Structured Products Calendar

ABN Amro BANK NV

• 9.4% Knock-In Reverse Exchangeable Securities due Oct. 16, 2007 linked to Caterpillar Inc. stock; 85% trigger; via LaSalle Financial Services, Inc.; settlement Oct. 16

• 17% reverse convertible notes due Oct. 31, 2007 linked to AMR Corp. common stock; via ABN Amro Inc.; pricing Oct. 25; settlement Oct. 31

• 8% reverse convertible notes due Oct. 31, 2007 Chevron Corp. common stock; via ABN Amro Inc.; pricing Oct. 25; settlement Oct. 31

• 9.5% reverse convertible notes due Oct. 30, 2007 linked to Deere & Co. common stock; via LaSalle; pricing Oct. 25

• 8% reverse convertible notes due April 30, 2007 General Electric Co. common stock; via ABN Amro Inc.; pricing Oct. 25; settlement Oct. 31

• 10% reverse convertible notes due Oct. 30, 2007 linked to Norfolk Southern Corp. common stock; via LaSalle; pricing Oct. 25

• 20% reverse convertible notes due Oct. 31, 2007 linked to Rambus Inc. common stock; via ABN Amro Inc.; pricing Oct. 25; settlement Oct. 31

• 9.75% reverse convertible notes due Oct. 30, 2007 linked to Texas Instruments Inc. common stock; via LaSalle; pricing Oct. 25

• 17.25% reverse convertible notes due Oct. 30, 2007 Titanium Metals Corp. common stock; via LaSalle; pricing Oct. 25

• 13% reverse convertible notes due Oct. 31, 2007 linked to United States Steel Corp. common stock; via ABN Amro Inc.; pricing Oct. 25; settlement Oct. 31

• 0% Index Out-Performance Notes (IONs) due Oct. 30, 2009 linked to the Rogers International Commodity Index - Agriculture Excess Return; via ABN Amro; pricing Oct. 26; settlement Oct. 31

BANK OF AMERICA

• 0% Minimum Return Equity Appreciation Growth LinkEd Securities (Index Eagles) due Oct. 8, 2011 linked to the Amex Biotechnology index; minimum payout of 105% of par; via Banc of America Securities LLC and Banc of America Investment Services Inc.; pricing expected on Oct. 23

• 0% unsecured senior notes due Oct. 27, 2008 in the Strategic Equity Exposure Performance Linked Securities (Steepls) structure linked to the S&P 500 index; via Banc of America Securities LLC and Banc of America Investment Services, Inc.

• 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 and Banc of America Investment Services, Inc.

BARCLAYS BANK PLC

• 11.5% reverse convertible notes due Oct. 17, 2007 linked to Apple Computer, Inc. common stock; via Barclays Capital Inc.; pricing Oct. 13; settlement Oct. 18

• 8.625% reverse convertible notes due Oct. 17, 2007 linked to The Black & Decker Corp. common stock; via Barclays Capital Inc.; pricing Oct. 13; settlement Oct. 18

• 10.75% reverse convertible notes due Oct. 17, 2007 linked to Countrywide Financial Corp. common stock; via Barclays Capital Inc.; pricing Oct. 13; settlement Oct. 18

• 8.5% reverse convertible notes due Oct. 17, 2007 linked to Darden Restaurants, Inc. common stock; via Barclays Capital Inc.; pricing Oct. 13; settlement Oct. 18

• 16.5% reverse convertible notes due April 18, 2007 linked to eBay Inc. common stock; via Barclays Capital Inc.; pricing Oct. 13; settlement Oct. 18

• 8.5% reverse convertible notes due Oct. 17, 2007 linked to The Gap, Inc. common stock; via Barclays Capital Inc.; pricing Oct. 13; settlement Oct. 18

• 15.5% reverse convertible notes due Oct. 17, 2007 linked to General Motors Corp. common stock; via Barclays Capital Inc.; pricing Oct. 13; settlement Oct. 18

• 8.5% reverse convertible notes due Oct. 17, 2007 linked to Hilton Hotels Corp. common stock; via Barclays Capital Inc.; pricing Oct. 13; settlement Oct. 18

• 14% reverse convertible notes due Oct. 17, 2007 linked to Marvell Technology Group Ltd. common stock; via Barclays Capital Inc.; pricing Oct. 13; settlement Oct. 18

