Structured Products Calendar

ABN AMRO BANK NV

• 9.5% Knock-In Reverse Exchangeable Securities due Dec. 31, 2007 linked to Alcoa Inc. stock; 85% trigger; via ABN Amro; pricing Dec. 26; settlement Dec. 29

• 9.5% Knock-In Reverse Exchangeable Securities due June 29, 2007 linked to Allergan, Inc. stock; 90% trigger; via ABN Amro; pricing Dec. 26; settlement Dec. 29

• 13% Knock-In Reverse Exchangeable Securities due Dec. 31, 2007 linked to Apple Computer, Inc. stock; 80% trigger; via ABN Amro; pricing Dec. 26; settlement Dec. 29

• 9% Knock-In Reverse Exchangeable Securities due Dec. 31, 2007 linked to Boston Properties, Inc. stock; 85% trigger; via ABN Amro; pricing Dec. 26; settlement Dec. 29

• 0% auto-callable knock-in reverse triple exchangeable securities due Dec. 31, 2007 linked to the stocks of Coach, Inc., Tiffany & Co. and Polo Ralph Lauren Corp.; via ABN Amro; pricing Dec. 26; settlement Dec. 29

• 11% Knock-In Reverse Exchangeable Securities due Dec. 31, 2007 linked to Freeport-McMoRan Copper & Gold Inc. stock; 75% trigger; via ABN Amro; pricing Dec. 26; settlement Dec. 29

• 14% Knock-In Reverse Exchangeable Securities due Dec. 31, 2007 linked to General Motors Corp. stock; 70% trigger; via ABN Amro; pricing Dec. 26; settlement Dec. 29

• 9% Knock-In Reverse Exchangeable Securities due June 29, 2007 linked to Morgan Stanley stock; 90% trigger; via ABN Amro; pricing Dec. 26; settlement Dec. 29

• 14% Knock-In Reverse Exchangeable Securities due Dec. 31, 2007 linked to The Nasdaq Stock Market, Inc. stock; 70% trigger; via ABN Amro; pricing Dec. 26; settlement Dec. 29

• 9.25% Knock-In Reverse Exchangeable Securities due June 29, 2007 linked to Pfizer Inc. stock; 90% trigger; via ABN Amro; pricing Dec. 26; settlement Dec. 29

• 12% Knock-In Reverse Exchangeable Securities due Dec. 31, 2007 linked to Reliance Steel & Aluminum Co. stock; 70% trigger; via ABN Amro; pricing Dec. 26; settlement Dec. 29

• 11% Knock-In Reverse Exchangeable Securities due June 29, 2007 linked to Sears Holding Corp. stock; 80% trigger; via ABN Amro; pricing Dec. 26; settlement Dec. 29

• 9% Knock-In Reverse Exchangeable Securities due Dec. 31, 2007 linked to Sony Corp. stock; 85% trigger; via ABN Amro; pricing Dec. 26; settlement Dec. 29

• 12% Knock-In Reverse Exchangeable Securities due Dec. 31, 2007 linked to Valero Energy Corp. stock; 80% trigger; via ABN Amro; pricing Dec. 26; settlement Dec. 29

• 11% Knock-In Reverse Exchangeable Securities due Dec. 31, 2007 linked to Xilinx, Inc. stock; 75% trigger; via ABN Amro; pricing Dec. 26; settlement Dec. 29

• 13% Knock-In Reverse Exchangeable Securities due June 29, 2007 linked to Yahoo! Inc. stock; 80% trigger; via ABN Amro; pricing Dec. 26; settlement Dec. 29

• 14.75% reverse convertible notes due July 10, 2007 linked to Research in Motion Ltd. common stock; via LaSalle Financial Services; pricing Jan. 5; settlement Jan. 10

BANK OF AMERICA

• 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

BARCLAYS BANK PLC

• 18.5% reverse convertible notes due July 10, 2007 linked to NutriSystem Inc. common stock; via LaSalle Financial Services; pricing Jan. 5; settlement Jan. 10

• Super Track notes due July 24, 2008 linked to the Dow Jones Euro Stoxx 50 and FTSE/Xinhua China 25 indexes; via Barclays Capital; pricing Jan. 19; settlement Jan. 24

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.

