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Structured Products Calendar
ABN AMRO BANK NV
25.1% Knock-in Reverse Exchangeable Securities due Dec. 27, 2007 linked to Evergreen Energy Inc. stock; 70% trigger; via LaSalle Financial Services, Inc.; pricing June 22; settlement June 27
17% Knock-in Reverse Exchangeable Securities due Dec. 27, 2007 linked to Evergreen Solar Inc. stock; 70% trigger; via LaSalle Financial Services, Inc.; pricing June 22; settlement June 27
15.5% Knock-in Reverse Exchangeable Securities due Dec. 27, 2007 linked to Indymac Bancorp, Inc. stock; 70% trigger; via LaSalle Financial Services, Inc.; pricing June 22; settlement June 27
11.75% Knock-in Reverse Exchangeable Securities due June 27, 2008 linked to Massey Energy Co. stock; 70% trigger; via LaSalle Financial Services, Inc.; pricing June 22; settlement June 27
12.75% Knock-in Reverse Exchangeable Securities due Dec. 27, 2007 linked to Micron Technology, Inc. stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 22; settlement June 27
12.25% Knock-in Reverse Exchangeable Securities due Dec. 27, 2007 linked to the Nasdaq Stock Market, Inc. stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 22; settlement June 27
14% Knock-in Reverse Exchangeable Securities due Dec. 27, 2007 linked to Nucor Corp. stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 22; settlement June 27
12.25% Knock-in Reverse Exchangeable Securities due Dec. 27, 2007 linked to NYSE Group, Inc. stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 22; settlement June 27
9.75% Knock-in Reverse Exchangeable Securities due June 27, 2008 linked to Schlumberger NV stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 22; settlement June 27
12% Knock-in Reverse Exchangeable Securities due June 27, 2008 linked to Titanium Metals Corp. stock; 70% trigger; via LaSalle Financial Services, Inc.; pricing June 22; settlement June 27
11.75% Knock-in Reverse Exchangeable Securities due June 27, 2008 linked to USEC Inc. stock; 70% trigger; via LaSalle Financial Services, Inc.; pricing June 22; settlement June 27
15% Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to AMR Corp. stock; 80% trigger; via ABN Amro Inc.; pricing June 26; settlement June 29
11.5% Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to Apple Inc. stock; 80% trigger; via ABN Amro Inc.; pricing June 26; settlement June 29
11% Knock-in Reverse Exchangeable Securities due Sept. 28, 2007 linked to Arch Coal, Inc. stock; 80% trigger; via ABN Amro Inc.; pricing June 26; settlement June 29
10.5% Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to Boston Scientific Corp. stock; 80% trigger; via ABN Amro Inc.; pricing June 26; settlement June 29
13.75% Knock-in Reverse Exchangeable Securities due Sept. 28, 2007 linked to Bristol-Myers Squibb Co. stock; 90% trigger; via ABN Amro Inc.; pricing June 26; settlement June 29
12% Knock-in Reverse Exchangeable Securities due Dec. 31, 2007 linked to Countrywide Financial Corp. stock; 80% trigger; via ABN Amro Inc.; pricing June 26; settlement June 29
15% Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to Crocs, Inc. stock; 80% trigger; via ABN Amro Inc.; pricing June 26; settlement June 29
10.75% Knock-in Reverse Exchangeable Securities due Dec. 31, 2007 linked to CSX Corp. stock; 80% trigger; via ABN Amro Inc.; pricing June 26; settlement June 29
9% basket knock-in securities due June 30, 2008 linked to the Dow Jones 10 index, which includes the common stocks of Altria Group, Inc., AT&T Inc., Citigroup Inc., E.I. du Pont de Nemours and Co., General Electric Co., General Motors Corp., JPMorgan Chase & Co., Merck & Co. Inc., Pfizer Inc. and Verizon Communications Inc.; 85% trigger; via ABN Amro Inc.; pricing June 26; settlement June 29
22.25% Knock-in Reverse Exchangeable Securities due Sept. 28, 2007 linked to Elan Corp, plc stock; 80% trigger; via ABN Amro Inc.; pricing June 26; settlement June 29
12% Knock-in Reverse Exchangeable Securities due Dec. 31, 2007 linked to Ford Motor Co. stock; 80% trigger; via ABN Amro Inc.; pricing June 26; settlement June 29
13% Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to Fortress Investment Group LLC stock; 70% trigger; via ABN Amro Inc.; pricing June 26; settlement June 29
13.5% Knock-in Reverse Exchangeable Securities due Dec. 31, 2007 linked to Freeport-McMoRan Copper & Gold Inc. stock; 80% trigger; via ABN Amro Inc.; pricing June 26; settlement June 29
12% Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to General Motors Corp. stock; 70% trigger; via ABN Amro Inc.; pricing June 26; settlement June 29
12% Knock-in Reverse Exchangeable Securities due Sept. 28, 2007 linked to Halliburton Co. stock; 90% trigger; via ABN Amro Inc.; pricing June 26; settlement June 29
22.4% reverse exchangeable securities due Sept. 28, 2007 linked to Isis Pharmaceuticals, Inc. common stock; via ABN Amro Inc.; pricing June 26; settlement June 29
13.5% Knock-in Reverse Exchangeable Securities due Dec. 31, 2007 linked to Joy Global Inc. stock; 80% trigger; via ABN Amro Inc.; pricing June 26; settlement June 29
12% Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to Las Vegas Sands Corp. stock; 80% trigger; via ABN Amro Inc.; pricing June 26; settlement June 29
10.25% reverse exchangeable securities due June 6, 2008 linked to Lehman Brothers Holdings Inc. common stock; via ABN Amro Inc.; pricing June 26; settlement June 29
13.25% Knock-in Reverse Exchangeable Securities due Sept. 28, 2007 linked to Motorola, Inc. stock; 90% trigger; via ABN Amro Inc.; pricing June 26; settlement June 29
14% Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to Netflix, Inc. stock; 70% trigger; via ABN Amro Inc.; pricing June 26; settlement June 29
11.25% Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to Network Appliance, Inc. stock; 80% trigger; via ABN Amro Inc.; pricing June 26; settlement June 29
14.75% reverse exchangeable securities due Sept. 28, 2007 linked to Rambus Inc. common stock; via ABN Amro Inc.; pricing June 26; settlement June 29
11.25% Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to Reliance Steel & Aluminum, Co. stock; 80% trigger; via ABN Amro Inc.; pricing June 26; settlement June 29
13.25% Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to SanDisk Corp. stock; 80% trigger; via ABN Amro Inc.; pricing June 26; settlement June 29
16.5% Knock-in Reverse Exchangeable Securities due Sept. 28, 2007 linked to Silver Wheaton Corp. stock; 80% trigger; via ABN Amro Inc.; pricing June 26; settlement June 29
12% Knock-in Reverse Exchangeable Securities due Dec. 31, 2007 linked to United States Steel Corp. stock; 80% trigger; via ABN Amro Inc.; pricing June 26; settlement June 29
11.65% Knock-in Reverse Exchangeable Securities due Dec. 31, 2007 linked to Whole Foods Market, Inc. stock; 80% trigger; via ABN Amro Inc.; pricing June 26; settlement June 29
17.5% reverse exchangeable securities due Sept. 28, 2007 linked to XM Satellite Radio Holdings Inc. common stock; via ABN Amro Inc.; pricing June 26; settlement June 29
AMERICAN INTERNATIONAL GROUP, INC.