• 11% reverse convertible notes due Oct. 17, 2007 linked to Suncor Energy Inc. common stock; via Barclays Capital Inc.; pricing Oct. 13; settlement Oct. 18

• 11% reverse convertible notes due Oct. 17, 2007 linked to Yahoo! Inc. common stock; via Barclays Capital Inc.; pricing Oct. 13; settlement Oct. 18

• 0% Super Track Notes due 2008 linked to the Dow Jones - AIG Commodity index; via Barclays Capital; pricing Oct. 20; settlement Oct. 25

• 13.5% reverse convertible notes due Jan. 24, 2007 linked to Phelps Dodge Corp. common stock; via LaSalle; pricing Oct. 20

• 14.5% reverse convertible notes due Jan. 24, 2007 linked to Las Vegas Sands Corp. common stock; via LaSalle; pricing Oct. 20

• 14.35% reverse convertible notes due Oct. 24, 2007 linked to Allegheny Technologies Inc. common stock; via Barclays Capital Inc.; pricing Oct. 24; settlement Oct. 27

• 11.55% reverse convertible notes due Oct. 24, 2007 linked to Amazon.com, Inc. common stock; via Barclays Capital Inc.; pricing Oct. 24; settlement Oct. 27

• 14.25% reverse convertible notes due Oct. 24, 2007 linked to bebe stores, inc. common stock; via Barclays Capital Inc.; pricing Oct. 24; settlement Oct. 27

• 12.6% reverse convertible notes due April 27, 2007 linked to Bowater Inc. common stock; 70% trigger; via Barclays Capital Inc.; pricing Oct. 24

• 0% principal-protected digital plus notes due Oct. 27, 2011 linked to equal weights of brent crude oil, silver, copper, nickel and zinc; via Barclays Capital (agent) and LaSalle Structured Products (distributor); pricing Oct. 24; settlement Oct. 27

• 12.25% reverse convertible notes due Oct. 24, 2007 linked to Circuit City Stores, Inc. common stock; via Barclays Capital Inc.; pricing Oct. 24; settlement Oct. 27

• 13% reverse convertible notes due Oct. 24, 2007 linked to Diamond Offshore Drilling, Inc. common stock; via Barclays Capital Inc.; pricing Oct. 24; settlement Oct. 27

• 14.5% reverse convertible notes due April 27, 2007 linked to Ford Motor Co. common stock; 70% trigger; via Barclays Capital Inc.; pricing Oct. 24

• 19% reverse convertible notes due Jan. 26, 2007 linked to SanDisk Corp. common stock; 80% trigger; via Barclays Capital Inc.; pricing Oct. 24

• 10.5% reverse convertible notes due Oct. 24, 2007 linked to Tellabs, Inc. common stock; via Barclays Capital Inc.; pricing Oct. 24; settlement Oct. 27

• 11.8% reverse convertible notes due Oct. 24, 2007 linked to Wynn Resorts, Ltd. common stock; via Barclays Capital Inc.; pricing Oct. 24; settlement Oct. 27

CANADIAN IMPERIAL BANK OF COMMERCE

• Premium Yield Generator Notes due Nov. 2, 2009 linked to Altria Group, Inc., Merck & Co., Inc., Amgen Inc., Starbucks Corp., ConocoPhillips, Sunoco, Inc., Intel Corp., The Hershey Co., Johnson & Johnson and The Southern Co.; via Wilmington Trust Co.; pricing Oct. 26; settlement Oct. 31

CALYON SECURITIES (USA) INC.

• 11.8% sweet reverse convertible notes due April 26, 2007 linked to Activision, Inc.; 75% trigger; via JVB Financial Group; pricing Oct. 20; settlement Oct. 26

• 14.5% sweet reverse convertible notes due April 26, 2007 linked to Consol Energy Inc.; 75% trigger; via JVB Financial Group; pricing Oct. 20; settlement Oct. 26

• 14.4% sweet reverse convertible notes due April 26, 2007 linked to Garmin Ltd.; 75% trigger; via JVB Financial Group; pricing Oct. 20; settlement Oct. 26

• 18% sweet reverse convertible notes due April 26, 2007 linked to Todco; 75% trigger; via JVB Financial Group; pricing Oct. 20; settlement Oct. 26

CITIGROUP FUNDING INC.

• 15% to 16% six-month Equity LinKed Securities (ELKS) linked to Toll Brothers, Inc. stock; 77.5% trigger; agent Citigroup Global Markets Inc.

