Structured Products Calendar

ABN AMRO BANK NV

• 9% annualized Knock-in Reverse Exchangeable Securities due July 30, 2008 linked to the common stock of ConocoPhillips; via LaSalle Financial Services, Inc.; pricing July 25; settlement July 30

• 9.25% annualized Knock-in Reverse Exchangeable Securities due July 30, 2008 linked to the common stock of Exelon Corp.; LaSalle Financial Services, Inc.; pricing July 25; settlement July 30

• 15.5% annualized Knock-in Reverse Exchangeable Securities due Jan. 31, 2008 linked to the common stock of Joy Global Inc.; via LaSalle Financial Services, Inc.; pricing July 25; settlement July 30

• 14% annualized Knock-in Reverse Exchangeable Securities due Jan. 31, 2008 linked to the common stock of Micron Technology; via LaSalle Financial Services, Inc.; pricing July 25; settlement July 30

• 10% annualized Knock-in Reverse Exchangeable Securities due July 30, 2008 linked to the common stock of The Nasdaq Stock Market, Inc.; via LaSalle Financial Services, Inc.; pricing July 25; settlement July 30

• 14.5% annualized Knock-in Reverse Exchangeable Securities due Jan. 31, 2008 linked to the common stock of Nucor Corp.; via LaSalle Financial Services, Inc.; pricing July 25; settlement July 30

• 9.3% annualized Knock-in Reverse Exchangeable Securities due July 30, 2008 linked to the common stock of Pfizer Inc.; via LaSalle Financial Services, Inc.; pricing July 25; settlement July 30

• 11.6% annualized Knock-in Reverse Exchangeable Securities due Jan. 31, 2008 linked to the common stock of Sun Microsystems, Inc.; via LaSalle Financial Services, Inc.; pricing July 25; settlement July 30

• 14.5% annualized Knock-in Reverse Exchangeable Securities due July 30, 2008 linked to the common stock of Titanium Metals Corp.; via LaSalle Financial Services, Inc.; pricing July 25; settlement July 30

• 20.30% annualized Knock-in Reverse Exchangeable Securities due Jan. 31, 2008 linked to the common stock of Vertex Pharmaceuticals Inc.; via LaSalle Financial Services, Inc.; pricing July 25; settlement July 30

• 10.25% annualized Knock-in Reverse Exchangeable Securities due July 31, 2008 linked to the common stock of Countrywide Financial Corp.; via ABN Amro Inc.; pricing July 26; settlement July 31

• 15.75% annualized Knock-in Reverse Exchangeable Securities due July 31, 2008 linked to the common stock of Crocs, Inc.; via ABN Amro Inc.; pricing July 26; settlement July 31

• 11.6% annualized Knock-in Reverse Exchangeable Securities due July 31, 2008 linked to the common stock of CSX Corp.; via ABN Amro Inc.; pricing July 26; settlement July 31

• 14.9% annualized Knock-in Reverse Exchangeable Securities due July 31, 2008 linked to the American Depositary Shares of Elan Corp., plc.; via ABN Amro Inc.; pricing July 26; settlement July 31

• 10.75% annualized Knock-in Reverse Exchangeable Securities due July 31, 2008 linked to the common stock of Ford Motor Co.; via ABN Amro Inc.; pricing July 26; settlement July 31

• 10.5% annualized Knock-in Reverse Exchangeable Securities due July 31, 2008 linked to the common stock of Freeport-McMoRan Copper & Gold Inc.; via ABN Amro Inc.; pricing July 26; settlement July 31

• 19.5% annualized Knock-in Reverse Exchangeable Securities due July 31, 2008 linked to the common stock of Indymac Bancorp, Inc.; via ABN Amro Inc.; pricing July 26; settlement July 31

• 11.75% annualized Knock-in Reverse Exchangeable Securities due July 31, 2008 linked to the common stock of Las Vegas Sands Corp.; via ABN Amro Inc.; pricing July 26; settlement July 31

• 10.5% annualized Knock-in Reverse Exchangeable Securities due July 31, 2008 linked to the common stock of McDermott International, Inc.; via ABN Amro Inc.; pricing July 26; settlement July 31