Constant Maturity Swap (CMS) curve accrual notes due June 29, 2017; via Bank of America Securities LLC; settlement on June 29
BANK OF AMERICA
0% Minimum Return Equity Appreciation Growth Linked Securities (Index Eagles) due June 25, 2009 linked to the S&P 500 index; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing June 21; settlement June 26
2% to 2.5% capital-protected equity performance-linked securities due June 29, 2012 in the Basket Cycles structure linked to equal weights of the Dow Jones Industrial Average, S&P MidCap 400, S&P SmallCap 600, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing and settlement in June
BARCLAYS BANK PLC
Zero-coupon principal-protected bear notes due Dec. 19, 2008 linked to equal weights of the Brazilian real, Russian ruble, Indian rupee and Chinese yuan, all versus the dollar; via Barclays Capital; pricing June 18; settlement June 21
19% reverse convertible notes due Dec. 27, 2007 linked to AMR Corp. common stock; 80% trigger; via Barclays Capital; pricing June 22; settlement June 27
10.75% reverse convertible notes due June 25, 2008 linked to Arch Coal, Inc. common stock; 75% trigger; via Barclays Capital; pricing June 22; settlement June 27
13.75% reverse convertible notes due June 25, 2008 linked to Delta Air Lines, Inc. common stock; 70% trigger; via Barclays Capital; pricing June 22; settlement June 27
11.65% reverse convertible notes due June 25, 2008 linked to IntercontinentalExchange, Inc. common stock; 75% trigger; via Barclays Capital; pricing June 22; settlement June 27
12.25% reverse convertible notes due Dec. 27, 2007 linked to Las Vegas Sands Corp. common stock; 80% trigger; via Barclays Capital; pricing June 22; settlement June 27
0% annual review notes due July 6, 2010 linked to S&P 500 index; via JPMorgan Chase Bank, NA and JPMorgan Securities Inc.; pricing June 22; settlement June 27
10% reverse convertible notes due June 25, 2008 linked to Sotheby's Holdings, Inc. common stock; 75% trigger; via Barclays Capital; pricing June 22; settlement June 27
9% reverse convertible notes due Dec. 27, 2007 linked to Sprint Nextel Corp. stock; 85% trigger; via Barclays Capital; pricing June 22; settlement June 27
0% performance securities with partial protection due June 30, 2010 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 June 25; settlement June 29
12.25% reverse convertible notes due June 27, 2008 linked to Advanced Micro Devices, Inc. common stock; 70% trigger; via Barclays Capital; pricing June 26; settlement June 29
9.75% reverse convertible notes due June 27, 2008 linked to AmeriCredit Corp. common stock; 75% trigger; via Barclays Capital; pricing June 26; settlement June 29
9.25% reverse convertible notes due Dec. 27, 2007 linked to Anadarko Petroleum Corp. stock; 85% trigger; via Barclays Capital; pricing June 26; settlement June 29
9.25% reverse convertible notes due June 27, 2008 linked to Apple, Inc. common stock; 70% trigger; via Barclays Capital; pricing June 26; settlement June 29
10.1% reverse convertible notes due Dec. 27, 2007 linked to Arvin Meritor Inc. stock; 80% trigger; via Barclays Capital; pricing June 26; settlement June 29
9% reverse convertible notes due Dec. 27, 2007 linked to Baker Hughes Inc. stock; 85% trigger; via Barclays Capital; pricing June 26; settlement June 29
12% reverse convertible notes due Dec. 28, 2007 linked to BE Aerospace, Inc. stock; 80% trigger; via Barclays Capital; pricing June 26; settlement June 29
12.6% reverse convertible notes due Dec. 27, 2007 linked to bebe stores, inc. common stock; 80% trigger; via Barclays Capital; pricing June 26; settlement June 29
9.35% reverse convertible notes due Dec. 27, 2007 linked to Best Buy Co., Inc. stock; 85% trigger; via Barclays Capital; pricing June 26; settlement June 29
10.5% reverse convertible notes due Dec. 27, 2007 linked to BJ Services Co. stock; 80% trigger; via Barclays Capital; pricing June 26; settlement June 29
10.5% reverse convertible notes due June 27, 2008 linked to Boston Scientific Corp. common stock; 75% trigger; via Barclays Capital; pricing June 26; settlement June 29
9.75% reverse convertible notes due Dec. 27, 2007 linked to Boyd Gaming Corp. stock; 80% trigger; via Barclays Capital; pricing June 26; settlement June 29
Zero-coupon principal-protected bear notes due June 29, 2009 linked to an equally weighted basket consisting of the Brazilian real, Indian rupee and Turkish lira, all versus the dollar; via Barclays Capital; pricing June 26; settlement June 29
0% Buffered Super Track Notes due June 29, 2012 linked to the price of Brent crude oil; via Barclays Capital; pricing June 26; settlement June 29
10.5% reverse convertible notes due June 27, 2008 linked Centex Corp. common stock; 75% trigger; via Barclays Capital; pricing June 26; settlement June 29
9.75% reverse convertible notes due Dec. 27, 2007 linked to Century Aluminum Co. stock; 75% trigger; via Barclays Capital; pricing June 26; settlement June 29
9.75% reverse convertible notes due Dec. 28, 2007 linked to Coach Inc. stock; 85% trigger; via Barclays Capital; pricing June 26; settlement June 29
14.75% reverse convertible notes due Dec. 27, 2007 linked to Cogent, Inc. stock; 75% trigger; via Barclays Capital; pricing June 26; settlement June 29
12% reverse convertible notes due Dec. 28, 2007 linked to Companhia Vale do Rio Doce SA stock; 80% trigger; via Barclays Capital; pricing June 26; settlement June 29
11.25% reverse convertible notes due Dec. 27, 2007 linked to Commercial Metals Co. stock; 80% trigger; via Barclays Capital; pricing June 26; settlement June 29
16.75% reverse convertible notes due Dec. 27, 2007 linked to Continental Airlines stock; 70% trigger; via Barclays Capital; pricing June 26; settlement June 29
9% reverse convertible notes due June 27, 2008 linked to Corning Inc. common stock; 75% trigger; via Barclays Capital; pricing June 26; settlement June 29
15.75% reverse convertible notes due Dec. 27, 2007 linked to Corus Bankshares, Inc. stock; 75% trigger; via Barclays Capital; pricing June 26; settlement June 29
9% reverse convertible notes due June 27, 2008 linked to the common stock of Cummins Inc.; 80% trigger; via Barclays Capital; pricing June 26; settlement June 29
9% reverse convertible notes due Dec. 27, 2007 linked to Deere & Co. stock; 80% trigger; via Barclays Capital; pricing June 26; settlement June 29
9.25% reverse convertible notes due Dec. 27, 2007 linked to Devon Energy Corp. stock; 85% trigger; via Barclays Capital; pricing June 26; settlement June 29
9% reverse convertible notes due Dec. 27, 2007 linked to Diamond Offshore Drilling Inc. stock; 80% trigger; via Barclays Capital; pricing June 26; settlement June 29
0% Buffered Super Track Notes due June 29, 2012 linked to the Dow Jones Euro Stoxx 50 index; via Barclays Capital; pricing June 26; settlement June 29
19.5% reverse convertible notes due Dec. 27, 2007 linked to Elan Corp. plc stock; 75% trigger; via Barclays Capital; pricing June 26; settlement June 29
14.75% reverse convertible notes due June 27, 2008 linked to Energy Conversion Devices, Inc. common stock; 70% trigger; via Barclays Capital; pricing June 26; settlement June 29
8.75% reverse convertible notes due June 27, 2008 linked to EOG Resources, Inc. common stock; 80% trigger; via Barclays Capital; pricing June 26; settlement June 29
19.25% reverse convertible notes due Dec. 27, 2007 linked to Evergreen Solar, Inc. stock; 75% trigger; via Barclays Capital; pricing June 26; settlement June 29
8.75% reverse convertible notes due June 27, 2008 linked to Fastenal Co. common stock; 80% trigger; via Barclays Capital; pricing June 26; settlement June 29
10% reverse convertible notes due June 27, 2008 linked to Freeport-McMoRan Copper & Gold Inc. common stock; 70% trigger; via Barclays Capital; pricing June 26; settlement June 29
