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Published on 3/6/2007 in the Prospect News Structured Products Daily.

Structured Products Calendar

ABN AMRO BANK NV

• 0% reverse exchangeable S-Notes due March 13, 2012 linked to the American Depositary Receipts representing the common stock of Dr. Reddy's Laboratories Ltd., Tata Motors Ltd., Wipro Ltd., HDFC Bank Ltd., Satyam Computer Services Ltd. and Infosys Technologies Ltd., equally weighted; via ABN Amro; pricing March 8; settlement March 13

• 20% Knock-In Reverse Exchangeable Securities due March 20, 2008 linked to the worst-performing common stock in the Dow Jones Industrial Average; 70% trigger; via ABN Amro Inc.; pricing March 15; settlement March 20

• 21.5% Knock-In Reverse Exchangeable Securities due March 28, 2008 linked to the common stock of Elan Corp., plc; 75% trigger; via LaSalle Financial Services, Inc.; pricing March 23; settlement March 28

• 17.25% Knock-In Reverse Exchangeable Securities due March 28, 2008 linked to the common stock of Diamond Offshore Drilling, Inc.; 80% trigger; via LaSalle Financial Services, Inc.; pricing March 23; settlement March 28

• 17.25% Knock-In Reverse Exchangeable Securities due March 28, 2008 linked to the common stock of Evergreen Energy Inc.; 80% trigger; via LaSalle Financial Services, Inc.; pricing March 23; settlement March 28

• 10% Knock-In Reverse Exchangeable Securities due March 28, 2008 linked to the common stock of Norfolk Southern Corp.; 80% trigger; via LaSalle Financial Services, Inc.; pricing March 23; settlement March 28

• 13% Knock-In Reverse Exchangeable Securities due June 29, 2007 linked to Advanced Micro Devices, Inc. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 13% Knock-In Reverse Exchangeable Securities due June 29, 2007 linked to Amazon.com, Inc. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 12% Knock-In Reverse Exchangeable Securities due March 31, 2008 linked to Apple Inc. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 10% Knock-In Reverse Exchangeable Securities due June 29, 2007 linked to Bristol-Meyers Squibb Co. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 15% Knock-In Reverse Exchangeable Securities due Sept. 28, 2007 linked to Baidu.com, Inc. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 14% Knock-In Reverse Exchangeable Securities due March 31, 2008 linked to Continental Airlines, Inc. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 11% Knock-In Reverse Exchangeable Securities due Sept. 28, 2007 linked to Corning Inc. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 11% Knock-In Reverse Exchangeable Securities due June 29, 2007 linked to Deere & Co. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 11.5% Knock-In Reverse Exchangeable Securities due March 31, 2008 linked to Ford Motor Co. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 12.5% Knock-In Reverse Exchangeable Securities due March 31, 2008 linked to Freeport-McMoRan Copper & Gold Inc. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 10.5% Knock-In Reverse Exchangeable Securities due March 31, 2008 linked to Goldcorp Inc. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 10.5% Knock-In Reverse Exchangeable Securities due March 31, 2008 linked to MasterCard Inc. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 10% Knock-In Reverse Exchangeable Securities due March 31, 2008 linked to Merck & Co., Inc. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 10.25% Knock-In Reverse Exchangeable Securities due March 31, 2008 linked to Microsoft Corp. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 14% Knock-In Reverse Exchangeable Securities due June 29, 2007 linked to Motorola, Inc. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 11.25% Knock-In Reverse Exchangeable Securities due March 31, 2008 linked to Research in Motion Ltd. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 16% Knock-In Reverse Exchangeable Securities due Sept. 28, 2007 linked to Red Hat, Inc. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 13.5% Knock-In Reverse Exchangeable Securities due March 31, 2008 linked to Sandisk Corp. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 13% Knock-In Reverse Exchangeable Securities due March 31, 2008 linked to Silver Wheaton Corp. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 16.5% Knock-In Reverse Exchangeable Securities due Sept. 28, 2007 linked to Smith & Wesson Holding Corp. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

