agricultural Excess Return; agent ABN Amro Inc.; pricing Sept. 26

• 0% principal-protected notes due March 29, 2011 linked to the Rogers International Commodity Index - Agricultural Excess Return; agent ABN Amro Inc.; pricing Sept. 26

BARCLAYS BANK PLC

• 15% reverse convertible notes due March 30, 2007 linked to General Motors Corp.; 65% trigger; via Barclays Capital; settlement Sept. 29

• 8.5% reverse convertible notes due Sept. 28, 2007 linked to Caterpillar Inc.; 80% trigger; via Barclays Capital

• 9% reverse convertible notes due Sept. 28, 2007 linked to Home Depot, Inc.; 85% trigger; via Barclays Capital; settlement Sept. 29

• 9% reverse convertible notes due Sept. 28, 2007 linked to Sony Kabushiki Kaisha; 80% trigger; via Barclays Capital; settlement Sept. 29

• 9% reverse convertible notes due Sept. 28, 2007 linked to Intel Corp.; 80% trigger; via Barclays Capital; settlement Sept. 29

• 9.75% reverse convertible notes due Sept. 28, 2007 linked to Commerce Bancorp., Inc.; 75% trigger; via Barclays Capital; settlement Sept. 29

• 10% reverse convertible notes due Sept. 28, 2007 linked to Potash Corp. of Saskatchewan Inc.; 80% trigger; via Barclays Capital

• 10% reverse convertible notes due Sept. 28, 2007 linked to Martha Stewart Living Omnimedia, Inc.; 70% trigger; via Barclays Capital

• 13.25% reverse convertible notes due Sept. 28, 2007 linked to Meridian Gold Inc.; 70% trigger; via Barclays Capital

• 13.5% reverse convertible notes due Sept. 28, 2007 linked to Pacific Ethanol, Inc.; 60% trigger; via Barclays Capital; settlement Sept. 29

• 13.75% reverse convertible notes due Sept. 28, 2007 linked to Toll Brothers, Inc.; 75% trigger; via Barclays Capital; settlement Sept. 29

• 13.75% reverse convertible notes due Sept. 28, 2007 linked to Ford Motor Co.; 70% trigger; via Barclays Capital

• 15% reverse convertible notes due Sept. 28, 2007 linked to Southwestern Energy Co.; 70% trigger; via Barclays Capital

• 16.5% reverse convertible notes due Sept. 28, 2007 linked to JetBlue Airways Corp.; 70% trigger; via Barclays Capital

THE BEAR STEARNS COS. INC.

• 0% notes linked to the U.S. Adagio Strategy index; via Bear, Stearns & Co. Inc.

• 12.5% six-month reverse convertible notes linked to Coach, Inc.; 80% trigger; agent Bear, Stearns & Co. Inc.

• 14.5% six-month reverse convertible notes linked to Best Buy Co., Inc.; 80% trigger; agent Bear, Stearns & Co. Inc.

• 14% one-year reverse convertible notes linked to NYSE Group, Inc. stock; 70% trigger; agent Bear, Stearns & Co. Inc.

• 14.25% one-year reverse convertible notes linked to Ford Motor Co. stock; 70% trigger; agent Bear, Stearns & Co. Inc.

CITIGROUP FUNDING INC.

• Equity LinKed Securities (ELKS) linked to Qualcomm Inc.; 75% trigger; agent Citigroup Global Markets Inc.

CREDIT SUISSE (USA), INC.

• 0% 13-month notes due Octover 2007 linked to an equally weighted basket that includes the dollar/Brazilian real, dollar/Mexican peso, dollar/Russian ruble and dollar/Turkish lira spot exchange rates via Credit Suisse Securities (USA) LLC

• 0% ProNotes due April 30, 2010 linked to the FTSE/Xinhua China 25 index with a 15% weight, the Bovespa Brazil index with a 15% weight, the S&P CNX Nifty index with a 15% weight, the Brazilian real/dollar spot exchange rate with a 27.5% weight and the Russian ruble/dollar spot exchange rate with a 15% weight; underwriter Credit Suisse Securities (USA) LLC; pricing expected in October

EKSPORTFINANS ASA

• 0% leveraged notes linked to the Russian ruble/dollar exchange rate and the dollar/euro exchange rate via agent Goldman, Sachs & Co.

HSBC USA INC.

• 16.25% reverse convertible notes due March 29, 2007 linked to Peabody Energy Corp.; 75% trigger; agent HSBC Securities (USA) Inc.; pricing Sept. 25

• 17% reverse convertible notes due March 29, 2007 linked to Oregon Steel Mill, Inc.; 80% trigger; agent HSBC Securities (USA) Inc.; pricing Sept. 25

• 17.75% reverse convertible notes due Dec. 29, 2006 linked to Arch Coal, Inc.; 80% trigger; agent HSBC Securities (USA) Inc.; pricing Sept. 25

• 20.25% reverse convertible notes due Dec. 29, 2006 linked to Palm, Inc.; 80% trigger; agent HSBC Securities (USA) Inc.; pricing Sept. 25

• 30% reverse convertible notes due Dec. 29, 2006 linked to Rambus Inc.; 65% trigger; agent HSBC Securities (USA) Inc.; pricing Sept. 25

