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Published on 11/30/2007 in the Prospect News Structured Products Daily.

Structured Products Calendar

ABN AMRO BANK NV

• 27% Knock-in Reverse Exchangeable Securities due March 7, 2008 linked to AK Steel Holding Corp. common stock; via ABN Amro Inc.; pricing Dec. 4; settlement Dec. 7

BANK OF AMERICA

• 0% unsecured senior notes in the Strategic Equity Exposure Performance Linked Securities (Steepls) structure due March 26, 2009 linked to the Dow Jones Industrial Average; via Banc of America Securities LLC and Banc of America Investment Services Inc.; pricing and settlement in December

BARCLAYS BANK PLC

• Zero-coupon 100% principal-protected notes due January 2009 linked to the South Korean won (33.34% weight), Indonesian rupiah (33.33% weight) and Malaysian ringgit (33.33% weight); via Merrill Lynch & Co.; pricing in December; settlement in January

• Zero-coupon 100% principal protection notes due between Aug. 31, 2013 and Feb. 28, 2014 linked to the S&P 500 (33.34% weight), Dow Jones Euro Stoxx 50 (33.33% weight) and Nikkei 225 (33.33% weight) indexes; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31

• Zero-coupon 100% principal protection notes due between March 28, 2013 and Sept. 30, 2013 linked to the Dow Jones Euro Stoxx 50, S&P 500 and Nikkei 225 indexes, each weighted at about a third; via UBS Financial Services Inc. and Barclays Capital Inc.

• ETF Plus notes due 2008 linked to the iShares MSCI Emerging Markets index fund; via Barclays Capital Inc.

• 0% buffered SuperTrack notes due 2012 linked to the iShares MSCI Emerging Markets index fund with a 70% weight, S&P GSCI Agriculture Index Excess Return with a 7.5% weight, aluminum with a 4.5% weight, copper with a 4.5% weight, nickel with a 3% weight, gasoline RBOB with a 5.25% weight and WTI crude oil with a 5.25% weight; via Barclays Capital Inc.

CITIGROUP FUNDING INC.

• 9% to 10% one-year Equity LinKed Securities (ELKS) linked to Archer-Daniels-Midland Co. common stock; 75% trigger; via Citigroup Global Markets Inc.; pricing in December

• 8% 11/2-year Premium Mandatory Callable Equity-linked Securities (Pacers) linked to iShares FTSE/Xinhua China 25 Index Fund; about 55% trigger; via Citigroup Global Markets Inc.; pricing in December

• 10.5% to 11.5% one-year Equity LinKed Securities (ELKS) linked to the common stock of Oracle Corp.; 75% trigger; via Citigroup Global Markets Inc.; pricing in December

• 0% principal-protected buffer notes due in 2011 linked to an index basket consisting of the S&P 500 index, Dow Jones Euro Stoxx 50 and Nikkei 225 index, (30% weight each) and Hang Seng China Enterprises index (10% weight); via Citigroup Global Markets Inc.; pricing and settlement in December

• Zero-coupon 100% principal-protected notes due in 2012 linked to the S&P BRIC 40 index with a 50% weight and the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi, each with a 12.5% weight; via Citigroup Global Markets Inc.; pricing and settlement in December

• Two-year 8% Premium Mandatory Callable Equity-linked Securities (Pacers) linked to the American Depositary Receipts of Companhia Vale do Rio Doce; 65% trigger; via Citigroup Global Markets Inc.

• 7.5% to 8.5% callable Libor range accrual notes due in 2022; via Citigroup Global Markets Inc.