• 10% Knock-In Reverse Exchangeable Securities due March 31, 2008 linked to United States Steel Corp. stock; via ABN Amro Inc.; pricing March 27; settlement March 30

BANK OF AMERICA

• 0% Minimum Return Equity Appreciation Growth Linked Securities (Eagles) due March 30, 2010 linked to equal weights of the Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing March 27

BARCLAYS BANK PLC

• 0% buffered return enhanced notes due March 19, 2008 linked to the Dow Jones Euro Stoxx 50; via J.P. Morgan Securities Inc. and Barclays Capital; pricing March 9; settlement March 14

• 9% equivalent) reverse exchangeable notes due Sept. 12, 2007 linked to Microsoft Corp. stock; via J.P. Morgan Securities Inc.; pricing March 8; settlement March 13

• 0% buffered return enhanced notes due March 19, 2008 linked to the Nikkei 225; via J.P. Morgan Securities Inc. and Barclays Capital; pricing March 9; settlement March 14

• 0% return enhanced notes due March 19, 2008 linked to the Russell 2000; via J.P. Morgan Securities Inc. and Barclays Capital; pricing March 9; settlement March 14

• 0% return enhanced notes due March 19, 2008 linked to the S&P 500; via J.P. Morgan Securities Inc. and Barclays Capital; pricing March 9; settlement March 14

• 8.75% reverse convertibles notes due March 26, 2008 linked to The Goldman Sachs Group Inc. stock; via Barclays Capital; pricing March 23; settlement March 28

• 0% buffered Super Track Notes due March 28, 2012 linked to an equally weighted basket consisting of the Dow Jones Euro Stoxx 50, MSCI Taiwan, Nikkei 225 and S&P 500 indexes; via Barclays Capital; pricing March 23; settlement March 28

• 9% reverse convertible notes due March 26, 2008 linked to Lehman Brothers Holdings Inc. stock; via Barclays Capital; pricing March 23; settlement March 28

• 0% principal-protected notes due March 26, 2009 linked to equally weighted basket of currencies, including the Turkish lira, Hungarian forint, Singapore dollar, Brazilian real and Mexican peso, versus the dollar; via Barclays Capital; pricing March 23; settlement March 28

• 0% principal-protected notes due Sept. 28, 2012 linked to equally weighted basket of WTI Crude, gold and natural gas; via Barclays Capital; pricing March 23; settlement March 28

• 0% principal-protected notes due July 2, 2008 linked to the S&P 500 index; via Barclays Capital; pricing March 27; settlement March 30

BEAR STEARNS COS. INC.

• Three-month 17% reverse convertible notes linked to the common stock of United States Steel Corp.; 80% trigger; via Bear, Stearns & Co. Inc.; pricing and settlement in March

CITIGROUP FUNDING INC.

• 0% principal-protected notes due March 2009 linked to equal weights of the dollar/Australian dollar, dollar/British pound, dollar/Indonesian rupiah, dollar Mexican peso and dollar/Turkish lira exchange rates; via Citigroup Global Markets Inc.; pricing and settlement in March

• 8.5% to 9.5% Equity LinKed Securities (ELKS) due 2008 linked to the common stock of Chesapeake Energy Corp.; 80% trigger; via Citigroup Global Markets Inc.

• 0% principal-protected notes due 2011 linked to equal weights of the Dow Jones Euro Stoxx 50 index, Nikkei 225 Stock Average and S&P 500 index; via Citigroup Global Markets Inc.

• 8% to 9% Equity-LinKed Securities (ELKS) due 2008 linked to the common stock of Intel Corp.; 80% trigger; via Citigroup Global Markets Inc.

CREDIT SUISSE (USA), INC.

