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Structured Products Calendar
ABN AMRO BANK NV
10.15% Knock-in Reverse Exchangeable Securities due Dec. 19, 2008 linked to the stock of International Business Machines Corp.; 85% trigger; via ABN Amro Inc.; pricing Dec. 14; settlement Dec. 19
10.3% Knock-in Reverse Exchangeable Securities due Dec. 19, 2008 linked to the stock of Microsoft Corp.; 85% trigger; via ABN Amro Inc.; pricing Dec. 14; settlement Dec. 19
10% Knock-in Reverse Exchangeable Securities due March 31, 2008 linked to 3M Co. common stock; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
10% Knock-in Reverse Exchangeable Securities due March 31, 2008 linked to American Express Co., Inc. common stock; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
14% Knock-in Reverse Exchangeable Securities due March 31, 2008 linked to Apple Inc. common stock; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
18.5% Knock-in Reverse Exchangeable Securities due March 31, 2008 linked to Arch Coal, Inc. common stock; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
17% Knock-in Reverse Exchangeable Securities due March 31, 2008 linked to Barnes & Noble, Inc. common stock; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
10% Knock-in Reverse Exchangeable Securities due Dec. 19, 2008 linked to Black & Decker Corp. common stock; via ABN Amro Inc.; pricing Dec. 14; settlement Dec. 19
14.25% Knock-in Reverse Exchangeable Securities due March 31, 2008 linked to Burger King Holdings, Inc. common stock; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
10% Knock-in Reverse Exchangeable Securities due March 31, 2008 linked to Burlington Northern Santa Fe Corp. common stock; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
10% Knock-in Reverse Exchangeable Securities due Dec. 19, 2008 linked to Caterpillar Inc. common stock; via ABN Amro Inc.; pricing Dec. 14; settlement Dec. 19
21% Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to Chipotle Mexican Grill, Inc. common stock; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
34.5% Knock-in Reverse Exchangeable Securities due March 31, 2008 linked to Continental Airlines, Inc. stock; 75% trigger; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
12.3% Knock-in Reverse Exchangeable Securities due Dec. 31, 2008 linked to the stock of Corning Inc.; 70% trigger; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
10.1% Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to Dean Foods Co. common stock; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
16.5% Knock-in Reverse Exchangeable Securities due March 31, 2008 linked to Deere & Co. common stock; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
14% Knock-in Reverse Exchangeable Securities due March 31, 2008 linked to Diamond Offshore Drilling, Inc. stock; 80% trigger; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
13.25% Knock-in Reverse Exchangeable Securities due Dec. 31, 2008 linked to the stock of Dick's Sporting Goods, Inc.; 70% trigger; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
11.8% Knock-in Reverse Exchangeable Securities due Dec. 31, 2008 linked to the stock of Embraer - Brazilian Aviation Co. Inc.; 70% trigger; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
18.5% Knock-in Reverse Exchangeable Securities due March 31, 2008 linked to Freeport-McMoRan Copper & Gold Inc. common stock; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
20% Knock-in Reverse Exchangeable Securities due March 31, 2008 linked to Garmin Ltd. common stock; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
18% Knock-in Reverse Exchangeable Securities due Dec. 31, 2008 linked to the stock of General Motors Corp.; 70% trigger; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
11% Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to Halliburton Co. common stock; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
12% Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to Harley-Davidson, Inc. common stock; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
10.5% Knock-in Reverse Exchangeable Securities due Dec. 19, 2008 linked to Hartford Financial Services Group, Inc. common stock; via ABN Amro Inc.; pricing Dec. 14; settlement Dec. 19
12.5% Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to the Home Depot, Inc. common stock; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
12.75% Knock-in Reverse Exchangeable Securities due March 31, 2008 linked to Honeywell International Inc. common stock; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
16% Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to J.B. Hunt Transport Services, Inc. common stock; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
21.75% Knock-in Reverse Exchangeable Securities due March 31, 2008 linked to Joy Global Inc. stock; 80% trigger; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
19% Knock-in Reverse Exchangeable Securities due March 31, 2008 linked to Kohl's Corp. common stock; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
17.5% Knock-in Reverse Exchangeable Securities due Dec. 31, 2008 linked to the stock of Las Vegas Sands Corp.; 70% trigger; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
19% Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to Lehman Brothers Holdings Inc. common stock; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
15.6% Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to LM Ericsson Telephone Co. common stock; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
12% Knock-in Reverse Exchangeable Securities due Dec. 31, 2008 linked to the stock of Marathon Oil Corp.; 70% trigger; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
11.5% Knock-in Reverse Exchangeable Securities due March 31, 2008 linked to Motorola, Inc. common stock; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
15.5% Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to Nasdaq Stock Market, Inc. common stock; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
10.1% Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to Norfolk Southern Corp. common stock; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
18.5% Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to Nucor Corp. common stock; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
11% Knock-in Reverse Exchangeable Securities due Dec. 31, 2008 linked to the stock of Polo Ralph Lauren Corp.; 70% trigger; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
11.25% Knock-in Reverse Exchangeable Securities due Dec. 31, 2008 linked to the stock of Schlumberger NV; 80% trigger; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
10% Knock-in Reverse Exchangeable Securities due March 31, 2008 linked to Sears Holding Corp. common stock; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
11% Knock-in Reverse Exchangeable Securities due Dec. 31, 2008 linked to the stock of Starbucks Corp.; 80% trigger; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
15.6% Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to Target Corp. common stock; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
18% Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to United States Steel Corp. common stock; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
12% Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to Valero Energy Corp. common stock; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
10.5% Knock-in Reverse Exchangeable Securities due March 31, 2008 linked to Wal-Mart Stores, Inc. common stock; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
13.5% Knock-in Reverse Exchangeable Securities due June 30, 2008 linked to Wells Fargo & Co. common stock; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
14.5% Knock-in Reverse Exchangeable Securities due March 31, 2008 linked to Whole Foods Market, Inc. common stock; via ABN Amro Inc.; pricing Dec. 21; settlement Dec. 31
Zero-coupon 100% principal-protected yield discovery notes due Dec. 28, 2009 linked to an equally weighted basket containing the current components of the Dow Jones 10 index, including 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.; via ABN Amro Inc.; pricing Dec. 24; settlement Dec. 28
Zero-coupon notes with 90% principal protection due Dec. 28, 2010 linked to the Rogers International Commodity Index - Agriculture Excess Return; via ABN Amro Inc.; pricing Dec. 24; settlement Dec. 28
Zero-coupon notes with principal protection due Dec. 28, 2011 linked to the Rogers International Commodity Index - Agriculture Excess Return; via ABN Amro Inc.; pricing Dec. 24; settlement Dec. 28
AMERICAN INTERNATIONAL GROUP, INC.