• Two-year Premium Mandatory Callable Equity-linked Securities (Pacers) based on the American Depositary Receipts representing Cemex SAB ordinary participation certificates; 75% trigger; agent Citigroup Global Markets Inc.

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

CREDIT SUISSE (USA), INC.

• 11.15% reverse convertible notes due Oct. 31, 2007 linked to Bill Barrett Corp. stock; 70% trigger; via FIS; pricing Oct. 26; settlement Oct. 31

• 16.15% reverse convertible notes due April 30, 2007 linked to eBay, Inc. stock; 80% trigger; via FIS; pricing Oct. 26; settlement Oct. 31

• 14.5% reverse convertible notes due Oct. 31, 2007 linked to Eagle Materials, Inc. stock; 70% trigger; via FIS; pricing Oct. 26; settlement Oct. 31

• 12.25% reverse convertible notes due Oct. 31, 2007 linked to American Depositary Receipts representing Gold Fields Ltd. stock; 60% trigger; via FIS; pricing Oct. 26; settlement Oct. 31

• 18.75% reverse convertible notes due April 30, 2007 linked to Hansen Natural Corp. stock; 60% trigger; via FIS; pricing Oct. 26; settlement Oct. 31

• 18.25% reverse convertible notes due April 30, 2007 linked to Nasdaq Stock Market, Inc. stock; 80% trigger; via FIS; pricing Oct. 26; settlement Oct. 31

• 19.5% reverse convertible notes due April 30, 2007 linked to Nutri/System, Inc. stock; 60% trigger; via FIS; pricing Oct. 26; settlement Oct. 31

• 0% 13-month notes due October 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% Buffered Accelerated Return Equity Securities (Bares) due April 30, 2010 linked to an equally weighted basket containing the FTSE/Xinhua China 25, MSCI Singapore Free, MSCI Taiwan and Korea Stock Price 200 indexes; underwriter Credit Suisse Securities (USA) LLC; pricing expected in October

• 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

• 0% ProNotes due Oct. 29, 2010 linked to the Nikkei 225 (40% weight), MSCI Singapore Free (15% weight), MSCI Taiwan (15% weight), Korea Stock Price 200 (15% weight) and FTSE/Xinhua China 25 (15% weight) indexes; underwriter Credit Suisse Securities (USA) LLC; pricing expected in October

• 0% ProNotes due Oct. 29, 2010 linked to the S&P 500 index (40% weight), the Dow Jones Euro Stoxx 50 (30% weight) and the Nikkei 225 index (30% weight); underwriter Credit Suisse Securities (USA) LLC; pricing expected in October

EKSPORTFINANS ASA

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

• 10.1% knock-in reverse convertible securities due Oct. 26, 2007 linked to Tyson Foods, Inc.; 80% trigger; via JVB Financial Group; pricing Oct. 20; settlement Oct. 26

• 17% one-year reverse convertible securities linked to WCI Communities, Inc.; 55% trigger; via Deutsche Bank Securities Inc.

HSBC BANK USA NA

• Six-year global ratchet-up semi-annual averaging certificates of deposit linked to equal weights of Dow Jones Euro Stoxx 50, Nikkei 225, Hong Kong Hang Seng, Morgan Stanley Capital International Singapore Cash and iShares MSCI Emerging Markets Index Fund; via JVB Financial Group; pricing Oct. 25; settlement Oct. 31

HSBC USA INC

• 15% reverse convertible notes due Feb. 1, 2007 linked to AMR Corp. common stock; via HSBC Securities, distributed by JVB Financial; pricing Oct. 20; settlement Oct. 26

• 12.5% reverse convertible notes due Oct. 26, 2007 linked to Apple Computer Inc. common stock; via HSBC Securities, distributed by JVB Financial; pricing Oct. 20; settlement Oct. 26

•14.5% reverse convertible notes due Feb. 1, 2007 linked to Companhia Siderϊgica Nacional common stock; via HSBC Securities, distributed by JVB Financial; pricing Oct. 20; settlement Oct. 26

• 15% reverse convertible notes due Feb. 1, 2007 linked to Frontier Oil Corp. common stock; via HSBC Securities, distributed by JVB Financial; pricing Oct. 20; settlement Oct. 26

• 12% reverse convertible notes due April 26, 2007 linked to VeriSign, Inc. common stock; via HSBC Securities, distributed by JVB Financial; pricing Oct. 20; settlement Oct. 26