CREDIT SUISSE, NASSAU BRANCH

• 27% reverse convertible securities due Feb. 26, 2008 linked to Apple Inc. stock; 80% trigger; via Credit Suisse Securities (USA) LLC

DEUTSCHE BANK AG, LONDON BRANCH

• Zero-coupon 100% principal protection absolute return barrier M-notes due June 8, 2009 linked to the MSCI EAFE index; via Deutsche Bank Securities Inc.; pricing Dec. 4; settlement Dec. 7

• Zero-coupon 100% principal protected notes due Dec. 21, 2011 linked to the Deutsche Bank Balanced Currency Harvest Index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Dec. 18; settlement Dec. 21

• Zero-coupon 100% principal protection absolute return barrier M-notes due June 22, 2009 linked to the S&P 500 index; 22% to 24% expected barriers determined at pricing; via Deutsche Bank Securities Inc.; pricing Dec. 18; settlement Dec. 21

• Zero-coupon 100% principal protection absolute return barrier M-notes due June 22, 2009 linked to the S&P 500 index; 24.5% to 27.5% expected barriers determined at pricing; via Deutsche Bank Securities Inc.; pricing Dec. 18; settlement Dec. 21

• Zero-coupon 100% principal protection absolute return barrier M-notes due June 24, 2009 linked to the MSCI EAFE index; via Deutsche Bank Securities Inc.; pricing Dec. 19; settlement Dec. 24

• 0% Efficient Allocation Return Notes (EARNs) linked to the S&P 500 index, the MSCI Emerging Markets index and the MSCI EAFE index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Dec. 19; settlement Dec. 24

• Return optimization securities due June 30, 2009 linked to the appreciation of the dollar relative to the euro; via UBS Financial Services Inc. and Deutsche Bank Securities; pricing Dec. 21; settlement Dec. 31

• Return optimization securities due June 30, 2009 linked to the appreciation of the U.S. dollar relative to the Canadian dollar; via UBS Financial Services Inc. and Deutsche Bank Securities; pricing Dec. 21; settlement Dec. 31

• Return optimization securities due June 30, 2009 linked to the Dow Jones Euro Stoxx 50 index; via UBS Financial Services Inc. and Deutsche Bank Securities; pricing Dec. 21; settlement Dec. 31

• Zero-coupon 100% principal protection absolute return barrier notes due June 30, 2009 linked to the MSCI EAFE index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Dec. 21; settlement Dec. 31

• Return optimization securities due June 30, 2009 linked to the Nasdaq 100 index; via UBS Financial Services Inc. and Deutsche Bank Securities; pricing Dec. 21; settlement Dec. 31

• Return optimization securities due June 30, 2009 linked to the Nikkei 225 index; via UBS Financial Services Inc. and Deutsche Bank Securities; pricing Dec. 21; settlement Dec. 31

• Zero-coupon 100% principal protection absolute return barrier notes due June 30, 2009 linked to the Russell 2000 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Dec. 21; settlement Dec. 31

• Return optimization securities due June 30, 2009 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities; pricing Dec. 21; settlement Dec. 31

EKSPORTFINANS ASA

• 24% annualized knock-in reverse convertible notes due March 27, 2008 linked to Banco Bradesco SA, Companhia Siderϊgica Nacional, Companhia Vale Do Rio Doce, Gerdau SA and Petrσleo Brasileiro S.A. - Petrobras; 75% trigger; via Natixis Securities North America Inc.; pricing Dec. 21; settlement Dec. 27

• 10.5% to 11.5% reverse exchangeable notes with contingent downside protection due May 5, 2008 linked to Amazon.com, Inc. stock; via Wachovia Capital Markets, LLC

• Zero-coupon 100% principal-protected one-year notes linked to equal weights of the Brazilian real, Indian rupee, Russian ruble, South African rand and Turkish lira; via underwriter Wachovia Capital Markets, LLC

• Floating-rate strategic access securities due Feb. 10, 2009 linked to the CBOE S&P 500 BuyWrite (BXM) index; via Wachovia Capital Markets, LLC

• Capped principal-protected notes due 2010 linked to the Dow Jones Euro Stoxx 50 with a 34% weight, FTSE 100 with a 30% weight, Topix with a 27% weight and the Swiss Market with a 9% weight; via Goldman, Sachs & Co.