BARCLAYS BANK PLC

• 0% Super Track notes due Aug. 13, 2008 linked to the Dow Jones Euro Stoxx 50 index; via Barclays Capital; pricing July 9; settlement July 12

• 0% annual review notes due July 27, 2010 linked to the S&P 500 index; via JPMorgan Chase Bank, NA and JPMorgan Securities Inc.; pricing July 13; settlement July 18

• Zero-coupon principal-protected bear notes due July 23, 2009 linked to equal weights of the Brazilian real, Indian rupee and Turkish lira; via Barclays Capital; pricing July 20; settlement July 25

• 0% Buffered Super Track Notes due July 25, 2012 linked to the price of Brent crude oil; via Barclays Capital; pricing July 20; settlement July 25

• 0% principal-protected digital plus notes due July 25, 2012 linked to an equally weighted basket containing coal, copper and gasoline RBOB; via Barclays Capital; pricing July 20; settlement July 25

• 11.75% reverse convertible notes due July 23, 2008 linked to Countrywide Financial Corp.; via Barclays Capital; pricing July 20; settlement July 25

• 19% reverse convertible notes due Jan 24, 2008 linked to Elan Corp., plc common stock; 80% trigger; via Barclays Capital; pricing July 20; settlement July 25

• 11.80% reverse convertible notes due July 23, 2008 linked to Ford Motor Co.; via Barclays Capital; pricing July 20; settlement July 25

• 11.5% reverse convertible notes due Jan 24, 2008 linked to Garmin Ltd. common stock; 80% trigger; via Barclays Capital; pricing July 20; settlement July 25

• 12.25% reverse convertible notes due Jan 24, 2008 linked to Hologic, Inc. common stock; 80% trigger; via Barclays Capital; pricing July 20; settlement July 25

• 13% reverse convertible notes due Jan 24, 2008 linked to IntercontinentalExchange, Inc. common stock; 75% trigger; via Barclays Capital; pricing July 20; settlement July 25

• 13% reverse convertible notes due Jan 24, 2008 linked to Peabody Energy Corp. common stock; 80% trigger; via Barclays Capital; pricing July 20; settlement July 25

• 0% Buffered Super Track Notes due July 25, 2012 linked to equal weights of the S&P 500, Dow Jones Euro Stoxx 50, Nikkei 225 and MSCI Singapore Free indexes; via Barclays Capital; pricing July 20; settlement July 25

• 17% reverse convertible notes due Jan 24, 2008 linked to SiRF Technology Holdings, Inc. common stock; 70% trigger; via Barclays Capital; pricing July 20; settlement July 25

• 12.25% reverse convertible notes due Jan 24, 2008 linked to Under Armour, Inc. common stock; 80% trigger; via Barclays Capital; pricing July 20; settlement July 25

• 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.

BANK OF AMERICA

• Minimum Return Equity Appreciation Growth Linked Securities (Index Eagles) due July 28, 2011 linked to equal weights of the Dow Jones Euro Stoxx 50 and S&P 500 indexes; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing July 24

CITIGROUP FUNDING INC.

• 10.5% to 11.5% six-month Equity LinKed Securities (ELKS) linked to Apple Inc. stock; 75% trigger; via Citigroup Global Markets Inc.; pricing in July

• 8% to 9% Equity LinKed Securities (ELKS) due 2008 linked to the American Depositary Receipts representing the ordinary participation certificates of Cemex SA de CV; via Citigroup Global Markets Inc.; pricing in July

• Zero-coupon 95% principal-protected notes due in July 2008 linked to a basket that contains equal weights (25%) of the Brazilian real, Russian ruble, Indian rupee and Chinese yuan; via Citigroup Financial Products Inc.; pricing and settlement in July

• 12% to 13% Equity LinKed Securities (ELKS) due 2008 linked to the common stock of Countrywide Financial Corp. 80% trigger; via Citigroup Global Markets Inc.; pricing in July

• Callable Libor range accrual notes due 2022; Citigroup Global Markets Inc.