10.5% reverse convertible notes due June 27, 2008 linked to Goldcorp Inc. common stock; 75% trigger; via Barclays Capital; pricing June 26; settlement June 29
9.65% reverse convertible notes due June 27, 2008 linked to the Goodyear Tire & Rubber Co. common stock; via Barclays Capital; pricing June 26; settlement June 29
11.5% reverse convertible notes due Dec. 27, 2007 linked to Grant Pride Co., Inc. stock; 80% trigger; via Barclays Capital; pricing June 26; settlement June 29
10% reverse convertible notes due Dec. 27, 2007 linked to Humana, Inc. stock; 80% trigger; via Barclays Capital; pricing June 26; settlement June 29
17.25% reverse convertible notes due Dec. 27, 2007 linked to IndyMac Bancorp, Inc. stock; 80% trigger; via Barclays Capital; pricing June 26; settlement June 29
9.25% reverse convertible notes due Dec. 27, 2007 linked to K*Swiss stock; 85% trigger; via Barclays Capital; pricing June 26; settlement June 29
8.75% reverse convertible notes due June 27, 2008 linked to Lehman Brothers Holdings Inc. common stock; 80% trigger; via Barclays Capital; pricing June 26; settlement June 29
10.4% reverse convertible notes due June 27, 2008 linked to McDermott International Inc. common stock; via Barclays Capital; pricing June 26; settlement June 29
10% reverse convertible notes due Dec. 27, 2007 linked to Moody's Corp. stock; 80% trigger; via Barclays Capital; pricing June 26; settlement June 29
9.5% reverse convertible notes due Dec. 27, 2007 linked to Nabors Industries Ltd. stock; 80% trigger; via Barclays Capital; pricing June 26; settlement June 29
14% reverse convertible notes due Dec. 27, 2007 linked to NBTY, Inc. stock; 75% trigger; via Barclays Capital; pricing June 26; settlement June 29
9.15% reverse convertible notes due Dec. 27, 2007 linked to Noble Energy, Inc. stock; 85% trigger; via Barclays Capital; pricing June 26; settlement June 29
9.25% reverse convertible notes due June 27, 2008 linked to Norfolk Southern Corp. common stock; 80% trigger; via Barclays Capital; pricing June 26; settlement June 29
15.4% reverse convertible notes due Dec. 28, 2007 linked to NutriSystem Inc. stock; 75% trigger; via Barclays Capital; pricing June 26; settlement June 29
11.65% reverse convertible notes due June 27, 2008 linked to Onyx Pharmaceuticals, Inc. common stock; 70% trigger; via Barclays Capital; pricing June 26; settlement June 29
9% reverse convertible notes due June 27, 2008 linked to Panera Bread Co. common stock; 80% trigger; via Barclays Capital; pricing June 26; settlement June 29
15.5% reverse convertible notes due Dec. 27, 2007 linked to Parker Drilling Co. stock; 75% trigger; via Barclays Capital; pricing June 26; settlement June 29
11% reverse convertible notes due Dec. 27, 2007 linked to Peabody Energy Corp. stock; 80% trigger; via Barclays Capital; pricing June 26; settlement June 29
10% reverse convertible notes due Dec. 27, 2007 linked to Quiksilver, Inc. stock; 80% trigger; via Barclays Capital; pricing June 26; settlement June 29
9.75% reverse convertible notes due June 27, 2008 linked to Randgold Resources Ltd. common stock; 80% trigger; via Barclays Capital; pricing June 26; settlement June 29
10.15% reverse convertible notes due Dec. 22, 2007 linked to Rowan Cos., Inc. stock; 80% trigger; via Barclays Capital; pricing June 26; settlement June 29
0% return enhanced notes due July 29, 2008 linked to the Russell 2000 index; via Barclays Capital; pricing June 26; settlement June 29
0% return enhanced notes due July 29, 2008 linked to the S&P 500 index; via Barclays Capital; pricing June 26; settlement June 29
100% principal-protected bear notes due Dec. 29, 2009 linked to the S&P 500 index; via Barclays Capital; pricing June 26; settlement June 29
9.5% reverse convertible notes due Dec. 27, 2007 linked to Saks Inc. stock; 85% trigger; via Barclays Capital; pricing June 26; settlement June 29
9.75% reverse convertible notes due June 27, 2008 linked to Schlumberger NV common stock; 75% trigger; via Barclays Capital; pricing June 26; settlement June 29
9% reverse convertible notes due Dec. 27, 2007 linked to Scientific Games Corp. stock; 80% trigger; via Barclays Capital; pricing June 26; settlement June 29
15.75% reverse convertible notes due Dec. 27, 2007 linked to SiRF Technology Holdings, Inc. stock; 70% trigger; via Barclays Capital; pricing June 26; settlement June 29
9% reverse convertible notes due Dec. 27, 2007 linked to Sovereign Bancorp, Inc. stock; 85% trigger; via Barclays Capital; pricing June 26; settlement June 29
16.4% reverse convertible notes due Dec. 27, 2007 linked to Standard Pacific Corp. stock; 75% trigger; via Barclays Capital; pricing June 26; settlement June 29
17.75% reverse convertible notes due Dec. 27, 2007 linked to Titanium Metals Corp. stock; 80% trigger; via Barclays Capital; pricing June 26; settlement June 29
9.25% reverse convertible notes due Dec. 27, 2007 linked to Transocean Inc. stock; 85% trigger; via Barclays Capital; pricing June 26; settlement June 29
17.75% reverse convertible notes due Dec. 27, 2007 linked to UAL Corp. stock; 80% trigger; via Barclays Capital; pricing June 26; settlement June 29
14.75% reverse convertible notes due Dec. 27, 2007 linked to US Airways Group, Inc. stock; 70% trigger; via Barclays Capital; pricing June 26; settlement June 29
11% reverse convertible notes due June 27, 2008 linked to Under Armour, Inc. common stock; 70% trigger; via Barclays Capital; pricing June 26; settlement June 29
9.5% reverse convertible notes due Dec. 27, 2007 linked to Valero Energy Corp. stock; 80% trigger; via Barclays Capital; pricing June 26; settlement June 29
9.85% reverse convertible notes due June 27, 2008 linked to Warner Music Group Corp. common stock; 80% trigger; via Barclays Capital; pricing June 26; settlement June 29
9% reverse convertible notes due Dec. 27, 2007 linked to Whirlpool Corp. stock; 80% trigger; via Barclays Capital; pricing June 26; settlement June 29
9.15% reverse convertible notes due June 27, 2008 linked to Whole Foods Market, Inc. common stock; 75% trigger; via Barclays Capital; pricing June 26; settlement June 29
14.5% reverse convertible notes due Dec. 28, 2007 linked to Zoltek Cos., Inc. stock; 70% trigger; via Barclays Capital; pricing June 26; settlement June 29
0% iPath exchange-traded notes due 2037 linked to the Dow Jones - AIG Agriculture Total Return Sub-Index; via Barclays Capital Inc.
0% iPath exchange-traded notes due 2037 linked to the Dow Jones - AIG Copper Total Return Sub-Index; via Barclays Capital Inc.
0% iPath exchange-traded notes due 2037 linked to the Dow Jones - AIG Grains Total Return Sub-Index; via Barclays Capital Inc.
0% iPath exchange-traded notes due 2037 linked to the Dow Jones - AIG Nickel Total Return Sub-Index; via Barclays Capital Inc.
THE BEAR STEARNS & COS. INC.
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
0% Strategic Upside Market Mitigating Index Term Securities (Summits) due June 2011 linked to the S&P 500 index with a 50% weight, the Dow Jones Euro Stoxx 50 index with a 38% weight, the Nikkei 225 index with 10% weight and the S&P/ASX 200 index with a 2% weight; via Bear, Stearns & Co. Inc.; pricing and settlement in June
12.5% one-year reverse convertible notes linked to the class B common stock of Freeport-McMoRan Copper & Gold Inc.; 70% trigger; via Bear, Stearns & Co. Inc.; pricing in June; settlement in July
Medium-term series B notes due June 2027 linked to the performance of the Alerian MLP Select index; via Bear, Stearns & Co. Inc.; pricing in June; settlement in July
CITIGROUP FUNDING INC.
8% to 9% 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
Variable-rate principal-protected notes due 2008 linked to the euro/dollar and Swiss franc/dollar exchange rates; via Citigroup Financial Products Inc.
Callable Libor range accrual notes due 2022; Citigroup Global Markets Inc.
