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Published on 11/30/2007 in the Prospect News Structured Products Daily.

New Issue: ABN Amro prices $0.225 million 15% reverse convertibles linked to Whole Foods

New York, Nov. 30 - ABN Amro Bank NV priced $0.225 million of 15% Knock-In Reverse Exchangeable notes due Feb. 29, 2008 linked to Whole Foods Market, Inc. stock, according to a 424B2 filing with the Securities and Exchange Commission.

Payout at maturity will be par in cash unless Whole Foods stock falls below the protection price of $24.343, 80% of the initial price of $41.08, during the life of the notes and finishes below the initial price in which case the payout will be 32.86 shares of Whole Foods stock.

ABN Amro Inc. is the agent.

Issuer:ABN Amro Bank NV
Issue:Knock-In Reverse Exchangeable notes
Underlying stock:Whole Foods Market, Inc.
Amount:$0.225 million
Maturity:Feb. 29, 2008
Coupon:15%, payable monthly
Price:Par
Payout at maturity:Par in cash unless Whole Foods stock falls below the protection price of $24.343, 80% of the initial price, and finishes below the initial price, in which case 32.86 shares of Whole Foods stock.
Initial price:$41.08
Protection price:$24.343, 80% of $41.08
Exchange ratio:32.86
Pricing date:Nov. 27
Settlement date:Nov. 30
Agent:ABN Amro Inc.
Agent fee:1.375%

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