E-mail us: service@prospectnews.com Or call: 212 374 2800
Bank Loans - CLOs - Convertibles - Distressed Debt - Emerging Markets
Green Finance - High Yield - Investment Grade - Liability Management
Preferreds - Private Placements - Structured Products
 
Published on 11/27/2007 in the Prospect News Structured Products Daily.

Structured Products Calendar

ABN AMRO BANK NV

• 0% buffered return enhanced notes due Dec. 15, 2008 linked to the Dow Jones Euro Stoxx 50 index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing Nov. 30; settlement Dec. 5

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

• Callable Constant Maturity Swap (CMS) curve notes due December 2022; via Citigroup Global Markets Inc.; settlement in December

BARCLAYS BANK PLC

• 10% reverse convertible notes due Nov. 28, 2008 linked to Harley-Davidson, Inc. common stock; via Barclays Capital; pricing Nov. 28; settlement Nov. 30

• 11% reverse convertible notes due Nov. 28, 2008 linked to Lowe's Cos., Inc. common stock; via Barclays Capital; pricing Nov. 28; settlement Nov. 30

• Zero-coupon 98% principal-protected digital plus notes due Dec. 3, 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. 28; settlement Dec. 3

• 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.

• 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

• 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

• 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

• 0% principal-protected buffer notes due in 2011 linked to an index basket consisting of the S&P 500 index, Dow Jones Euro Stoxx 50 and Nikkei 225 index, (30% weight each) and Hang Seng China Enterprises index (10% weight); 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.

• 0% commodity-linked notes due November 2008 based on the price of gold; via Citigroup Global Markets Inc.

• 7.5% to 8.5% callable Libor range accrual notes due in 2022 with the exact coupon determined at pricing; 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

• 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

• Zero-coupon 100% principal protected notes due Dec. 5, 2011 linked to Deutsche Bank Liquid Commodity Index - Mean Reversion Excess Return; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Nov. 28; settlement Dec. 3

• Zero-coupon 100% principal-protection barrier range notes due June 4, 2009 linked to S&P 500 index; via Deutsche Bank Securities Inc.; pricing Nov. 29; settlement Dec. 4

• 0% Buffered Underlying Securities (BUyS) due Dec. 5, 2012 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Nov. 30; settlement Dec. 5

• 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% 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

• 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.

• 13.5% annualized reverse convertible notes due June 12, 2008 linked to the common stock of Cisco Systems, Inc.; 80% trigger; via HSBC Securities (USA) Inc.; pricing Dec. 7; settlement Dec. 12

• 25% annualized reverse convertible notes due March 12, 2008 linked to the common stock of Citigroup Inc.; 70% trigger; via HSBC Securities (USA) Inc.; pricing Dec. 7; settlement Dec. 12

• 17.5% annualized reverse convertible notes due March 12, 2008 linked to the common stock of Lehman Brothers Holdings Inc.; 60% trigger; via HSBC Securities (USA) Inc.; pricing Dec. 7; settlement Dec. 12

• 20% reverse convertible notes due March 12, 2008 linked to the common stock of Target Corp.; 75% trigger; via HSBC Securities (USA) Inc.; pricing Dec. 7; settlement Dec. 12

• 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

• 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

JPMORGAN CHASE & CO.

• 0% lesser index annual review notes due Dec. 13, 2010 linked to the S&P 500 and Nikkei 225 indexes; via J.P. Morgan Securities Inc.; pricing Nov. 30; settlement Dec. 5

• 0% principal-protected notes due June 8, 2011 linked to an equally weighted index basket consisting of the Dow Jones - AIG Commodity Index, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via J.P. Morgan Securities Inc.; pricing Dec. 3; settlement Dec. 6

LEHMAN BROTHERS HOLDINGS INC.

• 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

• 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

• 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

• 0% buffered return enhanced notes with partial protection due November 2011 linked to a basket consisting of the S&P 500 (50% weight), Dow Jones Euro Stoxx 50 (35% weight) and Nikkei 225 (15% weight); via Lehman Brothers Inc.; pricing and settlement in November

• 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

• 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

• 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

• 25% to 27% (determined at pricing) reverse convertible securities (RevCons) due March 12, 2008 linked to Apple Inc. common stock; via Morgan Stanley; pricing Dec. 7 settlement Dec. 12

• 16% to 18% (determined at pricing) reverse convertible securities (RevCons) due March 12, 2008 linked to Deere & Co. common stock; via Morgan Stanley; pricing Dec. 7 settlement Dec. 12

• 29.5% to 31.5% (determined at pricing) reverse convertible securities (RevCons) due March 12, 2008 linked to Foster Wheeler Ltd. common stock; via Morgan Stanley; pricing Dec. 7 settlement Dec. 12

• 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; 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% Trigger Performance Leveraged Upside Securities (PLUS) due December 2011 linked to copper weighted at 12.5%, soybeans weighted at 12.5%, sugar weighted at 12.5%, aluminum weighted at 10%, natural gas weighted at 10%, nickel weighted at 10%, WTI crude oil weighted at 10.0%, gold weighted at 7.5%, platinum weighted at 7.5% and wheat weighted at 7.5%; 75% trigger; via Morgan Stanley Capital Services 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; pricing and settlement in December

• 9% Stock Participation Accreting Redemption Quarterly-pay Securities (Sparqs) due Jan. 20, 2008 linked to the common stock of Exxon Mobil Corp; 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; 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; pricing and settlement in December

• 0% Performance Leveraged Upside Securities (PLUS) due Jan. 20, 2009 linked to the S&P 500; via Morgan Stanley; 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.

AB SVENSK EXPORTKREDIT

• 18-month 97.5% principal-protected bull notes linked to equal weights of the Chinese renminbi, the Malaysian ringgit and the Singaporean dollar via underwriter Goldman, Sachs & Co.; pricing November; settlement December

UBS AG

• 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

• 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

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.