Zero-coupon principal-protected notes due 2009 linked to the dollar/euro exchange rate; via Wachovia Securities; pricing in 2007; settlement in 2008
BARCLAYS BANK DELAWARE
0% principal-protected certificates of deposit due Dec. 24, 2014 linked to the MSCI Singapore index, the MSCI Taiwan index and the Nikkei 225 index, each weighted at about one-third; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
BARCLAYS BANK PLC
9% reverse convertible notes due Dec. 17, 2008 linked to General Electric Co. common stock; via Barclays Capital; pricing Dec. 14; settlement Dec. 19
20% reverse convertible notes due June 25, 2008 linked to Advanced Micro Devices, Inc. stock; 60% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
19.5% reverse convertible notes due March 26, 2008 linked to AK Steel Holding Corp.; 65% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
12% reverse convertible notes due June 25, 2008 linked to American Express stock; 80% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
10.25% reverse convertible notes due June 25, 2008 linked to Anadarko Petroleum Corp. stock; 80% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
16.15% reverse convertible notes due June 25, 2008 linked to Amazon.com, Inc. common stock; via Barclays Capital; pricing Dec. 21; settlement Dec. 31
19.75% reverse convertible notes due June 25, 2008 linked to AMR Corp. common stock; 65% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
17.5% reverse convertible notes due March 26, 2008 linked to Apple Computer, Inc. common stock; 75% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
12.35% reverse convertible notes due June 25, 2008 linked to Apple, Inc. common stock; via Barclays Capital; pricing Dec. 21; settlement Dec. 31
17% reverse convertible notes due June 25, 2008 linked to Arch Coal, Inc. common stock; 80% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
12% reverse convertible notes due June 25, 2008 linked to AT&T Inc. stock; 80% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
11.25% reverse convertible notes due June 25, 2008 linked to BB&T Co. stock; 75% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
Zero-coupon 100% principal-protected notes due June 24, 2010 linked to a basket consisting of equal weights of the Brazilian real, Russian ruble, Indian rupee, Chinese yuan and euro, all against the dollar; via Barclays Capital; pricing Dec. 21; settlement Dec. 31
9.75% reverse convertible notes due June 25, 2008 linked to Bristol-Myers Squibb stock; 85% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
16.5% reverse convertible notes due June 25, 2008 linked to Capital One Financial Corp. stock; 60% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
15% reverse convertible notes due June 25, 2008 linked to Celgene Corp. stock; 75% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
9.75% reverse convertible notes due June 25, 2008 linked to Chesapeake Energy Corp. stock; 80% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
9.25% reverse convertible notes due June 25, 2008 linked to Chevron Corp. stock; 80% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
14% reverse convertible notes due June 25, 2008 linked to Cisco Systems, Inc. stock; 80% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
13% reverse convertible notes due June 25, 2008 linked to Citigroup stock; 70% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
Zero-coupon 100% principal-protected notes due June 26, 2012 linked to equal weights of coal, heating oil and West Texas Intermediate crude oil; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
13.5% reverse convertible notes due June 25, 2008 linked to Comcast Corp. stock; 80% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
10.75% reverse convertible notes due June 25, 2008 linked to ConocoPhillips stock; 80% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
14.5% reverse convertible notes due June 25, 2008 linked to Corning Inc. stock; 75% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
19.85% reverse convertible notes due March 26, 2008 linked to Crocs, Inc.; 65% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
17.25% reverse convertible notes due March 26, 2008 linked to EMC Corp. common stock; 80% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
18% reverse convertible notes due March 26, 2008 linked to Energy Conversion Devices, Inc. common stock; 70% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
11.25% reverse convertible notes due June 25, 2008 linked to Exxon Mobil Corp. stock; 85% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
18.75% reverse convertible notes due June 25, 2008 linked to Ford Motor Co. stock; 75% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
20% reverse convertible notes due March 26, 2008 linked to Ford Motor Co. common; 80% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
17.5% reverse convertible notes due June 25, 2008 linked to Freeport-McMoRan Copper & Gold Inc. stock; 70% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
9.75% reverse convertible notes due June 25, 2008 linked to General Electric Co. stock; 80% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
18% reverse convertible notes due June 25, 2008 linked to General Motors Corp; 65% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
15.75% reverse convertible notes due June 25, 2008 linked to Global Industries, Ltd. stock; 70% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
15.25% reverse convertible notes due March 26, 2008 linked to Grant Prideco, Inc. common stock; 80% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
10.75% reverse convertible notes due June 25, 2008 linked to Hewlett-Packard Co. stock; 80% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
9.5% reverse convertible notes due June 25, 2008 linked to Honeywell International Inc. stock; 80% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
11.3% reverse convertible notes due June 25, 2008 linked to Intel Corp. stock; 80% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
13% reverse convertible notes due June 25, 2008 linked to JPMorgan Chase & Co. stock; 80% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
17% reverse convertible notes due June 25, 2008 linked to Merrill Lynch & Co., Inc. stock; 80% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
17.5% reverse convertible notes due June 25, 2008 linked to Micron Technology, Inc. stock; 75% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
16.25% reverse convertible notes due June 25, 2008 linked to Mylan Laboratories Inc. stock; 80% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
16% reverse convertible notes due June 25, 2008 linked to the Nasdaq Stock Market, Inc. stock; 80% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
14.25% reverse convertible notes due June 25, 2008 linked to Noble Corp. stock; 80% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
10.5% reverse convertible notes due June 25, 2008 linked to Norfolk Southern Corp. stock; 80% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
18% reverse convertible notes due June 25, 2008 linked to Nucor Corp. stock; 75% trigger; via Barclays Capital Corp.; pricing Dec. 21; settlement Dec. 31
15% reverse convertible notes due June 25, 2008 linked to Office Depot, Inc. common stock; 70% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
17.25% reverse convertible notes due March 26, 2008 linked to Parker Drilling Co. common stock; 80% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