CREDIT SUISSE, NASSAU BRANCH

• 0% Buffered Accelerated Return Equity Securities (Bares) due July 30, 2010 linked to equal weights of the Kospi 200, MSCI Taiwan, MSCI Singapore Free and FTSE/Xinhua China 25 indexes; via Credit Suisse; pricing and settlement in July

• 0% Buffered Accelerated Return Equity Securities (Bares) due July 29, 2011 linked to the Tokyo Stock Price index with a 28% weight, Dow Jones Euro Stoxx 50 index with a 25% weight, FTSE 100 index with a 25% weight, S&P/ASX 200 index with a 10% weight, Swiss Market index with a 6% weight and the FTSE/Xinhua China 25 index with a 6% weight; via Credit Suisse Securities (USA) LLC; pricing and settlement in July

CREDIT SUISSE (USA), INC.

• 0% Accelerated Return Equity Securities (ARES) due Jan. 29, 2010 linked to the Credit Suisse Global Alternative Energy index; via Credit Suisse Securities; pricing and settlement in July

DEUTSCHE BANK AG, LONDON BRANCH

• CMS spread range notes due July 12, 2022 linked to the 30-year and two-year Constant Swap Maturity rates; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing July 9; settlement July 12

• CMS spread range notes due July 12, 2022 linked to the 30-year Constant Maturity Swap rate over the two-year CMS rate; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing July 9; settlement July 12

• Zero-coupon principal-protected notes due April 28, 2010 linked to the Deutsche Bank Liquid Commodity Index - Optimum Yield; via Deutsche Bank Securities, Inc. and Deutsche Bank Trust Co. Americas; pricing July 23; settlement July 26

• CMS spread range notes due July 30, 2022 linked to the 30-year and two-year Constant Maturity Swap rates; base interest rate of 7.5% to 8%; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing July 25; settlement July 30

• CMS spread range notes due July 30, 2022 linked to the 30-year and two-year Constant Maturity Swap rates; base interest rate of 7.15% to 7.65%; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing July 25; settlement July 30

• Zero-coupon principal-protected notes due Jan. 30, 2009 linked to the Deutsche Bank Balanced Currency Harvest index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing July 26; settlement July 31

• Zero-coupon principal-protected notes due July 31, 2009 linked to the Deutsche Bank Balanced Currency Harvest Index; Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing July 26; settlement July 31

• Bearish return optimization securities with partial protection due Sept. 30, 2008 linked to the Hang Seng China Enterprises index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing July 26; settlement July 31

• 0% Efficient Allocation Return Notes (EARNs) due Oct. 30, 2009 linked to the S&P 500, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing July 26; settlement July 31

• Zero-coupon principal-protection notes due July 29, 2011 linked to the S&P 500 index with a 33.34% weight, the Dow Jones Euro Stoxx 50 index with a 33.33% weight and the Nikkei 225 index with a 33.33% weight; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing July 26; settlement July 31

• Zero-coupon principal-protected absolute return barrier notes due Jan. 30, 2009 linked to the MSCI EAFE index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing July 26; settlement July 31

• Zero-coupon principal-protected notes due July 30, 2010 linked to the Deutsche Bank Balanced Currency Harvest Index; via Deutsche Bank Securities Inc.; pricing July 27; settlement July 31

EKSPORTFINANS ASA

• 14.75% reverse convertible notes due Jan. 30, 2008 linked to AirTran Holdings, Inc. stock; via Natixis Securities North America Inc.; 80% trigger; pricing July 24; settlement July 27

• 11.7% reverse convertible notes due Jan. 30, 2008 linked to Boston Scientific Corp. stock; via Natixis Securities North America Inc.; 80% trigger; pricing July 24; settlement July 27

• 10.65% reverse convertible notes due July 30, 2008 linked to Corning, Inc. stock; via Natixis Securities North America Inc.; 80% trigger; pricing July 24; settlement July 27

• 27.25% reverse convertible notes due Oct. 30, 2007 linked to Flamel Technologies, SA stock; via Natixis Securities North America Inc.; 75% trigger; pricing July 24; settlement July 27