• 15.5% reverse convertible securities due Sept. 21, 2007 linked to the common stock of Blockbuster Inc.; 65% trigger; via Credit Suisse Securities (USA) LLC; settlement March 21

• 10.25% reverse convertible securities due March 20, 2008 linked to the common stock of Cooper Tire & Rubber Co.; 80% trigger; via Credit Suisse Securities (USA) LLC; settlement March 21

• 11.5% reverse convertible securities due March 20, 2008 linked to the American Depository Receipts of Harmony Gold Mining Co. Ltd.; 75% trigger; via Credit Suisse Securities (USA) LLC; settlement March 21

• 13.25% reverse convertible securities due March 20, 2008 linked to the common stock of IntercontinentalExchange, Inc.; 65% trigger; via Credit Suisse Securities (USA) LLC; settlement March 21

• 12% reverse convertible securities due March 20, 2008 linked to the common stock of XM Satellite Radio Holdings, Inc.; 60% trigger; via Credit Suisse Securities (USA) LLC; settlement March 21

DEUTSCHE BANK AG, LONDON BRANCH

• 0% appreciation notes due Sept. 14, 2008 linked to equal weights of the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; 17% minimum return if basket level increases; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing March 7; settlement March 29

• 0% appreciation notes due Sept. 29, 2008 linked to equal weights of the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; 11% minimum return if basket level increases; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing March 22; settlement March 29

• 0% performance securities due March 30, 2009 linked to the Deutsche Bank Balanced Currency Harvest index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing March 23; settlement March 30

• 5% notes due March 30, 2009 linked to the Deutsche Bank Balanced Currency Harvest index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing March 23; settlement March 30

• 0% performance securities due March 30, 2012 with contingent protection linked to the Dow Jones Euro Stoxx 50 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing March 26; settlement March 30

• 0% performance securities due March 30, 2012 with contingent protection linked to the Hang Seng China Enterprises index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing March 26; settlement March 30

• 0% performance securities due March 30, 2012 with contingent protection linked to the MSCI Emerging Markets index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing March 26; settlement March 30

• 0% performance securities due March 30, 2012 with contingent protection linked to the Nikkei 225 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing March 26; settlement March 30

• 0% performance securities due March 30, 2012 with contingent protection linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing March 26; settlement March 30

• 0% Buffered Underlying Securities (BUys) due July 1, 2010 linked to the Nikkei 225 Stock Average; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing March 28; settlement March 30

• 0% Buffered Underlying Securities (BUyS) due April 30, 2010 linked to the Nikkei 225 Stock Average; 115% upside; via Deutsche Bank Securities and Deutsche Bank Trust Co. Americas; pricing March 27; settlement March 30

• 0% Buffered Underlying Securities (BUyS) due April 30, 2010 linked to the Nikkei 225 Stock Average; 130% upside; via Deutsche Bank Securities and Deutsche Bank Trust Co. Americas; pricing March 27; settlement March 30

• Index+ notes due March 30, 2009 linked to the S&P 500 index; 6.5% outperformance amount; via Deutsche Bank Securities and Deutsche Bank Trust Co. Americas; pricing March 27; settlement March 30

• Index+ notes due March 30, 2009 linked to the S&P 500 index; 5% outperformance amount; via Deutsche Bank Securities and Deutsche Bank Trust Co. Americas; pricing March 27; settlement March 30

• Index+ notes due March 30, 2009 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing March 27; settlement March 30

EKSPORTFINANS ASA

• 16% reverse convertibles due Sept. 28, 2007 linked to the common stocks of

Companhia Vale do Rio Doce, Petroleo Brasileiro SA - Petrobras and Banco Bradesco SA; 80% trigger; via IXIS Securities North America Inc.; pricing March 23; settlement March 28

• 0% notes due 2009 linked to equal weights of the Australian dollar, Brazilian real, Canadian dollar, Chinese renminbi, Singaporean dollar and South Korea won measured against the dollar; via Banc of America Securities LLC

• 0% five year Buffered Underlying Securities due in 30 months linked to Dow Jones Euro Stoxx 50 index; via Deutsche Bank Securities Inc.

HARTFORD LIFE INSURANCE CO.

