Structured Products Calendar

ABN AMRO BANK NV

• 14.75% reverse convertible notes due July 10, 2007 linked to Research in Motion Ltd. common stock; via LaSalle Financial Services; pricing Jan. 5; settlement Jan. 10

BANK OF AMERICA

• 0% Minimum Return Equity Appreciation Growth Linked Securities (Index Eagles) due Jan. 27, 2012 linked to the S&P 500 index; via Banc of America Securities LLC and Banc of America Investment Services Inc.; pricing Jan. 22

BARCLAYS BANK PLC

• 18.5% reverse convertible notes due July 10, 2007 linked to NutriSystem Inc. common stock; via LaSalle Financial Services; pricing Jan. 5; settlement Jan. 10

• 17% reverse convertible notes due April 17, 2007 linked to the common stock of The Nasdaq Stock Market, Inc.; via Barclays Capital; pricing Jan. 12; settlement Jan. 18

• Super Track notes due July 24, 2008 linked to the Dow Jones Euro Stoxx 50 and FTSE/Xinhua China 25 indexes; via Barclays Capital; pricing Jan. 19; settlement Jan. 24

• 9.55% reverse convertible notes due Jan. 30, 2008 linked to the common stock of The Nasdaq Stock Market Inc.; via Barclays Capital; pricing Jan. 26; settlement Jan. 31

• 10.6% reverse convertible notes due Jan. 30, 2008 linked to the common stock of Nvidia Corp.; via Barclays Capital; pricing Jan. 26; settlement Jan. 31

DEUTSCHE BANK, LONDON BRANCH

• 0% contingent protection notes due Jan. 31, 2012 linked to the Dow Jones Euro Stoxx 50; via UBS Financial Services Inc., Deutsche Bank Securities; pricing Jan. 24; settlement Jan. 31

• 0% principal-protected notes linked to equal weights of the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500; via UBS AG; pricing Jan. 24; settlement Jan. 31

• 0% contingent protection notes due Jan. 31, 2012 linked to the FTSE/Xinhua China 25; via UBS Financial Services Inc., Deutsche Bank Securities; pricing Jan. 24; settlement Jan. 31

• 0% contingent protection notes due Jan. 31, 2012 linked to the Nikkei 225; via UBS Financial Services Inc., Deutsche Bank Securities; pricing Jan. 24; settlement Jan. 31

• 0% contingent protection notes due Jan. 31, 2012 linked to the S&P 500 index; via UBS Financial Services Inc., Deutsche Bank Securities; pricing Jan. 24; settlement Jan. 31

LEHMAN BROTHERS HOLDINGS INC.

• 0% one-year bullish principal-protected notes linked to the price of gold; via Lehman Brothers Inc.

• 0% 18-month autocallable notes linked to the Lehman Brothers Commodity Index Natural Gas Excess Return; via Lehman Brothers Inc.

MERRILL LYNCH & CO., INC.

• 0% principal-protected notes due February 2008 linked to the Chinese renminbi (yuan), Indian rupee, Japanese yen and Singapore dollar, equally weighted, against the dollar; via Merrill Lynch; settlement expected in February

• 0% accelerated return notes due April 2008 linked to equal weights of the Nikkei 225 and FTSE/Xinhua China 25 indexes; via Merrill Lynch; settlement expected in February

MORGAN STANLEY

• 0% protected absolute return barrier notes due July 20, 2008 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in January

• 10.5% to 11.5% High Income Trigger Securities (HITS) due Feb. 20, 2008 linked to the common stock of Apple Computer, Inc.; 75% trigger; via Morgan Stanley; pricing in January

• 0% Performance Leveraged Upside Securities (PLUS) due Feb. 20, 2008 linked to the Dow Jones Industrial Average index; via Morgan Stanley; pricing and settlement in January

• 0% notes due March 31, 2008 in the buffered Performance Leveraged Upside Securities (PLUS) structure linked to the MSCI EAFE with a 25% weight, S&P 500 with a 20% weight, Nasdaq-100 with a 20% weight, MSCI Emerging Markets with a 15% weight, Nikkei 225 with a 10% weight and the Energy Select Sector index with a 10% weight; via Morgan Stanley; pricing and settlement in January

• 8% Stock Participation Accreting Redemption Quarterly-Pay Securities (Sparqs) due Feb. 20, 2008 linked to Noble Energy, Inc.; pricing and settlement in January

RABO FINANCIAL PRODUCTS BV

• 14% reverse convertible notes due July 10, 2007 linked to Apple Computer, Inc. common stock; via LaSalle Financial Services; pricing Jan. 5; settlement Jan. 10

WACHOVIA CORP.

• 8% to 9% enhanced yield securities due Jan. 10, 2008 linked to Newmont Mining Corp. common stock; via Wachovia Securities

• 12% to 13% enhanced yield securities due Jan. 10, 2008 linked to XM Satellite Radio Holdings Inc. common stock; via Wachovia Securities

WELLS FARGO BANK NA

• 0% notes linked to Dow Jones Euro Stoxx 50 index with a 40% weight and the Nikkei 225, FTSE/Xinhua China 25 and FTSE 100 indexes, all with 20% weights; via Wells Fargo Securities, 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.