17.15% reverse convertible notes due June 25, 2008 linked to Peabody Energy Corp. common stock; 75% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
9.5% reverse convertible notes due June 25, 2008 linked to Pfizer Inc. stock; 85% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
14% reverse convertible notes due June 25, 2008 linked to Qualcomm Inc. stock; 80% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
19.25% reverse convertible notes due June 25, 2008 linked to SanDisk Corp. stock; 80% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
11.25% reverse convertible notes due June 25, 2008 linked to Schlumberger NV stock; 80% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
11.5% reverse convertible notes due June 25, 2008 linked to Starbucks Corp. stock; 80% trigger; via Barclays Capital Corp.; pricing Dec. 21; settlement Dec. 31
14.35% reverse convertible notes due June 25, 2008 linked to Sunoco, Inc. stock; 80% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
17.75% reverse convertible notes due June 25, 2008 linked to Target Inc. stock; 80% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
11% reverse convertible notes due June 25, 2008 linked to Texas Instruments Inc. stock; 80% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
18.25% reverse convertible notes due June 25, 2008 linked to United States Steel Corp. stock; 75% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
20% reverse convertible notes due June 25, 2008 linked to US Airways Group, Inc. stock; 60% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
12.5% reverse convertible notes due June 25, 2008 linked to Valero Energy Corp. stock; 80% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
9.5% reverse convertible notes due June 25, 2008 linked to the Walt Disney Co. stock; 85% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
11% reverse convertible notes due June 25, 2008 linked to Whirlpool Corp. common stock; via Barclays Capital; pricing Dec. 21; settlement Dec. 31
16% reverse convertible notes due June 25, 2008 linked to Whole Foods Market, Inc. stock; 80% trigger; via Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
Zero-coupon 100% principal-protected notes due January 2009 linked to the South Korean won (33.34% weight), Indonesian rupiah (33.33% weight) and Malaysian ringgit (33.33% weight); via Merrill Lynch & Co.; pricing in December; settlement in January
Zero-coupon 100% principal protection notes due between Aug. 31, 2013 and Feb. 28, 2014 linked to the S&P 500 (33.34% weight), Dow Jones Euro Stoxx 50 (33.33% weight) and Nikkei 225 (33.33% weight) indexes; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Dec. 21; settlement Dec. 31
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.
0% unsecured senior notes in the Strategic Equity Exposure Performance Linked Securities (Steepls) structure due March 26, 2009 linked to the Dow Jones Industrial Average; via Banc of America Securities LLC and Banc of America Investment Services Inc.; pricing and settlement in December
CALYON
15% reverse convertible notes due June 25, 2008 linked to Alcoa Inc common stock; via Calyon Securities (USA) Inc.; pricing Dec. 21; settlement Dec. 28
10.45% reverse convertible notes due Dec. 24, 2008 linked to Schlumberger NV common stock; via Calyon Securities (USA) Inc.; pricing Dec. 21; settlement Dec. 28
CITIGROUP FUNDING INC.
9% to 10% one-year Equity LinKed Securities (ELKS) linked to Archer-Daniels-Midland Co. common stock; 75% trigger; via Citigroup Global Markets Inc.; pricing in December
0% principal-protected buffer notes due in 2011 linked to an index basket consisting of the Dow Jones Euro Stoxx 50, S&P 500 and Nikkei 225 indexes, (30% weight each) and Hang Seng China Enterprises index (10% weight); via Citigroup Global Markets Inc.; pricing and settlement in December
8% 11/2-year Premium Mandatory Callable Equity-linked Securities (Pacers) linked to iShares FTSE/Xinhua China 25 Index Fund; about 55% trigger; via Citigroup Global Markets Inc.; pricing in December
10.5% to 11.5% one-year Equity LinKed Securities (ELKS) linked to the common stock of Oracle Corp.; 75% trigger; via Citigroup Global Markets Inc.; pricing in December
Zero-coupon 100% principal-protected notes due in 2012 linked to the S&P BRIC 40 index with a 50% weight and the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi, each with a 12.5% weight; via Citigroup Global Markets Inc.; pricing and settlement in December
0% Stock Market Upturn Notes due 15 months after issue linked to the S&P MidCap 400 index; via Citigroup Global Markets Inc.; pricing and settlement in December
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.
7.5% to 8.5% callable Libor range accrual notes due in 2022; via Citigroup Global Markets Inc.
CREDIT SUISSE, NASSAU BRANCH
0% Accelerated Return Equity Securities (ARES) due March 27, 2008 linked to Nikkei 225 index; via Credit Suisse Securities (USA) LLC; settlement Dec. 27
0% Accelerated Return Equity Securities (ARES) due March 27, 2008 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; settlement Dec. 27
0% Accelerated Return Equity Securities (ARES) due March 27, 2008 linked to S&P 500 index; via Credit Suisse Securities (USA) LLC; settlement Dec. 27
14.5% reverse convertible securities due March 28, 2008 linked to Cemex, SAB de CV American Depositary Receipts; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing and settlement in December
14.5% reverse convertible securities due March 28, 2008 linked to Deere & Co. common stock; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing and settlement in December
20% reverse convertible securities due March 28, 2008 linked to Goldman Sachs Group, Inc. common stock; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing and settlement in December
12.5% reverse convertible securities due March 28, 2008 linked to Google Inc. common stock; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing and settlement in December
17% reverse convertible securities due March 28, 2008 linked to Hess Corp. common stock; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing and settlement in December
23.5% reverse convertible securities due March 28, 2008 linked to United States Steel Corp. common stock; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing and settlement in December
27% reverse convertible securities due Feb. 26, 2008 linked to Apple Inc. stock; 80% trigger; via Credit Suisse Securities (USA) LLC
DEUTSCHE BANK AG, LONDON BRANCH
0% leveraged return securities due Feb. 19, 2009 linked to Dow Jones Industrial Average; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Dec. 14; settlement Dec. 19
Zero-coupon 100% principal protected notes due Dec. 21, 2011 linked to the Deutsche Bank Balanced Currency Harvest Index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Dec. 18; settlement Dec. 21
0% Buffered Underlying Securities (BUyS) due June 22, 2009 linked to the Russell 1000 Growth Index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Dec. 18; settlement Dec. 21
Zero-coupon 100% principal protection absolute return barrier M-notes due June 22, 2009 linked to the Russell 2000 index; via Deutsche Bank Securities; pricing Dec. 18; settlement Dec. 21
0% Buffered Underlying Securities (BUyS) due Dec. 21, 2009 linked to S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Dec. 18; settlement Dec. 21