• 0% principal-protected notes due March 19, 2013 linked to the S&P 500 index; via Bear, Stearns & Co. Inc., A.G. Edwards & Sons Inc., Banc of America Securities LLC, Charles Schwab & Co. Inc., Citigroup, Fidelity Capital Markets Services, Merrill Lynch & Co., Morgan Stanley, Piper Jaffray & Co., Raymond James, RBC Dain Rauscher Inc., Scott & Stringfellow Inc., UBS Investment Bank and Wachovia Securities; pricing March 14; settlement March 19

HSBC USA INC.

• 12.55% reverse convertible notes due Sept. 27, 2007 linked to the common stock of Atheros Communications, Inc.; 75% trigger; via HSBC Securities (USA) Inc.; pricing March 23; settlement March 28

• 11.75% reverse convertible notes due March 27, 2008 linked to Broadcom Corp.; 80% trigger; via HSBC Securities (USA) Inc.; pricing March 23; settlement March 28

• 15% reverse convertible notes due March 27, 2008 linked to the common stock of Crocs, Inc.; 75% trigger; via HSBC Securities (USA) Inc.; pricing March 23; settlement March 28

• 22% reverse convertible notes due June 28, 2007 linked to the common stock of Evergeen Energy Inc.; 65% trigger; via HSBC Securities (USA) Inc.; pricing March 23; settlement March 28

• 13.2% reverse convertible notes due Sept. 27, 2007 linked to the common stock of Las Vegas Sands Corp.; 80% trigger; via HSBC Securities (USA) Inc.; pricing March 23; settlement March 28

• 18.75% reverse convertible notes due June 28, 2007 linked to the common stock of Overstock.com, Inc.; 80% trigger; via HSBC Securities (USA) Inc.; pricing March 23; settlement March 28

• 11.25% reverse convertible notes due March 27, 2008 linked to the common stock of PMC-Sierra, Inc.; 75% trigger; via HSBC Securities (USA) Inc.; pricing March 23; settlement March 28

• 12.8% reverse convertible notes due Sept. 27, 2007 linked to the common stock of Urban Outfitters, Inc.; 80% trigger; via HSBC Securities (USA) Inc.; pricing March 23; settlement March 28

• 29.25% reverse convertible notes due June 28, 2007 linked to the common stock of Vertex Pharmaceuticals Inc.; 75% trigger; via HSBC Securities (USA) Inc.; pricing March 23; settlement March 28

• 13% reverse convertible notes due March 27, 2008 linked to the common stock of XM Satellite Radio Holdings Inc.; 65% trigger; via HSBC Securities (USA) Inc.; pricing March 23; settlement March 28

JPMORGAN CHASE & CO.

• 0% principal-protected notes due March 7, 2008 linked to a basket of indexes including the Dow Jones Euro Stoxx 50 (46.1% weight), the Nikkei 225 (27.9% weight) and the FTSE 100 (26%); via J.P. Morgan Securities Inc.; pricing March 7; settlement March 12

• 0% lesser-index principal-protected notes due March 7, 2008 linked to the Nikkei 225 and the S&P 500 indexes; via J.P. Morgan Securities Inc.; pricing March 7; settlement March 12

• 0% auto callable knock-out notes due March 12, 2009 linked to the iShares MSCI Emerging Markets index fund; via J.P. Morgan Securities; pricing March 9; settlement March 12

• 0% lesser-index annual review notes due March 24, 2010 linked to the Euro Stoxx 50 and Nikkei 225 indexes; via J.P. Morgan Securities Inc.; pricing March 9; settlement March 14

• 0% annual review notes due March 24, 2010 linked to the Nikkei 225 index; via J.P. Morgan Securities Inc.; pricing March 9; settlement March 14

• 0% return enhanced notes due May 12, 2008 linked to the Russell 2000 index relative to the performance of the S&P 500 index; via J.P. Morgan Securities Inc.; pricing March 9; settlement March 14

• 0% buffered return enhanced notes due Sept. 23, 2009 linked to a basket of 10 commodities and two commodity-linked indexes; via J.P. Morgan Securities Inc.; pricing March 23; settlement March 30

