| Add to balance / Manage account | User: | Log out |
| Prospect News home > News index > List of issuers C > Headlines for Calendar 2007 > News item |
Structured Products Calendar
ABN AMRO BANK NV
• 10.25% Knock-in Reverse Exchangeable Securities due May 30, 2008 linked to the stock of Wal-Mart Stores, Inc.; 80% trigger; via ABN Amro Inc.; pricing Nov. 26; settlement Nov. 30
• 15% Knock-in Reverse Exchangeable Securities due Feb. 29, 2008 linked to AK Steel Holding Corp. stock; 70% trigger; via ABN Amro Inc.; pricing Nov. 27; settlement Nov. 30
• 14.5% Knock-in Reverse Exchangeable Securities due Feb. 29, 2008 linked to Alcoa Inc. stock; 80% trigger; via ABN Amro Inc.; pricing Nov. 27; settlement Nov. 30
• 11% Knock-in Reverse Exchangeable Securities due May 30, 2008 linked to American International Group, Inc. common stock; via ABN Amro Inc.; pricing Nov. 27; settlement Nov. 30
• 22.5% Knock-in Reverse Exchangeable Securities due May 30, 2008 linked to AMR Corp. common stock; via ABN Amro Inc.; pricing Nov. 27; settlement Nov. 30
• 10.5% Knock-in Reverse Exchangeable Securities due Feb. 29, 2008 linked to Anheuser-Busch Cos., Inc. stock; % trigger; via ABN Amro Inc.; pricing Nov. 27; settlement Nov. 30
• 18.5% Knock-in Reverse Exchangeable Securities due Feb. 29, 2008 linked to Apple Inc. stock; 80% trigger; via ABN Amro Inc.; pricing Nov. 27; settlement Nov. 30
• 14% Knock-in Reverse Exchangeable Securities due Feb. 29, 2008 linked to Arch Coal, Inc. stock; 80% trigger; via ABN Amro Inc.; pricing Nov. 27; settlement Nov. 30
• 10% Knock-in Reverse Exchangeable Securities due May 30, 2008 linked to Caterpillar Inc. common stock; via ABN Amro Inc.; pricing Nov. 27; settlement Nov. 30
• 17% Knock-in Reverse Exchangeable Securities due Nov. 28, 2008 linked to the stock of Chipotle Mexican Grill, Inc.; 70% trigger; via ABN Amro Inc.; pricing Nov. 27; settlement Nov. 30
• 27.5% Knock-in Reverse Exchangeable Securities due May 30, 2008 linked to Countrywide Financial Corp. common stock; via ABN Amro Inc.; pricing Nov. 27; settlement Nov. 30
• 13.5% Knock-in Reverse Exchangeable Securities due May 30, 2008 linked to Cummins Inc. common stock; via ABN Amro Inc.; pricing Nov. 27; settlement Nov. 30
• 13.25% Knock-in Reverse Exchangeable Securities due May 30, 2008 linked to Deere & Co. common stock; via ABN Amro Inc.; pricing Nov. 27; settlement Nov. 30
• 22% Knock-in Reverse Exchangeable Securities due Feb. 29, 2008 linked to Freeport-McMoRan Copper & Gold Inc. stock; 80% trigger; via ABN Amro Inc.; pricing Nov. 27; settlement Nov. 30
• 15% Knock-in Reverse Exchangeable Securities due May 30, 2008 linked to Garmin Ltd. common stock; via ABN Amro Inc.; pricing Nov. 27; settlement Nov. 30
• 13.25% Knock-in Reverse Exchangeable Securities due Nov. 28, 2008 linked to the stock of General Motors Corp.; 70% trigger; via ABN Amro Inc.; pricing Nov. 27; settlement Nov. 30
• 11.25% Knock-in Reverse Exchangeable Securities due Feb. 29, 2008 linked to the Goldman Sachs Group, Inc. stock; 80% trigger; via ABN Amro Inc.; pricing Nov. 27; settlement Nov. 30
• 14% Knock-in Reverse Exchangeable Securities due Feb. 29, 2008 linked to the Hershey Co. stock; 90% trigger; via ABN Amro Inc.; pricing Nov. 27; settlement Nov. 30
• 10.75% Knock-in Reverse Exchangeable Securities due Nov. 28, 2008 linked to the stock of Intel Corp.; 80% trigger; via ABN Amro Inc.; pricing Nov. 27; settlement Nov. 30
• 17.25% Knock-in Reverse Exchangeable Securities due Nov. 28, 2008 linked to the stock of J. Crew Group, Inc.; 70% trigger; via ABN Amro Inc.; pricing Nov. 27; settlement Nov. 30
• 15% Knock-in Reverse Exchangeable Securities due Nov. 28, 2008 linked to the stock of Joy Global Inc.; 70% trigger; via ABN Amro Inc.; pricing Nov. 27; settlement Nov. 30
• 14.5% Knock-in Reverse Exchangeable Securities due Feb. 29, 2008 linked to JPMorgan Chase & Co. stock; 90% trigger; via ABN Amro Inc.; pricing Nov. 27; settlement Nov. 30
• 16.5% Knock-in Reverse Exchangeable Securities due May 30, 2008 linked to Lehman Brothers Holdings Inc. common stock; via ABN Amro Inc.; pricing Nov. 27; settlement Nov. 30
• 14% Knock-in Reverse Exchangeable Securities due Nov. 28, 2008 linked to the stock of Massey Energy Co.; 70% trigger; via ABN Amro Inc.; pricing Nov. 27; settlement Nov. 30
• 12.75% Knock-in Reverse Exchangeable Securities due Feb. 29, 2008 linked to Merrill Lynch & Co., Inc. stock; 80% trigger; via ABN Amro Inc.; pricing Nov. 27; settlement Nov. 30
• 18.5% reverse exchangeable securities due May 30, 2008 linked to Morgan Stanley common stock; via ABN Amro Inc.; pricing Nov. 27; settlement Nov. 30
• 14.5% Knock-in Reverse Exchangeable Securities due Nov. 28, 2008 linked to the stock of Nordstrom, Inc.; 80% trigger; via ABN Amro Inc.; pricing Nov. 27; settlement Nov. 30
• 12% reverse exchangeable securities due May 30, 2008 linked to Occidental Petroleum Corp. common stock; via ABN Amro Inc.; pricing Nov. 27; settlement Nov. 30
• 15% Knock-in Reverse Exchangeable Securities due Feb. 29, 2008 linked to Peabody Energy Corp. stock; 80% trigger; via ABN Amro Inc.; pricing Nov. 27; settlement Nov. 30
• 24% Knock-in Reverse Exchangeable Securities due Feb. 29, 2008 linked to Research In Motion Ltd. stock; 70% trigger; via ABN Amro Inc.; pricing Nov. 27; settlement Nov. 30
• 17.5% Knock-in Reverse Exchangeable Securities due May 30, 2008 linked to Sears Holding Corp. common stock; via ABN Amro Inc.; pricing Nov. 27; settlement Nov. 30
• 16.25% Knock-in Reverse Exchangeable Securities due May 30, 2008 linked to Southwestern Energy Corp. common stock; via ABN Amro Inc.; pricing Nov. 27; settlement Nov. 30
• 12% Knock-in Reverse Exchangeable Securities due Feb. 29, 2008 linked to Starbucks Corp. stock; 90% trigger; via ABN Amro Inc.; pricing Nov. 27; settlement Nov. 30
• 13% Knock-in Reverse Exchangeable Securities due May 30, 2008 linked to Titanium Metals Corp. common stock; via ABN Amro Inc.; pricing Nov. 27; settlement Nov. 30
• 17% Knock-in Reverse Exchangeable Securities due Nov. 28, 2008 linked to the stock of Washington Mutual, Inc.; 80% trigger; via ABN Amro Inc.; pricing Nov. 27; settlement Nov. 30
• 10% Knock-in Reverse Exchangeable Securities due Feb. 29, 2008 linked to Weyerhaeuser Co. stock; 80% trigger; via ABN Amro Inc.; pricing Nov. 27; settlement Nov. 30
• 15% Knock-in Reverse Exchangeable Securities due Feb. 29, 2008 linked to Whole Foods Market, Inc. stock; 80% trigger; via ABN Amro Inc.; pricing Nov. 27; settlement Nov. 30
AMERICAN INTERNATIONAL GROUP, INC.