• 13.05% reverse convertible notes due Jan. 30, 2008 linked to Focus Media, Holding Ltd. stock; via Natixis Securities North America Inc.; 65% trigger; pricing July 24; settlement July 27

• 40.1% reverse convertible notes due Oct. 30, 2007 linked to Force Protection, Inc. stock; via Natixis Securities North America Inc.; 75% trigger; pricing July 24; settlement July 27

• 14% reverse convertible notes due Jan. 30, 2008 linked to Frontier Oil, Corp. stock; via Natixis Securities North America Inc.; 80% trigger; pricing July 24; settlement July 27

• 14.45% reverse convertible notes due Jan. 30, 2008 linked to Hansen Natural, Corp. stock; via Natixis Securities North America Inc.; 80% trigger; pricing July 24; settlement July 27

• 11.1% reverse convertible notes due July 30, 2008 linked to iShares MSCI Emerging Markets index fund; via Natixis Securities North America Inc.; 80% trigger; pricing July 24; settlement July 27

• 22.4% reverse convertible notes due Oct. 30, 2007 linked to JA Solar, Holdings Co. Ltd. stock; via Natixis Securities North America Inc.; 70% trigger; pricing July 24; settlement July 27

• 20.25% reverse convertible notes due Oct. 30, 2007 linked to Jones Soda, Co. stock; via Natixis Securities North America Inc.; 70% trigger; pricing July 24; settlement July 27

• 12.65% reverse convertible notes due Jan. 30, 2008 linked to NYSE Euronext stock; via Natixis Securities North America Inc.; 80% trigger; pricing July 24; settlement July 27

• 17.35% reverse convertible notes due Oct 30, 2007 linked to NutriSystem, Inc. stock; via Natixis Securities North America Inc.; 75% trigger; pricing July 24; settlement July 27

• 25.25% reverse convertible notes due Oct. 30, 2007 linked to OmniVision Technologies, Inc. stock; via Natixis Securities North America Inc.; 75% trigger; pricing July 24; settlement July 27

• 23.3% reverse convertible notes due Oct. 30, 2007 linked to Overstock.com, Inc. stock; via Natixis Securities North America Inc.; 75% trigger; pricing July 24; settlement July 27

• 11.1% reverse convertible notes due July 30, 2008 linked to Peabody Energy, Corp. stock; via Natixis Securities North America Inc.; 75% trigger; pricing July 24; settlement July 27

• 17.3% reverse convertible notes due Jan. 30, 2008 linked to Rambus, Inc. stock; via Natixis Securities North America Inc.; 80% trigger; pricing July 24; settlement July 27

• 15.35% reverse convertible notes due Jan. 30, 2008 linked to Red Hat, Inc. stock; via Natixis Securities North America Inc.; 80% trigger; pricing July 24; settlement July 27

• 19% reverse convertible notes due Jan. 30, 2008 linked to ValueClick, Inc. stock; via Natixis Securities North America Inc.; 75% trigger; pricing July 24; settlement July 27

• 13.15% reverse convertible notes due July 30, 2008 linked to Western Refining, Inc. stock; via Natixis Securities North America Inc.; 70% trigger; pricing July 24; settlement July 27

• 18.25% reverse convertible notes due Jan. 30, 2008 linked to XM Satellite Radio Holdings, Inc. stock; via Natixis Securities North America Inc.; 80% trigger; pricing July 24; settlement July 27

• 13% to 14% enhanced yield securities due Feb. 5, 2008 linked to the common stock of Las Vegas Sands Corp.; 80% trigger; via Wachovia Capital Markets, LLC; pricing in July; settlement in August

• 0% commodity-linked notes due 2012 linked to the Dow Jones - AIG Commodity index; via Banc of America Securities LLC

THE GOLDMAN SACHS GROUP INC.