• 0% enhanced growth securities due June 2, 2009 linked to the S&P 500 index; via Wachovia Capital Markets, LLC

• 0% two-year notes linked to silver (75% weight) and gold (25% weight); via Wachovia Capital Markets, LLC

• 10.5% to 11.5% enhanced yield securities due May 5, 2008 linked to Schlumberger Ltd. common stock; 75% trigger; via Wachovia Capital Markets, LLC

GOLDMAN SACHS GROUP INC.

• 0% index-linked capped participation notes linked to the MSCI World index; via Goldman, Sachs & Co.

• 0% leveraged equity index-linked notes due 2008 linked to the S&P 500 index; via Goldman, Sachs & Co.

• Basket-linked notes due 2008 linked to the S&P 500 with a 60% weight, the MSCI EAFE with a 25% weight, the iShares MSCI Emerging Markets index fund with a 10% weight and the Topix with a 5% weight; via Goldman, Sachs & Co.

• 0% index-linked notes due 2010 linked to the S&P 500 index; via Goldman, Sachs & Co.

• 0% leveraged index-linked notes due June 2, 2011 linked to the S&P 500 with a 35% weight and the MISCI EAFE with a 65% weight; via Goldman, Sachs & Co.

HSBC USA INC.

• 13.5% reverse convertible notes due June 12, 2008 linked to the common stock of Cisco Systems, Inc.; 80% trigger; via HSBC Securities (USA) Inc.; pricing Dec. 7; settlement Dec. 12

• 22% reverse convertible notes due March 12, 2008 linked to the common stock of Citigroup Inc.; 70% trigger; via HSBC Securities (USA) Inc.; pricing Dec. 7; settlement Dec. 12

• 14.3% reverse convertible notes due March 12, 2008 linked to the common stock of Lehman Brothers Holdings Inc.; 60% trigger; via HSBC Securities (USA) Inc.; pricing Dec. 7; settlement Dec. 12

• 16.7% reverse convertible notes due March 12, 2008 linked to the common stock of Target Corp.; 75% trigger; via HSBC Securities (USA) Inc.; pricing Dec. 7; settlement Dec. 12

• 0% performance securities with contingent protection due Dec. 31, 2012 linked to the Dow Jones Euro Stoxx 50 with a 35% weight, the FTSE 100 with a 25% weight, the Nikkei 225 with a 25% weight, the Swiss Market with a 5% weight, the S&P ASX 200 with a 5% weight and the MSCI Emerging Markets with a 5% weight; 50% trigger; UBS Financial Services, Inc. and HSBC USA Inc.; pricing Dec. 21; settlement Dec. 31

• 0% performance securities with contingent protection due Dec. 31, 2012 linked to S&P 500 index; via UBS Financial Services Inc. and HSBC USA Inc; pricing Dec. 21; settlement Dec. 31

JPMORGAN CHASE & CO.

• 0% principal-protected notes due June 8, 2011 linked to an equally weighted index basket consisting of the Dow Jones - AIG Commodity Index, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via J.P. Morgan Securities Inc.; pricing Dec. 3; settlement Dec. 6

• 15.5% reverse exchangeable notes due June 12, 2008 linked to Alcoa Inc. stock; via J.P. Morgan Securities Inc.; pricing Dec. 7; settlement Dec. 12

• 15% reverse exchangeable notes due June 12, 2008 linked to Apple Inc. stock; via J.P. Morgan Securities Inc.; pricing Dec. 7; settlement Dec. 12

• 14% reverse exchangeable notes due June 12, 2008 linked to Bank of America Corp. stock; via J.P. Morgan Securities Inc.; pricing Dec. 7; settlement Dec. 12

• 22% reverse exchangeable notes due June 12, 2008 linked to General Motors Corp. stock; via J.P. Morgan Securities Inc.; pricing Dec. 7; settlement Dec. 12

