Structured Products Calendar

ABN AMRO BANK NV

• 24% annualized Knock-in Reverse Exchangeable Securities due Sept. 6, 2007 linked to Delta Petroleum Corp. stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 1; settlement June 6

• 17% annualized Knock-in Reverse Exchangeable Securities due Sept. 6, 2007 linked to The First Marblehead Corp. stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 1; settlement June 6

• 20% annualized Knock-in Reverse Exchangeable Securities due Sept. 6, 2007 linked to Taser International, Inc. stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 1; settlement June 6

• 18.5% annualized Knock-in Reverse Exchangeable Securities due Sept. 6, 2007 linked to XM Satellite Radio Holdings Inc. stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 1; settlement June 6

BARCLAYS BANK PLC

• 100% principal-protected notes due Sept. 1, 2011 linked to the S&P 500 with a 35% weight, Dow Jones Euro Stoxx 50 with a 25% weight and the Nikkei 225, S&P/ASX 200, FTSE/Xinhua China 25 and MSCI Taiwan indexes, all with 10% weights; via Barclays Capital; pricing May 29; settlement May 31

• 9% reverse convertible notes due June 4, 2008 linked to Cisco Systems, Inc. common stock; via Barclays Capital; pricing June 1; settlement June 6

• 0% Super Track notes due Aug. 6, 2008 linked to the Dow Jones Euro Stoxx 50 index; via Barclays Capital; pricing June 1; settlement June 6

• 20% reverse convertible notes due Sept. 6, 2007 linked to Energy Conversion Devices, Inc. common stock; via Barclays Capital; pricing June 1; settlement June 6

• 13.75% three-month reverse convertible notes due Sept. 6, 2007 linked to LSI Logic Corp. common stock; via Barclays Capital; pricing June 1; settlement June 6

• 15.5% reverse convertible notes due Sept. 6, 2007 linked to NutriSystem Inc. common stock; via Barclays Capital; pricing June 1; settlement June 6

• 14% reverse convertible notes due Sept. 6, 2007 linked to Tenet Healthcare Corp. common stock; via Barclays Capital; pricing June 1; settlement June 6

• 16.5% three-month reverse convertible notes due Sept. 6, 2007 linked to Titanium Metals Corp. common stock; via Barclays Capital; pricing June 1; settlement June 6

• 17% six-month reverse convertible notes due Dec. 5, 2007 linked to Salesforce.com common stock; via Barclays Capital; pricing June 1; settlement June 6

• Automatically redeemable class A1 notes in the Smores structure due Oct. 25, 2029 linked to a reference pool; via Barclays Capital; settlement on June 13

• Automatically redeemable class A2 notes in the Smores structure due Oct. 25, 2029 linked to a reference pool; via Barclays Capital; settlement on June 13

• Automatically redeemable class B1 notes in the Smores structure due Oct. 25, 2029 linked to a reference pool; via Barclays Capital; settlement on June 13

• Automatically redeemable class B2 notes in the Smores structure due Oct. 25, 2029 linked to a reference pool; via Barclays Capital; settlement on June 13

THE BEAR STEARNS & COS. INC.

• 0% accelerated market participation securities due November 2008 linked to the Nikkei 225 index; via Bear, Stearns & Co. Inc.; pricing and settlement in May

• 0% medium-term notes due June 2011 linked to the S&P 500 with a 75% weight, the Dow Jones Euro Stoxx 50 with an 8% weight, the Russell 2000 with a 5% weight, the Nikkei 225 with a 5% weight, the FTSE 100 with a 5% weight and the S&P/ASX 200 with a 2% weight; via Bear Stearns & Co. Inc.; pricing and settlement in June

CITIGROUP FUNDING INC.

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

• Equity LinKed Securities (ELKS) due 2008 linked to the common stock of Hess Corp.; via Citigroup Global Markets Inc.; pricing in June

• 12% to 13% Equity LinKed Securities (ELKS) due 2007 linked to the common stock of SanDisk Corp.; 75% trigger; via Citigroup Global Markets Inc.; pricing in June

• 11% to 12% six-month Equity LinKed Securities (ELKS) linked to the common stock of Yahoo! Inc.; 80% trigger; via Citigroup Global Markets Inc.; pricing in June

DEUTSCHE BANK AG, LONDON BRANCH

• Constant Maturity Swap (CMS) spread range notes due June 1, 2022; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing May 29; settlement June 1

EKSPORTFINANS ASA

• 0% Elements due 2022 linked to the Spectrum Large Cap U.S. Sector Momentum index; via Nuveen Investments and Merrill Lynch & Co.