• 12.25% reverse convertible notes due April 26, 2007 linked to Xilinx, Inc. common stock; via HSBC Securities, distributed by JVB Financial; pricing Oct. 20; settlement Oct. 26

• 13% reverse convertible notes due Oct. 31, 2007 linked to Ceradyne, Inc. stock; 80% trigger; via HSBC Securities, distributed by JVB Financial; pricing Oct. 26 settlement Oct. 31

• 10.5% reverse convertible notes due Oct. 31, 2007 linked to Corning Inc. stock; 75% trigger; via HSBC Securities, distributed by JVB Financial; pricing Oct. 26 settlement Oct. 31

• 9% reverse convertible notes due Oct. 31, 2007 linked to Intel Corp. stock; 90% trigger; via HSBC

Securities; pricing Oct. 26 settlement Oct. 31

• 18% reverse convertible notes due Oct. 31, 2007 linked to NutriSystem, Inc. stock; 70% trigger; via HSBC Securities, distributed by JVB Financial; pricing Oct. 26 settlement Oct. 31

• 14% reverse convertible notes due Oct. 31, 2007 linked to Superior Energy Services, Inc. stock; 80% trigger; via HSBC Securities, distributed by JVB Financial; pricing Oct. 26 settlement Oct. 31

• 12% reverse convertible notes due Oct. 31, 2007 linked to Swift Transportation Co., Inc. stock; 80% trigger; via HSBC Securities, distributed by JVB Financial; pricing Oct. 26 settlement Oct. 31

• 11.5% reverse convertible notes due Oct. 31, 2007 linked to Urgan Outfitters, Inc. stock; 70% trigger; via HSBC Securities, distributed by JVB Financial; pricing Oct. 26 settlement Oct. 31

• 13.25% reverse convertible notes due Oct. 31, 2007 linked to United States Steel Corp. stock; 80% trigger; via HSBC Securities, distributed by JVB Financial; pricing Oct. 26 settlement Oct. 31

JPMORGAN CHASE & CO.

• 0% buffered return enhanced notes due Oct. 24, 2007 linked to the Dow Jones Euro Stoxx 50 index; via JP Morgan Securities Inc.; pricing Oct. 13; settlement Oct. 18

• 0% buffered return enhanced senior unsecured notes due Oct. 24, 2007 linked to the Russell 2000 index; via JP Morgan Securities Inc.; pricing Oct. 13; settlement Oct. 18

• 0% buffered return enhanced notes due March 27, 2008 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing expected on Oct. 13

• 0% return enhanced senior unsecured notes due April 23, 2008 linked to the S&P Composite 1500 Homebuilding index; via J.P. Morgan Securities; pricing Oct. 13; settlement Oct. 18

• 0% lesser index annual review notes due Oct. 28, 2009 linked to the S&P 500 and Nikkei 225 indexes; via J.P. Morgan Securities; pricing Oct. 13; settlement Oct. 18

• 16% reverse exchangeable notes due Oct. 25, 2007 linked to Arch Coal, Inc. common stock; via J.P. Morgan Securities Inc.; pricing Oct. 20; settlement Oct. 25

• 14.5% reverse exchangeable notes due Oct. 25, 2007 linked to General Motors Corp. common stock; via J.P. Morgan Securities Inc.; pricing Oct. 20; settlement Oct. 25

• 10.1% reverse exchangeable notes due Oct. 25, 2007 linked to Halliburton Co. common stock; via J.P. Morgan Securities Inc.; pricing Oct. 20; settlement Oct. 25

• 10.5% reverse exchangeable notes due Oct. 25, 2007 linked to National Semiconductor Corp. common stock; via J.P. Morgan Securities Inc.; pricing Oct. 20; settlement Oct. 25

• 14% reverse exchangeable notes due Oct. 25, 2007 linked to Oregon Steel Mills, Inc. common stock; via J.P. Morgan Securities Inc.; pricing Oct. 20; settlement Oct. 25

• 17% reverse exchangeable notes due Oct. 25, 2007 linked to Southwestern Energy Co. common stock; via J.P. Morgan Securities Inc.; pricing Oct. 20; settlement Oct. 25

• 13.75% reverse exchangeable notes due Oct. 25, 2007 linked to Tenet Healthcare Corp. common stock; via J.P. Morgan Securities Inc.; pricing Oct. 20; settlement Oct. 25