o Zero-coupon 100% principal protection absolute return barrier M-notes due Dec. 22, 2008 linked to the S&P 500 index; via Deutsche Bank Securities; pricing Dec. 18; settlement Dec. 21
Zero-coupon 100% principal protection absolute return barrier M-notes due June 22, 2009 linked to the S&P 500 index; 22% to 24% expected barriers determined at pricing; via Deutsche Bank Securities Inc.; pricing Dec. 18; settlement Dec. 21
Zero-coupon 100% principal protection absolute return barrier M-notes due June 22, 2009 linked to the S&P 500 index; 24.5% to 27.5% expected barriers determined at pricing; via Deutsche Bank Securities Inc.; pricing Dec. 18; settlement Dec. 21
Zero-coupon 100% principal protection absolute return barrier M-notes due June 24, 2009 linked to the MSCI EAFE index; via Deutsche Bank Securities Inc.; pricing Dec. 19; settlement Dec. 24
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 Dec. 19; settlement Dec. 24
0% market contribution securities due Dec. 23, 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 Dec. 20; settlement Dec. 27
Zero-coupon 100% principal-protected notes due Dec. 27, 2011 linked to the Deutsche Bank Liquid Commodity Index - Mean Reversion Plus Excess Return; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Dec. 21; settlement Dec. 27
Return optimization securities due June 30, 2009 linked to the appreciation of the dollar relative to the euro; via UBS Financial Services Inc. and Deutsche Bank Securities; pricing Dec. 21; settlement Dec. 31
Return optimization securities due June 30, 2009 linked to the appreciation of the U.S. dollar relative to the Canadian dollar; via UBS Financial Services Inc. and Deutsche Bank Securities; pricing Dec. 21; settlement Dec. 31
Return optimization securities due June 30, 2009 linked to the Dow Jones Euro Stoxx 50 index; via UBS Financial Services Inc. and Deutsche Bank Securities; pricing Dec. 21; settlement Dec. 31
Zero-coupon 100% principal protection absolute return barrier notes due June 30, 2009 linked to the MSCI EAFE index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Dec. 21; settlement Dec. 31
Return optimization securities due June 30, 2009 linked to the Nasdaq 100 index; via UBS Financial Services Inc. and Deutsche Bank Securities; pricing Dec. 21; settlement Dec. 31
Return optimization securities due June 30, 2009 linked to the Nikkei 225 index; via UBS Financial Services Inc. and Deutsche Bank Securities; pricing Dec. 21; settlement Dec. 31
Zero-coupon 100% principal protection absolute return barrier notes due June 30, 2009 linked to the Russell 2000 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Dec. 21; settlement Dec. 31
Return optimization securities due June 30, 2009 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities; pricing Dec. 21; settlement Dec. 31
EKSPORTFINANS ASA
10% to 12% reverse convertible notes with contingent downside protection due June 27, 2008 linked to the performance of AT&T Corp.; 80% trigger; via Morgan Stanley & Co. Inc.; pricing Dec. 21; settlement Dec. 27
24% annualized knock-in reverse convertible notes due March 27, 2008 linked to Banco Bradesco SA, Companhia Siderϊgica Nacional, Companhia Vale Do Rio Doce, Gerdau SA and Petrσleo Brasileiro S.A. - Petrobras; 75% trigger; via Natixis Securities North America Inc.; pricing Dec. 21; settlement Dec. 27
13% to 15% reverse convertible notes with contingent downside protection due June 27, 2008 linked to the performance of Marathon Oil Corp. stock; 80% trigger; via Morgan Stanley & Co. Inc.; pricing Dec. 21; settlement Dec. 27
0% absolute return range notes due June 29, 2009 linked to the MSCI EAFE index; via Natixis Securities North America Inc.; pricing Dec. 21; settlement Dec. 27
8% to 10% reverse convertible notes with contingent downside protection due June 27, 2008 linked to the performance of Wal-Mart Stores, Inc.; 80% trigger; via Morgan Stanley & Co. Inc.; pricing Dec. 21; settlement Dec. 27
0% enhanced growth securities due July 1, 2009 linked to the Amex Gold Bugs index; via Wachovia Capital Markets, LLC; pricing and settlement in December
20% to 24% enhanced yield securities due March 20, 2008 linked to the common stock of Apple Inc.; via Wachovia Capital Markets, LLC; 80% trigger
18% to 22% enhanced yield securities due March 20, 2008 linked to the common stock of Citigroup Inc.; via Wachovia Capital Markets, LLC; 80% trigger
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.
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
11% to 12% reverse exchangeable notes with contingent downside protection due July 2, 2008 linked to the performance of Hess Corp.; 75% trigger; via Wachovia Capital Markets, LLC
12% to 13% reverse exchangeable notes with contingent downside protection due June 3, 2008 linked to the performance of IntercontinentalExchange, Inc. stock; 70% trigger; via Wachovia Capital Markets, LLC
14% to 15% reverse exchangeable notes with contingent downside protection due June 3, 2008 linked to the performance of Nordstrom, Inc. stock; 70% trigger; via Wachovia Capital Markets, LLC
0% enhanced growth securities due June 2, 2009 linked to the S&P 500 index; via Wachovia Capital Markets, LLC
12% to 13% reverse exchangeable notes with contingent downside protection due July 2, 2008 linked to the performance of SanDisk Corp. stock; 70% trigger; 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
FORTIS BANK, CAYMAN ISLANDS BRANCH
19.05% knock-in reverse convertible securities due March 26, 2008 linked to the common stock of American International Group; 80% trigger; via Fortis Bank; pricing Dec. 21; settlement Dec. 27
36.1% knock-in reverse convertible securities due March 26, 2008 linked to the common stock of Advanced Micro Devices, Inc.; 75% trigger; via Fortis Bank; pricing Dec. 21; settlement Dec. 27
23% knock-in reverse convertible securities due March 26, 2008 linked to the common stock of Apple Inc.; 80% trigger; via Fortis Bank; pricing Dec. 21; settlement Dec. 27
23% knock-in reverse convertible securities due March 26, 2008 linked to the common stock of Citigroup, Inc.; 80% trigger; via Fortis Bank; pricing Dec. 21; settlement Dec. 27
20.55% knock-in reverse convertible securities due March 26, 2008 linked to the common stock of Coach, Inc.; 80% trigger; via Fortis Bank; pricing Dec. 21; settlement Dec. 27
19% knock-in reverse convertible securities due March 26, 2008 linked to the common stock of Corning Inc.; 80% trigger; via Fortis Bank; pricing Dec. 21; settlement Dec. 27
12.9% knock-in reverse convertible securities due June 26, 2008 linked to the common stock of Companhia Vale do Rio Doce; 70% trigger; via Fortis Bank; pricing Dec. 21; settlement Dec. 27
18.6% knock-in reverse convertible securities due June 26, 2008 linked to the common stock of Goldman Sachs Group, Inc.; 80% trigger; via Fortis Bank; pricing Dec. 21; settlement Dec. 27
12.45% knock-in reverse convertible securities due June 26, 2008 linked to the common stock of Google Inc.; 75% trigger; via Fortis Bank; pricing Dec. 21; settlement Dec. 27
10.55% knock-in reverse convertible securities due Dec. 26, 2008 linked to the common stock of Hewlett-Packard Co.; 80% trigger; via Fortis Bank; pricing Dec. 21; settlement Dec. 27
14.36% knock-in reverse convertible securities due June 26, 2008 linked to the common stock of NYSE Euronext; 80% trigger; via Fortis Bank; pricing Dec. 21; settlement Dec. 27
GOLDMAN SACHS GROUP INC.