• Zero-coupon principal-protected notes due March 2010 linked to the Indonesian rupiah, Israeli shekel and Russian ruble; via Merrill Lynch & Co.; pricing in November; settlement in December
BANK OF AMERICA
• 0% return-linked notes due Nov. 30, 2009 linked to the euro, British pound and Canadian dollar, all against the U.S. dollar; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing Nov. 26; settlement Nov. 30
• 11.5% reverse convertible notes due Nov. 28, 2008 linked to Bank of America Corp. stock; 20% trigger; via J.P. Morgan Securities Inc.; pricing Nov. 27; settlement Nov. 30
• 13.25% reverse convertible notes due Nov. 28, 2008 linked to Ford Motor Co. stock; 40% trigger; via J.P. Morgan Securities Inc.; pricing Nov. 27; settlement Nov. 30
• 10.75% reverse convertible notes due Nov. 28, 2008 linked to Sprint Nextel Corp. stock; 30% trigger; via J.P. Morgan Securities Inc.; pricing Nov. 27; settlement Nov. 30
• Zero-coupon principal-protected notes due Nov. 30, 2010 linked to West Texas Intermediate light sweet crude oil; via Banc of America Securities LLC and Banc of America Investment Services Inc.; pricing Nov. 27; settlement Nov. 30
BARCLAYS BANK PLC
• 10.9% reverse convertible notes due May 23, 2008 linked to AT&T Inc. common stock; via Barclays Capital; pricing Nov. 20; settlement Nov. 30
• 9.6% reverse convertible notes due May 23, 2008 linked to General Electric Co. common stock; via Barclays Capital; pricing Nov. 20; settlement Nov. 30
• 9.3% reverse convertible notes due May 23, 2008 linked to Schlumberger NV common stock; via Barclays Capital; pricing Nov. 20; settlement Nov. 30
• 10.5% reverse convertible notes due May 23, 2008 linked to Transocean Inc. common stock; via Barclays Capital; pricing Nov. 20; settlement Nov. 30
• 98% principal-protected digital plus notes due Nov. 25, 2008 linked to a basket of Asian currencies; via Barclays Capital; pricing Nov. 21; settlement Nov. 27
• Zero-coupon 98% principal-protected digital plus notes due Nov. 25, 2008 linked to equal weights of the Singapore dollar, Philippine peso, Indonesian rupiah and Malaysian ringgit; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc..; pricing Nov. 21; settlement Nov. 27
• 100% principal-protected digital plus notes due Nov. 29, 2012 linked to a basket consisting of copper (40% weight), WTI crude (40% weight) and S&P GSCI Agriculture Index (20% weight); via Barclays Capital; pricing Nov. 26; settlement Nov. 29
• Zero-coupon 100% principal-protected bear notes due 2009 linked to the performance of the dollar versus a basket consisting of equal weights of the Canadian dollar and the Mexican peso, both versus the dollar; via Barclays Capital; pricing Nov. 26; settlement Nov. 29
• 18.5% reverse convertibles due Feb. 29, 2009 linked to Advanced Micro Devices, Inc.; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 19.15% reverse convertible notes due May 30, 2008 linked to AK Steel Holding Corp. common stock; 65% trigger; via Barclays Capital Inc.; pricing Nov. 27; settlement Nov. 30
• 19% reverse convertible notes due May 30, 2008 linked to Apple Inc. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 15% reverse convertible notes due Feb. 29, 2008 linked to Arch Coal, Inc. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 16.5% reverse convertible notes due Feb. 29, 2008 linked to Alaska Air Group, Inc. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 11.75% reverse convertible notes due May 30, 2008 linked to Bank of America Corp. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 14.35% reverse convertible notes due May 30, 2008 linked to Barrick Gold Corp. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 14% reverse convertible notes due Feb. 29, 2008 linked to Boston Scientific Corp. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 9.25% reverse convertible notes due Nov. 28, 2008 linked to BP plc common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 9% reverse convertible notes due May 30, 2008 linked to Burlington Northern Santa Fe Corp. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 20% reverse convertible notes due Feb. 29, 2008 linked to Capital One Financial Corp. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 10% reverse convertible notes due May 30, 2008 linked to Comcast Corp. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 11% reverse convertible notes due May 30, 2008 linked to ConocoPhillips common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 11.25% reverse convertible notes due May 30, 2008 linked to Corning Inc. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 12.35% reverse convertibles due Feb. 29, 2009 linked to Corning Inc.; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 18.25% reverse convertible notes due May 30, 2008 linked to Crocs, Inc. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• Zero-coupon 100% principal protection notes linked to equal weights of the Dow Jones Euro Stoxx 50, S&P 500 and Nikkei 225 indexes due between May 31, 2012 and Nov. 30, 2012; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Nov. 27; settlement Nov. 30
• 10.5% reverse convertible notes due May 30, 2008 linked to Electronic Arts Inc. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 8.75% reverse convertible notes due Nov. 28, 2008 linked to Eli Lilly & Co. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 20% reverse convertible notes due Feb. 29, 2008 linked to Energy Conversion Devices, Inc. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 11% reverse convertible notes due May 30, 2008 linked to Exxon Mobil Corp. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 9.5% reverse convertible notes due May 30, 2008 linked to the shares of the Financial Select Sector Financial SPDR Fund; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 14.25% reverse convertible notes due May 30, 2008 linked to Ford Motor Co. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 13% reverse convertible notes due May 30, 2008 linked to Freeport-McMoRan Copper & Gold Inc. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 18% reverse convertible notes due May 30, 2008 linked to General Motors Corp. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 13.25% reverse convertible notes due May 30, 2008 linked to General Motors Corp. common stock; 60% trigger; via Barclays Capital Inc.; pricing Nov. 27; settlement Nov. 30
• 18% reverse convertible notes due Feb. 29, 2008 linked to Global Industries, Ltd. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 12.5% reverse convertible notes due May 30, 2008 linked to the Goldman Sachs Group, Inc. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 12.25% reverse convertible notes due May 30, 2008 linked to Hewlett Packard Co. common stock; 80% trigger; via Barclays Capital Inc.; pricing Nov. 27; settlement Nov. 30
• 11.8% reverse convertible notes due May 30, 2008 linked to the Home Depot Inc. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 11% reverse convertible notes due May 30, 2008 linked to Intel Corp. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 15.25% reverse convertible notes due May 30, 2008 linked to JetBlue Airways Corp. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 10.5% reverse convertible notes due May 30, 2008 linked to JPMorgan Chase & Co. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 14.5% reverse convertible notes due May 30, 2008 linked to JPMorgan Chase & Co. common stock; 75% trigger; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 15% reverse convertible notes due Feb. 29, 2008 linked to Kohl's Corp. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 20% reverse convertible notes due Feb. 29, 2008 linked to Las Vegas Sands Corp. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 18.5% reverse convertible notes due May 30, 2008 linked to Lehman Brothers Holdings Inc. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 12% reverse convertible notes due May 30, 2008 linked to Lowe's Cos., Inc. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 15.5% reverse convertible notes due May 30, 2008 linked to Macy's, Inc. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 11.25% reverse convertible notes due Nov. 28, 2008 linked to Marathon Oil Corp. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 16% reverse convertible notes due May 30, 2008 linked to Massey Energy Co. common stock; 65% trigger; via Barclays Capital Inc.; pricing Nov. 27; settlement Nov. 30
• 18.5% reverse convertible notes due Feb. 29, 2008 linked to Massey Energy Co. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 10.5% reverse convertible notes due May 30, 2008 linked to the McGraw-Hill Cos., Inc. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 11% reverse convertible notes due May 30, 2008 linked to Micron Technology, Inc. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 13% reverse convertible notes due Feb. 29, 2008 linked to Merrill Lynch & Co., Inc. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 19% reverse convertible notes due Feb. 29, 2008 linked to Moody's Corp. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 13% reverse convertible notes due Feb. 29, 2008 linked to Mylan Laboratories Inc. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 10.5% reverse convertible notes due Nov. 28, 2008 linked to the Nasdaq Stock Market, Inc. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 13.45% reverse convertible notes due May 30, 2008 linked to National Oilwell Varco Inc. common stock; 65% trigger; via Barclays Capital Inc.; pricing Nov. 27; settlement Nov. 30
• 12% reverse convertible notes due May 30, 2008 linked to Noble Energy, Inc. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 15% reverse convertible notes due Feb. 29, 2008 linked to Nucor Corp. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 10.25% reverse convertible notes due May 30, 2008 linked to Oracle Corp. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 13.5% reverse convertible notes due May 30, 2008 linked to Panera Bread Co. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 17% reverse convertible notes due May 30, 2008 linked to Peabody Energy Corp. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 16.35% reverse convertibles due Feb. 29, 2009 linked to Peabody Energy Corp.; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 9.75% reverse convertible notes due May 30, 2008 linked to Pfizer Inc. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 10.3% reverse convertible notes due May 30, 2008 linked to Precision Castparts Corp. common stock; 70% trigger; via Barclays Capital Inc.; pricing Nov. 27; settlement Nov. 30
• 13% reverse convertible notes due May 30, 2008 linked to Qualcomm Inc. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 15% reverse convertible notes due May 30, 2008 linked to Schlumberger NV. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 13.1% reverse convertible notes due May 30, 2008 linked to Schlumberger Ltd. common stock; 75% trigger; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 18.5% reverse convertible notes due May 30, 2008 linked to Suntech Power Holdings Co., Ltd. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 13.5% reverse convertible notes due Feb. 29, 2008 linked to Target Corp. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 10.25% reverse convertible notes due May 30, 2008 linked to Texas Instruments Inc. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 13.5% reverse convertible notes due May 30, 2008 linked to Titanium Metals Corp. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 19.25% reverse convertibles due Feb. 29, 2009 linked to Titanium Metals Corp.; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 13% reverse convertible notes due May 30, 2008 linked to USG Corp. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 13.5% reverse convertible notes due May 30, 2008 linked to Valero Energy Corp. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 10.75% reverse convertible notes due May 30, 2008 linked to Wells Fargo & Co. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 13.25% reverse convertible notes due May 30, 2008 linked to Whirlpool Corp. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• 15.5% reverse convertible notes due Feb. 29, 2008 linked to Whole Foods Market, Inc. common stock; via Barclays Capital; pricing Nov. 27; settlement Nov. 30
• Zero-coupon 100% principal protection notes due between March 28, 2013 and Sept. 30, 2013 linked to the Dow Jones Euro Stoxx 50, S&P 500 and Nikkei 225 indexes, each weighted at about a third; via UBS Financial Services Inc. and Barclays Capital Inc.
• ETF Plus notes due 2008 linked to the iShares MSCI Emerging Markets index fund; via Barclays Capital Inc.
• 0% buffered SuperTrack notes due 2012 linked to the iShares MSCI Emerging Markets index fund with a 70% weight, S&P GSCI Agriculture Index Excess Return with a 7.5% weight, aluminum with a 4.5% weight, copper with a 4.5% weight, nickel with a 3% weight, gasoline RBOB with a 5.25% weight and WTI crude oil with a 5.25% weight; via Barclays Capital Inc.
BEAR STEARNS COS. INC.
• Three-month 13% reverse convertible notes linked to the class A common stock of MasterCard Inc.; 70% trigger; via Bear, Stearns & Co. Inc.; pricing and settlement in November
CITIGROUP FUNDING INC.
• 10% to 11% Equity LinKed Securities (ELKS) linked to Alcoa, Inc. common stock; 75% trigger; via Citigroup Global Markets Inc.; pricing in November
• Two-year 8% Premium Mandatory Callable Equity-linked Securities (Pacers) linked to the American Depositary Receipts of Companhia Vale do Rio Doce; 65% trigger; via Citigroup Global Markets Inc.