• 0% lesser index return enhanced notes due Nov. 30, 2007 linked to the Topix and Nikkei 225 indexes; via J.P. Morgan Securities Inc.; pricing Oct. 26; settlement Oct. 31

• 18.25% reverse exchangeable notes due Oct. 25, 2007 linked to XM Satellite Radio Holdings common stock; via J.P. Morgan Securities Inc.; pricing Oct. 20; settlement Oct. 25

• 10.3% reverse exchangeable notes due Oct. 25, 2007 linked to Yahoo! Inc. common stock; via J.P. Morgan Securities Inc.; pricing Oct. 20; settlement Oct. 25

•21% reverse exchangeable notes due Oct. 30, 2007 linked to the least-performing common stock in the Dow Jones Industrial Average; via J.P. Morgan Securities Inc.; pricing expected on Oct. 24

• 20% bearish reverse exchangeable notes due Oct. 30, 2007 linked to Centex Corp., D.R. Horton, Inc., KB Home, Lennar Corp. and Pulte Homes, Inc. stocks; via J.P. Morgan Securities; pricing Oct. 24; settlement Oct. 27

• 0% principal-protected senior notes due Oct. 31, 2011 linked to the Dow Jones - AIG Commodity index; via J.P. Morgan Securities; pricing Oct. 26; settlement Oct. 31

• 0% principal-protected notes due April 30, 2014 linked to the S&P 500 index; via J.P. Morgan Securities; pricing Oct. 26; settlement Oct. 31

LASALLE BANK MIDWEST NA

• Callable certificates of deposit linked to the S&P 500 index; via LaSalle Bank NA; pricing Oct. 25; settlement Oct. 30

LEHMAN BROTHERS HOLDINGS INC.

• 0% absolute buffer notes due October 2009 linked to the Dow Jones Euro Stoxx 50 index; via Lehman Brothers; pricing expected in October

• Six-month Foreign Exchange Tiered Range Notes linked to the euro/dollar spot exchange rate; via Lehman Brothers

• 0% outperformance notes due November 2007 linked to the S&P 100 and Russell 2000 indexes; via Lehman Brothers

MERRILL LYNCH & CO., INC.

• 0% one-year principal-protected notes linked to an equally weighted basket containing the Chinese renminbi (yuan), Indian rupee, New Taiwan dollar and Singapore dollar; via Merrill Lynch, Pierce, Fenner & Smith Inc.; settlement expected in November

• 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.

• 0% Accelerated Return Notes due January 2008 linked to the Nikkei 225 index; via Merrill Lynch & Co.

• 10% knock-in notes due October 2007 linked to Oil Service HOLDRs; via Merrill Lynch & Co.

• 0% Strategic Return Notes medium-term series C notes due November 2011 linked to the Select Ten index; via Merrill Lynch; settlement expected in November

MORGAN STANLEY

• Protected buy-write securities due Oct. 28, 2011 linked to the performance of the 2006-3 dynamic reference index; via Morgan Stanley

• 0% outperformance notes due Oct. 20, 2007 linked to an equally weighted basket of 97 stocks and the S&P 500 Total Return index; via Morgan Stanley & Co.

• 0% medium-term notes due Nov. 20, 2007 in the Performance Leveraged Upside Securities (PLUS) structure linked to the Amex China index; via Morgan Stanley

• 0% industrialized nations currency-linked capital protected notes due Nov. 3, 2008 linked to a basket of the Australian dollar, Canadian dollar, euro and pound, all equally weighted; via Morgan Stanley

• 8% Stock Participation Accreting Redemption Quarterly-pay Securities (Sparqs) mandatorily exchangeable for Dell Inc. stock; via Morgan Stanley

• 0% global medium-term series F notes due Jan. 20, 2008 in the Bear Market Performance Leveraged Upside Securities (PLUS) structure linked to the MSCI EAFE, Russell 200 and S&P 500 indexes; via Morgan Stanley & Co. Inc.

• 0% performance-enhanced notes due Nov. 6, 2013 linked to the Nikkei 225 (30% weight), MSCI China (20% weight), Kospi 200 (20% weight), MSCI Singapore (20% weight) and MSCI Taiwan (10% weight) indexes; via Morgan Stanley & Co. Inc.

