Structured Products Calendar

BANK OF AMERICA

• 0% unsecured senior notes due Aug. 25, 2008 structured as Strategic Equity Exposure Performance Linked Securities (Steepls) linked to a basket containing equal weights of the S&P 500 index, the Dow Jones Euro Stoxx 50 index and the Nikkei 225 index; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing May 22

• 0% return-linked notes linked to equal weights of the S&P 500 index, the Dow Jones Euro Stoxx 50 index and the Nikkei 225 index; via Banc of America Securities LLC and Banc of America Investment Services; pricing and settlement in May

BARCLAYS BANK PLC

• 12% six-month reverse convertible notes due Nov. 7, 2007 linked to General Motors Corp.; via Barclays Capital; pricing May 2; settlement May 7

• 5% (10% annual equivalent) reverse convertible notes due Nov. 7, 2007 linked to Apple, Inc. common stock; via Barclays Capital; pricing May 4; settlement May 9

• 9.65% (19.30% annual equivalent) reverse convertible notes due Nov. 7, 2007 linked to Elan Corp., plc common stock; via Barclays Capital; pricing May 4; settlement May 9

• 7.5% (15% annual equivalent) reverse convertible notes due Nov. 7, 2007 linked to Ford Motor Co. common stock; via Barclays Capital; pricing May 4; settlement May 9

• 4.75% (19% annual equivalent) reverse convertible notes due Aug. 8, 2007 linked to IndyMac Bancorp Inc. common stock; via Barclays Capital; pricing May 4; settlement May 9

• 0% return enhanced notes due May 16, 2008 linked to the Russell 2000 index; via JPMorgan Chase Bank NA and J.P. Morgan Securities Inc.; pricing May 4; settlement May 9

• 20% reverse convertible notes due Nov. 28, 2007 linked to AMR Corp. stock; 85% trigger; via Barclays Capital; pricing May 24; settlement May 30

• 0% Buffered Super Track Notes due May 30, 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 May 24; settlement May 30

• 9.25% reverse convertible notes due May 29, 2008 linked to Halliburton Co. common stock; 85% trigger; pricing May 24; settlement May 30

• 9.25% reverse convertible notes due Nov. 28, 2007 linked to Lehman Brothers Holdings Inc. stock; 85% trigger; via Barclays Capital; pricing May 24; settlement May 30

• 11.1% reverse convertible notes due May 29, 2008 linked to Nucor Corp. common stock; 75% trigger; pricing May 24; settlement May 30

• 0% Super Track Notes due May 30, 2012 linked to the S&P 500 index; via Barclays Capital; pricing May 24; settlement May 30

• 100% principal protected notes due May 29, 2009 linked to basket containing equal weights of the Turkish lira, the Indian rupee and the Brazilian real; via Barclays Capital; pricing May 24; settlement May 30

• Zero-coupon iPath exchange-traded notes due 2037 linked to the CBOE S&P 500 Buy Write index; via Barclays Capital

• iPath exchange-traded notes due 2037 linked to the Japanese yen/dollar exchange rate; via Barclays Capital

CITIGROUP FUNDING INC.

• 11/2-year Premium mandatory Callable Equity-linked securities (Pacers) linked to eBay Inc. stock; via Citigroup Global Markets Inc.; pricing in May

• 7.5% to 8.5% notes due 2008 in the Equity LinKed Securities (ELKS) structure linked to the common stock of Lowe's Cos., Inc.; 80% trigger; via Citigroup Global Markets Inc.; pricing in May

• Stock Market Upturn Notes due 2008 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing in May

DEUTSCHE BANK AG, LONDON BRANCH

• Principal-protected CMS slope steepener notes due May 9, 2022; via Deutsche Bank Securities, Inc. and Deutsche Bank Trust Co. Americas; pricing May 4; settlement May 9

EKSPORTFINANS ASA

• 0% exchangeable notes due May 25, 2010 Linked to the S&P 500 Composite Stock Price (40% weight), MSCI EAFE (25% weight), S&P MidCap 400 (20% weight) and Russell 2000 (15% weight) indexes; via Wachovia Capital Markets, LLC

• 0% enhanced participation notes due 2008 linked to the Topix index; via Goldman, Sachs & Co.

THE GOLDMAN SACHS GROUP INC.

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

• 0% enhanced total return notes due 2037 linked to the S&P GSCI Enhanced Commodity Total Return Strategy Index; via Goldman, Sachs & Co.

HARRIS NA

• 0% principal-protected positive outperformance certificates of deposit due May 31, 2011 linked to the performance of the S&P 100 index over the Russell 2000 index; pricing May 25; settlement May 31

HARTFORD LIFE INSURANCE CO.