CREDIT SUISSE, NASSAU BRANCH
14.67% reverse convertible securities due Dec. 31, 2007 linked to Akamai Technologies, Inc. stock; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing and settlement in June
12% reverse convertible securities due June 27, 2008 linked to Companhia Vale do Rio Doce American Depository Receipts; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing and settlement in June
18% reverse convertible securities due Dec. 31, 2007 linked to Energy Conversion Devices, Inc. stock; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing and settlement in June
10.75% reverse convertible securities due June 27, 2008 linked to Garmin Ltd. stock; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing and settlement in June
13.25% reverse convertible notes due Dec. 14, 2007 linked to Micron Technology, Inc. common stock; 80% trigger; via Credit Suisse; pricing and settlement in June
12.09% reverse convertible securities due Dec. 31, 2007 linked to Nucor Corp. stock; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing and settlement in June
DEUTSCHE BANK AG, LONDON BRANCH
CMS spread range notes due June 27, 2022 linked to the 30-year and two-year Constant Maturity Swap rates; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing June 22; settlement June 27
0% performance securities without protection due June 30, 2009 linked to Deutsche Bank Balanced Currency Harvest index; via UBS Financial Services Inc. and Deutsche Bank Securities; pricing June 22; settlement June 29
0% performance securities without protection due June 30, 2009 linked to Deutsche Bank Balanced Currency Harvest index; via UBS Financial Services Inc. and Deutsche Bank Securities; pricing June 25; settlement June 29
0% performance securities with partial protection expected to mature June 30, 2010 linked to basket consisting Dow Jones Euro Stoxx 50 (35% weight), FTSE 100 (25% weight), Nikkei 225 (25% weight), Swiss Market Index (5% weight), S&P/ASX 200 (5% weight) and MSCI Emerging Market Index (5% weight); via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing June 25; settlement June 29
Zero-coupon principal-protected absolute return barrier notes due Dec. 31, 2008 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing June 25; settlement June 29
0% performance securities with partial protection due June 30, 2010 linked to the Tel-Aviv 25 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing June 25; settlement June 29
0% appreciation notes due June 27, 2008 linked to equal weights of the Chinese renminbi, Indian rupee, Indonesian rupiah, Malaysian ringgit and Japanese yen; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing June 26; settlement June 27
Constant Maturity Swap (CMS) spread range notes due June 29, 2022; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing June 26; settlement June 29
0% double opportunity notes due July 31, 2008 linked to the Deutsche Bank Liquid Commodity Index - Mean Reversion Excess Return; via Deutsche Bank Securities and Deutsche Bank Trust Co. Americas; pricing June 26; settlement June 29
0% Efficient Allocation Return Notes (EARNs) due Aug. 31, 2010 linked to the MSCI EAFE, MSCI Emerging Markets and S&P 500 indexes; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing June 26; settlement June 29
0% Buffered Underlying Securities (BUyS) due June 30, 2009 linked to the S&P 500 (33.34% weight), Dow Jones Euro Stoxx 50 (33.33% weight) and Nikkei 225 (33.33% weight); via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing June 26; settlement June 29
EKSPORTFINANS ASA
13% reverse convertible notes due Dec. 27, 2007 linked to the Andersons, Inc. stock; via Natixis Securities North America Inc.; pricing June 22; settlement June 27
9.1% reverse convertible notes due Dec. 27, 2007 linked to Jabil Circuit, Inc. stock; via Natixis Securities North America Inc.; pricing June 22; settlement June 27
17% knock-in reverse convertible securities due June 27, 2008 linked to a basket consisting of the June 2007 Dogs of the Dow stocks; 65% trigger; via Natixis Securities North America Inc.; pricing June 22; settlement June 27
11.15% reverse convertible notes due June 27, 2008 linked to MasterCard Inc. stock; via Natixis Securities North America Inc.; pricing June 22; settlement June 27
23.65% reverse convertible notes due Sept. 27, 2007 linked to OmniVision Technologies, Inc. stock; via Natixis Securities North America Inc.; pricing June 22; settlement June 27
10% to 11% enhanced yield securities due June 25, 2008 linked to the Claymore YieldStream 20 series 2007-B; via Wachovia Capital Markets, LLC
0% commodity-linked notes due 2012 linked to the Dow Jones - AIG Commodity index; via Banc of America Securities LLC
0% Elements due 2022 linked to the Spectrum Large Cap U.S. Sector Momentum index; via Nuveen Investments and Merrill Lynch & Co.
0% enhanced participation notes linked to the Topix index; via Goldman, Sachs & Co.
FORTIS BANK, CAYMAN ISLANDS BRANCH
14.25% knock-in reverse convertible securities due Dec. 31, 2007 linked to Apple, Inc. stock; 80% trigger; via Fortis Bank and distributor Incapital LLC; pricing June 26; settlement June 29
13% knock-in reverse convertible securities due Dec. 31, 2007 linked to eBay, Inc. stock; 80% trigger; via Fortis Bank and distributor Incapital LLC; pricing June 26; settlement June 29
14.25% knock-in reverse convertible securities due Dec. 31, 2007 linked to SanDisk Corp. stock; 80% trigger; via Fortis Bank and distributor Incapital LLC; pricing June 26; settlement June 29
12% reverse exchangeable securities due Dec. 27, 2007 linked to United States Steel Corp. stock; via LaSalle Financial Services, Inc.; pricing June 22; settlement June 27
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
0% enhanced participation notes linked to the MSCI EAFE index with a tenor of 24 to 30 months; 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.
HARTFORD LIFE INSURANCE CO.
0% principal-protected notes due July 2, 2014 linked to the S&P 500 index; via Bear, Steams & Co. (lead); pricing June 27; settlement July 2
HSBC BANK USA NA
0% Far East opportunity point-to-point certificates of deposit due June 29, 2012 linked to equal weights of the Hong Kong Hang Seng China Enterprises, Morgan Stanley Capital International Taiwan, Morgan Stanley Capital International Singapore and Nikkei 225 indexes; via LaSalle Bank NA; pricing June 25; settlement June 29
HSBC USA INC.