• 0% commodity-linked notes due November 2008 based on the price of gold; via Citigroup Global Markets Inc.
CREDIT SUISSE, NASSAU BRANCH
• 19.5% reverse convertible securities due Feb. 26, 2008 linked to Apple Inc. stock; 80% trigger; via Credit Suisse; pricing and settlement in November
• 11% reverse convertible notes due Feb. 26, 2008 linked to eBay Inc. common stock; 80% trigger; via Credit Suisse; pricing and settlement in November
• 25% reverse convertible notes due Feb. 26, 2008 linked to E*Trade Financial Corp. common stock; 65% trigger; via Credit Suisse; pricing and settlement in November
• 23% reverse convertible notes due Feb. 26, 2008 linked to Lehman Brothers Holdings Inc. common stock; 75% trigger; via Credit Suisse; pricing and settlement in November
• 24% reverse convertible notes due Feb. 26, 2008 linked to Southern Copper Corp. common stock; 80% trigger; via Credit Suisse; pricing and settlement in November
• 16% reverse convertible notes due Feb. 26, 2008 linked to Weatherford International Ltd. common stock; 75% trigger; via Credit Suisse; pricing and settlement in November
DEUTSCHE BANK AG, LONDON BRANCH
• Zero-coupon 100% principal-protected performance securities due May 28, 2010 linked to the Deutsche Bank Balanced Currency Harvest index; via Deutsche Bank Securities and Deutsche Bank Trust Co. Americas; pricing Nov. 26; settlement Nov. 30
• 100% principal-protected range accrual notes due Nov. 29, 2022 linked to six-month Libor; via Deutsche Bank Trust Co. Americas and Deutsche Bank Securities; pricing Nov. 26; settlement Nov. 29
• Zero-coupon buffered absolute return barrier notes due May 29, 2009 linked to the Russell 1000 Growth index; via Deutsche Bank Securities Inc.; pricing Nov. 26; settlement Nov. 29
• Zero-coupon 100% principal protection absolute return barrier M-notes due May 29, 2009 linked to the Russell 1000 Growth index; via Deutsche Bank Securities Inc.; pricing Nov. 26; settlement Nov. 29
• Zero-coupon 100% principal protection absolute return barrier M-notes due May 29, 2009 linked to the Russell 2000 index; via Deutsche Bank Securities Inc.; pricing Nov. 26; settlement Nov. 29
• Zero-coupon 100% principal protection absolute return barrier securities due May 29, 2009 linked to the Russell Midcap index; via Deutsche Bank Securities Inc.; pricing Nov. 26; settlement Nov. 29
• 0% barrier rebate securities due Dec. 5, 2008 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Nov. 26; settlement Nov. 29
• 0% barrier rebate securities due Dec. 5, 2008 linked to the S&P 500 index; via Deutsche Bank Securities Inc and Deutsche Bank Trust Co. Americas; pricing Nov. 26; settlement Nov. 29
• Zero-coupon 100% principal protection absolute return barrier M-notes due May 29, 2009 linked to the S&P 500 index; via Deutsche Bank Securities Inc.; pricing Nov. 26; settlement Nov. 29
• Zero-coupon 100% principal-protected performance securities due Nov. 30, 2010 linked to the Deutsche Bank Currency Returns Index; via UBS Financial Services Inc. and Deutsche Bank Securities; pricing Nov. 27; settlement Nov. 30
• 0% market contribution securities due Nov. 30, 2010 linked to the Deutsche Bank Liquid Commodity Index - Mean Reversion Plus Total Return; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Nov. 27; settlement Nov. 30
• Return optimization securities due May 29, 2009 linked to the appreciation of the U.S. dollar relative to the Canadian dollar; via UBS Financial Services and Deutsche Bank Securities Inc.; pricing Nov. 27; settlement Nov. 30
• Return optimization securities due May 29, 2009 linked to the appreciation of the dollar relative to the euro; via UBS Financial Services and Deutsche Bank Securities Inc.; pricing Nov. 27; settlement Nov. 30
•0% Efficient Allocation Return Notes (EARNs) linked to the S&P 500 index, the MSCI Emerging Markets index and the MSCI EAFE index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Nov. 27; settlement Nov. 30
• Zero-coupon buffered absolute return barrier securities due May 29, 2009 linked to the MSCI EAFE index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Nov. 27; settlement Nov. 30
• Zero-coupon 100% principal protection absolute return barrier M-notes due May 29, 2009 linked to the Russell 2000 index; via Deutsche Bank Securities Inc.; pricing Nov. 27; settlement Nov. 30
• Zero-coupon 100% principal protection absolute return barrier notes due Nov. 26, 2008 linked to the S&P 500 index; via Deutsche Bank Securities Inc.; pricing Nov. 27; settlement Nov. 30
• Zero-coupon 100% principal protection absolute return barrier M-notes due June 8, 2009 linked to the MSCI EAFE index; via Deutsche Bank Securities Inc.; pricing Dec. 4; settlement Dec. 7
EKSPORTFINANS ASA
• 0% Accelerated Return Equity Securities (ARES) due May 31, 2012 linked to the Credit Suisse Water index; via Credit Suisse Securities (USA) LLC; pricing Nov. 26; settlement Nov. 30
• 21.50% reverse convertible notes due Dec. 1, 2008 linked to the worst performing stock out of November 2007 "Dogs of the Dow"; Stocks include Altria Group, Inc., AT&T Inc., Citigroup Inc., E.I. du Pont de Nemours & Co., General Electric Co., General Motors Corp., the Home Depot, Inc., JPMorgan Chase & Co., Pfizer, Inc. and Verizon Communications Inc.; via Natixis Securities North America Inc.; pricing Nov. 27; settlement Nov. 30
• 25.2% reverse convertible notes due May 30, 2008 linked to Amazon.com, Inc., Apple Inc., Google Inc. and Research In Motion Ltd. via Natixis Securities North America Inc.; 65% trigger; pricing Nov. 27; settlement Nov. 30
• 17.25% reverse convertible notes due March 3, 2008 linked to the common stock of AMR Corp.; 70% trigger; via Natixis Securities North America Inc.; pricing Nov. 27; settlement Nov. 30
• 19.5% annualized knock-in reverse convertible securities due May 30, 2008 linked to a basket consisting of the Small Dogs of the Dow stocks, including AT&T Inc., Citigroup Inc., General Electric Co., Home Depot, Inc. and Pfizer Inc.; 70% trigger; via Natixis Securities North America Inc.; pricing Nov. 27; settlement Nov. 30
• 22.2% reverse convertible notes due May 30, 2008 linked to the common stock of Baidu.com, Inc.; 65% trigger; via Natixis Securities North America Inc.; pricing Nov. 27; settlement Nov. 30
• 23.65% reverse convertible notes due March 3, 2008 linked to the common stock of Companhia Vale do Rio Doce; 80% trigger; via Natixis Securities North America Inc.; pricing Nov. 27; settlement Nov. 30
• 36% reverse convertible notes due March 3, 2008 linked to the worst performing stock out of Companhia Vale do Rio Doce, Gerdau SA, Petroleo Brasileiro SA (Petrobras) and Apple Inc.; via Natixis Securities North America Inc.; pricing Nov. 27; settlement Nov. 30
• 18.25% reverse convertible notes due March 3, 2008 linked to the common stock of Echelon Corp.; 65% trigger; via Natixis Securities North America Inc.; pricing Nov. 27; settlement Nov. 30
• 32% reverse convertible notes due March 3, 2008 linked to the common stock of Force Protection, Inc.; 65% trigger; via Natixis Securities North America Inc.; pricing Nov. 27; settlement Nov. 30
• 15% reverse convertible notes due Dec. 1, 2008 linked to the worst performing stock out of Ford Motor Co. and General Motors Corp.; via Natixis Securities North America Inc.; pricing Nov. 27; settlement Nov. 30
• 20.3% reverse convertible notes due May 30, 2008 linked to the common stock of Fuel Tech, Inc.; 60% trigger; via Natixis Securities North America Inc.; pricing Nov. 27; settlement Nov. 30
• 13.05% reverse convertible notes due March 3, 2008 linked to the common stock of Icici Bank Ltd.; 75% trigger; via Natixis Securities North America Inc.; pricing Nov. 27; settlement Nov. 30
• 33.1% reverse convertible notes due March 3, 2008 linked to the common stock of InterOil Corp.; 65% trigger; via Natixis Securities North America Inc.; pricing Nov. 27; settlement Nov. 30
• 20.75% reverse convertible notes due May 30, 2008 linked to the common stock of iShares FTSE/Xinhua China 25 index fund; 70% trigger; via Natixis Securities North America Inc.; pricing Nov. 27; settlement Nov. 30
• 16.7% reverse convertible notes due March 3, 2008 linked to the common stock of iShares MSCI Brazil index fund; 80% trigger; via Natixis Securities North America Inc.; pricing Nov. 27; settlement Nov. 30
• 13.3% reverse convertible notes due May 30, 2008 linked to the common stock of iShares MSCI Emerging Markets index fund; 80% trigger; via Natixis Securities North America Inc.; pricing Nov. 27; settlement Nov. 30
• 14.15% reverse convertible notes due May 30, 2008 linked to the common stock of Peabody Energy Corp.; 80% trigger; via Natixis Securities North America Inc.; pricing Nov. 27; settlement Nov. 30
• 19.25% reverse convertible notes due March 3, 2008 linked to the common stock of Petroleo Brasileiro SA; 80% trigger; via Natixis Securities North America Inc.; pricing Nov. 27; settlement Nov. 30
• 20% reverse convertible notes due May 30, 2008 linked to the common stock of Progenics Pharmaceuticals, Inc.; 60% trigger; via Natixis Securities North America Inc.; pricing Nov. 27; settlement Nov. 30
• 15.05% reverse convertible notes due March 3, 2008 linked to the common stock of Rambus Inc.; 65% trigger; via Natixis Securities North America Inc.; pricing Nov. 27; settlement Nov. 30
• 15.3% reverse convertible notes due Dec. 1, 2008 linked to the common stock of Research In Motion Ltd.; 60% trigger; via Natixis Securities North America Inc.; pricing Nov. 27; settlement Nov. 30
• 0% absolute return range notes due June 30, 2009 linked to the Russell 2000 index; via Wachovia Capital Markets, LLC; pricing in November; settlement in December
• 20% reverse convertible notes due May 30, 2008 linked to the common stock of Smith & Wesson Holding Corp.; 70% trigger; via Natixis Securities North America Inc.; pricing Nov. 27; settlement Nov. 30
• 23% reverse convertible notes due March 3, 2008 linked to the common stock of Taser International, Inc.; 70% trigger; via Natixis Securities North America Inc.; pricing Nov. 27; settlement Nov. 30
• 0% enhanced growth securities due June 2, 2009 linked to General Electric Co. stock; via Wachovia Capital Markets, LLC; pricing in November; settlement in December
• 10.5% to 11.5% reverse exchangeable notes with contingent downside protection due May 5, 2008 linked to Amazon.com, Inc. stock; via Wachovia Capital Markets, LLC
• Zero-coupon 100% principal-protected one-year notes linked to equal weights of the Brazilian real, Indian rupee, Russian ruble, South African rand and Turkish lira; via underwriter Wachovia Capital Markets, LLC
• Floating-rate strategic access securities due Feb. 10, 2009 linked to the CBOE S&P 500 BuyWrite (BXM) index; via Wachovia Capital Markets, LLC
• Capped principal-protected notes due 2010 linked to the Dow Jones Euro Stoxx 50 with a 34% weight, FTSE 100 with a 30% weight, Topix with a 27% weight and the Swiss Market with a 9% weight; via Goldman, Sachs & Co.