• 10% reverse exchangeable notes due Dec. 12, 2008 linked to General Electric Co. stock; 80% trigger; via J.P. Morgan Securities Inc.; pricing Dec. 7; settlement Dec. 12

• 14% reverse exchangeable notes due June 12, 2008 linked to the Goldman Sachs Group, Inc. stock; via J.P. Morgan Securities Inc.; pricing Dec. 7; settlement Dec. 12

• 10% reverse exchangeable notes due Dec. 12, 2008 linked to McDonald's Corp. stock; via J.P. Morgan Securities Inc.; pricing Dec. 7; settlement Dec. 12

• 0% return notes due Dec. 21, 2010 linked to the JPMorgan Commodity Investable Global Asset Rotator Excess Return; via J.P. Morgan Securities Inc.; pricing Dec. 18; settlement Dec. 21

• 0% buffered return enhanced notes due June 25, 2009 linked to the MSCI EAFE index; via J.P. Morgan Securities Inc.; pricing Dec. 18; settlement Dec. 21

• 0% buffered return enhanced notes due June 25, 2009 linked to the Russell 1000 index; via J.P. Morgan Securities Inc.; pricing Dec. 18; settlement Dec. 21

• Zero-coupon knock-out notes due Dec. 23, 2010 linked to equal weights of the S&P 500, the Nikkei 225 and the Dow Jones Euro Stoxx 50 indexes; 60% trigger; via J.P. Morgan Securities Inc.; pricing Dec. 18; settlement Dec. 21

• 0% buffered return enhanced notes due June 25, 2009 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing Dec. 18; settlement Dec. 21

• Knock-out notes due Dec. 23, 2010 linked to a basket consisting of equal weights of the S&P 500, Nikkei 225 and Dow Jones Euro Stoxx 50 indexes; via J.P. Morgan Securities Inc.; pricing Dec. 18; settlement Dec. 23

• 0% principal-protected notes due Nov. 30, 2012 linked to a basket consisting of equal weights of the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500 indexes; via J.P. Morgan Securities Inc.; pricing Dec. 20; settlement Dec. 26

• 0% principal-protected notes due June 26, 2013 linked to a basket consisting of equal weights of the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500 indexes; via J.P. Morgan Securities Inc.; pricing Dec. 20; settlement Dec. 26

• Zero-coupon principal-protected dual directional notes due March 21, 2012 linked to a basket consisting of WTI crude oil (35% weight), primary aluminum (15% weight), copper grade A (15% weight), S&P GSCI Precious Metals Index Excess Return (15% weight), S&P GSCI Livestock Index Excess Return (10% weight) and S&P GSCI Agriculture Index Excess Return (10% weight); via J.P. Morgan Securities Inc.; pricing Dec. 18; settlement Dec. 21

LEHMAN BROTHERS HOLDINGS INC.

• 19.5% reverse exchangeable notes due June 12, 2008 linked to American International Group, Inc. common stock; via Lehman Brothers Inc.; pricing Dec. 7; settlement Dec. 12

• 11.3% reverse exchangeable notes due June 12, 2008 linked to Exxon Mobil Corp. common stock; via Lehman Brothers Inc.; pricing Dec. 7; settlement Dec. 12

• 33.5% reverse exchangeable notes due March 12, 2008 linked to the common stock of Research In Motion Ltd.; 70% trigger; via Lehman Brothers; pricing Dec. 7; settlement Dec. 12

• 15% reverse exchangeable notes due March 12, 2008 linked to the common stock of Under Armour, Inc.; 60% trigger; via Lehman Brothers; pricing Dec. 7; settlement Dec. 12

• 0% buffered return enhanced notes due June 17, 2009 linked to the S&P 500 index; via Lehman Brothers Inc.; pricing Dec. 12; settlement Dec. 17