• 0% principal-protected notes due May 7, 2013 linked to the S&P 500 index; via Bear, Stearns & Co. Inc. (lead); pricing May 2; settlement May 7

JPMORGAN CHASE & CO.

• 0% buffered return enhanced notes due Nov. 14, 2008 linked to a basket containing a 17% weighting of the AMEX Hong Kong 30 index, a 21.5% weighting of the FTSE/Xinhua China 25 index, a 29% weighting of the Korea Stock Price Index 200, a 22% weighting of the MSCI Taiwan index and a 10.5% weighting of the MSCI Singapore index; via J.P. Morgan Securities Inc.; pricing May 4; settlement May 9

• 0% call overwrite index notes due May 15, 2008 linked to the CBOE S&P 500 BuyWrite (BXM) index; via J.P. Morgan Securities Inc; pricing May 4; settlement May 9

• 0% lesser index annual review notes due May 19, 2010 linked to the S&P 500 and the Nikkei 225 indexes; via J.P. Morgan Securities Inc.; pricing May 7; settlement May 10

• 0% lesser index return enhanced notes due June 16, 2008 linked to the Nikkei 225 and Topix indexes; via J.P. Morgan Securities Inc.; pricing May 11; settlement May 16

LEHMAN BROTHERS HOLDINGS INC.

• 0% buffered enhanced participation notes due May 9, 2011 linked to a basket consisting of the Dow Jones Euro Stoxx 50 (39% weight), the FTSE 100 (29% weight), the Nikkei 225 (22% weight) and the S&P/ASX 200 (10% weight); via Lehman Brothers Inc.; pricing May 4; settlement May 9

• 18.5% reverse exchangeable notes due Aug. 9, 2007 linked to the common stock of JetBlue Airways Corp.; via Lehman Brothers Inc.; pricing May 4; settlement May 9

• 0% buffered return enhanced notes due Nov. 24, 2010 linked to GSCI Agriculture Excess Return index (20% weight), the GSCI Livestock Excess Return index (10% weight), light sweet crude oil (15% weight), Henry Hub natural gas (10% weight), high grade primary aluminum (7% weight), grade A copper (7% weight), primary nickel (6% weight), RBOB gasoline (5% weight), No. 2 fuel heating oil (5% weight), special high grade zinc (5% weight), standard lead (5% weight) and gold (5% weight); via Lehman Brothers Inc.; pricing May 17; settlement May 24

• Constant maturity swap callable spread daily accural ntoes due May 31, 2022; via Lehman Brothers Inc. and UBS Financial Services Inc.; pricing May 23; settlement May 31

• 100% principal-protected callable daily range accrual notes due May 31, 2009 linked to the 10-year constant maturity U.S. Treasury (CMT) rate; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing May 23; settlement May 31

• 0% buffered return participation notes due June 1, 2010 linked to a basket consisting of the Dow Jones Euro Stoxx 50 (33.927% weight), the FTSE 100 (33.836% weight), the Nikkei 225 (22.627% weight) and S&P/ASX 200 (9.61% weight); via Lehman Brothers Inc.; pricing May 23; settlement May 31

• 100% principal-protected three-month Foreign Exchange (FX) Digital Notes linked to the Brazilian real/dollar spot exchange rate; via Lehman Brothers Inc.

• 100% principal-protected three-month Double Conditional Range Notes linked to the British sterling pound/dollar and Canadian dollar/dollar spot exchange rates; via Lehman Brothers Inc.

• 100% principal-protected three-year bonus notes linked to an equally weighted base metals basket including grade A copper, primary nickel, special high-grade zinc and high-grade aluminum; via Lehman Brothers Inc.

• Three-month Double Conditional Range Notes linked to the British pounds sterling/dollar spot exchange rate and the Canadian dollar/dollar spot exchange rate; via Lehman Brothers Inc.

• Two-year 100% principal-protected notes linked to the Israeli shekel; via Lehman Brothers Inc.

MERRILL LYNCH & CO., INC.