FORTIS BANK, CAYMAN ISLANDS BRANCH

• 11.5% knock-in reverse convertible securities due Sept. 7, 2007 linked to Frontier Oil Corp. stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 1; settlement June 6

• 17.25% knock-in reverse convertible securities due Sept. 7, 2007 linked to JetBlue Airways Corp. stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 1; settlement June 6

• 17% knock-in reverse convertible securities due Sept. 7, 2007 linked to Palm Inc. stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 1; settlement June 6

THE GOLDMAN SACHS GROUP INC.

• 0% contingent return notes due 2010 linked to equal weights of high-grade primary aluminum, grade A copper, primary nickel and specialty high-grade zinc; via Goldman, Sachs & Co.; pricing and settlement in June

HARTFORD LIFE INSURANCE CO.

• Zero-coupon principal-protected notes due June 11, 2014 linked to the S&P 500 index; via lead agent Bear, Stearns & Co. Inc.; pricing June 6; settlement June 11

JPMORGAN CHASE & CO.

• 0% buffered return enhanced notes due June 12, 2008 linked to the Dow Jones Euro Stoxx 50 index; via J.P. Morgan Securities Inc.; pricing June 1; settlement June 6

• Zero-coupon principal-protected notes due Jan. 23, 2013 linked to the Dow Jones-AIG Commodity Index; via J.P. Morgan Securities Inc.; pricing July 17; settlement July 20

• Zero-coupon principal-protected notes due Jan. 22, 2009 linked to a basket consisting of equal weights of the Brazilian real, Indian rupee, Mexican peso and New Turkish lira, all versus the dollar; via J.P. Morgan Securities Inc.; pricing July 17; settlement July 20

• Zero-coupon principal-protected notes due Jan. 22, 2009 linked to a consisting of of equal weights of the Australian dollar, Canadian dollar, euro and Japanese yen, all versus the dollar; via J.P. Morgan Securities Inc.; pricing July 17; settlement July 20

• Zero-coupon principal-protected notes due July 20, 2011 linked to a basket consisting of equal weights of the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500; via J.P. Morgan Securities Inc.; pricing July 17; settlement July 20

• Zero-coupon principal-protected notes due July 20, 2011 linked to a basket consisting of equal weights of the Dow Jones Euro Stoxx 50 and Nikkei 225; via J.P. Morgan Securities Inc.; pricing July 17; settlement July 20

• Zero-coupon principal-protected notes due July 20, 2011 linked to the U.S. Dollar index; via J.P. Morgan Securities Inc.; pricing July 17; settlement July 20

LEHMAN BROTHERS HOLDINGS INC.

• 20% annualized reverse exchangeable notes due Sept. 7, 2007 linked to the common stock of JetBlue Airways Corp.; via Lehman Brothers Inc.; pricing June 4; settlement June 7

• 0% principal-protected notes due on or about June 15, 2009 linked to the iShares MSCI Emerging Markets Index Fund; via Lehman Brothers; pricing June 8; settlement June 15

• 0% buffered return enhanced notes due Dec. 21, 2010 linked to the S&P GSCI Agriculture index - Excess Return (20% weight), light sweet crude oil (15% weight), the S&P GSCI Livestock index - Excess Return (10% 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 June 14; settlement June 21

• 100% principal-protected notes due June 2010 linked to the Dow Jones Euro Stoxx 50 with a 35.42% weight, FTSE 100 with a 33.97% weight, Nikkei 225 with a 21.42% weight and the S&P/ASX 200 with a 9.19% weight as well as the euro with a 35.42% weight, British pound sterling with a 33.97% weight, Japanese yen with a 21.42% weight and Australian dollar with a 9.19% weight, all against the dollar; equity index component and currency component are equally weighted; via Lehman Brothers Inc.; pricing and settlement in June

• 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.