• 0% enhanced growth securities due June 2, 2009 linked to the S&P 500 index; via Wachovia Capital Markets, LLC
• 0% two-year notes linked to silver (75% weight) and gold (25% weight); via Wachovia Capital Markets, LLC
• 10.5% to 11.5% enhanced yield securities due May 5, 2008 linked to Schlumberger Ltd. common stock; 75% trigger; via Wachovia Capital Markets, LLC
GOLDMAN SACHS GROUP INC.
• 0% leveraged equity index-linked notes due 2008 linked to the S&P 500 index; via Goldman, Sachs & Co.
• 0% index-linked notes due 2010 linked to the S&P 500 index; via Goldman, Sachs & Co.
• 0% leveraged index-linked notes due June 2, 2011 linked to the S&P 500 with a 35% weight and the MISCI EAFE with a 65% weight; 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.
HSBC USA INC.
• 27% down & in worst of reverse convertible notes due May 30, 2008 linked to 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.; 65% trigger; via HSBC Securities (USA) Inc.; pricing Nov. 27; settlement Nov. 30
• 0% enhanced market participation notes due Dec. 4, 2008 linked to the Hang Seng China Enterprises index; via HSBC Securities (USA) Inc.; pricing Nov. 27; settlement Nov. 30
• 0% enhanced market participation notes due Dec. 4, 2008 linked to the PHLX Gold & Silver Sector index; via HSBC Securities (USA) Inc.; pricing Nov. 27; settlement Nov. 30
JPMORGAN CHASE & CO.
• 0% buffered return enhanced notes due Nov. 30, 2012 linked to Russell 1000 Growth index and Russell 1000 Value index; via J.P. Morgan Securities Inc.; pricing Nov. 19; settlement Nov. 26
• Zero-coupon notes due Dec. 4, 2008 linked to an index basket of buffered return enhanced components consisting of the Dow Jones Euro Stoxx 50 (45% weight), FTSE 100 (30% weight) and Nikkei 225 (25% weight); via J.P. Morgan Securities Inc.; pricing Nov. 21; settlement Nov. 27
• 0% buffered equity notes due Nov. 26, 2010 linked to the Russell 1000 Growth Index; via J.P. Morgan Securities Inc.; pricing Nov. 21; settlement Nov. 27
• 26% reverse exchangeable notes due May 30, 2008 linked to the least-performing common stock in the Dow Jones Industrial Average index; via J.P. Morgan Securities Inc.; pricing Nov. 26; settlement Nov. 30
• 13% reverse exchangeable notes due May 30, 2008 linked to Alcoa Inc. stock; via J.P. Morgan Securities Inc.; pricing Nov. 27; settlement Nov. 30
• 16.75% reverse exchangeable notes due May 30, 2008 linked to AMR Corp. stock; via J.P. Morgan Securities Inc.; pricing Nov. 27; settlement Nov. 30
• 10.25% reverse exchangeable notes due Nov. 28, 2008 linked to AT&T Inc. common stock; 80% trigger; via J.P. Morgan Securities Inc.; pricing Nov. 27; settlement Nov. 30
• 11.50% reverse exchangeable notes due Nov. 28, 2008 linked to Bank of America Corp. stock; via J.P. Morgan Securities Inc.; pricing Nov. 27; settlement Nov. 30
• 19% reverse exchangeable notes due May 30, 2008 linked to CIT Group Inc. stock; via J.P. Morgan Securities Inc.; pricing Nov. 27; settlement Nov. 30
• 13.5% reverse exchangeable notes due Feb. 29, 2008 linked to Citigroup Inc. stock; via J.P. Morgan Securities Inc.; pricing Nov. 27; settlement Nov. 30
• 19% reverse exchangeable notes due Feb. 29, 2008 linked to Crocs, Inc. stock; via J.P. Morgan Securities Inc.; pricing Nov. 27; settlement Nov. 30
• 14% reverse exchangeable notes due May 30, 2008 linked to Cummins Inc. stock; via J.P. Morgan Securities Inc.; pricing Nov. 27; settlement Nov. 30
• 0% principal-protected notes due May 31, 2013 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 Nov. 27; settlement Nov. 30
• 10.5% reverse exchangeable notes due May 30, 2008 linked to EMC Corp. stock; via J.P. Morgan Securities Inc.; pricing Nov. 27; settlement Nov. 30
• 10.25% reverse exchangeable notes due Nov. 28, 2008 linked to ExxonMobil Corp. common stock; 80% trigger; via J.P. Morgan Securities Inc.; pricing Nov. 27; settlement Nov. 30
• 18% reverse exchangeable notes due Feb. 29, 2008 linked to Freeport-McMoRan Copper & Gold Inc. stock; via J.P. Morgan Securities Inc.; pricing Nov. 27; settlement Nov. 30
• 23% reverse exchangeable notes due Feb. 29, 2008 linked to Garmin Ltd. stock; via J.P. Morgan Securities Inc.; pricing Nov. 27; settlement Nov. 30
• 9.25% reverse exchangeable notes due Nov. 28, 2008 linked to General Electric Co. common stock; 85% trigger; via J.P. Morgan Securities Inc.; pricing Nov. 27; settlement Nov. 30
• 15% reverse exchangeable notes due May 30, 2008 linked to the Goldman Sachs Group, Inc.; via J.P. Morgan Securities Inc.; pricing Nov. 27; settlement Nov. 30
• 17.25% reverse exchangeable notes due May 30, 2008 linked to Las Vegas Sands Corp. stock; via J.P. Morgan Securities Inc.; pricing Nov. 27; settlement Nov. 30
• 18% reverse exchangeable notes due Feb. 29, 2008 linked to Merrill Lynch & Co., Inc. stock; via J.P. Morgan Securities Inc.; pricing Nov. 27; settlement Nov. 30
• 0% knock-out return enhanced notes due Jan. 2, 2009 linked to the MSCI EAFE index; via J.P. Morgan Securities Inc.; pricing Nov. 27; settlement Nov. 30
• 0% return enhanced notes due Jan. 2, 2009 linked to the Nasdaq 100 index; via J.P. Morgan Securities Inc.; pricing Nov. 27; settlement Nov. 30
• 12.50% reverse exchangeable notes due May 30, 2008 linked to Nordstrom, Inc. stock; via J.P. Morgan Securities Inc.; pricing Nov. 27; settlement Nov. 30
• 22.50% reverse exchangeable notes due May 30, 2008 linked to NutriSystem, Inc. stock; via J.P. Morgan Securities Inc.; pricing Nov. 27; settlement Nov. 30
• 13% reverse exchangeable notes due May 30, 2008 linked to Oracle Corp.; via J.P. Morgan Securities Inc.; pricing Nov. 27; settlement Nov. 30
• Knock-out notes due Nov. 30, 2010 linked to equal weights of the S&P 500 index, the Nikkei 225 index and the Dow Jones Euro Stoxx 50 index; 60% trigger; via J.P. Morgan Securities Inc.; pricing Nov. 27; settlement Nov. 30
• 11.75% reverse exchangeable notes due Nov. 28, 2008 linked to Schlumberger NV common stock; 70% trigger; via J.P. Morgan Securities Inc.; pricing Nov. 27; settlement Nov. 30
• 10.75% reverse exchangeable notes due Nov. 28, 2008 linked to Sprint Nextel Corp. stock; via J.P. Morgan Securities Inc.; pricing Nov. 27; settlement Nov. 30
• 13% reverse exchangeable notes due Feb. 29, 2008 linked to Target Corp. stock; via J.P. Morgan Securities Inc.; pricing Nov. 27; settlement Nov. 30
• 15% reverse exchangeable notes due May 30, 2008 linked to Toll Brothers, Inc. stock; via J.P. Morgan Securities Inc.; pricing Nov. 27; settlement Nov. 30
• 10% reverse exchangeable notes due May 30, 2008 linked to Washington Mutual, Inc. stock; via J.P. Morgan Securities Inc.; pricing Nov. 27; settlement Nov. 30
• 14% reverse exchangeable notes due Feb. 29, 2008 linked to Wynn Resorts, Ltd. stock; via J.P. Morgan Securities Inc.; pricing Nov. 27; settlement Nov. 30
• 15% reverse exchangeable notes due Feb. 29, 2008 linked to Yahoo! Inc. stock; via J.P. Morgan Securities Inc.; pricing Nov. 27; settlement Nov. 30
LEHMAN BROTHERS HOLDINGS INC.