• 16% reverse exchangeable notes due Sept. 28, 2007 linked to Baidu.com, Inc. American Depositary Shares; 80% trigger; via J.P. Morgan Securities Inc.; pricing March 23; settlement March 28

• 4.75% (9.5% equivalent) reverse exchangeables due Sept. 28, 2007 linked to Caterpillar Inc. stock; via J.P. Morgan Securities Inc.; pricing March 23; settlement March 28

• 10% reverse exchangeables due March 28, 2008 linked to ConocoPhillips stock; via J.P. Morgan Securities Inc.; pricing March 23; settlement March 28

• 6.625% (13.25% equivalent) reverse exchangeables due Sept. 28, 2007 linked to eBay Inc. stock; via J.P. Morgan Securities Inc.; pricing March 23; settlement March 28

• 9.25% reverse exchangeables due March 28, 2008 linked to Exxon Mobil Corp. stock; via J.P. Morgan Securities Inc.; pricing March 23; settlement March 28

• 4.75% (9.5% equivalent) reverse exchangeables due Sept. 28, 2007 linked to Google Inc. stock; via J.P. Morgan Securities Inc.; pricing March 23; settlement March 28

• 18% reverse exchangeable notes due June 29, 2007 linked to JDS Uniphase Corp. stock; 80% trigger; via J.P. Morgan Securities Inc.; pricing March 23; settlement March 28

• 9.125% (18.25% equivalent) reverse exchangeables due Sept. 28, 2007 linked to JetBlue Airways Corp. stock; via J.P. Morgan Securities Inc.; pricing March 23; settlement March 28

• 8.5% reverse exchangeables due March 28, 2008 linked to McDonald's Corp. stock; via J.P. Morgan Securities Inc.; pricing March 23; settlement March 28

• 16% reverse exchangeables due March 28, 2008 linked to Netflix, Inc. stock; via J.P. Morgan Securities Inc.; pricing March 23; settlement March 28

• 13.5% reverse exchangeable notes due June 29, 2007 linked to NYSE Group, Inc. stock; 80% trigger; via J.P. Morgan Securities Inc.; pricing March 23; settlement March 28

• 13% reverse exchangeables due March 28, 2008 linked to SanDisk Corp. stock; via J.P. Morgan Securities Inc.; pricing March 23; settlement March 28

• 24% reverse exchangeable notes due June 29, 2007 linked to Take-Two Interactive Software Corp. stock; 80% trigger; via J.P. Morgan Securities Inc.; pricing March 23; settlement March 28

• 0% buffered return enhanced notes due March 31, 2009 linked to an equally weighted basket consisting of the S&P 500, Nikkei 225 and the Dow Jones Euro Stoxx 50 indexes; via Barclays Capital; pricing March 27; settlement March 30

LEHMAN BROTHERS HOLDINGS INC.

• 0% buffered return enhanced notes due Sept. 14, 2008 linked to the Nikkei 225 index; via Lehman Brothers; pricing March 9; settlement March 14

• 4.42% Yield Enhanced Equity-Linked Debt Securities (Yeelds) due Dec. 9, 2007 performance-linked to Tyco International Ltd. stock; via Lehman Brothers; settlement March 9

• 10.9% reverse exchangeable notes due March 29, 2008 linked to Citrix Systems, Inc. stock; via Lehman Brothers; pricing March 23; settlement March 28

• 10.1% reverse exchangeable notes due March 29, 2008 linked to Halliburton Co. stock; via Lehman Brothers; pricing March 23; settlement March 28

• 11.55% reverse exchangeable notes due March 29, 2008 linked to MasterCard Inc. stock; via Lehman Brothers; pricing March 23; settlement March 28

• 10.30% reverse exchangeable notes due March 29, 2008 linked to TD Ameritrade Holding Corp. stock; via Lehman Brothers; pricing March 23; settlement March 28

• Buffered annual review notes due April 2, 2010 linked to the Dow Jones Euro Stoxx 50 index; via Lehman Brothers Inc.; pricing March 27; settlement March 30

• Buffered annual review notes due April 2, 2010 linked to the Nikkei 225 index; via Lehman Brothers Inc.; pricing March 27; settlement March 30

• 8% Yield Enhanced Equity Linked Debt Securities (Yeelds) due March 9, 2008 linked to Apple Inc.; settlement March 8; via Lehman Brothers Inc.