• Zero-coupon principal-protected, 18-month Foreign Exchange notes linked to an equally weighted basket consisting of the Chinese renminbi, Malaysian ringgit, Indonesian rupiah and Singapore dollar; 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.

• Zero-coupon principal-protected, 18-month Foreign Exchange notes linked to an equally weighted basket consisting of the Hungarian forint, Swedish krona, Norwegian krone and Russian ruble; via Lehman Brothers Inc.

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

MERRILL LYNCH & CO., INC.

• 0% principal-protected notes due May 2022 linked to the 30-year, 10-year and two-year Constant Maturity Swaps (CMS) rates; via Merrill Lynch & Co.; pricing and 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 & Co.; pricing and settlement in May

• 0% principal-protected callable notes due June 2009 linked to Libor; via Merrill Lynch & Co.; pricing in May; settlement in June

• 0% Accelerated Return Notes due August 2008 linked to the Nikkei 225 index; via Merrill Lynch & Co.; pricing in May; settlement in June

• Zero-coupon principal-protected notes due September 2008 linked to the Swiss franc/Japanese yen exchange rate; via Merrill Lynch & Co.; pricing in May; settlement in June

• 0% Accelerated Return Notes due August 2008 linked to the Dow Jones Euro Stoxx 50 index; via Merrill Lynch & Co.; settlement in June

• 0% Accelerated Return Notes due August 2008 linked to a basket of equal weights of the Dow Jones Euro Stoxx 50, S&P/ASX 200, Hang Seng and Nikkei 225 indexes; via Merrill Lynch & Co.; settlement in June

• 0% Accelerated Return Notes due August 2008 linked to the Russell 2000 index; via Merrill Lynch & Co.; settlement in June

• Protected Covered Call Enhanced Income Notes (Proceeds) due July 2011 linked to the Select 30 Proceeds index; via Merrill Lynch & Co.; settlement in July

MORGAN STANLEY

• 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

• 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% capital-protected notes due March 30, 2011 linked to equal weights of grade A copper, primary nickel, special high-grade zinc, West Texas Intermediate light sweet crude oil, the S&P GSCI Agriculture index - Excess Return and the S&P GSCI Gold index - Excess Return; via Morgan Stanley & Co. Inc.; pricing and settlement in June

• Zero-coupon protected absolute return barrier notes due Dec. 20, 2008 linked to iShares MSCI EAFE index fund; via Morgan Stanley & Co. Inc.; pricing in June

• 8% Stock Participation Accreting Redemption Quarterly-pay Securities (Sparqs) due July 20, 2008 linked to Monsanto Corp. common stock; via Morgan Stanley & Co. Inc.; pricing and settlement in June

• 0% Bear Market Performance Leveraged Upside Securities (PLUS) due July 20, 2008 inversely linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing and settlement in June

• 0% Performance Leveraged Upside Securities (PLUS) due July 20, 2008 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing and settlement in June

• Protected fund-linked securities due Dec. 20, 2012 linked to the performance of the 2007-1 fund dynamic reference index; 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.

RABO FINANCIAL PRODUCTS BV

• 11.9% annualized knock-in reverse convertible notes due Dec. 6, 2007 linked to First Bancorp. common stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 1; settlement June 6

• 12% knock-in reverse convertible notes due May 30, 2008 linked to General Motors Corp. common stock; 70% trigger; via LaSalle Financial Services, Inc.; pricing June 1; settlement June 6

• 9.2% knock-in reverse convertible notes due May 30, 2008 linked to Hewlett-Packard Co. common stock; 85% trigger; via LaSalle Financial Services, Inc.; pricing June 1; settlement June 6

• 9.8% annualized knock-in reverse convertible notes due Dec. 6, 2007 linked to Hilton Hotels Corp. common stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 1; settlement June 6

• 17.7% annualized knock-in reverse convertible notes due Aug. 30, 2007 linked to IndyMac Bancorp, Inc. common stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 1; settlement June 6

• 34.75% annualized knock-in reverse convertible notes due Aug. 30, 2007 linked to InterOil Corp. common stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 1; settlement June 6

• 12.5% annualized knock-in reverse convertible notes due Dec. 6, 2007 linked to Jeffries Group, Inc. common stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 1; settlement June 6

• 16.1% annualized knock-in reverse convertible notes due Dec. 6, 2007 linked to NovaGold Resources Inc. common stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 1; settlement June 6

