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 11/25/2008 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• Floating-rate notes linked to the Consumer Price Index due between Nov. 28, 2011 and Nov. 27, 2013; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; settlement Nov. 28

• 0% buffered Strategic Equity Exposure Performance Linked Securities (Steepls) due June 28, 2010 linked to the Dow Jones Industrial Average; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing Dec. 22

• 0% Minimum Return Equity Appreciation Growth Linked Securities due Nov. 29, 2013 linked to the Dow Jones Industrial Average,S&P MidCap 400, S&P SmallCap 600, Dow Jones Euro Stoxx and Nikkei 225 indexes; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing in November

• 0% Minimum Return Equity Appreciation Growth Linked Securities due Dec. 26, 2013 linked to the S&P 500 with an 80% weight and the iShares MSCI EAFE fund with a 20% weight; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing in December

• 0% Minimum Return Equity Appreciation Growth Linked Securities due Dec. 26, 2013 linked to the Dow Jones Industrial Average; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing Dec. 22

BARCLAYS BANK PLC

• 11% reverse convertible notes due May 29, 2009 linked to Campbell Soup Co. stock; 70% trigger; via Barclays Capital; pricing Nov. 26

• 0% buffered return enhanced notes due May 29, 2009 linked to Amex Hong Kong 30, FTSE Xinhua China 25, Korea Stock Price Index 200, MSCI Taiwan Index and MSCI Singapore Free Index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing Nov. 26

• 0% buffered Super Track Notes due June 8, 2012 linked to Nikkei 225, Dow Jones Euro Stoxx 50 and iShares MSCI Emerging Markets index fund; via Barclays Capital; pricing Dec. 5

CITIGROUP FUNDING INC.

• Zero-coupon principal-protected notes due 2011 linked to any decline in the euro relative to the dollar; via Citigroup Global Markets Inc.; pricing in November

• Zero-coupon principal-protected trust certificates due 2014 linked to the S&P 500 index through the Safety First Trust Series 2008-6; via Citigroup Global Markets Inc.; pricing in November

• 0% buffer notes due 2010 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing in November

• 0% notes due 2010 linked to the price of gold; via Citigroup Global Markets

CREDIT SUISSE, NASSAU BRANCH

• 0% Buffered Accelerated Return Equity Securities due May 11, 2012 linked to the S&P 500 index, MidCap SPDR Trust Series 1 and Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Dec. 4

EKSPORTFINANS ASA

• 14% to 16% enhanced yield securities with contingent downside protection due May 29, 2009 linked to the MSCI EAFE Index Fund; via Wachovia Capital Markets, LLC; pricing in November

• 12% to 14% enhanced yield securities with contingent downside protection due May 1, 2009 linked to PowerShares QQQ Trust, Series 1; 80% trigger; via Wachovia Capital Markets, LLC

• 12% to 14% enhanced yield securities with contingent downside protection due May 1, 2009 linked to SPDR Trust, Series 1; 80% trigger; via Wachovia Capital Markets, LLC

GOLDMAN SACHS GROUP, INC.

• 0% enhanced return notes due June 25, 2010 linked to iShares MSCI Emerging Markets index fund; via Goldman, Sachs & Co.

• 0% leveraged buffered equity index-linked notes due 33 to 39 months after issue linked to the S&P 500 index; via Goldman, Sachs & Co.

• 0% leveraged notes due 24 to 25 months after issue linked to the S&P 500 index; via Goldman, Sachs & Co.

• Basket-linked notes due between 24 and 27 months after issue linked to the S&P 500 index, MSCI EAFE index and iShares MSCI Emerging Markets index fund; via Goldman, Sachs & Co.

• 0% contingent payment trigger notes due nine to nine-and-a-half months after issue linked to the S&P 500 and Russell 2000 indexes; via Goldman, Sachs & Co.

HSBC USA INC.

• 11% reverse convertible notes due May 29, 2009 linked to Campbell Soup Co. stock; 70% trigger; via Barclays Capital; pricing Nov. 26

JPMORGAN CHASE & CO.

• 0% autocallable optimization securities with partial protection due Dec. 16, 2009 linked to the S&P 500 index; via UBS Financial Services Inc. and JPMorgan Securities Inc.; pricing Dec. 10

MERRILL LYNCH & CO., INC.

• Principal-protected Strategic Accelerated Redemption Securities due December 2010 linked to the two-year Constant Maturity Swap Rate; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in November

• 0% Accelerated Return Notes due January 2010 linked to the Consumer Staples Select Sector index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in November

• Zero-coupon 100% principal-protected conditional participation notes due December 2009 linked to the dollar versus euro; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in November

• 0% Bear Market Strategic Accelerated Redemption Securities due June 2010 linked to the Dow Jones - AIG Commodity index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in November

• Zero-coupon 100% principal-protected conditional participation notes due December 2010 linked to the Dow Jones - AIG Commodity Index - Excess Return; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in November

• 0% Accelerated Return Notes due January 2010 linked to the MSCI EAFE index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in November

• 0% Capped Leveraged Index Return Notes due May 2010 linked to Technology Select Sector index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in November

• 0% 18-month Bear Market Strategic Accelerated Redemption Securities linked to the iShares Dow Jones U.S. Real Estate index fund; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in November or December

• 0% 18-month Capped Leveraged Index Return Notes linked to the Nikkei 225 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in November or December

• Zero-coupon one-year 100% principal-protected conditional participation notes linked to the S&P 500 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in November or December

MORGAN STANLEY

• 0% buffered return enhanced notes due June 4, 2009 linked to the MSCI AC (All Country) Far East ex Japan Index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing Nov. 26

• 0% Performance Leveraged Upside Securities due May 20, 2010 linked to the Healthcare Select Sector SPDR fund; via Morgan Stanley & Co. Inc.; pricing in November

• Floating-rate six-month Libor range accrual notes due Dec. 3, 2023; via Morgan Stanley & Co. Inc.; pricing in November

• 0% enhanced participation securities due Jan. 5, 2011 linked to the Radar Logic Residential Property Index (Composite 25); via Morgan Stanley & Co. Inc.; pricing in November

• 0% participation securities due Jan. 5, 2011 linked to the Radar Logic Residential Property Index; via Morgan Stanley & Co. Inc.; pricing in November

• 19% Stock Participation Accreting Redemption Quarterly-pay Securities due Jan. 20, 2010 mandatorily exchangeable for Coach, Inc. stock; via Morgan Stanley & Co. Inc.; pricing in December

• Capital-protected units consisting of a 0% note due Dec. 30, 2011 and barrier call warrant linked to the Dow Jones Industrial Average; via Morgan Stanley & Co. Inc.; pricing in December

• Zero-coupon capital-protected notes due December 2010 linked to the price of gold; via Morgan Stanley & Co. Inc.; pricing in December

• 0% absolute return barrier notes due Dec. 31, 2010 linked to the euro relative to the dollar; via Morgan Stanley & Co. Inc.; settlement in December

• 0% Bear Market Performance Leveraged Upside Securities due Dec. 20, 2010 linked inversely to the iShares MSCI EAFE index fund; via Morgan Stanley & Co. Inc.; pricing in December

• Absolute return barrier notes due Dec. 31, 2010 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in December

• 0% Buffered Performance Leveraged Upside Securities due Dec. 20, 2010 linked to the S&P 500 index; 90% trigger; via Morgan Stanley & Co. Inc.; pricing in December


© 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.