0% leveraged equity index-linked notes due 2008 linked to the S&P 500 index; 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.
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.
HARTFORD LIFE INSURANCE CO.
Zero-coupon principal-protected medium-term notes due Dec. 21, 2012 linked to the S&P 500 index; via lead agent Bear, Stearns & Co. Inc.; pricing Dec. 18; settlement Dec. 21
HSBC USA INC.
10% annualized reverse convertible notes due Dec. 24, 2008 linked to the common stock of Adobe Systems Inc.; 80% trigger; via HSBC USA Inc.; pricing Dec. 21; settlement Dec. 31
25% annualized reverse convertible notes due June 26, 2008 linked to Advanced Micro Devices, Inc. common stock; via HSBC Securities (USA) Inc.; pricing Dec. 21; settlement Dec. 31
27.2% down & in worst of reverse convertible notes due June 26, 2008 linked to the stocks of Altria Group, Inc., Citigroup Inc., AT&T Inc., Pfizer Inc., JPMorgan Chase & Co., Merck & Co., Inc., General Electric Co., Verizon Communications Inc., General Motors Corp. and E.I. Du Pont de Nemours and Co.; 60% trigger; via HSBC Securities (USA) Inc.; pricing Dec. 21; settlement Dec. 31
12.8% annualized reverse convertible notes due Dec. 24, 2008 linked to the common stock of American International Group, Inc.; 80% trigger; via HSBC USA Inc.; pricing Dec. 21; settlement Dec. 31
11.75% annualized reverse convertible notes due Dec. 24, 2008 linked to the common stock of AT&T Inc.; 80% trigger; via HSBC USA Inc.; pricing Dec. 21; settlement Dec. 31
20% annualized reverse convertible notes due June 26, 2008 linked to Barclays plc, common stock; via HSBC Securities (USA) Inc.; pricing Dec. 21; settlement Dec. 31
16.5% annualized reverse convertible notes due June 26, 2008 linked to Blackstone Group LP common stock; via HSBC Securities (USA) Inc.; pricing Dec. 21; settlement Dec. 31
14% annualized reverse convertible notes due March 24, 2008 linked to Bear Stearns Cos. Inc. common stock; via HSBC Securities (USA) Inc.; pricing Dec. 21; settlement Dec. 31
9.65% annualized reverse convertible notes due Dec. 24, 2008 linked to the common stock of Chesapeake Energy Corp.; 80% trigger; via HSBC USA Inc.; pricing Dec. 21; settlement Dec. 31
11.5% annualized reverse convertible notes due June 26, 2008 linked to Cisco Systems, Inc. common stock; via HSBC Securities (USA) Inc.; pricing Dec. 21; settlement Dec. 31
17.5% annualized reverse convertible notes due June 26, 2008 linked to Citigroup Inc. common stock; via HSBC Securities (USA) Inc.; pricing Dec. 21; settlement Dec. 31
30% annualized reverse convertible notes due March 24, 2008 linked to Crocs, Inc. common stock; via HSBC Securities (USA) Inc.; pricing Dec. 21; settlement Dec. 31
0% performance securities with contingent protection due Dec. 31, 2012 linked to the Dow Jones Euro Stoxx 50 with a 35% weight, the FTSE 100 with a 25% weight, the Nikkei 225 with a 25% weight, the Swiss Market with a 5% weight, the S&P ASX 200 with a 5% weight and the MSCI Emerging Markets with a 5% weight; 50% trigger; UBS Financial Services, Inc. and HSBC USA Inc.; pricing Dec. 21; settlement Dec. 31
9.75% annualized reverse convertible notes due Dec. 24, 2008 linked to the common stock of General Electric Co.; 80% trigger; via HSBC USA Inc.; pricing Dec. 21; settlement Dec. 31
20% annualized reverse convertible notes due March 24, 2008 linked to Goldman Sachs Group, Inc. common stock; via HSBC Securities (USA) Inc.; pricing Dec. 21; settlement Dec. 31
14% annualized reverse convertible notes due March 24, 2008 linked to Google Inc. common stock; via HSBC Securities (USA) Inc.; pricing Dec. 21; settlement Dec. 31
18.5% annualized reverse convertible notes due June 26, 2008 linked to Lehman Brothers Holdings, Inc. common stock; via HSBC Securities (USA) Inc.; pricing Dec. 21; settlement Dec. 31
17.5% annualized reverse convertible notes due June 26, 2008 linked to Peabody Energy Corp. common stock; via HSBC Securities (USA) Inc.; pricing Dec. 21; settlement Dec. 31
0% performance securities with contingent protection due Dec. 31, 2012 linked to S&P 500 index; via UBS Financial Services Inc. and HSBC USA Inc; pricing Dec. 21; settlement Dec. 31
0% auto callable notes due Jan. 5, 2011 linked to the S&P 500 index; 90% trigger; via HSBC Securities (USA) Inc.; pricing Dec. 21; settlement Dec. 27
10.25% annualized reverse convertible notes due Dec. 24, 2008 linked to the common stock of Verizon Communications Inc.; 80% trigger; via HSBC USA Inc.; pricing Dec. 21; settlement Dec. 31
JPMORGAN CHASE & CO.