• 0% buffered return enhanced notes due May 16, 2008 linked to the Dow Jones Euro Stoxx 50 index; via J.P. Morgan Securities Inc.; pricing May 4; settlement May 9

• 100% principal-protected notes due May 2017 linked to the five-year and two-year Constant Maturity Swap (CMS) rates; via Merrill Lynch & Co.; settlement in May

• Zero-coupon principal-protected notes due June 2008 linked to equal weights of the Brazilian real, Russian ruble, India rupee and Chinese renminbi, all against the dollar; via Merrill Lynch; settlement in May

• 0% Market Index Target-Term Securities (Mitts) due 2012 linked to equal weights of the FTSE/Xinhua China 25 and Hang Seng indexes; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing and settlement in May

• 0% Accelerated Return Notes due July 2008 linked to the Greater China Index basket, which includes the FTSE/Xinhua China 25 and Hang Seng indexes; via Merrill Lynch & Co.; settlement in May

• 0% Accelerated Return Bear Market Notes due July 2008 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing and settlement in May

• 0% Merrill Lynch Long Short Notes due February 2008 linked to the S&P Asia 50/Nasdaq 100 Long Short Index - Series XIII; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing and settlement in May

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

MORGAN STANLEY

• 0% annual review notes due May 18, 2010 linked to the S&P 500 index; via JPMorgan Chase Bank NA and J.P. Morgan Securities Inc.; pricing May 4; settlement May 11

• 11.05% reverse convertible securities (RevCons) due May 16, 2008 linked to Freeport-McMoRan Copper & Gold, Inc. stock; 75% trigger; via Morgan Stanley & Co. Inc.; pricing May 11; settlement May 16

• 9.7% reverse convertible securities (RevCons) due May 16, 2008 linked to Norfolk Southern Corp. stock; 80% trigger; via Morgan Stanley & Co. Inc.; pricing May 11; settlement May 16

• 9% reverse convertible securities (RevCons) due May 16, 2008 linked to Western Union Co. stock; 85% trigger; via Morgan Stanley & Co. Inc.; pricing May 11; settlement May 16

• 10.1% reverse convertible securities (RevCons) due May 16, 2008 linked to Whole Foods Market Inc. stock; 85% trigger; via Morgan Stanley & Co. Inc.; pricing May 11; settlement May 16

• Protected buy-write securities due May 25, 2012 linked to the 2007-3 Dynamic Reference index; via Morgan Stanley & Co. Inc.; pricing and settlement in May

• 0% notes due June 30, 2008 in the Performance Leveraged Upside Securities (PLUS) structure linked to the Dow Jones - AIG Commodity index; via Morgan Stanley & Co. Inc.; pricing and settlement in May

• 0% capital-protected notes due Aug. 20, 2011 linked to equal weights of the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500 indexes; via Morgan Stanley & Co. Inc.; pricing and settlement in May

• 0% Performance Leveraged Upside Securities (PLUS) due June 20, 2008 linked to the iShares MSCI Emerging Markets Index Fund; via Morgan Stanley & Co. Inc.; pricing and settlement in May

• 9% Stock Participation Accreting Redemption Quarterly-pay Securities (Sparqs) due June 20, 2008 mandatorily exchangeable for Lyondell Chemical Co. common stock; via Morgan Stanley & Co. Inc.; pricing and settlement in May

• 0% Performance Leveraged Upside Securities (PLUS) due June 20, 2008 linked to the Nasdaq 100 index; via Morgan Stanley & Co. Inc.; pricing and settlement in May

• 11% to 12% reverse convertible securities (RevCons) due May 31, 2008 linked to the common stock of Netflix, Inc.; 80% trigger; via Morgan Stanley & Co. Inc.; pricing and settlement in May

• 0% notes due May 11, 2009 in the buffered Performance Leveraged Upside Securities (PLUS) structure linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing and settlement in May

• 100% principal-protected capital appreciation notes due June 26, 2017 linked to the common stocks of 130 companies; via Morgan Stanley

• 0% currency-linked capital-protected notes due Nov. 30, 2009 linked to the Brazilian real, Chinese renminbi, Hungarian forint, Indian rupee Mexican peso and Turkish lira, all equally weighted; via Morgan Stanley & Co. Inc.

• 0% auto-callable securities due Dec. 9, 2008 linked to the KBW Mortgage Finance index; via Morgan Stanley & Co. Inc.

SG STRUCTURED PRODUCTS INC.

• 0% notes due May 29, 2012 linked to the SGI Fed Model US index; via LaSalle Financial Services, Inc.; pricing May 21; settlement May 25

UBS AG

• 0% return optimization securities due Nov. 28, 2008 linked to the Dow Jones Euro Stoxx 50 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing May 24; settlement May 31

• 0% return optimization securities due Nov. 28, 2008 linked to the Nasdaq 100 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing May 24; settlement May 31

• 0% return optimization securities due Nov. 28, 2008 linked to the Nikkei 225 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing May 24; settlement May 31

• 0% return optimization securities due Nov. 28, 2008 linked to the S&P 500 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing May 24; settlement May 31

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