• 0% medium-term notes due Nov. 20, 2007 in the Performance Leveraged Upside Securities (PLUS) structure linked to the PHLX Oil Service Sector index; via Morgan Stanley

RABO FINANCIAL PRODUCTS BV

• 20% reverse convertible notes due Jan. 18, 2007 linked to Peabody Energy Corp. common stock; via LaSalle Financial Services Inc; pricing Oct. 13

• 16% reverse convertible notes due Jan. 29, 2007 linked to Goodyear Tire & Rubber Co. common stock; via LaSalle; pricing Oct. 24

• 20% reverse convertible notes due Jan. 29, 2007 linked to JetBlue Corp. common stock; via LaSalle; pricing Oct. 24

• 16% reverse convertible notes due Jan. 29, 2007 linked to NYSE Group Inc. common stock; via LaSalle; pricing Oct. 24

• 13.4% callable knock-in reverse convertible notes due Oct. 30, 2007 linked to Advanced Micro Devices, Inc. stock; 65% trigger; agent LaSalle Financial Services Inc.; pricing Oct. 25

• 11.5% callable knock-in reverse convertible notes due Oct. 30, 2007 linked to Apple Computer, Inc. stock; 70% trigger; agent LaSalle Financial Services Inc.; pricing Oct. 25

• 11% knock-in reverse convertible notes due April 30, 2007 linked to Boston Scientific Corp. stock; 80% trigger; agent LaSalle Financial Services Inc.; pricing Oct. 25

• 11.25% callable knock-in reverse convertible notes due Oct. 30, 2007 linked to Chesapeake Energy Corp. stock; 80% trigger; agent LaSalle Financial Services Inc.; pricing Oct. 25

• Principal-protected certificates of deposit linked to the Dow Jones Euro Stoxx, MSCI Singapore Free and Nikkei 225 indexes; via LaSalle Bank, NA; pricing Oct. 25; settlement Oct. 30

• 20% knock-in reverse convertible notes due April 30, 2007 linked to Elan Corp. plc stock; 70% trigger; agent LaSalle Financial Services Inc.; pricing Oct. 25

• 11.5% callable knock-in reverse convertible notes due Oct. 30, 2007 linked to Ensco International Inc. stock; 70% trigger; agent LaSalle Financial Services Inc.; pricing Oct. 25

• 11% callable knock-in reverse convertible notes due Oct. 30, 2007 linked to Qualcomm, Inc. stock; 80% trigger; agent LaSalle Financial Services Inc.; pricing Oct. 25

• 14% knock-in reverse convertible notes due April 30, 2007 linked to SanDisk Corp. stock; 70% trigger; agent LaSalle Financial Services Inc.; pricing Oct. 25

• 10.5% callable knock-in reverse convertible notes due Oct. 30, 2007 linked to Schlumberger Ltd. stock; 80% trigger; agent LaSalle Financial Services Inc.; pricing Oct. 25

• Principal-protected certificates of deposit linked to the S&P 500 index; via LaSalle Bank, NA; pricing Oct. 25; settlement Oct. 30

• 11.1% callable knock-in reverse convertible notes due Oct. 30, 2007 linked to Whole Foods Market, Inc. stock; 80% trigger; agent LaSalle Financial Services Inc.; pricing Oct. 25

• 10.7% knock-in reverse convertible notes due April 30, 2007 linked to Yahoo! Inc. stock; 80% trigger; agent LaSalle Financial Services Inc.; pricing Oct. 25

ROYAL BANK OF CANADA

• 0% principal-protected senior notes due Oct. 31, 2011 linked to equal weights of the Dow Jones Euro Stoxx 50 index, Nikkei 225 index and iShares MSCI Pacific ex-Japan Index Fund; via RBC Capital Markets; pricing Oct. 27; settlement Oct. 31

• 0% principal-protected senior notes due Oct. 30, 2009 linked to equal weights of the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500 indexes; via RBC Capital Markets; pricing Oct. 27; settlement Oct. 31

• 0% principal-protected senior notes due Oct. 31, 2011 linked to equal weights of the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500 indexes; via RBC Capital Markets; pricing Oct. 27; settlement Oct. 31

• 0% principal-protected senior multi asset class-linked notes due April 29, 2011 linked to equal weights of S&P 500 index, Dow Jones Euro Stoxx 50 index, Nikkei 225 index, WTI crude oil, copper and gold; via RBC Capital Markets; pricing Oct. 27; settlement Oct. 31

SG STRUCTURED PRODUCTS, INC.