17.7% reverse convertible notes due Sept. 27, 2007 linked to Arena Pharmaceuticals, Inc. common stock; via HSBC Securities (USA) Inc.; pricing June 22; settlement June 27
20% reverse convertible notes due Sept. 27, 2007 linked to Evergreen Energy Inc. common stock; via HSBC Securities (USA) Inc.; pricing June 22; settlement June 27
12.35% reverse convertible notes due Sept. 27, 2007 linked to IntercontinentalExchange, Inc. common stock; via HSBC Securities (USA) Inc.; pricing June 22; settlement June 27
30.9% reverse convertible notes due Sept. 27, 2007 linked to InterOil Corp. common stock; via HSBC Securities (USA) Inc.; pricing June 22; settlement June 27
11.35% reverse convertible notes due Dec. 27, 2007 linked to Massey Energy Co. common stock; via HSBC Securities (USA) Inc.; pricing June 22; settlement June 27
10.15% reverse convertible notes due June 23, 2008 linked to Monster Worldwide, Inc. common stock; via HSBC Securities (USA) Inc.; pricing June 22; settlement June 27
10.7% reverse convertible notes due Dec. 27, 2007 linked to National Oilwell Varco, Inc. common stock; via HSBC Securities (USA) Inc.; pricing June 22; settlement June 27
0% return optimization securities due Dec. 31, 2008 linked to the Dow Jones Euro Stoxx 50 index; via UBS Financial Services Inc. and HSBC USA Inc.; pricing June 25; settlement June 29
Performance securities with partial protection due June 30, 2010 linked to equal weights of the Hang Seng China Enterprises, Kospi 200, MSCI Singapore and Nikkei 225 indexes; via UBS Financial Services, Inc. and HSBC USA Inc.; pricing June 25; settlement June 29
0% return optimization securities due Dec. 31, 2008 linked to the Nikkei 225 index; via UBS Financial Services Inc. and HSBC USA Inc.; pricing June 25; settlement June 29
0% return optimization securities due Dec. 31, 2008 linked to the S&P 500 index; via UBS Financial Services Inc. and HSBC USA Inc.; pricing June 25; settlement June 29
Global equity buffer notes due Nov. 29, 2011 linked to equal weights of the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500 indexes; via HSBC Securities (USA) Inc.; pricing June 26; settlement June 29
5.625% down & in worst of reverse convertible notes due Oct. 1, 2007 linked to a basket of the American Depositary Shares representing the stocks of Companhia Siderϊrgica Nacional SA, TAM SA, Gerdau SA and Companhia Vale Do Rio Doce; 80% trigger; via HSBC Securities (USA) Inc.; pricing June 26; settlement June 29
15% reverse exchangeable securities due Dec. 31, 2007 linked to a basket consisting of equal weights of the common stock of Elan Corp.; Evergreen Solar, Inc.; InterOil Corp.; Take-Two Interactive Software, Inc.; and Zoltek Cos. Inc; via HSBC Securities (USA) Inc.; pricing June 26; settlement June 29
15.75% reverse convertible notes due Dec. 27, 2007 linked to the common stock of ImClone Systems Inc.; 80% trigger; via HSBC Securities (USA) Inc.; pricing June 26; settlement June 29
7.75% down & in worst of reverse convertible notes due Dec. 31, 2007 linked to the stocks of Las Vegas Sands Corp., MGM Mirage and Wynn Resorts, Ltd.; 75% trigger; via HSBC Securities (USA) Inc.; pricing June 26; settlement June 29
12.85% reverse convertible notes due Dec. 27, 2007 linked to the common stock of Stifel Financial Corp.; 80% trigger; via HSBC Securities (USA) Inc.; pricing June 26; settlement June 29
16.15% reverse convertible notes due Dec. 27, 2007 linked to the common stock of Terra Industries Inc.; 80% trigger; via HSBC Securities (USA) Inc.; pricing June 26; settlement June 29
Equity buffer notes due July 21, 2010 linked to iShares MSCI Emerging Markets index; via HSBC Securities (USA) Inc.; pricing July 16; settlement July 19
Equity buffer notes due July 13, 2012 linked to iShares MSCI Emerging Markets index; via HSBC Securities (USA) Inc.; pricing July 6; settlement July 13
JPMORGAN CHASE & CO.
0% buffered return enhanced notes due July 3, 2008 linked to Dow Jones Euro Stoxx 50 index; J.P. Morgan Securities Inc.; pricing June 22; settlement June 27
27.39% reverse exchangeable notes due Dec. 31, 2007 linked to the least-performing common stock in the Dow Jones Industrial Average; exact coupon determined at pricing; via J.P. Morgan Securities Inc.; pricing June 22; settlement June 27
0% lesser index annual review notes due July 6, 2010 linked to the Nikkei 225 and Dow Jones Euro Stoxx 50 indexes; via J.P. Morgan Securities Inc.; pricing June 22; settlement June 27
0% return enhanced notes due Dec. 27, 2007 linked to the PHLX Semiconductor Sector index; via J.P. Morgan Securities Inc.; pricing June 22; settlement June 27
20% reverse exchangeable notes due Dec. 28, 2007 linked to the common stock of AMR Corp.; 80% trigger; via J.P. Morgan Securities Inc.; pricing June 26; settlement June 29
14% reverse exchangeable notes due June 30, 2008 linked to the common stock of Bowater Inc.; 70% trigger; via J.P. Morgan Securities Inc.; pricing June 26; settlement June 29
10% reverse exchangeable notes due Dec. 28, 2007 linked to ConocoPhillips common shares; via J.P. Morgan Securities Inc.; pricing June 26; settlement June 29
20% reverse exchangeable notes due Dec. 28, 2007 linked to Crocs, Inc. common shares; via J.P. Morgan Securities Inc.; pricing June 26; settlement June 29
0% buffered return enhanced notes due June 30, 2010 linked to 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 June 26; settlement June 29
20% reverse exchangeable notes due Dec. 28, 2007 linked to the American Depositary Shares representing ordinary shares of Elan Corp. plc; via J.P. Morgan Securities Inc.; pricing June 26; settlement June 29
14% reverse exchangeable notes due Dec. 28, 2007 linked to Foster Wheeler Ltd. common shares; via J.P. Morgan Securities Inc.; pricing June 26; settlement June 29
9% reverse exchangeable notes due June 30, 2008 linked to the common stock of the Goldman Sachs Group, Inc.; 85% trigger; via J.P. Morgan Securities Inc.; pricing June 26; settlement June 29
11% reverse exchangeable notes due June 30, 2008 linked to the common stock of Joy Global Inc.; 75% trigger; via J.P. Morgan Securities Inc.; pricing June 26; settlement June 29
13% reverse exchangeable notes due Dec. 28, 2007 linked to Las Vegas Sands Corp. common shares; via J.P. Morgan Securities Inc.; pricing June 26; settlement June 29
16% reverse exchangeable notes due Dec. 28, 2007 linked to the common stock of Level 3 Communications, Inc.; 80% trigger; via J.P. Morgan Securities Inc.; pricing June 26; settlement June 29
10% reverse exchangeable notes due Sept. 28, 2007 linked to Monster Worldwide, Inc. common shares; via J.P. Morgan Securities Inc.; pricing June 26; settlement June 29
18% reverse exchangeable notes due Sept. 28, 2007 linked to NutriSystem, Inc. common shares; via J.P. Morgan Securities Inc.; pricing June 26; settlement June 29
11% reverse exchangeable notes due Dec. 28, 2007 linked to the common stock of NYSE Euronext; 80% trigger; via J.P. Morgan Securities Inc.; pricing June 26; settlement June 29
25% reverse exchangeable notes due Sept. 28, 2007 linked to Overstock.com common shares; via J.P. Morgan Securities Inc.; pricing June 26; settlement June 29
11.5% reverse exchangeable notes due June 30, 2008 linked to the common stock of Pulte Homes, Inc.; 75% trigger; via J.P. Morgan Securities Inc.; pricing June 26; settlement June 29
Bearish auto-callable buffered knock-out notes due July 25, 2008 linked inversely to the S&P 500 index; 85% trigger; via J.P. Morgan Securities Inc.; pricing June 22; settlement June 27
22% reverse exchangeable notes due Sept. 28, 2007 linked to SiRF Technology Holding, Inc. common shares; via J.P. Morgan Securities Inc.; pricing June 26; settlement June 29
12.25% reverse exchangeable notes due June 30, 2008 linked to the common stock of Sotheby's; 75% trigger; via J.P. Morgan Securities Inc.; pricing June 26; settlement June 29
12% reverse exchangeable notes due Dec. 28, 2007 linked to the common stock of Sun Microsystems, Inc.; 80% trigger; via J.P. Morgan Securities Inc.; pricing June 26; settlement June 29
20% reverse exchangeable notes due Dec. 28, 2007 linked to US Airways Group, Inc. common shares; via J.P. Morgan Securities Inc.; pricing June 26; settlement June 29
10% reverse exchangeable notes due June 30, 2008 linked to the common stock of Whole Foods Market, Inc.; 80% trigger; via J.P. Morgan Securities Inc.; pricing June 26; settlement June 29
12% reverse exchangeable notes due Dec. 28, 2007 linked to the common stock of Yahoo! Inc.; 80% trigger; via J.P. Morgan Securities Inc.; pricing June 26; settlement June 29
Zero-coupon principal-protected notes due Jan. 22, 2009 linked to a consisting 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 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. 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 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 the U.S. Dollar index; via J.P. Morgan Securities Inc.; pricing July 17; settlement July 20
JPMORGAN CHASE BANK, NA
33.33% annualized contingent interest range certificates of deposit due March 27, 2008 linked to Advanced Micro Devices, Inc. stock; via J.P. Morgan Securities Inc. and distributor Incapital LLC; pricing June 22; settlement June 27
34.67% annualized contingent interest range certificates of deposit due March 27, 2008 linked to AMR Corp. stock; via J.P. Morgan Securities Inc. and distributor Incapital LLC; pricing June 22; settlement June 27
26.67% annualized contingent interest range certificates of deposit due March 27, 2008 linked to Centex Corp. stock; via J.P. Morgan Securities Inc. and distributor Incapital LLC; pricing June 22; settlement June 27
22.5% annualized contingent interest range certificates of deposit due June 19, 2008 linked to Exxon Mobil Corp. stock; via J.P. Morgan Securities Inc. and distributor Incapital LLC; pricing June 22; settlement June 27
27.1% annualized contingent interest range certificates of deposit due June 19, 2008 linked to Microsoft Corp. stock; via J.P. Morgan Securities Inc. and distributor Incapital LLC; pricing June 22; settlement June 27
LEHMAN BROTHERS HOLDINGS INC.