0% return notes due Dec. 21, 2010 linked to the JPMorgan Commodity Investable Global Asset Rotator Excess Return; via J.P. Morgan Securities Inc.; pricing Dec. 18; settlement Dec. 21
0% buffered return enhanced notes due June 25, 2009 linked to the MSCI EAFE index; via J.P. Morgan Securities Inc.; pricing Dec. 18; settlement Dec. 21
0% buffered return enhanced notes due June 25, 2009 linked to the Russell 1000 index; via J.P. Morgan Securities Inc.; pricing Dec. 18; settlement Dec. 21
Zero-coupon knock-out notes due Dec. 23, 2010 linked to equal weights of the S&P 500, the Nikkei 225 and the Dow Jones Euro Stoxx 50 indexes; 60% trigger; via J.P. Morgan Securities Inc.; pricing Dec. 18; settlement Dec. 21
0% buffered return enhanced notes due June 25, 2009 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing Dec. 18; settlement Dec. 21
Knock-out notes due Dec. 23, 2010 linked to a basket consisting of equal weights of the S&P 500, Nikkei 225 and Dow Jones Euro Stoxx 50 indexes; via J.P. Morgan Securities Inc.; pricing Dec. 18; settlement Dec. 23
Zero-coupon principal-protected dual directional notes due March 21, 2012 linked to a basket consisting of WTI crude oil (35% weight), primary aluminum (15% weight), copper grade A (15% weight), S&P GSCI Precious Metals Index Excess Return (15% weight), S&P GSCI Livestock Index Excess Return (10% weight) and S&P GSCI Agriculture Index Excess Return (10% weight); via J.P. Morgan Securities Inc.; pricing Dec. 18; settlement Dec. 21
At least 32.5% (determined at pricing) reverse exchangeable notes due June 20, 2008 linked to the least-performing common stock in the Dow Jones Industrial Average index; via J.P. Morgan Securities Inc.; pricing Dec. 19; settlement Dec. 21
14% reverse exchangeable notes due June 30, 2008 linked to Alcoa Inc. stock; via J.P. Morgan Securities Inc.; pricing Dec. 20; settlement Dec. 31
22.5% reverse exchangeable notes due June 30, 2008 linked to AMR Corp. stock; via J.P. Morgan Securities Inc.; pricing Dec. 20; settlement Dec. 31
20% reverse exchangeable notes due June 30, 2008 linked to Apple Inc. stock; via J.P. Morgan Securities Inc.; pricing Dec. 20; settlement Dec. 31
16% reverse exchangeable notes due March 31, 2008 linked to Apple Inc. stock; via J.P. Morgan Securities Inc.; pricing Dec. 20; settlement Dec. 31
11% reverse exchangeable notes due Dec. 31, 2008 linked to AT&T Inc. stock; via J.P. Morgan Securities Inc.; pricing Dec. 20; settlement Dec. 31
13% reverse exchangeable notes due June 30, 2008 linked to Bank of America Corp. stock; via J.P. Morgan Securities Inc.; pricing Dec. 20; settlement Dec. 31
0% principal-protected notes due Nov. 30, 2012 linked to a basket consisting of equal weights of the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500 indexes; via J.P. Morgan Securities Inc.; pricing Dec. 20; settlement Dec. 26
0% principal-protected notes due June 26, 2013 linked to a basket consisting of equal weights of the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500 indexes; via J.P. Morgan Securities Inc.; pricing Dec. 20; settlement Dec. 26
10% reverse exchangeable notes due Dec. 31, 2008 linked to Exxon Mobil Corp. stock; via J.P. Morgan Securities Inc.; pricing Dec. 20; settlement Dec. 31
20% reverse exchangeable notes due March 31, 2008 linked to Federal National Mortgage Association stock; via J.P. Morgan Securities Inc.; pricing Dec. 20; settlement Dec. 31
9.5% reverse exchangeable notes due Dec. 31, 2008 linked to General Electric Co. stock; via J.P. Morgan Securities Inc.; pricing Dec. 20; settlement Dec. 31
15% reverse exchangeable notes due March 31, 2008 linked to Merrill Lynch & Co., Inc. stock; via J.P. Morgan Securities Inc.; pricing Dec. 20; settlement Dec. 31
9.5% reverse exchangeable notes due Dec. 31, 2008 linked to Microsoft Corp. stock; via J.P. Morgan Securities Inc.; pricing Dec. 20; settlement Dec. 31
25% reverse exchangeable notes due March 31, 2008 linked to Washington Mutual, Inc. stock; via J.P. Morgan Securities Inc.; pricing Dec. 20; settlement Dec. 31
LEHMAN BROTHERS HOLDINGS INC.