• 11% reverse convertible notes due Sept. 28, 2007 linked to AnnTaylor Stores Corp.; 80% trigger; agent HSBC Securities (USA) Inc.; pricing Sept. 26

• 12% reverse convertible notes due Sept. 28, 2007 linked to Best Buy Co., Inc.; 80% trigger; agent HSBC Securities (USA) Inc.; pricing Sept. 26

• 11% reverse convertible notes due Sept. 28, 2007 linked to Chesapeake Energy Corp.; 80% trigger; agent HSBC Securities (USA) Inc.; pricing Sept. 26

• 14% reverse convertible notes due Sept. 28, 2007 linked to Circuit City Stores, Inc.; 80% trigger; agent HSBC Securities (USA) Inc.; pricing Sept. 26

• 13.25% reverse convertible notes due Sept. 28, 2007 linked to Consol Energy Inc.; 80% trigger; agent HSBC Securities (USA) Inc.; pricing Sept. 26

• 11.25% reverse convertible notes due Sept. 28, 2007 linked to Micron Technology, Inc.; 80% trigger; agent HSBC Securities (USA) Inc.; pricing Sept. 26

• 10.5% reverse convertible notes due Sept. 28, 2007 linked to Newmont Mining Corp.; 80% trigger; agent HSBC Securities (USA) Inc.; pricing Sept. 26

• 15% reverse convertible notes due Sept. 28, 2007 linked to Tellabs, Inc.; 80% trigger; agent HSBC Securities (USA) Inc.; pricing Sept. 26

• 14% reverse convertible notes due Sept. 28, 2007 linked to Western Digital Corp.; 80% trigger; agent HSBC Securities (USA) Inc.; pricing Sept. 26

JPMORGAN CHASE & CO.

• 0% buffered return enhanced notes due Oct. 11, 2007 linked to the Dow Jones Euro Stoxx 50 index; via JPMorgan; pricing expected on Sept. 29

• 0% annual review notes due Oct. 15, 2009 linked to the Nikkei 225 index; via JPMorgan; pricing expected on Sept. 29

• 0% return enhanced senior unsecured notes due Oct. 11, 2007 linked to the Russell 2000 index; via JPMorgan; pricing expected on Sept. 29

• 0% buffered return enhanced notes due March 12, 2007 linked to the S&P 500 index; via JPMorgan; pricing expected on Sept. 29

LEHMAN BROTHERS HOLDINGS INC.

• One-year principal-protected notes linked to the Thai baht; via Lehman

MERRILL LYNCH & CO., INC.

• 0% Accelerated Return Notes linked to Russell 2000; via Merrill Lynch, Pierce, Fenner & Smith Inc.

• 0% Accelerated Return Notes due January 2008 linked to equal weights of the S&P 500, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via Merrill Lynch, Pierce, Fenner & Smith Inc.

RABO FINANCIAL PRODUCTS BV

• 20% knock-in reverse convertible notes due March 29, 2007 linked to Elan Corp. plc; 70% trigger; agent LaSalle Financial Services Inc.; pricing Sept. 26

• 14% knock-in reverse convertible notes due March 29, 2007 linked to Transocean Inc.; 80% trigger; agent LaSalle Financial Services Inc.; pricing Sept. 26

• 11.8% knock-in reverse convertible notes due Oct. 1, 2007 linked to Valero Energy Corp.; 75% trigger; agent LaSalle Financial Services Inc.; pricing Sept. 26

• 10.9% knock-in reverse convertible notes due Oct. 1, 2007 linked to Whole Foods Market Inc.; 80% trigger; agent LaSalle Financial Services Inc.; pricing Sept. 26

ROYAL BANK OF CANADA

• 0% enhanced return leveraged bear notes due March 31, 2008 linked to the iShares Dow Jones U.S. Real Estate; via RBC Capital Markets Corp.; pricing Sept. 26

• 0% principal-protected notes due Sept. 30, 2013 linked to a basket of 15 Minnesota stocks; via RBC Capital Markets Corp.; pricing Sept. 26

• Principal-protected senior notes due Sept. 30, 2011 linked to equal weights of the S&P 500, Nikkei 225 and Dow Jones Euro Stoxx 50; via RBC Capital Markets Corp.; pricing Sept. 27

AB SVENSK EXPORTKREDIT

• 0% enhanced outperformance notes due 2008 linked to the Nasdaq 100 index; via Goldman, Sachs & Co.

TD BANK FINANCIAL GROUP

• 9% notes due Sept. 28, 2007 reverse convertibles linked to FedEx Corp., 80% trigger; via TD Securities (USA) LLC; settlement Sept. 27

UBS AG

• 0% enhanced appreciation securities due Dec. 28, 2007 linked to the S&P 500 index; underwriters UBS Investment Bank and UBS Financial Services Inc.; pricing Oct. 25

• 0% principal-protected notes linked to an equally weighted basket containing the S&P 500, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; underwriters UBS Investment Bank and UBS Financial Services Inc.; pricing Oct. 25

WACHOVIA CORP.

• 0% enhanced growth bearish return securities due Oct. 5, 2007 inversely linked to the S&P 500 index; via Wachovia Securities

• 0% enhanced growth securities due April 4, 2008 linked to the S&P MidCap 400; via Wachovia Securities

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