• 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 medium-term notes due July 23, 2014 linked to the S&P 500 index; via Bear, Stearns & Co. Inc. (lead); pricing July 18; settlement July 23

HSBC BANK USA NA

• 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

• Far East opportunity point-to-point certificates of deposit due July 31, 2012 linked to equal weights of the Hong Kong Hang Seng China Enterprises, Morgan Stanley Capital International Taiwan, Morgan Stanley Capital International Singapore Cash and Nikkei 225 indexes; via LaSalle Bank NA; pricing July 26; settlement July 31

HSBC USA INC

• 22.5% annualized down & in worst of reverse convertible notes due Jan. 30, 2008 linked to the stocks of Archer-Daniels-Midland Co., SunPower Corp. and VeraSun Energy Corp.; 75% trigger; via HSBC Securities (USA) Inc.; pricing July 25; settlement July 30

• 17.5% down & in worst of reverse convertible notes due July 30, 2008 linked to the common stocks of AT&T Inc.; Altria Group, 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.; 65% trigger; via HSBC Securities (USA) Inc.; pricing July 25; settlement July 30

• 32% annualized down & in worst of reverse convertible notes due Jan. 30, 2008 linked to the stocks of Smith & Wesson Holding Corp., Force Protection, Inc., Ceradyne, Inc. and Teledyne Technologies Inc.; 70% trigger; via HSBC Securities (USA) Inc.; pricing July 25; settlement July 30

JPMORGAN CHASE & CO.

• 0% return enhanced notes due Aug. 18, 2008 linked to an index basket consisting of the Dow Jones Euro Stoxx 50 (40% weight), Nikkei 225 (40% weight) and iShares MSCI Emerging Markets index Fund (20% weight); via J.P. Morgan Securities Inc.; pricing July 13; settlement July 18

• 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

• 0% return enhanced notes due Sept. 23, 2008 linked to the performance of the Russell 2000 index relative to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing July 19; settlement July 23

• Zero-coupon senior unsecured auto-callable knock-out notes due July 23, 2009 linked to the iShares MSCI Emerging Markets Index Fund; via J.P. Morgan Securities Inc.; pricing July 20; settlement July 25

• 0% buffered return enhanced notes due July 29, 2010 linked to equal weights of the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500 indexes; via J.P. Morgan Securities Inc.; pricing July 26; settlement July 31

• Contingent payment dual-directional knock-out certificates of deposit due July 30, 2009 linked to the S&P 500, Nikkei 225 and Dow Jones Euro Stoxx 50 indexes; via J.P. Morgan Securities Inc. and distributor Incapital LLC; pricing July 26; settlement July 31

• 0% lesser index return enhanced notes due Aug. 31, 2008 linked to the Topix and Nikkei 225 indexes; via J.P. Morgan Securities Inc.; pricing July 26; settlement July 31

• 10% reverse exchangeable notes due Dec. 28, 2007 linked to Pfizer Inc. stock; via J.P. Morgan Securities Inc.; pricing July 27; settlement July 29

LEHMAN BROTHERS HOLDINGS INC.

• Foreign Exchange Digital Plus Notes expected to mature Sept. 26, 2008 linked to equal weights (16.67%) of long positions in the Brazilian real, Hungarian forint, Indian rupee, Indonesia rupiah, Mexican peso and Turkish lira, all versus short positions in the dollar; via Lehman Brothers Inc.; pricing expected July 26; settlement July 31

• 100% principal-protected two-month Foreign Exchange Range Notes linked to the euro/dollar spot exchange rate; via Lehman Brothers Inc.

• Principal-protected callable spread daily accrual notes due July 31, 2022 linked to the 30-year and two-year Constant Maturity Swap (CMS) rates; via UBS Financial Services Inc. and Lehman Brothers Inc.

• 0% three-year notes linked to the LBCI Agriculture Index Total Return; via Lehman Brothers Inc.

• 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.

MERRILL LYNCH & CO., INC.

