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Published on 11/30/2006 in the Prospect News Structured Products Daily.

Structured Products Calendar

ABN AMRO BANK NV

• 12% Knock-In Reverse Exchangeable Securities due Dec. 6, 2007 linked to the common stock of Apple Computer Inc.; via LaSalle Financial Services; pricing Dec. 1; settlement Dec. 6

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

• 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

• 0% notes due Dec. 28, 2011 linked to the performance of the U.S. Adagio Strategy index; via Bear, Stearns & Co. Inc.; pricing in December

• 15.5% reverse convertible note securities linked to Sotheby's common stock; via Bear, Stearns & Co. Inc.

• 17% reverse convertible note securities linked to United States Steel Corp. common stock; via Bear, Stearns & Co. Inc.

• 14% reverse convertible note securities linked to Whole Foods Market, Inc. common stock; via Bear, Stearns & Co. Inc.

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.

• 13.25% reverse convertible securities due Dec. 28, 2007 linked to Arch Coal, Inc. stock; 70% trigger; via Credit Suisse; pricing in December

• 9% reverse convertible securities due Dec. 28, 2007 linked to Electronic Arts, Inc. stock; 80% trigger; via Credit Suisse; pricing in December

• 13% reverse convertible securities due Dec. 28, 2007 linked to Gymboree, Corp. stock; 75% trigger; via Credit Suisse; pricing in December

• 14% reverse convertible securities due June 29, 2007 linked to JDS Uniphase Corp. stock; 75% trigger; via Credit Suisse; pricing in December

• 12% reverse convertible securities due June 29, 2007 linked to Mastercard Inc. stock; 75% trigger; via Credit Suisse; pricing in December

• 17.25% reverse convertible securities due June 29, 2007 linked to Palm, Inc. stock; 75% trigger; via Credit Suisse; pricing in December

• 17.5% reverse convertible securities due June 29, 2007 linked to SanDisk Corp. stock; 75% trigger; via Credit Suisse; pricing in December

• 15.5% reverse convertible securities due Dec. 28, 2007 linked to Southern Copper Corp. stock; 80% trigger; via Credit Suisse; pricing in December

• 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% return enhanced notes due Dec. 19, 2007 linked to Dow Jones Euro Stoxx 50 index; via J.P. Morgan Securities Inc.; pricing Nov. 30; settlement Dec. 5.

• 0% buffered return enhanced senior unsecured notes due Dec. 19, 2007 linked to the Korea Stock Price Index 200 with 32.1% weight, MSCI Taiwan with 23.4% weight, Amex Hong Kong 30 with 18% weight, FTSE/Xinhua China 25 with 17.4% weight, and MSCI Singapore with 9.1% weight; via J.P. Morgan Securities Inc.; pricing Nov. 30; settlement Dec. 5

• 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% 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

• 0% return enhanced senior unsecured notes due Dec. 22, 2008 linked to the Commodity Investable Global Asset Rotator Excess Return; via J.P. Morgan Securities Inc.; pricing Dec. 19; settlement Dec. 22

• 0% principal protected notes due Dec. 30, 2011 linked to Dow Jones - AIG Commodity index; via J.P. Morgan Securities Inc.; pricing Dec. 22; settlement Dec. 29

• 0% principal-protected notes due June 30, 2008 linked to equal weights of the Brazilian real, Indian rupee, Mexican peso and New Turkish lire; via J.P. Morgan Securities; pricing Dec. 22; settlement Dec. 29

• 0% principal protected senior unsecured notes due Dec. 31, 2009 linked to an equally weighted basket of the Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via J.P. Morgan Securities Inc.; pricing Dec. 22; settlement Dec. 29

• 0% principal protected senior unsecured notes due June 28, 2013 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing Dec. 22; settlement Dec. 29

• 0% principal protected senior unsecured notes due Dec. 31, 2008 linked to the U.S. Dollar index; via J.P. Morgan Securities Inc.; pricing Dec. 22; settlement Dec. 29

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.

• Six-month Double Conditional Range Notes linked to the euro/dollar spot exchange rate and the Mexican peso/dollar spot exchange rate; via Lehman Brothers Inc.

• 0% one-year bullish principal-protected notes linked to the price of gold; via Lehman Brothers Inc.

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

MERRILL LYNCH & CO., INC.

• 0% Strategic Return Notes due January 2012 linked to the Dow Jones BRIC 50 Total Return index; via Merrill Lynch, Pierce, Fenner & Smith; 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

MORGAN STANLEY

• 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

• 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

UBS AG

• 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% principal-protected notes due Dec. 31, 2010 linked to the S&P 500 (33.34% weight), Dow Jones Euro Stoxx 50 index (33.33%) and Nikkei 225 (33.33% weight) indexes; pricing Dec. 20; settlement Dec. 28

• 0% return optimization securities due Feb. 28, 2008 linked to the S&P 500 index; via UBS Investment Bank, UBS Financial Services Inc.; pricing on Dec. 21

• 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.

• 8% to 9% enhanced yield securities due Jan. 10, 2008 linked to Newmont Mining Corp. common stock; via Wachovia Securities

• 10% to 11% enhanced yield securities due Jan. 10, 2008 linked to Under Armour, Inc. common stock; via Wachovia Securities

• 12% to 13% enhanced yield securities due Jan. 10, 2008 linked to XM Satellite Radio Holdings Inc. common stock; via Wachovia Securities


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