• 0% principal-protected Wedding Cake range notes due March 2008 linked to six-month Libor; via Lehman Brothers Inc.; pricing and settlement in March

• Foreign exchange multi-range notes linked to the British pounds sterling/dollar spot exchange rate; via Lehman Brothers Inc.

• 0% three-year principal-protected notes linked to an equally weighted basket of grade A copper, primary nickel and special high-grade zinc; via Lehman Brothers Inc.

• 0% six-month single barrier synthetic bearish reverse convertible notes linked to the price of light sweet crude oil; via Lehman Brothers Inc.

• 0% principal-protected two-year notes linked to equal weights of the Nikkei 225 index and the dollar/yen exchange rate; via Lehman Brothers Inc.

MERRILL LYNCH & CO., INC.

• 0% auto callable notes due April 1, 2010 linked to the Nikkei 225 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing March 27; settlement March 30

• 0% buffered return notes due December 2010 linked to the Dow Jones Industrial Average; via Merrill Lynch & Co.; pricing and settlement in March

• 0% accelerated return notes due May 2008 linked to Nikkei 225 index; via Merrill Lynch & Co.; settlement in March

• 0% leveraged return notes due April 2008 linked to the Nikkei 225 and Topix indexes; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing and settlement in March

• 0% Strategic Return Notes medium-term series C notes due March 2012 linked to the Select Ten index; via Merrill lynch; settlement expected in March

• Long Short Notes due April 2008 linked to the Select Sectors Long Short Index - Series XII; via Merrill lynch; settlement expected in March

• Protected Covered Call Enhanced Income Notes (Proceeds) due April 2012 linked to the World Equity Proceeds index; via Merrill Lynch & Co., Inc.; pricing in March; settlement in April

• Principal-protected notes due March 2017 linked to the 30-year and two-year CMS (Constant Maturity Swap) rates; pricing and settlement in March; via Merrill Lynch, Pierce, Fenner & Smith Inc.

MORGAN STANLEY

• 10% to 11% High Income Trigger Securities (HITS) due April 20, 2008 linked to Allegheny Technologies Inc.; 75% trigger; via Morgan Stanley & Co. Inc.; pricing and settlement in March

• 8% Stock Participation Accreting Redemption Quarterly-pay Securities (Sparqs) due April 20, 2008 linked to Archer-Daniels-Midland Co. stock; via Morgan Stanley; pricing in March; settlement in March

• 0% capital-protected notes due March 30, 2009 linked to equal weights of the Chinese renminbi, Indian rupee, Korean won and Taiwan dollar; via Morgan Stanley & Co. Inc.; pricing and settlement in March

• Floating-rate notes due March 27, 2037 linked to the 10-year constant maturity swap (CMS) rate minus the two-year CMS rate; via Morgan Stanley & Co. Inc.; pricing and settlement in March

• 0% capital-protected notes due March 16, 2009 linked to the euro/yen exchange rate; via Morgan Stanley; pricing in March

• Zero-coupon 95% capital-protected commodity-linked notes due March 9, 2009 linked to equal weights of the Goldman Sachs Commodity Agricultural Index - Excess Return, high-grade primary aluminum, grade A copper, primary nickel and special high-grade zinc; via Morgan Stanley; pricing in March

• 0% Performance Leveraged Upside Securities (PLUS) due April 20, 2008 linked to the Goldman Sachs Crude Oil -Excess Return index; via Morgan Stanley & Co. Inc.; settlement in March

• 0% Performance Leveraged Upside Securities (PLUS) due April 20, 2008 linked to the PHLX Semiconductor Sector index; via Morgan Stanley; pricing and settlement in March

• 0% protected absolute return barrier notes due Sept. 20, 2008 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing and settlement in March