• 0% foreign exchange principal-protected notes due Dec. 23, 2009 linked to a basket consisting of equal weights (20%) of the Chinese renminbi, Indonesian rupiah, Indian rupee, Singapore dollar and Malaysian ringgit; via Lehman Brothers Inc.; pricing Dec. 17; settlement Dec. 21

• 100% principal-protected dual participation notes due Dec. 27, 2011 linked to the price of light sweet crude oil; via Lehman Brothers Inc.; pricing Dec. 19; settlement Dec. 27

• 0% return optimization securities due June 30, 2009 linked to the Dow Jones Euro Stoxx 50 index with a 35% weight, the FTSE 100 index with a 25% weight, the Nikkei 225 index with a 25% weight, the Swiss Market index with a 5% weight, the S&P/ASX 200 index with a 5% weight and the MSCI Emerging Markets index with a 5% weight; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing Dec. 21; settlement Dec. 31

• Return optimization securities with partial protection due June 30, 2009 linked to the S&P 500 index; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing Dec. 21; settlement Dec. 31

• Zero-coupon FX notes due Jan. 4, 2010 linked to equal weights (20%) of the Chinese renminbi, Indonesian rupiah, Indian rupee, Singapore dollar and Malaysian ringgit; via Lehman Brothers Inc.; pricing Dec. 27; settlement Jan. 2

• 0% three-year notes linked to the Dow Jones - AIG Commodity Index Excess Return; via Lehman Brothers Inc.

• One-year capped participation notes linked to gold; via Lehman Brothers Inc.

• Two-year capped participation notes linked to gold; via Lehman Brothers Inc.

• Four-year zero-coupon 100% principal-protected dual participation notes linked to gold; via Lehman Brothers Inc.

• Three-year zero-coupon equity and currency-linked basket notes linked to the Indian rupee and the S&P CNX Nifty index; via Lehman Brothers Inc.

• Two-year zero-coupon equity and currency-linked basket notes linked to the Indian rupee and the S&P CNX Nifty index; via Lehman Brothers Inc.

• 0% buffered return enhanced notes linked to the Russell Top 200 index and the iShares Russell Midcap Growth Fund; via Lehman Brothers Holdings Inc.

• 0% three-year notes linked to the Lehman Brothers Commodity Index Equal Weight Excess Return; via Lehman Brothers Holdings Inc.

MERRILL LYNCH & CO., INC.

• 0% Accelerated Return Notes due March 2009 linked to equal weights of the Dow Jones Euro Stoxx 50, S&P 500 and Nikkei 225 indexes; via Merrill Lynch & Co.; pricing in December; settlement in January

• Strategic Accelerated Redemption Securities (Stars) due January 2010 linked to the Nasdaq 100 index; 90% trigger; via Merrill Lynch & Co.; pricing in December; settlement in January

• 0% Accelerated Return Notes due March 2009 linked to the Rogers International Commodity Index - Agriculture Excess Return; via Merrill Lynch & Co.; pricing in December; settlement in January

• 0% Accelerated Return Notes due March 2009 linked to the S&P Asia 50 index; via Merrill Lynch & Co.; pricing in December; settlement in January

• 0% Accelerated Return Notes due March 2009 linked to the S&P 500 index; via Merrill Lynch & Co.; pricing in December; settlement in January

• Zero-coupon 100% principal-protected notes due January 2009 linked to the South Korean won (33.34% weight), Indonesian rupiah (33.33% weight) and Malaysian ringgit (33.33% weight); via Merrill Lynch & Co.; pricing in December; settlement in January

• 0% Accelerated Return Notes due March 2009 linked to the Russell 2000 index; via Merrill Lynch & Co.; pricing in December or January; settlement in January or February

• Long Short Notes due June 2009 linked to the Select Sectors/Dow Jones U.S. Select Telecommunications long short index - series XVII; via Merrill Lynch & Co.