0% principal-protected bonus notes due June 22, 2009 linked to a basket consisting of equal weights of high-grade primary aluminum, copper - grade A, primary nickel and special high-grade zinc; via Lehman Brothers Inc.; settlement June 22
15-year CMS (Constant Maturity Swap) spread daily accrual notes due June 29, 2022 non-callable for one year; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing June 22; settlement June 29
10-year Constant Maturity U.S. Treasury Rate range accrual notes due June 29, 2009, non-callable for six months; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing June 22; settlement June 29
100% principal-protected notes due June 30, 2009 linked to an Asian currency basket consisting of equal weights of the Chinese renminbi, the Indonesian rupiah, the Indian rupee and Philippine peso, all versus the dollar; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing June 25; settlement June 29
20% reverse exchangeable notes due Sept. 29, 2007 linked to Advanced Micro Devices, Inc. common stock; via Lehman Brothers Inc.; pricing June 26; settlement June 29
0% principal-protected notes due Dec. 29, 2011 linked to equal weights of the CAC 40, DAX, IBEX 35 and OMX Stockholm 30 indexes; via Lehman Brothers Inc.; pricing June 26; settlement June 29
Zero-coupon principal-protected Foreign Exchange notes due June 5, 2009 linked to an equally weighted basket consisting of the Chinese renminbi, Malaysian ringgit, Indonesian rupiah and Singapore dollar; via Lehman Brothers Inc.; pricing June 26; settlement June 29
9.25% reverse exchangeable notes due June 29, 2008 linked to Cisco Systems, Inc. common stock; via Lehman Brothers Inc.; pricing June 26; settlement June 29
Steepener notes due June 29, 2022, paying 10% until June 29, 2008, then reset quarterly and will equal 50 times the spread of the 30-year Constant Maturity Swap (CMS) rate over the 10-year CMS rate; via Lehman Brothers Inc.; pricing June 26; settlement June 29
Minimum 1.57% 100% principal protection notes due June 29, 2012 linked to equal weights of the Dow Jones Euro Stoxx 50 and the Nikkei 225 indexes; via Lehman Brothers Inc.; pricing June 26; settlement June 29
0% bearish return optimization securities due Aug. 29, 2008 linked to the Dow Jones Industrial Average; via UBS Investment Bank and Lehman Brothers Inc.; pricing June 25; settlement June 29
10% reverse exchangeable notes due June 29, 2008 linked to E*Trade Financial Corp. common stock; via Lehman Brothers Inc.; pricing June 26; settlement June 29
15.5% reverse exchangeable notes due Sept. 29, 2007 linked to Freeport-McMoRan Copper & Gold, Inc. common stock; via Lehman Brothers Inc.; pricing June 26; settlement June 29
17.8% reverse exchangeable notes due Sept. 29, 2007 linked to General Motors Corp. common stock; via Lehman Brothers Inc.; pricing June 26; settlement June 29
100% principal-protected notes due Dec. 29, 2008 linked to an equally weighted Asian currency basket consisting of Indian rupee, Indonesia rupiah, Malaysian ringgit and Singapore dollar, all versus the dollar; via Lehman Brothers Inc.; pricing June 26; settlement June 29
10% reverse exchangeable notes due Sept. 29, 2007 linked to Intel Corp. common stock; via Lehman Brothers Inc.; pricing June 26; settlement June 29
Bearish return optimization securities with partial protection due Aug. 29, 2008 linked to the iShares Dow Jones U.S. Real Estate Index Fund; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing June 26; settlement June 29
Non-principal-protected notes due Sept. 29, 2008 linked to the Lehman Brothers Commodity Index Excess Return; via Lehman Brothers Inc.; pricing June 26; settlement June 29
9% reverse exchangeable notes due Sept. 29, 2007 linked to Morgan Stanley common stock; via Lehman Brothers Inc.; pricing June 26; settlement June 29
14.25% reverse exchangeable notes due Sept. 29, 2007 linked to Nasdaq Stock Market Inc. common stock; via Lehman Brothers Inc.; pricing June 26; settlement June 29
100% principal-protected notes due June 29, 2012 linked to Nikkei 225 (33.34% weight), MSCI Singapore (33.33% weight) and MSCI Taiwan index (33.33% weight); via Lehman Brothers Inc.; pricing June 26; settlement June 29
13.5% reverse exchangeable notes due Sept. 29, 2007 linked to Toll Brothers, Inc. common stock; via Lehman Brothers Inc.; pricing June 26; settlement June 29
0% single-barrier synthetic bearish reverse convertible notes due three months after issue linked to the price of light sweet crude oil; 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.
MERRILL LYNCH & CO., INC.
Principal-protected notes due June 2022 linked to the 30-year, 10-year and two-year Constant Maturity Swap rates; via Merrill Lynch & Co.; pricing and 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
Principal-protected callable notes due June 2010 linked to Libor; via Merrill Lynch & Co.; pricing and settlement in June
0% Accelerated Return Notes due September 2008 linked to the Dow Jones Euro Stoxx 50 index; via Merrill Lynch & Co.; pricing in June; settlement in July
0% Accelerated Return Notes due September 2008 linked to an equally weighted basket consisting of the Korea Stock Price Index 200, MSCI Singapore Free index and Nikkei 225; via Merrill Lynch & Co.; pricing in June; settlement in July
0% Accelerated Return Notes due September 2008 linked to the MSCI EAFE index; via Merrill Lynch & Co.; pricing in June; settlement in July
0% Strategic Return medium-term series C notes due July 2012 linked to the Select Ten index; via Merrill Lynch & Co.; pricing in June; settlement in July
0% Accelerated Return Notes due September 2008 linked to the Topix Small Cap index; via Merrill Lynch & Co.; pricing in June; settlement in July
14-month 0% Accelerated Return Bear Notes expected to mature in September 2008 linked to the PHLX Housing Sector index; via Merrill Lynch & Co.; pricing expected in July
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% capital-protected notes due June 29, 2010 linked to equals weights of the Australian dollar, British pound, Canadian dollar, Danish krone, euro, New Zealand dollar and Norwegian krone; via Morgan Stanley & Co. Inc.; pricing and settlement in June
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
Outperformance call warrants expiring June 22, 2009 linked to the performance of the S&P 500 index over the Russell 2000 index; via Morgan Stanley & Co. Inc.; pricing and settlement in June
0% Performance Leveraged Upside Securities (PLUS) due July 20, 2008 linked to the StyleSelect Index on MSCI Japan - Total Return; via Morgan Stanley & Co. Inc.; pricing and settlement in June
Principal-protected notes due July 2017 linked to three-month Libor and the Sifma Municipal Swap index; via Morgan Stanley & Co. Inc.; pricing and settlement July
Protected fund-linked securities due Dec. 20, 2012 linked to the performance of the 2007-1 fund dynamic reference index; via Morgan Stanley
RABOBANK, NA
0% principal-protected certificates of deposit due Dec. 31, 2012 linked to equal weights of the Dow Jones Euro Stoxx 50, MSCI Singapore, S&P 500 and Nikkei 225 indexes; via LaSalle Bank NA; pricing June 27; settlement June 29
0% principal-protected callable certificates of deposit due Oct. 1, 2012 linked to the S&P 500 index; via distributor LaSalle Bank NA; pricing June 26; settlement June 29
RABO FINANCIAL PRODUCTS BV
10.65% reverse exchangeable notes due June 27, 2008 linked to Advanced Micro Devices, Inc. stock; via LaSalle Financial Services, Inc.; pricing June 22; settlement June 27
13.1% reverse exchangeable notes due June 27, 2008 linked to Akamai Technologies, Inc. stock; via LaSalle Financial Services, Inc.; pricing June 22; settlement June 27
10.25% reverse exchangeable notes due June 27, 2008 linked to Apple Inc. stock; via LaSalle Financial Services, Inc.; pricing June 22; settlement June 27
9% knock-in reverse convertible notes due June 27, 2007 linked to ConocoPhillips common stock; 85% trigger; via LaSalle Financial Services, Inc.; pricing June 22; settlement June 27
17.5% knock-in reverse convertible notes due Dec. 27, 2007 linked to Delta Petroleum Corp. common stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 22; settlement June 27
24.9% knock-in reverse convertible notes due Sept. 27, 2007 linked to First Solar, Inc. common stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 22; settlement June 27