• 12% to 13% notes due 2008 in the Equity LinKed Securities (ELKS) structure linked to the common stock of Advanced Micro Devices, Inc.; via Citigroup Global Markets; pricing in December

• 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

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

• 0% securities due June 30, 2008 linked to the Chinese yuan/dollar (25% weight), Thai baht/dollar (25% weight), Singapore dollar/dollar (25% weight), South African rand/dollar (25% weight), Swiss franc/dollar (negative 25% weight), Canadian dollar/dollar (negative 25% weight), euro/dollar (negative 25% weight) and Czech koruna/dollar (negative 25% weight) spot exchange rates; via Credit Suisse Securities (USA) LCC; pricing in December

• 0% ProNotes due Jan. 14, 2011 linked to the Dow Jones Euro Stoxx 50 (40% weight), FTSE 100 (25%), Nikkei 225 (25% weight) and S&P/ASX 200 (10% weight) indexes; via Credit Suisse Securities (USA) LLC; 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

EKSPORTFINANS ASA

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

HSBC BANK USA NA

• Global equity buffer notes due between Dec. 31, 2010 and July 1, 2011 linked to basket containing equal weights of S&P 500, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via HSBC Securities (USA) Inc.; pricing Dec. 28; settlement Jan. 3

JPMORGAN CHASE & CO.

• 10.5% auto callable reverse exchangeable notes due Dec. 31, 2007 linked to Best Buy stock; 70% trigger; via J.P. Morgan Securities; pricing Dec. 26; settlement Dec. 29

• 14.25% reverse exchangeables due Dec. 31, 2007 linked to Continental Airlines stock; via J.P. Morgan Securities Inc.; pricing Dec. 26; settlement Dec. 29

• 11.45% auto callable reverse exchangeable notes due Dec. 31, 2007 linked to Corning stock; 70% trigger; via J.P. Morgan Securities; pricing Dec. 26; settlement Dec. 29

• 18.5% reverse exchangeable notes due Dec. 31, 2007 linked to the least-performing common stock in the Dow Jones Industrial Average during the life of the notes; via J.P. Morgan Securities Inc.; pricing Dec. 26; settlement Dec. 29

• 8.8% reverse exchangeables due Dec. 31, 2007 linked to Intel Corp. stock; via J.P. Morgan Securities Inc.; pricing Dec. 26; settlement Dec. 29

• 13.8% reverse exchangeable notes due Dec. 31, 2007 linked to Lam Research Corp.; via J.P. Morgan Securities Inc.; pricing Dec. 26; settlement Dec. 29

• 10.7% reverse exchangeables due June 29, 2007 linked to Micron Technology stock; via J.P. Morgan Securities Inc.; pricing Dec. 26; settlement Dec. 29

• 15.7% reverse exchangeables due Dec. 31, 2007 linked to NYSE Group, Inc. stock; via J.P. Morgan Securities Inc.; pricing Dec. 26; settlement Dec. 29

• 10.4% reverse exchangeables due Dec. 31, 2007 linked to Sun Microsystems stock; via J.P. Morgan Securities Inc.; pricing Dec. 26; settlement Dec. 29

• 13% reverse exchangeable notes due Dec. 31, 2007 linked to Titanium Metals Corp.; via J.P. Morgan Securities Inc.; pricing Dec. 26; settlement Dec. 29

LEHMAN BROTHERS HOLDINGS INC.

• 0% buffered annual review notes due Dec. 29, 2009 linked to the S&P 500 index; via Lehman Brothers; pricing Dec. 26; settlement Dec. 29

• 0.45% notes due Dec. 27, 2013 linked to News Corp. common stock; via Lehman Brothers; settlement Dec. 27

• Warrants due June 2008 linked to the Japanese yen; via Lehman Brothers Inc. and Oppenheimer & Co.; pricing in December

• 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% medium-term notes linked to a U.S. trade weighted currencies basket including the Canadian dollar, Chinese yuan, euro, Japanese yen, Mexican peso, British pound and Korean won.; via Merrill Lynch & Co.; settlement in December

• 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% Market Index Target-Term Securities (Mitts) senior medium-term notes due June 2010 linked to the Dow Jones Euro Stoxx 50 index; via Merrill Lynch & Co.; settlement expected in December

• 0% accelerated return notes due February 2008 linked to Energy Select Sector index; via Merrill Lynch, Pierce, Fenner & Smith; settlement expected in December

• 0% accelerated return notes due February 2008 linked to gold spot price; via Merrill Lynch & Co.; settlement expected in December

• 0% accelerated return notes due June 2008 linked to Nikkei 225 index; via Merrill Lynch, Pierce Fenner & Smith; settlement expected in December

• 0% principal-protected notes due February 2008 linked to the Chinese renminbi (yuan), Indian rupee, Japanese yen and Singapore dollar, equally weighted, against the dollar; ; via Merrill Lynch; settlement expected in February

• 0% accelerated return notes due April 2008 linked to equal weights of the Nikkei 225 and FTSE/Xinhua China 25 indexes; via Merrill Lynch; settlement expected in February