• 13.5% ReConvs due Oct. 31, 2007 linked to Advanced Micro Devices, Inc. stock; 70% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing on Oct. 30

• 10% ReConvs due Oct. 31, 2007 linked to Aetna Inc. stock; 80% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing on Oct. 30

• 16% ReConvs due Oct. 31, 2007 linked to Arch Coal, Inc. stock; 70% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing on Oct. 30

• 15.4% ReConvs due April 30, 2007 linked to Amazon.Com Inc. stock; 80% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing on Oct. 30

• 11% ReConvs due Oct. 31, 2007 linked to Best Buy Co., Inc. stock; 80% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing on Oct. 30

• 11% ReConvs due April 30, 2007 linked to Chesapeake Energy Corp.; 80% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing on Oct. 30

• 12% ReConvs due Oct. 31, 2007 linked to eBay Inc. stock; 70% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing on Oct. 30

• 10.5% ReConvs due Oct. 31, 2007 linked to Electronic Arts, Inc. stock; 80% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing on Oct. 30

• 4% Performance ReConvs due Oct. 31, 2007 linked to Goldcorp Inc. stock; 70% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing on Oct. 30

• 14.5% ReConvs due Oct. 31, 2007 linked to JetBlue Airways Corp. stock; 70% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing on Oct. 30

• 9.25% ReConvs due Oct. 31, 2007 linked to Martin Marrieta Materials Inc. stock; 70% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing on Oct. 30

• 4% Performance ReConvs due Oct. 31, 2007 linked to Netflix Inc. stock; 80% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing on Oct. 30

• 14% ReConvs due Oct. 31, 2007 linked to Oregon Steel Mills, Inc. stock; 70% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing on Oct. 30

• 13.1% ReConvs due April 30, 2007 linked to Qualcomm Inc. stock; 80% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing on Oct. 30

• 9% ReConvs due Oct. 31, 2007 linked to Starbucks Corp. stock; 80% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing on Oct. 30

• 10.5% ReConvs due Oct. 31, 2007 linked to Suncor Energy Inc. stock; 70% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing on Oct. 30

• 11.25% ReConvs due Oct. 31, 2007 linked to Talisman Energy Inc. stock; 70% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing on Oct. 30

• 13.5% ReConvs due April 30, 2007 linked to Valero Energy Corp. stock; 80% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing on Oct. 30

• 13.5% ReConvs due Oct. 31, 2007 linked to Western Digital Corp. stock; 70% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing on Oct. 30

• 15.3% ReConvs due April 30, 2007 linked to Wynn Resorts Ltd. stock; 80% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing on Oct. 30

AB SVENSK EXPORTKREDIT

• Notes due January 2008 linked to the Goldman Sachs Industrial Metals Excess Return; via Goldman, Sachs & Co.; pricing expected in October

UBS AG

• 0% auto-callable notes due April 30, 2008 with contingent protection linked to the Amex Gold Bugs index; 80% trigger; underwriters UBS Investment Bank and UBS Financial Services Inc.; pricing expected Oct. 24

• 0% principal-protected notes due October 2008 linked to the dollar/yen spot exchange rate (33% weight), the dollar/Singapore dollar spot exchange rate (34% weight) and the dollar/Norwegian krone spot exchange rate (33% weight); underwriters UBS Investment Bank and UBS Financial Services Inc.; pricing Oct. 24

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

• 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% relative performance securities due April 30, 2008 linked to the S&P 500 Health Care index and the S&P 500 Consumer Discretionary index; via UBS Investment Bank and UBS Financial Services Inc.; pricing expected on Oct. 25

• 0% partial principal-protected notes due Oct. 31, 2011 linked to FTSE/Xinhua China 25, Korea Kospi 200, MSCI Singapore; via UBS Investment Bank and UBS Financial Services Inc.; pricing Oct. 25; settlement Oct. 31

WACHOVIA CORP.

• 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

• 12% to 13% enhanced yield securities due Aug. 15, 2007 linked to Ford Motor Co. common stock; via Wachovia Securities

• 10% to 11% enhanced yield securities due Nov. 5, 2007 linked to Las Vegas Sands Corp. common stock; via Wachovia Securities

• 0% enhanced growth securities due May 5, 2008 linked to the Russell 1000 index; via Wachovia Securities

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

• 0% principal-protected notes linked to a basket of six commodities; via Wachovia Securities

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