15.3% knock-in reverse convertible notes due Dec. 27, 2007 linked to General Motors Corp. common stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 22; settlement June 27
34% knock-in reverse convertible notes due Sept. 27, 2007 linked to InterOil Corp. common stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 22; settlement June 27
12.05% reverse exchangeable notes due June 27, 2008 linked to JetBlue Airways Corp. stock; via LaSalle Financial Services, Inc.; pricing June 22; settlement June 27
10.6% reverse exchangeable notes due June 27, 2008 linked to Joy Global Inc. stock; via LaSalle Financial Services, Inc.; pricing June 22; settlement June 27
20.9% knock-in reverse convertible notes due Sept. 27, 2007 linked to NutriSystem, Inc. common stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 22; settlement June 27
9.8% reverse exchangeable notes due June 27, 2008 linked to Peabody Energy Corp. stock; via LaSalle Financial Services, Inc.; pricing June 22; settlement June 27
21.7% knock-in reverse convertible notes due Sept. 27, 2007 linked to SiRF Technology Holdings, Inc. common stock; 80% trigger; via LaSalle Financial Services, Inc.; pricing June 22; settlement June 27
15.3% reverse exchangeable notes due June 27, 2008 linked to Suntech Power Holdings Co., Ltd. stock; via LaSalle Financial Services, Inc.; pricing June 22; settlement June 27
12.7% reverse exchangeable notes due June 27, 2008 linked to Vertex Pharmaceuticals Inc. stock; via LaSalle Financial Services, Inc.; pricing June 22; settlement June 27
ROYAL BANK OF CANADA
14% annualized reverse convertible notes due Dec. 31, 2007 linked to the common stock of Akamai Technologies; 70% trigger; via RBC Capital Markets Corp.; pricing June 26; settlement June 29
16% annualized reverse convertible notes due Dec. 31, 2007 linked to the common stock of AMR Corp.; 70% trigger; via RBC Capital Markets Corp.; pricing June 26; settlement June 29
9% annualized reverse convertible notes due Dec. 31, 2007 linked to the common stock of Apple Inc.; 70% trigger; via RBC Capital Markets Corp.; pricing June 26; settlement June 29
10.5% reverse convertible notes due June 30, 2008 linked to the common stock of Apple Inc.; 70% trigger; via RBC Capital Markets Corp.; pricing June 26; settlement June 29
8.5% reverse convertible notes due June 30, 2008 linked to the common stock of Archer-Daniels-Midland Co.; 80% trigger; via RBC Capital Markets Corp.; pricing June 26; settlement June 29
10% annualized reverse convertible notes due Dec. 31, 2007 linked to the common stock of Canadian Natural Resources Ltd.; 80% trigger; via RBC Capital Markets Corp.; pricing June 26; settlement June 29
14.75% reverse convertible notes due June 30, 2008 linked to the common stock of Energy Conversion Devices, Inc.; 70% trigger; via RBC Capital Markets Corp.; pricing June 26; settlement June 29
11.5% reverse convertible notes due June 30, 2008 linked to the common stock of Ford Motor Co.; 70% trigger; via RBC Capital Markets Corp.; pricing June 26; settlement June 29
16.5% annualized reverse convertible notes due Dec. 31, 2007 linked to the common stock of The First Marblehead Corp.; 75% trigger; via RBC Capital Markets Corp.; pricing June 26; settlement June 29
15.5% annualized reverse convertible notes due Dec. 31, 2007 linked to the common stock of General Motors Corp.; 75% trigger; via RBC Capital Markets Corp.; pricing June 26; settlement June 29
12.5% annualized reverse convertible notes due Dec. 31, 2007 linked to the common stock of Goldcorp, Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing June 26; settlement June 29
9% reverse convertible notes due June 30, 2008 linked to the common stock of Google Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing June 26; settlement June 29
8.5% annualized reverse convertible notes due Dec. 31, 2007 linked to the common stock of Halliburton Co.; 80% trigger; via RBC Capital Markets Corp.; pricing June 26; settlement June 29
12.25% annualized reverse convertible notes due Dec. 31, 2007 linked to the common stock of Hologic, Inc.; 70% trigger; via RBC Capital Markets Corp.; pricing June 26; settlement June 29
15% reverse convertible notes due June 30, 2008 linked to the common stock of Jones Soda Co.; 70% trigger; via RBC Capital Markets Corp.; pricing June 26; settlement June 29
12.25% annualized reverse convertible notes due Dec. 31, 2007 linked to the common stock of Las Vegas Sands Corp.; 75% trigger; via RBC Capital Markets Corp.; pricing June 26; settlement June 29
11% annualized reverse convertible notes due Dec. 31, 2007 linked to the common stock of MasterCard, Inc.; 70% trigger; via RBC Capital Markets Corp.; pricing June 26; settlement June 29
18.75% annualized reverse convertible notes due Dec. 31, 2007 linked to the common stock of Melco PBL Entertainment (Macau) Ltd.; 70% trigger; via RBC Capital Markets Corp.; pricing June 26; settlement June 29
8.25% reverse convertible notes due June 30, 2008 linked to the common stock of Motorola, Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing June 26; settlement June 29
14.25% annualized reverse convertible notes due Sept. 28, 2007 linked to the common stock of The Nasdaq Stock Market Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing June 26; settlement June 29
10.75% annualized reverse convertible notes due Sept. 28, 2007 linked to the common stock of NYSE Euronext; 80% trigger; via RBC Capital Markets Corp.; pricing June 26; settlement June 29
13.5% annualized reverse convertible notes due Dec. 31, 2007 linked to the common stock of NYSE Euronext; 80% trigger; via RBC Capital Markets Corp.; pricing June 26; settlement June 29
10% annualized reverse convertible notes due Dec. 31, 2007 linked to the common stock of Oshkosh Truck Corp.; 80% trigger; via RBC Capital Markets Corp.; pricing June 26; settlement June 29
12.5% annualized reverse convertible notes due Dec. 31, 2007 linked to the common stock of Plexus Corp.; 75% trigger; via RBC Capital Markets Corp.; pricing June 26; settlement June 29
11.5% annualized reverse convertible notes due Sept. 28, 2007 linked to the common stock of Southwestern Energy Co.; 80% trigger; via RBC Capital Markets Corp.; pricing June 26; settlement June 29
11% annualized reverse convertible notes due Dec. 31, 2007 linked to the common stock of St. Jude Medical, Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing June 26; settlement June 29
9% reverse convertible notes due June 30, 2008 linked to the common stock of St. Jude Medical, Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing June 26; settlement June 29
9.1% reverse convertible notes due June 30, 2008 linked to the common stock of Starbucks Corp.; 80% trigger; via RBC Capital Markets Corp.; pricing June 26; settlement June 29
13.2% reverse convertible notes due June 30, 2008 linked to the common stock of Stillwater Mining Co.; 70% trigger; via RBC Capital Markets Corp.; pricing June 26; settlement June 29
18.5% annualized reverse convertible notes due Sept. 28, 2007 linked to the common stock of Titanium Metals Corp.; 80% trigger; via RBC Capital Markets Corp.; pricing June 26; settlement June 29
14.5% annualized reverse convertible notes due Dec. 31, 2007 linked to the common stock of Titanium Metals Corp.; 70% trigger; via RBC Capital Markets Corp.; pricing June 26; settlement June 29
20% annualized reverse convertible notes due Dec. 31, 2007 linked to the common stock of Zoltek Cos., Inc.; 70% trigger; via RBC Capital Markets Corp.; pricing June 26; settlement June 29
0% protected booster notes due June 29, 2012 linked to copper, nickel and zinc, each with a 30% weight, and ICE Brent crude oil with a 10% weight; via RBC Capital Markets Corp.; pricing June 27; settlement June 29
0% principal-protected notes due June 29, 2012 linked to the Dow Jones Euro Stoxx 50 and Nikkei 225 indexes, equally weighted; via RBC Capital Markets Corp.; pricing June 27; settlement June 29
0% principal-protected notes due June 29, 2012 linked to equal weights of ICE Brent crude oil and Nymex RBOB gasoline; via RBC Capital Markets Corp.; pricing June 27; settlement June 29
0% principal-protected notes due Dec. 29, 2008 linked to value of the euro relative to the U.S. dollar; via RBC Capital Markets Corp.; settlement June 29
SG STRUCTURED PRODUCTS, INC.