• 0% buffered return notes due July 2012 linked to the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500 indexes, all equally weighted; via Merrill Lynch & Co.; pricing and 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

• Medium-term notes due July 2014 linked to Libor; via Merrill Lynch & Co.; pricing and settlement in July

• 100% principal-protected dual range notes due July 2022 linked to the Sifma Municipal Swap index and three-month Libor rate; via Merrill Lynch & Co.; pricing and settlement in July

• 0% Market Index Target-Term Securities (Mitts) linked to equal weights of the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500 indexes; via Merrill Lynch & Co.; pricing and settlement in July or August

• 14-month 0% Accelerated Return Bear Notes due in September or October 2008 linked to the Russell 2000 index; via Merrill Lynch & Co.; pricing and settlement in July or August

• 0% Leveraged Index Return Notes due February 2010 linked to the Rogers International Commodity Index - Agriculture Excess Return; via Merrill Lynch & Co. Inc.; pricing in July or August; settlement in August

• Zero-coupon principal-protected notes due February 2009 linked to equal weights of the Korean won, Russian ruble, Singapore dollar and Chinese renminbi, all against the dollar; via Merrill Lynch & Co.; settlement in August

• 0% Accelerated Return Notes due August 2008 linked to the Nasdaq-100 index; via Merrill Lynch & Co.; pricing and settlement in August

• 0% Accelerated Return Notes due October 2008 linked to the PHLX Oil Service Sector index; via Merrill Lynch & Co.; pricing and settlement in August

• 0% Accelerated Return Notes due August 2008 linked to the S&P MidCap 400 index; via Merrill Lynch & Co.; pricing and settlement in August

• 0% Accelerated Return Notes due October 2008 linked to the Utilities Select Sector index; via Merrill Lynch & Co.; pricing and settlement in August

MORGAN STANLEY

• 11.45% reverse convertible securities (RevCons) due July 25, 2008 linked to the common stock of Celgene Corp.; via Morgan Stanley & Co. Inc.; pricing July 20; settlement July 25

• 11.05% reverse convertible securities (RevCons) due Jan. 20, 2008 linked to the common stock of NYSE Euronext; via Morgan Stanley & Co. Inc.; pricing July 20; settlement July 25

• 10.60% reverse convertible securities (RevCons) due Jan. 25, 2008 linked to the common stock of Panera Bread Co.; via Morgan Stanley & Co. Inc.; pricing July 20; settlement July 25

• 10.10% reverse convertible securities (RevCons) due July 25, 2008 linked to the common stock of Schlumberger NV; via Morgan Stanley & Co. Inc.; pricing July 20; settlement July 25

• 13.25% reverse convertible securities (RevCons) due Jan. 20, 2008 linked to the common stock of Sotheby's; via Morgan Stanley & Co. Inc.; pricing July 20; settlement July 25

• 8% Stock Participation Accreting Redemption Quarterly-pay Securities (Sparqs) due Aug. 20, 2008 linked to the American Depositary Shares of Cemex, SA de CV; via Morgan Stanley & Co. Inc.; pricing and settlement in July

• 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

• Zero-coupon protected absolute return barrier notes due Dec. 22, 2008 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.

• 0% bear market auto-callable securities due Feb. 10, 2009 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.

SG STRUCTURED PRODUCTS, INC.

• Multi-booster notes due July 31, 2012 linked to equal weights of the light sweet crude oil, grade A copper, primary nickel, special high-grade zinc and primary aluminum; via LaSalle Bank NA; pricing July 26; settlement July 31

SOCIETE GENERALE, NEW YORK BRANCH

• Notes due Aug. 2, 2012 linked to the SGI Fed Model US index; via LaSalle Bank NA; pricing July 26; settlement July 31

AB SVENSK EXPORTKREDIT

• 0% Elements due 2022 linked to the Rogers International Commodity index - Total Return; via Nuveen Investments and Merrill Lynch & Co.

• 0% Elements due 2022 linked to the Rogers International Commodity index - Agriculture Total Return; via Nuveen Investments and Merrill Lynch & Co.

• 0% Elements due 2022 linked to the Rogers International Commodity index - Energy Total Return; via agents Nuveen Investments and Merrill Lynch & Co.

• 0% Elements due 2022 linked to the Rogers International Commodity index - Metals Total Return; via agents Nuveen Investments and Merrill Lynch & Co.