MORGAN STANLEY

• 0% currency corridor capital-protected notes due March 29, 2007 linked to the euro/dollar exchange rate; via Morgan Stanley & Co. Inc.; 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

• 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 March 31, 2008 in the buffered Performance Leveraged Upside Securities (PLUS) structure linked to the MSCI EAFE with a 25% weight, S&P 500 with a 20% weight, Nasdaq-100 with a 20% weight, MSCI Emerging Markets with a 15% weight, Nikkei 225 with a 10% weight and the Energy Select Sector index with a 10% weight; via Morgan Stanley; pricing and settlement in January

RABO FINANCIAL PRODUCTS BV

• 14% reverse convertible notes due July 10, 2007 linked to Apple Computer, Inc. common stock; via LaSalle Financial Services; pricing Jan. 5; settlement Jan. 10

SOCIETE GENERALE, NEW YORK BRANCH

• 10.5% ReConvs Dec. 27, 2007 linked to Apple Computer Inc. common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing Dec. 26; settlement Dec. 27

• 10.75% ReConvs due Dec. 27, 2007 linked to Avaya Inc. common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing Dec. 26; settlement Dec. 27

• 11% ReConvs due Dec. 27, 2007 linked to Banco Bradesco American depositary receipts; via Societe Generale; distributed by Countrywide Securities Corp.; pricing Dec. 26; settlement Dec. 27

• 12.4% ReConvs due June 27, 2007 linked to BJ Services Co. common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing Dec. 26; settlement Dec. 27

• 11% ReConvs due June 27, 2007 linked to Autodesk Inc. common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing Dec. 26; settlement Dec. 27

• 12.6% ReConvs due June 27, 2007 linked to Canadian Natural Resources common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing Dec. 26; settlement Dec. 27

• 9.5% ReConvs due Dec. 27, 2007 linked to Cemex SAB de DV American depositary receipts; via Societe Generale; distributed by Countrywide Securities Corp.; pricing Dec. 26; settlement Dec. 27

• 12% ReConvs Dec. 27, 2007 linked to Citrix Systems Inc. common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing Dec. 26; settlement Dec. 27

• 10.5% ReConvs Dec. 27, 2007 linked to Corning Inc. common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing Dec. 26; settlement Dec. 27

• 11% ReConvs Dec. 27, 2007 linked to Consol Energy Inc. common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing Dec. 26; settlement Dec. 27

• 4% ReConvs due Dec. 27, 2007 linked to Google class A common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing Dec. 26; settlement Dec. 27

• 10.5% ReConvs due Dec. 27, 2007 linked to Halliburton Co. common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing Dec. 26; settlement Dec. 27

• 9% ReConvs due Dec. 27, 2007 linked to Intel Corp. common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing Dec. 26; settlement Dec. 27

• 14.25% ReConvs Dec. 27, 2007 linked to IntercontinentalExchange Inc. common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing Dec. 26; settlement Dec. 27

• 14% ReConvs Dec. 27, 2007 linked to JDS Uniphase Corp. common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing Dec. 26; settlement Dec. 27

• 10.5% ReConvs due Dec. 27, 2007 linked to Network Appliance Inc. common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing Dec. 26; settlement Dec. 27

• 14.5% ReConvs Dec. 27, 2007 linked to Palm Inc. common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing Dec. 26; settlement Dec. 27

• 12% ReConvs Dec. 27, 2007 linked to Qualcomm Inc. common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing Dec. 26; settlement Dec. 27

• 10.25% ReConvs Dec. 27, 2007 linked Rowan Cos. Inc. common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing Dec. 26; settlement Dec. 27

• 4% ReConvs due Dec. 27, 2007 linked to Titanium Metals Corp. common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing Dec. 26; settlement Dec. 27

• 10.75% ReConvs due Dec. 27, 2007 linked to Whole Foods Market Inc. common stock; via Societe Generale; distributed by Countrywide Securities Corp.; pricing Dec. 26; settlement Dec. 27

UBS AG

• 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.

• Three-year 0% enhanced growth securities linked to the Goldman Sachs Gold Excess Return index; via Wachovia Securities; settlement expected in December

• 9% enhanced yield securities due Jan. 10, 2008 linked to Arch Coal, Inc. stock; via Wachovia Securities; pricing in December; settlement in January

• 0% enhanced growth securities due July 1, 2008 linked to the Nikkei 225 index; via Wachovia Securities; pricing in December; settlement in January

• 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

WELLS FARGO BANK NA

• 0% notes linked to Dow Jones Euro Stoxx 50 index with a 40% weight and the Nikkei 225, FTSE/Xinhua China 25 and FTSE 100 indexes, all with 20% weights; via Wells Fargo Securities, LLC

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