Structured Products Calendar

ABN AMRO BANK NV

• 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

• 0% partial principal-protected notes due Oct. 29, 2010 linked to the Rogers International Commodity Index - Agriculture Excess Return; via ABN Amro; pricing Oct. 26; settlement Oct. 31

BANK OF AMERICA

• 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.

BARCLAYS BANK PLC

• 9.75% reverse convertible notes due Oct. 31, 2007 linked to Adobe Systems, Inc. common stock; via Barclays Capital Inc.; pricing Oct. 27; settlement Oct. 31

• 9% reverse convertible notes due Oct. 31, 2007 linked to Alcoa, Inc, Inc. common stock; via Barclays Capital Inc.; pricing Oct. 27; settlement Oct. 31

• 9.5% reverse convertible notes due Oct. 31, 2007 linked to Applied Materials, Inc. common stock; via Barclays Capital Inc.; pricing Oct. 27; settlement Oct. 31

• 10% reverse convertible notes due April 30, 2007 linked to Dell Inc. stock; via Barclays Capital Inc.; pricing Oct. 27; settlement Oct. 31

• 10% reverse convertible notes due Oct. 31, 2007 linked to Devon Energy Corp. common stock; via Barclays Capital Inc.; pricing Oct. 27; settlement Oct. 31

• 9.5% reverse convertible notes due Oct. 31, 2007 linked to El Paso Corp. common stock; via Barclays Capital Inc.; pricing Oct. 27; settlement Oct. 31

• 10.5% reverse convertible notes due Oct. 31, 2007 linked to Indymac Bancorp, Inc. common stock; via Barclays Capital Inc.; pricing Oct. 27; settlement Oct. 31

• 16.5% reverse convertible notes due April 30, 2007 linked to KB HOME stock; via Barclays Capital Inc.; pricing Oct. 27; settlement Oct. 31

• 10.5% reverse convertible notes due Oct. 31, 2007 linked to Newmont Mining Corp. common stock; via Barclays Capital Inc.; pricing Oct. 27; settlement Oct. 31

• 13.25% reverse convertible notes due April 30, 2007 linked to Sirius Satellite Radio, Inc. stock; via Barclays Capital Inc.; pricing Oct. 27; settlement Oct. 31

• 11% reverse convertible notes due Oct. 31, 2007 linked to Sunoco, Inc. common stock; via Barclays Capital Inc.; pricing Oct. 27; settlement Oct. 31

• 12.8% reverse convertible notes due May 22, 2007 linked to Boston Scientific Corp. common stock; via Barclays Capital Inc.; pricing Nov. 17; settlement Nov. 22

BEAR STEARNS COS. INC.

• 12% six-month reverse convertible notes linked to Dell, Inc. common stock; 80% trigger; via Bear, Stearns & Co. Inc.; pricing in October

• 17% six-month reverse convertible notes linked to JetBlue Airways Corp. common stock; 70% trigger; via Bear, Stearns & Co. Inc.; pricing in October

• 16.75% one-year reverse convertible notes linked to SanDisk Corp. common stock; 75% trigger; via Bear, Stearns & Co. Inc.; pricing in October

• 12% one-year reverse convertible notes linked to Valero Energy Corp. common stock; 80% trigger; via Bear, Stearns & Co. Inc.; pricing in October

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

CITIGROUP FUNDING INC.

• Stock Market Upturn notes due 2008 linked to the Dow Jones Industrial Average index; via Citigroup Global Markets

• 0% principal-protected notes due 2007 linked to two currency baskets; currency basket A is comprised of the Brazilian real, Indonesian rupiah, South African rand and Turkish lira; currency basket B includes the Swiss franc and Japanese yen; via Citigroup Financial Products

• 10% to 11% reverse convertible securities due Oct. 31, 2007 linked to Valero Energy Corp. common stock

• 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

• 14.25% reverse convertible notes ("Revertibles") due Oct. 31, 2007 linked to equal weights of NutriSystems Inc., Nasdaq Stock Market Inc., Hansen Natural Corp., eBay Inc., Bill Barrett Corp., Gold Fields Ltd. and Eagle Materials Inc. stock; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Oct. 26; settlement Oct. 31

• 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

• 8.25% one-year knock-in reverse convertible securities linked to Caterpillar Inc. stock; via agent IXIS Securities North America Inc. and distributor JVB Financial Group, LLC

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

THE GOLDMAN SACHS GROUP INC.

• 0% enhanced-participation notes due between 13 and 15 months after the issue date linked to the MSCI Emerging Markets index; via Goldman, Sachs & Co.

HSBC USA INC

• 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 Urban 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.

• 20% reverse exchangeable notes due April 30, 2007 linked to AMR Corp.; 70% trigger: via J.P. Morgan Securities Inc.; pricing Oct. 26; settlement Oct. 31

• 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

• 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

• 9% reverse exchangeable notes due April 30, 2007 linked to Exxon Mobil Corp. common stock; via J.P. Morgan Securities Inc.; 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

• 0% buffered return enhanced notes due Nov. 15, 2007 linked to the Dow Jones Euro Stoxx 50 index; via J.P. Morgan Securities; pricing Oct. 27; settlement Nov. 1

• 0% buffered return enhanced notes due Nov. 15, 2007 linked to the Nikkei 225 index; via J.P. Morgan Securities Inc.; pricing on Oct. 27; settlement on Nov. 1

• 0% buffered return enhanced notes due April 9, 2008 linked to the S&P 500 index; via J.P. Morgan Securities; pricing Oct. 27; settlement Nov. 1

• 0% return enhanced senior unsecured notes due May 7, 2008 linked to the S&P Composite 1500 Homebuilding index; via J.P. Morgan Securities; pricing Oct. 27; settlement Nov. 1

LEHMAN BROTHERS HOLDINGS INC.

• 0% Range Notes due Feb. 6, 2007 linked to light sweet crude oil; 102% payout if price stays within 88% to 111% range; via Lehman Brothers, Inc.; pricing Oct. 26; settlement Nov. 6

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

• 0% 18-month FX Notes linked to the Canadian dollar (20% weight), Chinese renminbi (20% weight), yen (20% weight), euro (15% weight), Mexican peso (15% weight), Singapore dollar (10% weight) and dollar (negative 100% weight); via Lehman Brothers

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

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

• 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

• 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.

MORGAN STANLEY

• 0% notes due Nov. 30, 2007 in the Performance Leveraged Upside Securities (PLUS) structure linked to the S&P 500 index; via Morgan Stanley; settlement expected in November

• 0% global medium-term series F notes due March 20, 2008 in the Performance Leveraged Upside Securities (PLUS) structure linked to the S&P 500 index; via Morgan Stanley; pricing and settlement 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

• 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% capital-protected notes due April 23, 2010 linked to the Goldman Sachs Commodity Agricultural Index - Excess Return (30% weight), copper (25% weight), zinc (25% weight) and light sweet crude oil (20% weight); via Morgan Stanley

• 9% reverse exchangeable notes due Dec. 20, 2007 linked to Yahoo! Inc. common stock; via Morgan Stanley

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

• 0% total return linked notes due October 2007 linked to the Goldman Sachs WTI Oil Enhanced - Excess Return Strategy; via Goldman Sachs

UBS AG

• 0% partial principal-protected notes due October 2011 linked to the Rogers International Commodity Index - Agriculture Excess Return; via UBS Investment Bank, UBS Financial Services Inc.; pricing in October

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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