• 11.2% reverse convertible notes due May 23, 2008 linked to the common stock of Charles Schwab Corp.; 80% trigger; via HSBC Securities (USA) Inc.; pricing Nov. 20; settlement Nov. 26
• 17.5% reverse convertible notes due Feb. 25, 2008 linked to the common stock of Lehman Brothers Holdings Inc.; 70% trigger; via HSBC Securities (USA) Inc.; pricing Nov. 20; settlement Nov. 26
• 10.8% reverse convertible notes due May 23, 2008 linked to the common stock of Marathon Oil Corp.; 75% trigger; via HSBC Securities (USA) Inc.; pricing Nov. 20; settlement Nov. 26
• 10.6% reverse exchangeable notes due May 26, 2008 linked to PG&E Corp. common stock; via Lehman Brothers Inc.; pricing Nov. 20; settlement Nov. 26
• 0% performance securities with partial protection due Nov. 14, 2012 linked to a basket consisting of the S&P 500 (35% weight), Russell 2000 (20% weight), FTSE 100 (10% weight), Nikkei 225 (10% weight), MSCI Emerging Markets (5% weight), Swiss Market (2.5% weight) and S&P/ASX 200 (2.5% weight); via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing Nov. 20; settlement Nov. 26
• 9.8% reverse convertible notes due May 23, 2008 linked to the common stock of Target Corp.; 75% trigger; via HSBC Securities (USA) Inc.; pricing Nov. 20; settlement Nov. 26
• 0% buffered return enhanced notes due May 31, 2011 linked to a basket consisting of light sweet crude oil (15% weight), Henry Hub natural gas (10% weight), high grade primary aluminum and copper - grade A, (both 7% weight), primary nickel (6% weight), reformulated gasoline blendstock for oxygen blending, No. 2 fuel heating oil, special high grade zinc, standard lead and gold, (all 5% weight), along with the S&P GSCI Livestock Index Excess Return (10% weight) and the S&P GSCI Agriculture Index Excess Return (20% weight); via Lehman Brothers Inc.; pricing Nov. 21; settlement Nov. 29
• 0% buffered return enhanced notes due May 31, 2011 linked to the S&P 500 index with a 30% weight, Nikkei 225 with a 30% weight, Dow Jones Euro Stoxx 50 with a 30% weight and Hang Seng index with a 10% weight; 80% trigger; via Lehman Brothers Inc.; pricing Nov. 21; settlement Nov. 29
• 0% buffered return enhanced notes due November 2011 linked to the Dow Jones Euro Stoxx 50 index weighted at 50%, the Nikkei 225 index weighted at 30% and the FTSE 100 index weighted at 20%; 92.5% trigger; via Lehman Brothers Inc.; pricing Nov. 26; settlement Nov. 30
• 0% principal protected notes with enhanced participation due Nov. 30, 2010 linked to the euro with a 33.34% weight, the British pound with a 33.33% weight and the Canadian dollar with a 33.33% weight; via Lehman Brothers Inc.; pricing Nov. 26; settlement Nov. 30
• 0% foreign exchange principal-protected notes due June 1, 2009 linked to basket consisting of equal weights (25%) of the Indonesian rupiah, Indian rupee, Malaysian ringgit and Singapore dollar; via Lehman Brothers Inc.; pricing Nov. 26; settlement Nov. 30
• 0% principal protection notes with enhanced participation linked to the Lehman Brothers Commodity Index Excess Return; via Lehman Brothers Inc.; pricing Nov. 26; settlement Nov. 30
• zero-coupon 100% principal-protected enhanced participation notes due Nov. 30, 2010 linked to a basket of light sweet crude oil weighted at 20%, No. 2 fuel heating oil weighted at 10%, grade A copper weighted at 10%, primary nickel weighted at 10%, special high-grade zinc weighted at 10%, gold weighted at 10%, platinum weighted at 10%, No. 2 yellow corn weighted at 10% and No. 2 wheat weighted at 10%; via Lehman Brothers Inc.; pricing Nov. 26; settlement Nov. 30
• Zero-coupon buffered absolute return barrier notes due May 29, 2009 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Nov. 26; settlement Nov. 29
• Zero-coupon buffered absolute return barrier notes due May 29, 2009 linked to the Russell 2000 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Nov. 26; settlement Nov. 29
• 16.1% reverse exchangeable notes due May 30, 2008 linked to American International Group, Inc. common stock; via Lehman Brothers Inc.; pricing Nov. 27; settlement Nov. 30
• 17.25% reverse exchangeable notes due May 30, 2008 linked to Amazon.com, Inc. common stock; via Lehman Brothers Inc.; pricing Nov. 27; settlement Nov. 30
• 28.7% reverse exchangeable notes due May 30, 2008 linked to the least-performing stock in a basket that includes the common stocks of Apple Inc., Research In Motion Ltd. and Google Inc.; 70% trigger; via Lehman Brothers Inc.; pricing Nov. 27; settlement Nov. 30
• 0% foreign exchange principal-protected notes due Nov. 30, 2009 linked to a basket consisting of equal weights (20%) of the Brazilian real, Russian ruble, Indian rupee, Chinese renminbi and South Korean won, all versus the dollar; via Lehman Brothers Inc.; pricing Nov. 27; settlement Nov. 30
• 10.5% reverse exchangeable notes due Nov. 28, 2008 linked to the common stock of Cisco Systems, Inc.; 80% trigger; via Lehman Brothers; pricing Nov. 27; settlement Nov. 30
• 14% reverse exchangeable notes due May 30, 2008 linked to Companhia Vale do Rio Doce common stock; via Lehman Brothers Inc.; pricing Nov. 27; settlement Nov. 30
• 22.6% reverse exchangeable notes due Feb. 29, 2008 linked to Continental Airlines, Inc. common stock; via Lehman Brothers Inc.; pricing Nov. 27; settlement Nov. 30
• 0% return optimization securities due May 29, 2009 linked to Dow Jones Euro Stoxx 50 index with 35% weight, FTSE 100 index with 25% weight, Nikkei 225 index with 25% weight, Swiss Market index with 5% weight, S&P/ASX 200 index with 5% weight and MSCI Emerging Markets index with 5% weight; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing Nov. 27; settlement Nov. 30
• 0% buffered return enhanced notes due Nov. 30, 2011 linked to a basket consisting of equal weights of the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500; via Lehman Brothers Inc.; pricing Nov. 27; settlement Nov. 30
• Zero-coupon principal at risk buffered return enhanced notes due Nov. 30, 2010 linked to equal weights of the FTSE/Xinhua China 25, Kospi 200, MSCI Singapore Free and MSCI Taiwan indexes; via Lehman Brothers Inc.; pricing Nov. 27; settlement Nov. 30
• 18% reverse exchangeable notes due Feb. 29, 2008 linked to Freeport-McMoRan Copper & Gold Inc. common stock; via Lehman Brothers Inc.; pricing Nov. 27; settlement Nov. 30
• 14.25% reverse exchangeable notes due Feb. 29, 2008 linked to General Motors Corp. common stock; via Lehman Brothers Inc.; pricing Nov. 27; settlement Nov. 30
• 10.05% reverse exchangeable notes due Nov. 28, 2008 linked to the common stock of Google Inc.; 80% trigger; via Lehman Brothers; pricing Nov. 27; settlement Nov. 30
• 17% reverse exchangeable notes due May 30, 2008 linked to JetBlue Airways Corp. common stock; via Lehman Brothers Inc.; pricing Nov. 27; settlement Nov. 30
• 14.5% reverse exchangeable notes due May 30, 2008 linked to JPMorgan Chase & Co. common stock; via Lehman Brothers Inc.; pricing Nov. 27; settlement Nov. 30
• 8% to 9% Range Notes due Nov. 30, 2017 linked to six-month Libor; via Lehman Brothers Inc.; pricing Nov. 27; settlement Nov. 30
• Zero-coupon 100% principal protection absolute return barrier notes due May 29, 2009 linked to MSCI EAFE index; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing Nov. 27; settlement Nov. 30
• Zero-coupon 100% principal protection autocallable absolute return barrier notes due June 1, 2009 linked to MSCI EAFE index; via Lehman Brothers Inc.; pricing Nov. 27; settlement Nov. 30
• 20.45% reverse exchangeable notes due May 30, 2008 linked to Morgan Stanley common stock; via Lehman Brothers Inc.; pricing Nov. 27; settlement Nov. 30
• 9.5% reverse exchangeable notes due Nov. 28, 2008 linked to the common stock of Pfizer Inc.; 85% trigger; via Lehman Brothers; pricing Nov. 27; settlement Nov. 30
• 24.15% reverse exchangeable notes due Feb. 29, 2008 linked to Research in Motion Ltd. common stock; via Lehman Brothers Inc.; pricing Nov. 27; settlement Nov. 30
• Return optimization securities with partial protection due May 29, 2009 linked to the S&P 500 index; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing Nov. 27; settlement Nov. 30
• 16% reverse exchangeable notes due Feb. 29, 2008 linked to Target Corp. common stock; via Lehman Brothers Inc.; pricing Nov. 27; settlement Nov. 30
• 18% reverse exchangeable notes due Feb. 29, 2008 linked to Under Armour, Inc. common stock; via Lehman Brothers Inc.; pricing Nov. 27; settlement Nov. 30
• 0% three-year notes linked to the Dow Jones - AIG Commodity Index Excess Return; via Lehman Brothers Inc.
• One-year capped participation notes linked to gold; via Lehman Brothers Inc.
• Two-year capped participation notes linked to gold; via Lehman Brothers Inc.