MORGAN STANLEY

• 25% to 27% reverse convertible securities (RevCons) due March 12, 2008 linked to Apple Inc. common stock; via Morgan Stanley & Co. Inc.; pricing Dec. 7 settlement Dec. 12

• 16% to 18% reverse convertible securities (RevCons) due March 12, 2008 linked to Deere & Co. common stock; via Morgan Stanley & Co. Inc.; pricing Dec. 7 settlement Dec. 12

• 29.5% to 31.5% reverse convertible securities (RevCons) due March 12, 2008 linked to Foster Wheeler Ltd. common stock; via Morgan Stanley & Co. Inc.; pricing Dec. 7 settlement Dec. 12

• 0% buffered Performance Leveraged Upside Securities (PLUS) due June 21, 2011 linked to basket consisting of the S&P 100 (21% weight), Russell 1000 value index (14.5% weight), S&P 400 (Midcap) (12% weight), Russell 2000 value index (11% weight), Dow Jones Industrial Average (10.5% weight), Russell 1000 growth index (7% weight), shares of the iShares MSCI Australia index fund (4.8% weight), shares of the iShares MSCI France index fund (4.8% weight), MSCI Switzerland Index (4.8% weight), MSCI Italy Index (4.8% weight), shares of the iShares MSCI Pacific ex-Japan index fund (1.65% weight), shares of the iShares MSCI Spain index fund (1.65% weight) and MSCI Belgium Index (1.50% weight); via Morgan Stanley& Co. Inc.; pricing Dec. 14; settlement Dec. 21

• Zero-coupon capital-protected notes due Oct. 7, 2011 linked to the Baltic Dry index (15% weight), the S&P GSCI Gold Index - Excess Return (10% weight), West Texas Intermediate light sweet crude oil (25% weight) and copper - grade A, special high-grade zinc, soybeans and wheat (12.5% weight each); via Morgan Stanley & Co. Inc.; pricing and settlement in December

• 0% Trigger Performance Leveraged Upside Securities (PLUS) due December 2011 linked to copper weighted at 12.5%, soybeans weighted at 12.5%, sugar weighted at 12.5%, aluminum weighted at 10%, natural gas weighted at 10%, nickel weighted at 10%, WTI crude oil weighted at 10.0%, gold weighted at 7.5%, platinum weighted at 7.5% and wheat weighted at 7.5%; 75% trigger; via Morgan Stanley Capital Services Inc.; pricing and settlement in December

• 0% Performance Leveraged Upside Securities (PLUS) due Jan. 20, 2009 linked to the Dow Jones Industrial Average; via Morgan Stanley& Co. Inc.; pricing and settlement in December

• 9% Stock Participation Accreting Redemption Quarterly-pay Securities (Sparqs) due Jan. 20, 2009 linked to the common stock of Exxon Mobil Corp; via Morgan Stanley & Co. Inc.; pricing and settlement in December

• 0% Performance Leveraged Upside Securities (PLUS) due Jan. 20, 2009 linked to the iShares of the MSCI EAFE Index Fund; via Morgan Stanley & Co. Inc.; pricing and settlement in December

• 0% Performance Leveraged Upside Securities (PLUS) due Jan. 20, 2009 linked to the Nasdaq 100 index; via Morgan Stanley& Co. Inc.;; pricing and settlement in December

• 0% Performance Leveraged Upside Securities (PLUS) due Dec. 31, 2009 linked to Nikkei 225 index; via Morgan Stanley & Co., Inc.; pricing and settlement in December

• 0% Performance Leveraged Upside Securities (PLUS) due Jan. 20, 2009 linked to the Russell 2000; via Morgan Stanley& Co. Inc.;; pricing and settlement in December

• 0% Performance Leveraged Upside Securities (PLUS) due Jan. 20, 2009 linked to the S&P 500; via Morgan Stanley & Co. Inc.; pricing and settlement in December

• Buffered Bear Market Performance Leveraged Upside Securities (PLUS) due Jan. 20, 2009 inversely linked to the S&P 500 Index; via Morgan Stanley & Co. Inc.; pricing and settlement in December