0% buffered return enhanced notes due June 17, 2009 linked to the S&P 500 index; via Lehman Brothers Inc.; pricing Dec. 12; settlement Dec. 17
0% foreign exchange principal-protected notes due Dec. 23, 2009 linked to a basket consisting of equal weights (20%) of the Chinese renminbi, Indonesian rupiah, Indian rupee, Singapore dollar and Malaysian ringgit; via Lehman Brothers Inc.; pricing Dec. 17; settlement Dec. 21
Bearish autocallable optimization securities with contingent protection due June 30, 2009 linked to the S&P 500 Consumer Discretionary Index; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing Dec. 17; settlement Dec. 20
100% principal-protected dual participation notes due Dec. 27, 2011 linked to the price of light sweet crude oil; via Lehman Brothers Inc.; pricing Dec. 19; settlement Dec. 27
24.25% reverse exchangeable notes due March 31, 2008 linked to common stocks of Bank of America Corp.; Morgan Stanley; JPMorgan Chase & Co.; the Goldman Sachs Group, Inc.; and Merrill Lynch & Co., Inc.; via Lehman Brothers Inc.; pricing Dec. 21; settlement Dec. 31
0% foreign exchange principal-protected notes due Dec. 28, 2009 linked to equal weights of the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi, relative to the U.S. dollar; via Lehman Brothers Inc.; pricing Dec. 21; settlement Dec. 28
20% reverse exchangeable notes due March 31, 2008 linked to CIT Group Inc. common stock; via Lehman Brothers Inc.; pricing Dec. 21; settlement Dec. 31
16.5% reverse exchangeable notes due June 30, 2008 linked to Deere & Co. common stock; via Lehman Brothers Inc.; pricing Dec. 21; settlement Dec. 31
0% return optimization securities due June 30, 2009 linked to the Dow Jones Euro Stoxx 50 index with a 35% weight, the FTSE 100 index with a 25% weight, the Nikkei 225 index with a 25% weight, the Swiss Market index with a 5% weight, the S&P/ASX 200 index with a 5% weight and the MSCI Emerging Markets index with a 5% weight; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing Dec. 21; settlement Dec. 31
0% buffered return enhanced notes due June 30, 2010 linked to the Financial Select Sector SPDR Fund; via Lehman Brothers Inc.; pricing Dec. 21; settlement Dec. 31
17% reverse exchangeable notes due June 30, 2008 linked to General Motors Corp. common stock; via Lehman Brothers Inc.; pricing Dec. 21; settlement Dec. 31
20% annualized reverse convertible notes due March 24, 2008 linked to Goldman Sachs Group, Inc. common stock; via HSBC Securities (USA) Inc.; pricing Dec. 21; settlement Dec. 31
14% annualized reverse convertible notes due March 24, 2008 linked to Google Inc. common stock; via HSBC Securities (USA) Inc.; pricing Dec. 21; settlement Dec. 31
15.8% reverse exchangeable notes due March 31, 2008 linked to the least performing index fund in a basket consisting of the iShares MSCI Brazil Index Fund and the iShares FTSE/Xinhua China 25 Index Fund; via Lehman Brothers Inc.; pricing Dec. 21; settlement Dec. 31
15% reverse exchangeable notes due June 30, 2008 linked to Las Vegas Sands Corp. common stock; via Lehman Brothers Inc.; pricing Dec. 21; settlement Dec. 31
18.5% annualized reverse convertible notes due June 26, 2008 linked to Lehman Brothers Holdings, Inc. common stock; via HSBC Securities (USA) Inc.; pricing Dec. 21; settlement Dec. 31
14.65% reverse exchangeable notes due June 30, 2008 linked to NYSE Euronext common stock; via Lehman Brothers Inc.; pricing Dec. 21; settlement Dec. 31
17.5% annualized reverse convertible notes due June 26, 2008 linked to Peabody Energy Corp. common stock; via HSBC Securities (USA) Inc.; pricing Dec. 21; settlement Dec. 31
21.5% reverse exchangeable notes due March 31, 2008 linked to Research in Motion Ltd. common stock; via Lehman Brothers Inc.; pricing Dec. 21; settlement Dec. 31
Return optimization securities with partial protection due June 30, 2009 linked to the S&P 500 index; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing Dec. 21; settlement Dec. 31
17.5% reverse exchangeable notes due March 31, 2008 linked to Target Corp. common stock; via Lehman Brothers Inc.; pricing Dec. 21; settlement Dec. 31
18% reverse exchangeable notes due June 30, 2008 linked to Under Armour, Inc. common stock; via Lehman Brothers Inc.; pricing Dec. 21; settlement Dec. 31
Zero-coupon FX notes due Jan. 4, 2010 linked to equal weights (20%) of the Chinese renminbi, Indonesian rupiah, Indian rupee, Singapore dollar and Malaysian ringgit; via Lehman Brothers Inc.; pricing Dec. 27; settlement Jan. 2
Zero-coupon principal-protected notes with enhanced participation due Jan. 11, 2012 linked to equal weights of the Indian rupee and Chinese renminbi; via Lehman Brothers Inc.; pricing Jan. 7; settlement Jan. 11
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.
Three-year 0% buffered return enhanced notes linked to the LBCI Pure Beta Excess Return; via Lehman Brothers 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.
0% Accelerated Return Notes due March 2009 linked to equal weights of the Dow Jones Euro Stoxx 50, S&P 500 and Nikkei 225 indexes; via Merrill Lynch & Co.; pricing in December; settlement in January
Strategic Accelerated Redemption Securities (Stars) due January 2010 linked to the Nasdaq 100 index; 90% trigger; via Merrill Lynch & Co.; pricing in December; settlement in January
0% Accelerated Return Notes due March 2009 linked to the Rogers International Commodity Index - Agriculture Excess Return; via Merrill Lynch & Co.; pricing in December; settlement in January
0% Accelerated Return Notes due March 2009 linked to the S&P Asia 50 index; via Merrill Lynch & Co.; pricing in December; settlement in January
0% Accelerated Return Notes due March 2009 linked to the S&P 500 index; via Merrill Lynch & Co.; pricing in December; settlement in January
Zero-coupon 100% principal-protected notes due January 2009 linked to the South Korean won (33.34% weight), Indonesian rupiah (33.33% weight) and Malaysian ringgit (33.33% weight); via Merrill Lynch & Co.; pricing in December; settlement in January
0% Accelerated Return Notes due March 2009 linked to the Russell 2000 index; via Merrill Lynch & Co.; pricing in December or January; settlement in January or February
MORGAN STANLEY
0% buffered Performance Leveraged Upside Securities (PLUS) due June 21, 2011 linked to basket consisting of the S&P 100 (21% weight), Russell 1000 value index (14.5% weight), S&P 400 (Midcap) (12% weight), Russell 2000 value index (11% weight), Dow Jones Industrial Average (10.5% weight), Russell 1000 growth index (7% weight), shares of the iShares MSCI Australia index fund (4.8% weight), shares of the iShares MSCI France index fund (4.8% weight), MSCI Switzerland Index (4.8% weight), MSCI Italy Index (4.8% weight), shares of the iShares MSCI Pacific ex-Japan index fund (1.65% weight), shares of the iShares MSCI Spain index fund (1.65% weight) and MSCI Belgium Index (1.50% weight); via Morgan Stanley& Co. Inc.; pricing Dec. 14; settlement Dec. 21