0% commodities booster notes due June 28, 2012 linked to equal weights of primary aluminum, grade A copper, primary nickel, light sweet crude oil and special high-grade zinc; via SG Americas Securities, LLC; pricing June 25; settlement June 28
0% notes due July 2, 2012 linked to the SGI Fed Model US index; via SG Americas Securities, LLC and LaSalle Financial Services, Inc.; pricing June 25; settlement June 29
SOCIETE GENERALE, NEW YORK BRANCH
13% Tempo ReConvs due Dec. 28, 2007 linked to Alaska Air Group, Inc. common stock; 80% trigger; via Societe Generale; pricing June 26; settlement June 29
12.55% ReConvs due Dec. 28, 2007 linked to Apple Inc. common stock; 80% trigger; via Societe Generale; pricing June 26; settlement June 29
13.35% ReConvs due Dec. 28, 2007 linked to Circuit City Stores, Inc. common stock; 80% trigger; via Societe Generale; pricing June 26; settlement June 29
10% Tempo ReConvs due Dec. 28, 2007 linked to Dillard's, Inc. common stock; 80% trigger; via Societe Generale; pricing June 26; settlement June 29
11.85% ReConvs due June 27, 2008 linked to D.R. Horton Inc. common stock; 80% trigger; via Societe Generale; pricing June 26; settlement June 29
21.7% Worst-of ReConvs due Dec. 28, 2007 linked to the common stocks of D.R. Horton, Inc., Meridian Gold Inc. and Tesoro Corp.; 60% trigger; via Societe Generale; pricing June 26; settlement June 29
16.7% ReConvs due Sept. 28, 2007 linked to eBay Inc. common stock; 90% trigger; via Societe Generale; pricing June 26; settlement June 29
16% ReConvs due June 27, 2008 linked to First Solar, Inc. common stock; 70% trigger; via Societe Generale; pricing June 26; settlement June 29
18% ReConvs due Sept. 28, 2007 linked to General Motors Corp. common stock; 85% trigger; via Societe Generale; pricing June 26; settlement June 29
17% Tempo ReConvs due Dec. 28, 2007 linked to ImClone Systems Inc. common stock; 80% trigger; via Societe Generale; pricing June 26; settlement June 29
12.75% ReConvs due June 27, 2008 linked to IndyMac Bancorp Inc. common stock; 70% trigger; via Societe Generale; pricing June 26; settlement June 29
13% ReConvs due June 27, 2008 linked to JetBlue Airways Corp. common stock; 70% trigger; via Societe Generale; pricing June 26; settlement June 29
12% ReConvs due June 27, 2008 linked to Meridian Gold Inc. common stock; 80% trigger; via Societe Generale; pricing June 26; settlement June 29
10.25% ReConvs due June 27, 2008 linked to MetroPCS Communications, Inc. common stock; 80% trigger; via Societe Generale; pricing June 26; settlement June 29
16% ReConvs due Sept. 28, 2007 linked to Moody's Corp. common stock; 90% trigger; via Societe Generale; pricing June 26; settlement June 29
10.75% ReConvs due June 27, 2008 linked to the Nasdaq Stock Market Inc. common stock; 80% trigger; via Societe Generale; pricing June 26; settlement June 29
16.35% ReConvs due Dec. 28, 2007 linked to Parker Drilling Co. common stock; 80% trigger; via Societe Generale; pricing June 26; settlement June 29
21.7% Worst-of ReConvs due Dec. 28, 2007 linked to the common stocks of Parker Drilling Co., Circuit City Stores, Inc. and SanDisk Corp.; 70% trigger; via Societe Generale; pricing June 26; settlement June 29
12.2% ReConvs due Dec. 28, 2007 linked to Peabody Energy Corp. common stock; 80% trigger; via Societe Generale; pricing June 26; settlement June 29
12.1% ReConvs due Dec. 28, 2007 linked to Qualcomm Inc. common stock; 80% trigger; via Societe Generale; pricing June 26; settlement June 29
13.55% ReConvs due Dec. 28, 2007 linked to SanDisk Corp. common stock; 80% trigger; via Societe Generale; pricing June 26; settlement June 29
12.25% ReConvs due June 27, 2008 linked to Tesoro Corp. common stock; 80% trigger; via Societe Generale; pricing June 26; settlement June 29
18.5% Tempo ReConvs due Dec. 28, 2007 linked to Titanium Metals Corp. common stock; 80% trigger; via Societe Generale; pricing June 26; settlement June 29
18% ReConvs due Sept. 28, 2007 linked to Weatherford International Ltd. common stock; 90% trigger; via Societe Generale; pricing June 26; settlement June 29
26.8% Worst-of ReConvs due Dec. 28, 2007 linked to the common stocks of Weatherford International Ltd., eBay Inc. and General Motors Corp.; 80% trigger; via Societe Generale; pricing June 26; settlement June 29
12% ReConvs due Dec. 28, 2007 linked to Wynn Resorts, Ltd. common stock; 80% trigger; via Societe Generale; pricing June 26; settlement June 29
AB SVENSK EXPORTKREDIT
0% foreign-exchange basket notes due June 2009 linked to equal weights of the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; via Banc of America Securities LLC; pricing and settlement in June
0% notes due June 2010 linked to the S&P GSCI Enhanced Strategy Excess Return; via Goldman, Sachs & Co.; pricing and settlement in June
UBS AG
11% to 12% yield optimization notes with contingent protection due June 30, 2008 linked to the common stock of Boston Scientific Corp.; 75% trigger; via UBS Investment Bank and UBS Financial Services Inc.; pricing June 25; settlement June 29
0% performance tracking securities due June 29, 2012 linked to the CBOE S&P 500 BuyWrite index; pricing June 25; settlement June 29
7.85% to 8.85% yield optimization notes with contingent protection due June 30, 2008 linked to the common stock of Cisco Systems Inc.; 75% trigger; via UBS Investment Bank and UBS Financial Services Inc.; pricing June 25; settlement June 29
10.25% to 11.25% yield optimization notes with contingent protection due June 30, 2008 linked to the common stock of Corning Inc.; 75% trigger; 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 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
9.5% to 10.5% yield optimization notes with contingent protection due June 30, 2008 linked to the common stock of Schlumberger Ltd.; 75% trigger; 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% enhanced growth securities due Jan. 5, 2011 linked to equal weights of the Dow Jones Euro Stoxx 50, FTSE 100, MSCI Taiwan, Nikkei 225 and S&P/ASX 200 indexes; via Wachovia Securities
9% to 10% enhanced yield securities due July 10, 2008 linked to Palm, Inc. stock; 70% trigger; via Wachovia Securities
9.5% to 10.5% enhanced yield securities due July 10, 2008 linked to Urban Outfitters, Inc. stock; 75% trigger; via Wachovia Securities
12% to 13% enhanced yield securities due April 10, 2008 linked to Vertex Pharmaceuticals Inc. stock; 70% 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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