• 19.7% annualized knock-in reverse convertible notes due Aug. 30, 2007 linked to Onyx Pharmaceuticals, Inc. common stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 1; settlement June 6

• 10.35% knock-in reverse convertible notes due May 30, 2008 linked to Peabody Energy Corp. common stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 1; settlement June 6

• 12.1% annualized knock-in reverse convertible notes due Aug. 30, 2007 linked to Riverbed Technology, Inc. common stock; 65% trigger; via LaSalle Financial Services, Inc.; pricing June 1; settlement June 6

• 15.5% knock-in reverse convertible notes due May 30, 2008 linked to Vertex Pharmaceuticals Inc. common stock; 65% trigger; via LaSalle Financial Services, Inc.; pricing June 1; settlement June 6

ROYAL BANK OF CANADA

• Zero-coupon principal-protected notes due Nov. 28, 2008 linked to the euro; via RBC Capital Markets Corp.; pricing May 29; settlement May 31

• Zero-coupon principal-protected booster notes due May 31, 2012 linked to copper with a 30% weight, nickel with a 30% weight, zinc with a 30% weight and crude oil with a 10% weight; via RBC Capital Markets Corp.; settlement on May 31

SOCIETE GENERALE, NEW YORK BRANCH

• 17.1% annualized ReConvs due Nov. 30, 2007 linked to Advanced Micro Devices Inc. common stock; 80% trigger; via Societe Generale; pricing May 29; settlement May 30

• 15.45% annualized ReConvs due Nov. 30, 2007 linked to AirTran Holdings Inc. common stock; 80% trigger; via Societe Generale; pricing May 29; settlement May 30

• 11.5% ReConvs due May 30, 2008 linked to Apple Inc. common stock; 80% trigger; via Societe Generale; pricing May 29; settlement May 30

• 12% ReConvs due May 30, 2008 linked to Arch Coal Inc. common stock; 80% trigger; via Societe Generale; pricing May 29; settlement May 30

• 11% ReConvs due May 30, 2008 linked to Boston Scientific Corp. common stock; 75% trigger; via Societe Generale; pricing May 29; settlement May 30

• 13.1% annualized ReConvs due Nov. 30, 2007 linked to Cameco Corp. common stock; 80% trigger; via Societe Generale; pricing May 29; settlement May 30

• 10.5% ReConvs due May 30, 2008 linked to Celgene Corp. common stock; 70% trigger; via Societe Generale; pricing May 29; settlement May 30

• 16.4% annualized Tempo ReConvs due Nov. 30, 2007 linked to Circuit City Stores Inc. common stock; 80% trigger; via Societe Generale; pricing May 29; settlement May 30

• 16.6% annualized ReConvs due Aug. 30, 2007 linked to Companhia Vale do Rio Doce common stock; 90% trigger; via Societe Generale; pricing May 29; settlement May 30

• 9.1% ReConvs due May 30, 2008 linked to ConocoPhillips common stock; 85% trigger; via Societe Generale; pricing May 29; settlement May 30

• 10.5% ReConvs due May 30, 2008 linked to Consol Energy Inc. common stock; 70% trigger; via Societe Generale; pricing May 29; settlement May 30

• 17.2% annualized Tempo ReConvs due Nov. 30, 2007 linked to Dynegy Inc. common stock; 80% trigger; via Societe Generale; pricing May 29; settlement May 30

• 18.5% annualized Tempo ReConvs due Nov. 30, 2007 linked to General Motors Corp. common stock; 80% trigger; via Societe Generale; pricing May 29; settlement May 30

• 12.2% annualized ReConvs due Nov. 30, 2007 linked to Goldcorp Inc. common stock; 80% trigger; via Societe Generale; pricing May 29; settlement May 30

• 14.3% annualized ReConvs due Nov. 30, 2007 linked to Goodyear Tire & Rubber Co. common stock; 80% trigger; via Societe Generale; pricing May 29; settlement May 30

• 17.15% annualized ReConvs due Aug. 30, 2007 linked to IndyMac Bancorp Inc. common stock; 80% trigger; via Societe Generale; pricing May 29; settlement May 30

