Structured Products Calendar

ABN AMRO BANK NV

• 17% reverse convertible notes due Feb. 8, 2007 linked to TD Ameritrade Holding Corp. common stock; via LaSalle; pricing Nov. 3; settlement Nov. 8

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

• 16% reverse convertible notes due Feb. 8, 2007 linked to General Motors Corp. common stock; via Barclays Capital Inc.; pricing Nov. 3; settlement Nov. 8

• 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

CITIGROUP FUNDING INC.

• 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

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

• 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

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

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

CREDIT SUISSE (USA), INC.

• 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% 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 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.

• 0% Efficient Allocation Return Notes (EARNs) linked to the S&P 500, Nikkei 225 and Nasdaq 100 indexes; 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.

JPMORGAN CHASE & CO.

• 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% 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% contingent payout notes due November 2007 linked to the S&P 100 and Russell 2000 indexes; 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% 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 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

• 12% High Income Trigger Securities (HITS) due May 28, 2008 linked to equal weights of high-grade primary aluminum, Grade A copper, primary nickel and special high-grade zinc; 65% trigger; via Morgan Stanley

• 0% commodity-linked capital-protected notes due May 28, 2009 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

• 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

• 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

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

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

RABO FINANCIAL PRODUCTS BN

• 22% reverse convertible notes due Feb. 8, 2007 linked to Titanium Metals Corp. common stock; via LaSalle; pricing Nov. 3; settlement Nov. 8

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

• 0% partial principal-protected notes due Nov. 30, 2011 linked to the Dow Jones Euro Stoxx 50 with a 40% weight, the Nikkei 225 with a 20% weight and the FTSE/Xinhua China 25, Swiss Market, Korea Kospi 200 and MSCI Emerging Markets, all weighted 10%; via UBS Investment Bank, UBS Financial Services Inc.; pricing Nov. 22

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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