• Four-year zero-coupon 100% principal-protected dual participation notes linked to gold; via Lehman Brothers Inc.
• Three-year zero-coupon equity and currency-linked basket notes linked to the Indian rupee and the S&P CNX Nifty index; via Lehman Brothers Inc.
• Two-year zero-coupon equity and currency-linked basket notes linked to the Indian rupee and the S&P CNX Nifty index; via Lehman Brothers Inc.
• 0% buffered return enhanced notes linked to the Russell Top 200 index and the iShares Russell Midcap Growth Fund; via Lehman Brothers Holdings Inc.
• 0% three-year notes linked to the Lehman Brothers Commodity Index Equal Weight Excess Return; via Lehman Brothers Holdings Inc.
MERRILL LYNCH & CO., INC.
• Principal-protected callable notes due November 2017 linked to Libor; via Merrill Lynch & Co.; pricing and settlement in November
• zero-coupon notes due January 2009 linked to the Topix Small Cap index; via Merrill Lynch & Co.; pricing and settlement in November
• 0% notes due January 2009 linked to the Topix Small Cap index; via Merrill Lynch & Co.; pricing and settlement in November
• Zero-coupon principal-protected notes due November 2010 linked to a long position in the Rogers International Commodity Index - Excess Return versus a short position in the U.S. Dollar Index; via Merrill Lynch & Co.; pricing and settlement in November
• 0% leveraged index return notes due March 2010 linked to the Merrill Lynch Commodity index eXtra Biofuels - Excess Return; via Merrill Lynch & Co.; pricing and settlement in November or December
• 0% Strategic Accelerated Redemption Securities due December 2009 linked to the Dow Jones - AIG Commodity index; via Merrill Lynch & Co.; pricing in November; settlement in December
• Two-year 9% callable Stock Return Income Debt Securities (Strides) payable at maturity with Exxon Mobil Corp. common stock; via Merrill Lynch & Co.; pricing in November; settlement in December
• 0% Accelerated Return Notes due February 2009 linked to the MSCI EAFE index; via Merrill Lynch & Co.; pricing in November; settlement in December
• 0% leveraged index return notes due April 2010 linked to the Nikkei 225 (33.34% weight), S&P 500 (33.33% weight) and Dow Jones Euro Stoxx 50 (33.33% weight) indexes; via Merrill Lynch & Co.; pricing in November; settlement in December
• Long Short Notes due June 2009 linked to the Select Sectors/Dow Jones U.S. Select Telecommunications long short index - series XVII; via Merrill Lynch & Co.
• 0% Protected Covered Call Enhanced Income Notes due November 2012 linked to the US-Euro Proceeds index; via Merrill Lynch & Co.
MORGAN STANLEY
• 0% annual review notes due Dec. 20, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing Nov. 21; settlement Nov. 29
• 10% -12% reverse convertible securities (RevCons) due Feb. 28, 2008 linked to Cisco Systems, Inc. common stock; via Morgan Stanley & Co. Inc.; pricing Nov. 23; settlement Nov. 28
• 10.5% -12.5% reverse convertible securities (RevCons) due Feb. 28, 2008 linked to Costco Wholesale Corp. common stock; via Morgan Stanley & Co. Inc.; pricing Nov. 23; settlement Nov. 28
• 18.25% -20.25% reverse convertible securities (RevCons) due Feb. 28, 2008 linked to Goldman Sachs Group, Inc. common stock; via Morgan Stanley & Co. Inc.; pricing Nov. 23; settlement Nov. 28
• 20% -22% reverse convertible securities (RevCons) due Feb. 28, 2008 linked to Merrill Lynch & Co., Inc. common stock; via Morgan Stanley & Co. Inc.; pricing Nov. 23; settlement Nov. 28
• Zero-coupon protected fund-linked securities due Nov. 30, 2012 linked to the 2007-3 Fund Dynamic Reference index; via Morgan Stanley & Co. Inc.; pricing and settlement in November
• 0% commodity-linked capital-protected notes due Dec. 31, 2010 linked to a basket consisting of equal weights (25%) of the Baltic Dry Index, grade A copper, wheat - CBOT and West Texas intermediate light sweet crude oil; via Morgan Stanley & Co. Inc.; pricing and settlement in November
• 8% Stock Participation Accreting Redemption Quarterly-pay Securities (Sparqs) due Dec. 20, 2008 linked to Dell Inc. stock; via Morgan Stanley & Co. Inc.; pricing in November
• Buffered Bear Market Performance Leveraged Upside Securities (PLUS) due Dec. 20, 2008 inversely linked to the FTSE/Xinhua China 25 Index Fund; via Morgan Stanley & Co. Inc.; pricing and settlement in November
• 0% Performance Leveraged Upside Securities (PLUS) due Dec. 20, 2008 linked to the Nasdaq 100 index; via Morgan Stanley & Co. Inc.; pricing and settlement in November
• 0% buffered Performance Leveraged Upside Securities (PLUS) due Nov. 20, 2011 linked to a basket consisting of the Nikkei 225 index (33.3333% weight), Dow Jones Euro Stoxx 50 (33.3333% weight), S&P 500 Latin America 40 index (16.6667% weight) and Russian Depositary Receipts (16.6667% weight); via Morgan Stanley & Co. Inc.; pricing and settlement in November
• 0% notes due Dec. 20, 2008 in the Performance Leveraged Upside Securities (PLUS) structure linked to the PHLX Oil Service Sector index; via Morgan Stanley & Co. Inc.; pricing and settlement in November
• 0% Performance Leveraged Upside Securities (PLUS) due Dec. 20, 2008 linked to the Russell 2000 index; via Morgan Stanley & Co. Inc.; pricing and settlement in November
• Zero-coupon capital-protected notes due Feb. 20, 2013 linked to the S&P 500 index (33.33% weight), the Dow Jones - AIG Commodity index (33.33% weight), the Nikkei 225 index (16.67% weight) and the Dow Jones Euro Stoxx 50 index (16.67% weight); via Morgan Stanley & Co. Inc.; pricing and settlement in November
• 0% Performance Leveraged Upside Securities (PLUS) due Dec. 20, 2008 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing and settlement in November
• 0% Outperformance Performance Leveraged Upside Securities (PLUS) due Dec. 20, 2008 linked to S&P 500 and Russell 2000 indexes; via Morgan Stanley & Co. Inc.; pricing and settlement in November
• 10% Stock Participation Accreting Redemption Quarterly-pay Securities (Sparqs) due Dec. 20, 2008 linked to Schlumberger NV common stock; via Morgan Stanley & Co. Inc.; pricing and settlement in November
• 0% Performance Leveraged Upside Securities (PLUS) due Feb. 20, 2009 linked to the U.S. Model Portfolio as of November 2007; via Morgan Stanley & Co. Inc.; pricing in November
• 100% capital-protected currency income notes due Dec. 5, 2011 linked to equal weights of the Australian dollar, British pound, Canadian dollar, euro, Japanese yen, New Zealand dollar, Norwegian krone, Swedish krona and the Swiss franc; via Morgan Stanley & Co. Inc.
• 0% bear market auto-callable securities due June 1, 2009 linked to the KBW Mortgage Finance index; via Morgan Stanley & Co. Inc.
• 0% outperformance Performance Leveraged Upside Securities (PLUS) due Dec. 20, 2008 linked to the performance of the S&P 100 index relative to the Russell 2000 index; via Morgan Stanley & Co. Inc.