• 36% annualized Worst-of ReConvs due Aug. 30, 2007 linked to the common stocks of IndyMac Bancorp Inc., Companhia Vale do Rio Doce and Rambus Inc.; 80% trigger; via Societe Generale; pricing May 29; settlement May 30

• 12.5% ReConvs due May 30, 2008 linked to Las Vegas Sands Corp. common stock; 80% trigger; via Societe Generale; pricing May 29; settlement May 30

• 15% annualized ReConvs due Nov. 30, 2007 linked to Lehman Brothers Holdings Inc. common stock; 85% trigger; via Societe Generale; pricing May 29; settlement May 30

• 9% annualized ReConvs due Nov. 30, 2007 linked to Lowe's Cos. Inc. common stock; 85% trigger; via Societe Generale; pricing May 29; settlement May 30

• 10% ReConvs due May 30, 2008 linked to Norfolk Southern Corp. common stock; 80% trigger; via Societe Generale; pricing May 29; settlement May 30

• 16.6% annualized Tempo ReConvs due Nov. 30, 2007 linked to NutriSystem Inc. common stock; 70% trigger; via Societe Generale; pricing May 29; settlement May 30

• 9.5% annualized ReConvs due Nov. 30, 2007 linked to Occidental Petroleum Corp. common stock; 85% trigger; via Societe Generale; pricing May 29; settlement May 30

• 14.2% annualized Tempo ReConvs due Nov. 30, 2007 linked to Seagate Technology common stock; 80% trigger; via Societe Generale; pricing May 29; settlement May 30

• 10% annualized ReConvs due Nov. 30, 2007 linked to Qwest Communications International Inc. common stock; 80% trigger; via Societe Generale; pricing May 29; settlement May 30

• 12.8% annualized Tempo ReConvs due Nov. 30, 2007 linked to Whole Foods Market Inc. common stock; 80% trigger; via Societe Generale; pricing May 29; settlement May 30

AB SVENSK EXPORTKREDIT

• 18-month zero-coupon European appreciation basket notes linked to the Swedish krona, Norwegian krone, Russian ruble and Hungarian forint, all against the dollar; via Lehman Brothers Inc.; pricing and settlement in June

• 18-month zero-coupon Asian appreciation basket notes linked to the Malaysian ringgit, Indonesian rupiah, Singapore dollar and Chinese renminbi, all against the dollar; via Lehman Brothers Inc.; pricing and settlement in June

UBS AG

• 0% performance securities with contingent protection due June 29, 2012 linked to Dow Jones Euro Stoxx 50 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing June 25; settlement June 29

• 0% performance securities with contingent protection due June 29, 2012 linked to Nikkei 225 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing June 25; settlement June 29

• 0% principal-protected absolute return barrier notes due Dec. 31, 2008 linked to the Russell 2000 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing June 25; settlement June 29

• 0% performance securities with contingent protection due June 29, 2012 linked to S&P 500 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing June 25; settlement June 29

• 0% principal-protected notes due Nov. 30, 2010 linked to the UBS Bloomberg Constant Maturity Commodity Index Horizon Excess Return; pricing June 25; settlement June 29

• 0% performance tracking securities due June 29, 2012 linked to UBS Bloomberg Constant Maturity Commodity index Horizon Total Return; pricing June 25; settlement June 29

WACHOVIA CORP.

• 0% principal-protected notes due 2008 linked to a basket of equal weights of the Brazilian real, Mexican peso, Turkish lira, Hungarian forint, Indonesian rupiah and Indian rupee, all relative to the dollar; via Wachovia Securities

• 9% to 10% enhanced yield securities due June 5, 2008 linked to Consol Energy Inc. stock; 75% trigger; via Wachovia Securities

• 9% to 10% enhanced yield securities due June 5, 2008 linked to Goldcorp Inc. stock; 75% trigger; via Wachovia Securities

• 0% enhanced growth securities due Dec. 10, 2008 linked to the Nikkei 225 index; via Wachovia Securities

• 9.5% to 10% enhanced yield securities due June 5, 2008 linked to Whole Foods Market, Inc. stock; 80% trigger; via Wachovia Securities

WELLS FARGO & CO.

• 0% enhanced participation securities with partial principal protection due June 2011 linked to equal weights of the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500 indexes; via Wells Fargo Securities, LLC

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