Zero-coupon capital-protected notes due Oct. 7, 2011 linked to the Baltic Dry index (15% weight), the S&P GSCI Gold Index - Excess Return (10% weight), West Texas Intermediate light sweet crude oil (25% weight) and copper - grade A, special high-grade zinc, soybeans and wheat (12.5% weight each); via Morgan Stanley & Co. Inc.; pricing and settlement in December
0% Performance Leveraged Upside Securities (PLUS) due Jan. 20, 2009 linked to the Dow Jones Industrial Average; via Morgan Stanley& Co. Inc.; pricing and settlement in December
9% Stock Participation Accreting Redemption Quarterly-pay Securities (Sparqs) due Jan. 20, 2009 linked to the common stock of Exxon Mobil Corp; via Morgan Stanley & Co. Inc.; pricing and settlement in December
12.5% to 13% reverse convertible securities (RevCons) due June 2008 linked to the Financial Select Sector SPDR fund; 80% trigger; via Morgan Stanley & Co. Inc.; pricing and settlement in December
0% Performance Leveraged Upside Securities (PLUS) due Jan. 20, 2009 linked to the iShares of the MSCI EAFE Index Fund; via Morgan Stanley & Co. Inc.; pricing and settlement in December
0% Performance Leveraged Upside Securities (PLUS) due Jan. 20, 2009 linked to the Nasdaq 100 index; via Morgan Stanley& Co. Inc.;; pricing and settlement in December
0% Performance Leveraged Upside Securities (PLUS) due Dec. 31, 2009 linked to Nikkei 225 index; via Morgan Stanley & Co., Inc.; pricing and settlement in December
0% Performance Leveraged Upside Securities (PLUS) due Jan. 20, 2009 linked to the Russell 2000; via Morgan Stanley& Co. Inc.;; pricing and settlement in December
0% Performance Leveraged Upside Securities (PLUS) due Jan. 20, 2009 linked to the S&P 500; via Morgan Stanley & Co. Inc.; pricing and settlement in December
Buffered Bear Market Performance Leveraged Upside Securities (PLUS) due Jan. 20, 2009 inversely linked to the S&P 500 Index; via Morgan Stanley & Co. Inc.; pricing and settlement in December
Zero-coupon capital-protected notes due June 30, 2010 linked to the best of three currency baskets; first basket consists of equal weights (33.3333%) of Vietnamese dong, Indonesia rupiah and Indian rupee, against the dollar; second basket consists of equal weights (33.3333%) of Argentine peso, Brazilian real and Mexican peso, against the dollar; third basket consists of equal weights (33.3333%) of Hungarian forint, Turkish lira and Russian ruble, against the dollar; via Morgan Stanley & Co., Inc.; pricing and settlement in December
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
0% enhanced return (leveraged) notes due Dec. 31, 2008 linked to the S&P 500 index; via RBC Capital Markets Corp.; pricing Dec. 20; settlement Dec. 26
Zero-coupon principal-protected notes due Dec. 31, 2013 linked to the Dow Jones Euro Stoxx 50, weighted at 60%, and the S&P 500 index, weighted at 40%; via RBC Capital Markets Corp.; pricing Dec. 21; settlement Dec. 31
Zero-coupon 100% principal-protected notes due Dec. 29, 2009 linked to euro with 40% weight, Indian rupee with 25% weight, Japanese yen with 17.5% weight and British pound with 17.5% weight; via RBC Capital Markets Corp.; pricing Dec. 21; settlement Dec. 31
Zero-coupon principal-protected notes due Dec. 31, 2013 linked to an index basket consisting of the Nikkei 225 (33.3334% weight), S&P 500 (33.3333% weight) and Dow Jones Euro Stoxx 50 (33.3333% weight); via RBC Capital Markets Corp.; pricing Dec. 21; settlement Dec. 31
Zero-coupon 100% principal-protected absolute return notes due Dec. 31, 2008 linked to the S&P 500 index; via RBC Capital Markets Corp.; pricing Dec. 27; settlement Dec. 31
AB SVENSK EXPORTKREDIT
0% principal-protected bull notes due 2009 linked to equal weights of the Brazilian real, Malaysian ringgit, Russian ruble, Singapore dollar and Taiwan dollar via underwriter Goldman, Sachs & Co; pricing and settlement in December
Notes due December 2008 linked to the Standard & Poor's Diversified Trends Indicator - Total Return; via Goldman, Sachs & Co.; pricing and settlement in December
0% absolute return trigger notes due 15 to 18 months after issue linked to the S&P 500 index; via underwriter Goldman, Sachs & Co.
UBS AG
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
8% to 9.5% yield optimization notes with contingent protection due Dec. 31, 2008 linked to 3M Co. stock; 75% trigger; via UBS Investment Bank and UBS Financial Services Inc.; pricing Dec. 20; settlement Dec. 28
9% to 10.5% yield optimization notes with contingent protection due Dec. 31, 2008 linked to Exxon Mobil Corp. stock; 75% trigger; via UBS Investment Bank and UBS Financial Services Inc.; pricing Dec. 20; settlement Dec. 28
8% to 9.5% yield optimization notes with contingent protection due Dec. 31, 2008 linked to International Business Machines Corp. stock; 75% trigger; via UBS Investment Bank and UBS Financial Services Inc.; pricing Dec. 20; settlement Dec. 28
9.5% to 11% yield optimization notes with contingent protection due Dec. 31, 2008 linked to Wyeth stock; 75% trigger; via UBS Investment Bank and UBS Financial Services Inc.; pricing Dec. 20; settlement Dec. 28
0% performance securities with partial protection due Dec. 30, 2011 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; 80% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing Dec. 21; settlement Dec. 31
0% performance securities with principal protection due between Aug. 30, 2013 and Feb. 28, 2014 linked to the Dow Jones Euro Stoxx 50 index with a 35% weight, the FTSE 100 index with a 25% weight, the Nikkei 225 index with a 25% weight, the Swiss Market index with 5% weight, the S&P/ASX 200 index with a 5% weight and the MSCI Emerging Markets index with a 5% weight; via UBS Financial Services Inc. and UBS Investment Bank; pricing Dec. 21; settlement Dec. 31
Zero-coupon 100% principal protection absolute return barrier notes due Dec. 26, 2008 linked to the S&P 500 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing Dec. 21; settlement Dec. 31
Zero-coupon 100% principal protection absolute return barrier notes due June 30, 2009 linked to the S&P 500 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing Dec. 21; settlement Dec. 31
Zero-coupon 100% principal protection notes due Dec. 30, 2011 linked to the UBS Bloomberg Constant Maturity Commodity Index Excess Return; via UBS Investment Bank; pricing Dec. 21; settlement Dec. 31
0% performance tracking securities due Dec. 31, 2012 linked to UBS Return Optimization index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Dec. 21; settlement Dec. 31
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
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