ROYAL BANK OF CANADA
• 12.25% reverse convertible notes due Feb. 29, 2008 linked to the common stock of Advanced Micro Devices, Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing Nov. 26; settlement Nov. 30
• 11.3% reverse convertible notes due Feb. 29, 2008 linked to the common stock of Amazon.com, Inc.; 75% trigger; via RBC Capital Markets Corp.; pricing Nov. 26; settlement Nov. 30
• 10% reverse convertible notes due Nov. 28, 2008 linked to the common stock of Bucyrus International, Inc.; 60% trigger; via RBC Capital Markets Corp.; pricing Nov. 26; settlement Nov. 30
•11.15% reverse convertible notes due May 30, 2008 linked to the common stock of China Southern Airlines Co. Ltd.; 70% trigger; via RBC Capital Markets Corp.; pricing Nov. 26; settlement Nov. 30
•12.9% reverse convertible notes due May 30, 2008 linked to the common stock of Citigroup Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing Nov. 26; settlement Nov. 30
•18.55% reverse convertible notes due Feb. 29, 2008 linked to the common stock of Citigroup Inc.; 75% trigger; via RBC Capital Markets Corp.; pricing Nov. 26; settlement Nov. 30
•14% reverse convertible notes due May 30, 2008 linked to the common stock of Companhia Vale do Rio Doce; 60% trigger; via RBC Capital Markets Corp.; pricing Nov. 26; settlement Nov. 30
• 17.55% reverse convertible notes due May 30, 2008 linked to the common stock of Discover Financial Services; 80% trigger; via RBC Capital Markets Corp.; pricing Nov. 26; settlement Nov. 30
• 18.05% reverse convertible notes due May 30, 2008 linked to the common stock of Elan Corp. plc; 70% trigger; via RBC Capital Markets Corp.; pricing Nov. 26; settlement Nov. 30
• 14.25% reverse convertible notes due Feb. 29, 2008 linked to the common stock of Excel Maritime Carriers Ltd.; 70% trigger; via RBC Capital Markets Corp.; pricing Nov. 26; settlement Nov. 30
• 12.05% reverse convertible notes due May 30, 2008 linked to the common stock of Fifth Third Bancorp; 80% trigger; via RBC Capital Markets Corp.; pricing Nov. 26; settlement Nov. 30
• 19% reverse convertible notes due Feb. 29, 2008 linked to the common stock of First Marblehead Corp.; 75% trigger; via RBC Capital Markets Corp.; pricing Nov. 26; settlement Nov. 30
• 23% reverse convertible notes due Feb. 29, 2008 linked to the common stock of Force Protection, Inc.; 70% trigger; via RBC Capital Markets Corp.; pricing Nov. 26; settlement Nov. 30
• 27.65% reverse convertible notes due Feb. 29, 2008 linked to the common stock of Force Protection, Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing Nov. 26; settlement Nov. 30
• 9.75% reverse convertible notes due Feb. 29, 2008 linked to the common stock of Ford Motor Co.; 70% trigger; via RBC Capital Markets Corp.; pricing Nov. 26; settlement Nov. 30
• 17.75% reverse convertible notes due Feb. 29, 2008 linked to the common stock of Ford Motor Co.; 80% trigger; via RBC Capital Markets Corp.; pricing Nov. 26; settlement Nov. 30
• 23% reverse convertible notes due Feb. 29, 2008 linked to the common stock of Garmin Ltd.; 70% trigger; via RBC Capital Markets Corp.; pricing Nov. 26; settlement Nov. 30
• 14.25% reverse convertible notes due Feb. 29, 2008 linked to the common stock of General Motors Corp.; 70% trigger; via RBC Capital Markets Corp.; pricing Nov. 26; settlement Nov. 30
• 14.3% reverse convertible notes due May 30, 2008 linked to the common stock of General Motors Corp.; 70% trigger; via RBC Capital Markets Corp.; pricing Nov. 26; settlement Nov. 30
• 15% reverse convertible notes due Feb. 29, 2008 linked to the common stock of General Motors Corp.; 75% trigger; via RBC Capital Markets Corp.; pricing Nov. 26; settlement Nov. 30
• 18.6% reverse convertible notes due Feb. 29, 2008 linked to the common stock of General Motors Corp.; 80% trigger; via RBC Capital Markets Corp.; pricing Nov. 26; settlement Nov. 30
• 12.5% reverse convertible notes due May 30, 2008 linked to the common stock of Goldman Sachs Group Inc.; 70% trigger; via RBC Capital Markets Corp.; pricing Nov. 26; settlement Nov. 30
• 11.8% reverse convertible notes due May 30, 2008 linked to the common stock of Home Depot, Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing Nov. 26; settlement Nov. 30
• 18.15% reverse convertible notes due Feb. 29, 2008 linked to the common stock of IntercontinentalExchange Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing Nov. 26; settlement Nov. 30
• 12.5% reverse convertible notes due Feb. 29, 2008 linked to the common stock of Jones Soda Co.; 65% trigger; via RBC Capital Markets Corp.; pricing Nov. 26; settlement Nov. 30
• 17.25% reverse convertible notes due May 30, 2008 linked to the common stock of Las Vegas Sands Corp.; 65% trigger; via RBC Capital Markets Corp.; pricing Nov. 26; settlement Nov. 30
• 18.75% reverse convertible notes due Feb. 29, 2008 linked to the common stock of Merrill Lynch & Co., Inc.; 75% trigger; via RBC Capital Markets Corp.; pricing Nov. 26; settlement Nov. 30
• 25.2% reverse convertible notes due Feb. 29, 2008 linked to the common stock of MGIC Investment Corp.; 75% trigger; via RBC Capital Markets Corp.; pricing Nov. 26; settlement Nov. 30
• 16.65% reverse convertible notes due May 30, 2008 linked to the common stock of Moody's Corp.; 75% trigger; via RBC Capital Markets Corp.; pricing Nov. 26; settlement Nov. 30
• 17.35% reverse convertible notes due Feb. 29, 2008 linked to the common stock of Mosaic Co.; 70% trigger; via RBC Capital Markets Corp.; pricing Nov. 26; settlement Nov. 30
• 14.8% reverse convertible notes due Feb. 29, 2008 linked to the common stock of Nymex Holdings Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing Nov. 26; settlement Nov. 30
• 13.15% reverse convertible notes due Feb. 29, 2008 linked to the common stock of OmniVision Technologies, Inc.; 70% trigger; via RBC Capital Markets Corp.; pricing Nov. 26; settlement Nov. 30
• 11% reverse convertible notes due May 30, 2008 linked to the common stock of Patterson-UTI Energy, Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing Nov. 26; settlement Nov. 30
• 0% principal protected absolute return notes due May 29, 2009 linked to S&P 500 index; via RBC Capital Markets Corp.; pricing Nov. 20; settlement Nov. 26
• Zero-coupon enhanced return leveraged notes due Dec. 4, 2008 linked to the S&P 500 index; via RBC Capital Markets Corp.; pricing Nov. 20; settlement Nov. 26
• 18% reverse convertible notes due Feb. 29, 2008 linked to the common stock of SanDisk Corp.; 80% trigger; via RBC Capital Markets Corp.; pricing Nov. 26; settlement Nov. 30
• 11.5% reverse convertible notes due May 30, 2008 linked to the common stock of Schlumberger Ltd.; 80% trigger; via RBC Capital Markets Corp.; pricing Nov. 26; settlement Nov. 30
• 12.5% reverse convertible notes due Feb. 29, 2008 linked to the common stock of Southwestern Energy Co.; 80% trigger; via RBC Capital Markets Corp.; pricing Nov. 26; settlement Nov. 30
• 18.35% reverse convertible notes due Feb. 29, 2008 linked to the common stock of Sovereign Bancorp Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing Nov. 26; settlement Nov. 30
• 11.6% reverse convertible notes due May 30, 2008 linked to the common stock of Wachovia Corp.; 80% trigger; via RBC Capital Markets Corp.; pricing Nov. 26; settlement Nov. 30
• 9.2% reverse convertible notes due Nov. 28, 2008 linked to the common stock of Weyerhaeuser Co.; 70% trigger; via RBC Capital Markets Corp.; pricing Nov. 26; settlement Nov. 30
• 13% reverse convertible notes due May 30, 2008 linked to the common stock of Whole Foods Market, Inc.; 75% trigger; via RBC Capital Markets Corp.; pricing Nov. 26; settlement Nov. 30
• 0% principal-protected notes due Nov. 27, 2009 linked to equal weights of Brazilian real, Russian ruble, Indian rupee, Chinese renminbi and euro, all against dollar; via RBC Capital Markets Corp.; pricing Nov. 21; settlement Nov. 27
• Zero-coupon principal-protected notes due Nov. 26, 2012 linked to equal weights of the Dow Jones Euro Stoxx 50 and Nikkei 225 Stock Average; via RBC Capital Markets Corp.; pricing Nov. 21; settlement Nov. 26
• Zero-coupon principal-protected notes due Nov. 26, 2012 linked to West Texas Intermediate light sweet crude oil (30% weight), copper (30% weight), aluminum (20% weight), zinc (10% weight) and platinum (10% weight)
SG STRUCTURED PRODUCTS, INC.
• 10.6% ReConvs due May 30, 2008 linked to American Express Co. common stock; via Societe Generale (lead) and Countrywide Securities Corp.; pricing Nov. 27; settlement Nov. 30
• 20% Tempo ReConvs due May 30, 2008 linked to Apple Inc. common stock; via Societe Generale (lead) and Countrywide Securities Corp.; pricing Nov. 27; settlement Nov. 30
• 15% ReConvs due Feb. 29, 2008 linked to the Bear Stearns Cos., Inc. common stock; via Societe Generale (lead) and Countrywide Securities Corp.; pricing Nov. 27; settlement Nov. 30
• 12.9% ReConvs due May 30, 2008 linked to Citigroup Inc. common stock; via Societe Generale (lead) and Countrywide Securities Corp.; pricing Nov. 27; settlement Nov. 30
• 12.25% ReConvs due Nov. 28, 2008 linked to Diamond Offshore Drilling Inc. common stock; via Societe Generale (lead) and Countrywide Securities Corp.; pricing Nov. 27; settlement Nov. 30
• 11.5% ReConvs due Nov. 28, 2008 linked to EMC Corp. common stock; via Societe Generale (lead) and Countrywide Securities Corp.; pricing Nov. 27; settlement Nov. 30
• 12% ReConvs due May 30, 2008 linked to Exelon Corp. common stock; via Societe Generale (lead) and Countrywide Securities Corp.; pricing Nov. 27; settlement Nov. 30
• 20% ReConvs due Nov. 28, 2008 linked to First Solar, Inc. common stock; via Societe Generale (lead) and Countrywide Securities Corp.; pricing Nov. 27; settlement Nov. 30
• 16.15% ReConvs due Feb. 29, 2008 linked to Foster Wheeler, Ltd. common stock; via Societe Generale (lead) and Countrywide Securities Corp.; pricing Nov. 27; settlement Nov. 30
• 12.3% ReConvs due Nov. 28, 2008 linked to Freeport-McMoRan Copper & Gold Inc. common stock; via Societe Generale (lead) and Countrywide Securities Corp.; pricing Nov. 27; settlement Nov. 30