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

UBS AG

• 8.75% to 9.75% yield optimization notes with contingent protection due July 31, 2008 linked to Applied Materials Inc. stock; 75% trigger; via UBS Securities Investment Bank and UBS Financial Services, Inc.; pricing July 25

• 11.5% to 12.5% yield optimization notes with contingent protection due July 31, 2008 linked to Las Vegas Sands Corp. stock; 75% trigger; via UBS Securities Investment Bank and UBS Financial Services, Inc.; pricing July 25

• 8.3% to 9.3% yield optimization notes with contingent protection due July 31, 2008 linked to Merck Co. Inc. stock; 75% trigger; via UBS Securities Investment Bank and UBS Financial Services, Inc.; pricing July 25

• 8.75% to 9.75% yield optimization notes with contingent protection due July 31, 2008 linked to Sprint Nextel Corp. stock; 75% trigger; via UBS Securities Investment Bank and UBS Financial Services, Inc.; pricing July 25

• 0% performance securities with partial protection due July 30, 2010 linked to the Dow Jones Euro Stoxx 50 (35% weight), FTSE 100 (25% weight), Nikkei 225 (25% weight), Swiss Market (5% weight), S&P/ASX 200 (5% weight) and MSCI Emerging Markets (5% weight) indexes; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 26

• 0% performance securities with contingent protection due July 31, 2012 linked to the Dow Jones Euro Stoxx 50 index; via UBS Financial Services, Inc. and UBS Investment Bank; pricing July 26; settlement July 31

• 0% return optimization securities due Jan. 30, 2009 linked to the Dow Jones Euro Stoxx 50 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing July 26; settlement July 31

• 0% return optimization securities due Jan. 30, 2009 linked to the Nikkei 225 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing July 26; settlement July 31

• 0% performance securities with contingent protection due July 31, 2012 linked to the Nikkei 225 index; via UBS Financial Services, Inc. and UBS Investment Bank; pricing July 26; settlement July 31

• 0% bearish return optimization securities with partial protection due Sept. 30, 2008 linked to the PHLX Housing Sector index; via UBS Investment Bank and UBS Financial Services; pricing July 26

• 0% bearish return optimization securities with partial protection due Sept. 30, 2008 linked to the PHLX Housing Sector index; via UBS Financial Services, Inc. and UBS Investment Bank; pricing July 26; settlement July 31

• Zero-coupon principal-protected absolute return barrier notes due Jan. 30, 2009 linked to the Russell 2000 index; via UBS Financial Services, Inc. and UBS Investment Bank; pricing July 26; settlement July 31

• Zero-coupon principal-protected absolute return barrier notes due Jan. 30, 2009 linked to the S&P 500 index; via UBS Financial Services, Inc. and UBS Investment Bank; pricing July 26; settlement July 31

• 0% performance securities with contingent protection due July 31, 2012 linked to the S&P 500 index; via UBS Financial Services, Inc. and UBS Investment Bank; pricing July 26; settlement July 31

• 0% return optimization securities due Jan. 30, 2009 linked to the S&P 500 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing July 26; settlement July 31

• 0% performance securities with partial protection due July 30, 2010 linked to the UBS Bloomberg Constant Maturity Commodity index Excess Return; via UBS Investment Bank and UBS Financial Services Inc.; pricing July 26; settlement July 31

• 0% principal-protected notes due Dec. 31, 2010 linked to the UBS Bloomberg Constant Maturity Commodity Index Excess Return; via UBS Investment Bank; pricing July 31

WACHOVIA CORP.

• 0% notes due Feb. 10, 2009 in the Enhanced Growth Securities structure linked to the Amex Gold BUGS index; via Wachovia Securities

• 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

• 10% to 11% enhanced yield securities due Aug. 5, 2008 linked to the common stock of Freeport-McMoRan Copper & Gold Inc.; 80% trigger; via Wachovia Securities

• 90% principal-protected notes due July 15, 2011 linked to equal weights of the FTSE/Xinhua China 25 and S&P CNX Nifty indexes; via Wachovia Securities

• 0% absolute return range notes due Dec. 30, 2008 linked to the S&P 500 index; via Wachovia Securities

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