• Zero-coupon capital-protected notes due June 30, 2010 linked to the best of three currency baskets; first basket consists of equal weights (33.3333%) of Vietnamese dong, Indonesia rupiah and Indian rupee, against the dollar; second basket consists of equal weights (33.3333%) of Argentine peso, Brazilian real and Mexican peso, against the dollar; third basket consists of equal weights (33.3333%) of Hungarian forint, Turkish lira and Russian ruble, against the dollar; via Morgan Stanley & Co., Inc.; pricing and settlement in December

• 0% bear market auto-callable securities due June 1, 2009 linked to the KBW Mortgage Finance index; via Morgan Stanley & Co. Inc.

• 0% outperformance Performance Leveraged Upside Securities (PLUS) due Dec. 20, 2008 linked to the performance of the S&P 100 index relative to the Russell 2000 index; via Morgan Stanley & Co. Inc.

UBS AG

• Zero-coupon 100% principal protection absolute return barrier notes due Nov. 27, 2008 linked to the Dow Jones Industrial Average Index; via UBS Investment Bank; pricing Dec. 4; settlement Dec. 7

• Zero-coupon 100% principal protection absolute return barrier notes due Nov. 27, 2008 linked to the S&P 500 Index; via UBS Investment Bank; pricing Dec. 4; settlement Dec. 7

• Zero-coupon 100% principal protection absolute return barrier notes due June 22, 2009 linked to the S&P 500 index; via UBS Investment Bank; pricing Dec. 14; settlement Dec. 21

• 0% performance securities with partial protection due Dec. 30, 2011 linked to the Dow Jones Euro Stoxx 50 index with a 35% weight, the FTSE 100 index with a 25% weight, Nikkei 225 index with a 25% weight, the Swiss Market index with 5% weight, S&P/ASX 200 index with a 5% weight and the MSCI Emerging Markets index with a 5% weight; 80% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing Dec. 21; settlement Dec. 31

• 0% performance securities with principal protection due between Aug. 30, 2013 and Feb. 28, 2014 linked to the Dow Jones Euro Stoxx 50 index with a 35% weight, the FTSE 100 index with a 25% weight, the Nikkei 225 index with a 25% weight, the Swiss Market index with 5% weight, the S&P/ASX 200 index with a 5% weight and the MSCI Emerging Markets index with a 5% weight; via UBS Financial Services Inc. and UBS Investment Bank; pricing Dec. 21; settlement Dec. 31

• Zero-coupon 100% principal protection absolute return barrier notes due Dec. 26, 2008 linked to the S&P 500 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing Dec. 21; settlement Dec. 31

• Zero-coupon 100% principal protection absolute return barrier notes due June 30, 2009 linked to the S&P 500 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing Dec. 21; settlement Dec. 31

• 8.25% to 10.25% yield optimization notes with contingent protection due June 11, 2008 linked to S&P Depositary Receipts; via UBS Securities LLC and UBS Financial Services Inc.; pricing Dec. 6; settlement Dec. 11

• Zero-coupon 100% principal protection notes due Dec. 30, 2011 linked to the UBS Bloomberg Constant Maturity Commodity Index Excess Return; via UBS Investment Bank; pricing Dec. 21; settlement Dec. 31

WACHOVIA CORP.

• 0% enhanced growth securities due July 5, 2011 linked to equal weights of the Dow Jones Euro Stoxx 50, FTSE 100, MSCI Taiwan and Nikkei 225 indexes; via Wachovia Securities

• 14% to 15% % enhanced yield securities due June 5, 2008 linked to Ford Motor Co. common stock; via Wachovia Capital Markets, LLC

• 10% to 11% enhanced yield securities due Sept. 2, 2008 linked to the common stock of Las Vegas Sands Corp.; 65% trigger; via Wachovia Capital Markets, LLC


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