• 20% Tempo ReConvs due May 30, 2008 linked to General Motors Corp. common stock; via Societe Generale (lead) and Countrywide Securities Corp.; pricing Nov. 27; settlement Nov. 30
• 12% ReConvs due Nov. 28, 2008 linked to Goldman Sachs Group Inc. common stock; via Societe Generale (lead) and Countrywide Securities Corp.; pricing Nov. 27; settlement Nov. 30
• 11.55% ReConvs due May 30, 2008 linked to the Home Depot, Inc. common stock; via Societe Generale (lead) and Countrywide Securities Corp.; pricing Nov. 27; settlement Nov. 30
• 17% ReConvs due Feb. 29, 2008 linked to IntercontinentalExchange, Inc. common stock; via Societe Generale (lead) and Countrywide Securities Corp.; pricing Nov. 27; settlement Nov. 30
• 18.5% ReConvs due May 30, 2008 linked to Intuitive Surgical Inc. common stock; via Societe Generale (lead) and Countrywide Securities Corp.; pricing Nov. 27; settlement Nov. 30
• 18.15% ReConvs due May 30, 2008 linked to shares of the iShares FTSE/Xinhua China 25 index fund; via Societe Generale (lead) and Countrywide Securities Corp.; pricing Nov. 27; settlement Nov. 30
• 15.7% ReConvs due Feb. 29, 2008 linked to shares of iShares MSCI Brazil index fund; via Societe Generale (lead) and Countrywide Securities Corp.; pricing Nov. 27; settlement Nov. 30
• 17% ReConvs due Feb. 29, 2008 linked to J.C. Penney Co., Inc. common stock; via Societe Generale (lead) and Countrywide Securities Corp.; pricing Nov. 27; settlement Nov. 30
• 16% Tempo ReConvs due May 30, 2008 linked to JPMorgan Chase & Co. common stock; via Societe Generale (lead) and Countrywide Securities Corp.; pricing Nov. 27; settlement Nov. 30
• 14.5% ReConvs due May 30, 2008 linked to Kohl's Corp. common stock; via Societe Generale (lead) and Countrywide Securities Corp.; pricing Nov. 27; settlement Nov. 30
• 21.5% Tempo ReConvs due May 30, 2008 linked to Lehman Brothers Holdings Inc. common stock; via Societe Generale (lead) and Countrywide Securities Corp.; pricing Nov. 27; settlement Nov. 30
• 11.5% ReConvs due Nov. 28, 2008 linked to Lowe's Cos. Inc. common stock; via Societe Generale (lead) and Countrywide Securities Corp.; pricing Nov. 27; settlement Nov. 30
• 13% ReConvs due Nov. 28, 2008 linked to Merrill Lynch & Co. Inc. common stock; via Societe Generale (lead) and Countrywide Securities Corp.; pricing Nov. 27; settlement Nov. 30
• 18.35% ReConvs due May 30, 2008 linked to National Oilwell Varco, Inc. common stock; via Societe Generale (lead) and Countrywide Securities Corp.; pricing Nov. 27; settlement Nov. 30
• 20.6% ReConvs due Feb. 29, 2008 linked to Nvidia Corp. common stock; via Societe Generale (lead) and Countrywide Securities Corp.; pricing Nov. 27; settlement Nov. 30
• 10% ReConvs due Nov. 28, 2008 linked to Oracle Corp. common stock; via Societe Generale (lead) and Countrywide Securities Corp.; pricing Nov. 27; settlement Nov. 30
• 12.75% ReConvs due May 30, 2008 linked to Qualcomm Inc. common stock; via Societe Generale (lead) and Countrywide Securities Corp.; pricing Nov. 27; settlement Nov. 30
• 18% ReConvs due Feb. 29, 2008 linked to SanDisk Corp. common stock; via Societe Generale (lead) and Countrywide Securities Corp.; pricing Nov. 27; settlement Nov. 30
• 0% participation notes due Nov. 29, 2012 linked to SGI Fed Model US index; via SG Americas Securities, LLC (lead) and LaSalle Financial Services, Inc.; pricing Nov. 27; settlement Nov. 30
• 21.5% ReConvs due Feb. 29, 2008 linked to SunPower Corp. common stock; via Societe Generale (lead) and Countrywide Securities Corp.; pricing Nov. 27; settlement Nov. 30
• 23.3% Tempo ReConvs due May 30, 2008 linked to Under Armour, Inc. common stock; via Societe Generale (lead) and Countrywide Securities Corp.; pricing Nov. 27; settlement Nov. 30
• 15.2% Tempo ReConvs due May 30, 2008 linked to Valero Energy Corp. common stock; via Societe Generale (lead) and Countrywide Securities Corp.; pricing Nov. 27; settlement Nov. 30
• 12% ReConvs due Nov. 28, 2008 linked to Wachovia Corp. common stock; via Societe Generale (lead) and Countrywide Securities Corp.; pricing Nov. 27; settlement Nov. 30
• 15% ReConvs due Feb. 29, 2008 linked to Whole Foods Market Inc. common stock; via Societe Generale (lead) and Countrywide Securities Corp.; pricing Nov. 27; settlement Nov. 30
• 18.25% ReConvs due Nov. 28, 2008 linked to XM Satellite Radio Holdings Inc. common stock; via Societe Generale (lead) and Countrywide Securities Corp.; pricing Nov. 27; settlement Nov. 30
• 18.4% ReConvs due May 30, 2008 linked to Yahoo! Inc. common stock; via Societe Generale (lead) and Countrywide Securities Corp.; pricing Nov. 27; settlement Nov. 30
UBS AG
• 9.5% to 12% yield optimization notes with contingent protection due May 23, 2008 linked to the common stock of Goldman Sachs Group Inc.; 50% trigger; via UBS Investment Bank and UBS Financial Services Inc.; pricing Nov. 19; settlement Nov. 23
• 13.75% to 16.25% yield optimization notes with contingent protection due May 23, 2008 linked to the common stock of Lehman Brothers Holdings Inc.; 50% trigger; via UBS Investment Bank and UBS Financial Services Inc.; pricing Nov. 19; settlement Nov. 23
• 11.25% to 13.75% yield optimization notes with contingent protection due May 23, 2008 linked to the common stock of Merrill Lynch & Co., Inc.; 50% trigger; via UBS Investment Bank and UBS Financial Services Inc.; pricing Nov. 19; settlement Nov. 23
• Zero-coupon 100% principal-protected notes due Nov. 29, 2011 linked to the UBS Bloomberg Constant Maturity Commodity Index Excess Return; via UBS Investment Bank; pricing Nov. 21
• 12.5% to 13.5% yield optimization notes with contingent protection due Nov. 28, 2008 linked to the common stock of Alcoa Inc.; 75% trigger; via UBS Investment Bank and UBS Financial Services Inc.; pricing Nov. 26; settlement Nov. 30
• 10.7% to 11.7% yield optimization notes with contingent protection due Nov. 28, 2008 linked to the common stock of American Express Co.; 75% trigger; via UBS Investment Bank and UBS Financial Services Inc.; pricing Nov. 26; settlement Nov. 30
• 9.5% to 10.5% yield optimization notes with contingent protection due Nov. 28, 2008 linked to the common stock of Boeing Co.; 75% trigger; via UBS Investment Bank and UBS Financial Services Inc.; pricing Nov. 26; settlement Nov. 30
• 10% to 11% yield optimization notes with contingent protection due Nov. 28, 2008 linked to the common stock of Target Corp.; 75% trigger; via UBS Investment Bank and UBS Financial Services Inc.; pricing Nov. 26; settlement Nov. 30
• 0% performance securities with contingent protection due Nov. 30, 2012 linked to the Dow Jones Euro Stoxx 50 index with a 35% weight, the FTSE 100 index with a 25% weight, Nikkei 225 index with a 25% weight, the Swiss Market index with 5% weight, S&P/ASX 200 index with a 5% weight and the MSCI Emerging Markets index with a 5% weight; 50% trigger; via UBS Investment Bank is the underwriter; pricing Nov. 27; settlement Nov. 30
• 0% return optimization securities due May 29, 2009 linked to the Dow Jones Euro Stoxx 50 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing Nov. 27; settlement Nov. 30
• 0% return enhanced securities due May 29, 2009 linked to the Hang Seng, Hang Seng China Enterprises and Kospi 200 indexes (20% weight each), MSCI Taiwan index (15% weight); MSCI Singapore index (10% weight) and MSCI Malaysia, MSCI Indonesia and MSCI Thailand indexes (5% weight each); via UBS Investment Bank and UBS Financial Services Inc.; pricing Nov. 27; settlement Nov. 30
• 0% return optimization securities due May 29, 2009 linked to the Nasdaq 100 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing Nov. 27; settlement Nov. 30
• 0% return optimization securities due May 29, 2009 linked to the Nikkei 225 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing Nov. 27; settlement Nov. 30
• Zero-coupon 100% principal protection absolute return barrier notes due May 29, 2009 linked to the Russell 2000 index; via UBS Investment Bank and UBS Financial Services, Inc.; pricing Nov. 27; settlement Nov. 30
• 0% return optimization securities due May 29, 2009 linked to the S&P 500 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing Nov. 27; settlement Nov. 30
• 0% performance securities with contingent protection due Nov. 30, 2012 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Nov. 27; settlement Nov. 30
• 0% performance tracking securities due Nov. 30, 2012 linked to the UBS Return Optimization index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Nov. 27; settlement Nov. 30
• 0% performance securities with partial protection due Nov. 30, 2010 linked to UBS Bloomberg Constant Maturity Commodity Index Excess Return; via UBS Financial Services Inc. and UBS Investment Bank; pricing Nov. 27; settlement Nov. 30
• Zero-coupon 100% principal protection absolute return barrier notes due Nov. 27, 2008 linked to the Dow Jones Industrial Average Index; via UBS Investment Bank; pricing Dec. 4; settlement Dec. 7
• Zero-coupon 100% principal protection absolute return barrier notes due Nov. 27, 2008 linked to the S&P 500 Index; via UBS Investment Bank; pricing Dec. 4; settlement Dec. 7
• Zero-coupon 100% principal protection absolute return barrier notes due June 22, 2009 linked to the S&P 500 index; via UBS Investment Bank; pricing Dec. 14; settlement Dec. 21
WACHOVIA CORP.
• 0% enhanced growth securities due July 5, 2011 linked to equal weights of the Dow Jones Euro Stoxx 50, FTSE 100, MSCI Taiwan and Nikkei 225 indexes; via Wachovia Securities
• 14% to 15% % enhanced yield securities due June 5, 2008 linked to Ford Motor Co. common stock; via Wachovia Capital Markets, LLC
• 10% to 11% enhanced yield securities due Sept. 2, 2008 linked to the common stock of Las Vegas Sands Corp.; 65% trigger; via Wachovia Capital Markets, LLC
© 2015 Prospect News.
All content on this website is protected by copyright law in the U.S. and elsewhere.
For the use of the person downloading only.
Redistribution and copying are prohibited by law without written permission in advance from Prospect News.
Redistribution or copying includes e-mailing, printing multiple copies or any other form of reproduction.