RABO FINANCIAL PRODUCTS BV

• 12.4% Knock-In Reverse Convertible notes due March 28, 2008 linked to Advanced Micro Devices, Inc. stock; 70% trigger; via LaSalle Financial Services Inc.; pricing March 23; settlement March 28

• 11.4% Knock-In Reverse Convertible notes due March 28, 2008 linked to Arch Coal, Inc. stock; 80% trigger; via LaSalle Financial Services Inc.; pricing March 23; settlement March 28

• 13.4% Knock-In Reverse Convertible notes due March 28, 2008 linked to JetBlue Airways Corp. stock; 65% trigger; via LaSalle Financial Services Inc.; pricing March 23; settlement March 28

• 9% Knock-In Reverse Convertible notes due March 28, 2008 linked to Motorola, Inc. stock; 85% trigger; via LaSalle Financial Services Inc.; pricing March 23; settlement March 28

• 12.9% Knock-In Reverse Convertible notes due March 28, 2008 linked to Netflix Inc. stock; 65% trigger; via LaSalle Financial Services Inc.; pricing March 23; settlement March 28

• 11.1% Knock-In Reverse Convertible notes due March 28, 2008 linked to Peabody Energy Corp. stock; 80% trigger; via LaSalle Financial Services Inc.; pricing March 23; settlement March 28

UBS AG

• 0% auto-callable notes with contingent protection linked to the Amex Gold Bugs index expected to mature Sept. 30, 2008; via UBS Investment Bank and UBS Financial Services Inc.; pricing March 23; settlement March 30

• 11.75% to 12.75% yield optimization notes due March 31, 2008 linked to Apple Inc. stock; via UBS Investment Bank and UBS Financial Services; pricing March 26; settlement March 30

• 0% return optimization securities due Sept. 30, 2008 linked to the Dow Jones Euro Stoxx 50 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing March 26; settlement March 30

• 10.5% to 11.5% yield optimization notes due March 31, 2008 linked to Halliburton Co. stock; via UBS Investment Bank and UBS Financial Services; pricing March 26; settlement March 30

• 8.75% to 9.75% yield optimization notes due March 31, 2008 linked to Intel Corp. stock; via UBS Investment Bank and UBS Financial Services; pricing March 26; settlement March 30

• 0% return optimization securities due Sept. 30, 2008 linked to the Nasdaq 100 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing March 26; settlement March 30

• 0% return optimization securities due Sept. 30, 2008 linked to the Nikkei 225 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing March 26; settlement March 30

• 0% return optimization securities due Sept. 30, 2008 linked to the S&P 500 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing March 26; settlement March 30

• 7.75% to 8.75% yield optimization notes due March 31, 2008 linked to Starbucks Corp. stock; via UBS Investment Bank and UBS Financial Services; pricing March 26; settlement March 30

• 0% principal-protected digital return notes due September 2007 linked to Libor and the 10-year Constant Maturity U.S. Treasury rate; via UBS Investment Bank and UBS Financial Services Inc.; pricing and settlement in March

• 0% principal-protected notes due March 31, 2009 linked to an equally weighted basket of currencies including the dollar/Brazilian real, dollar/Chinese renminbi, dollar/Mexican peso, dollar/Norwegian krone and dollar/Russian ruble spot exchange rates; via UBS Investment Bank and UBS Financial Services Inc.; pricing and settlement in March

• 0% principal-protected callable daily range accrual notes due March 2009 linked to the 10-year Constant Maturity U.S. Treasury rate; via UBS Investment Bank and UBS Financial Services Inc.; pricing and settlement in March

WACHOVIA CORP.

• 0% enhanced growth securities due Aug. 5, 2008 linked to the Energy Select Sector index; via Wachovia Securities

• 13% to 14% enhanced yield securities due Dec. 27, 2007 linked to the common stock of IntercontinentalExchange, Inc.; 70% trigger; via Wachovia Securities

• 9% enhanced yield securities due March 5, 2008 linked to the common stock of National Semiconductor Corp.; 75% trigger; via Wachovia Securities


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