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 6/10/2008 in the Prospect News Structured Products Daily.

Structured Products Calendar

ABN AMRO BANK NV

• 8.25% Knock-in Reverse Exchangeable Securities due June 18, 2009 linked to Applied Materials, Inc. common stock; 70% trigger; via ABN Amro Inc.; pricing June 13

• 9.5% Knock-in Reverse Exchangeable Securities due June 18, 2009 linked to Harley-Davidson, Inc. common stock; 70% trigger; via ABN Amro Inc.; pricing June 13

• 13.5% annualized Knock-in Reverse Exchangeable Securities due Sept. 30, 2008 linked to the common stock of Alcoa Inc.; 75% trigger; via ABN Amro Inc.; pricing June 25

• 12% annualized Knock-in Reverse Exchangeable Securities due Dec. 31, 2008 linked to the common stock of Apache Corp.; 75% trigger; via ABN Amro Inc.; pricing June 25

• 10.7% annualized Knock-in Reverse Exchangeable Securities due Sept. 30, 2008 linked to the common stock of Apple Inc.; 75% trigger; via ABN Amro Inc.; pricing June 25

• 12.75% annualized Knock-in Reverse Exchangeable Securities due Sept. 30, 2008 linked to the common stock of Arch Coal, Inc.; 65% trigger; via ABN Amro Inc.; pricing June 25

• 11% annualized Knock-in Reverse Exchangeable Securities due Dec. 31, 2008 linked to the common stock of Bristol-Myers Squibb Co.; 85% trigger; via ABN Amro Inc.; pricing June 25

• 9.5% annualized Knock-in Reverse Exchangeable Securities due Dec. 31, 2008 linked to the common stock of Burlington Northern Santa Fe Corp.; 80% trigger; via ABN Amro Inc.; pricing June 25

• 10% annualized Knock-in Reverse Exchangeable Securities due Sept. 30, 2008 linked to the common stock of Chesapeake Energy Corp.; 75% trigger; via ABN Amro Inc.; pricing June 25

• 10% annualized Knock-in Reverse Exchangeable Securities due Sept. 30, 2008 linked to the common stock of Chicago Bridge & Iron Co. NV; 75% trigger; via ABN Amro Inc.; pricing June 25

• 14.2% annualized Knock-in Reverse Exchangeable Securities due Sept. 30, 2008 linked to the common stock of Corning Inc.; 85% trigger; via ABN Amro Inc.; pricing June 25

• 10.75% annualized Knock-in Reverse Exchangeable Securities due Dec. 31, 2008 linked to the common stock of Cummins Inc.; 65% trigger; via ABN Amro Inc.; pricing June 25

• 10.75% annualized Knock-in Reverse Exchangeable Securities due Dec. 31, 2008 linked to the common stock of Deere & Co.; 75% trigger; via ABN Amro Inc.; pricing June 25

• 11.5% annualized Knock-in Reverse Exchangeable Securities due Dec. 31, 2008 linked to the common stock of Foster Wheeler Ltd.; 65% trigger; via ABN Amro Inc.; pricing June 25

• 13% annualized Knock-in Reverse Exchangeable Securities due Sept. 30, 2008 linked to the common stock of Goldman Sachs Group, Inc.; 80% trigger; via ABN Amro Inc.; pricing June 25

• 10.75% annualized Knock-in Reverse Exchangeable Securities due Dec. 31, 2008 linked to the common stock of Google Inc.; 80% trigger; via ABN Amro Inc.; pricing June 25

• 11% annualized Knock-in Reverse Exchangeable Securities due Sept. 30, 2008 linked to the common stock of Halliburton Co.; 85% trigger; via ABN Amro Inc.; pricing June 25

• 9.5% annualized Knock-in Reverse Exchangeable Securities due Dec. 31, 2008 linked to the common stock of Illinois Tool Works Inc.; 85% trigger; via ABN Amro Inc.; pricing June 25

• 10% annualized Knock-in Reverse Exchangeable Securities due Sept. 30, 2008 linked to the common stock of Ingersoll-Rand Co. Ltd.; 85% trigger; via ABN Amro Inc.; pricing June 25

• 10% annualized Knock-in Reverse Exchangeable Securities due Dec. 31, 2008 linked to the common stock of International Paper Co.; 80% trigger; via ABN Amro Inc.; pricing June 25

• 13% Knock-in Reverse Exchangeable Securities due Dec. 31, 2008 linked to the common stock of Jacobs Engineering Group Inc.; 80% trigger; via ABN Amro Inc.; pricing June 25

• 14% annualized Knock-in Reverse Exchangeable Securities due Sept. 30, 2008 linked to the common stock of JPMorgan Chase & Co.; 80% trigger; via ABN Amro Inc.; pricing June 25

• 10% annualized Knock-in Reverse Exchangeable Securities due Sept. 30, 2008 linked to the common stock of Manitowoc Co., Inc.; 75% trigger; via ABN Amro Inc.; pricing June 25

• 12.25% annualized Knock-in Reverse Exchangeable Securities due Sept. 30, 2008 linked to the common stock of Marathon Oil Corp.; 80% trigger; via ABN Amro Inc.; pricing June 25

• 11% annualized Knock-in Reverse Exchangeable Securities due Dec. 31, 2008 linked to the common stock of Marvel Entertainment, Inc.; 75% trigger; via ABN Amro Inc.; pricing June 25

• 10% annualized Knock-in Reverse Exchangeable Securities due Dec. 31, 2008 linked to the common stock of Microsoft Corp.; 85% trigger; via ABN Amro Inc.; pricing June 25

• 10% annualized Knock-in Reverse Exchangeable Securities due Dec. 31, 2008 linked to the common stock of Molson Coors Brewing Co.; 85% trigger; via ABN Amro Inc.; pricing June 25

• 14% annualized Knock-in Reverse Exchangeable Securities due Sept. 30, 2008 linked to the common stock of Monsanto Co.; 75% trigger; via ABN Amro Inc.; pricing June 25

• 10.25% annualized Knock-in Reverse Exchangeable Securities due Sept. 30, 2008 linked to the common stock of National Oilwell Varco, Inc.; 70% trigger; via ABN Amro Inc.; pricing June 25

• 11.5% annualized Knock-in Reverse Exchangeable Securities due Dec. 31, 2008 linked to the common stock of Owens Corning; 80% trigger; via ABN Amro Inc.; pricing June 25

• 10% annualized Knock-in Reverse Exchangeable Securities due Dec. 31, 2008 linked to the common stock of Owens-Illinois, Inc.; 75% trigger; via ABN Amro Inc.; pricing June 25

• 12% annualized Knock-in Reverse Exchangeable Securities due Dec. 31, 2008 linked to the common stock of Parker-Hannifin Corp.; 85% trigger; via ABN Amro Inc.; pricing June 25

• 14.5% Knock-in Reverse Exchangeable Securities due Dec. 31, 2008 linked to the common stock of Peabody Energy Corp.; 60% trigger; via ABN Amro Inc.; pricing June 25

• 10% annualized Knock-in Reverse Exchangeable Securities due Dec. 31, 2008 linked to the common stock of Schering-Plough Corp.; 75% trigger; via ABN Amro Inc.; pricing June 25

• 11.25% annualized Knock-in Reverse Exchangeable Securities due Sept. 30, 2008 linked to the common stock of Schlumberger NV.; 80% trigger; via ABN Amro Inc.; pricing June 25

• 14.2% annualized Knock-in Reverse Exchangeable Securities due Sept. 30, 2008 linked to the common stock of SPX Corp.; 85% trigger; via ABN Amro Inc.; pricing June 25

• 12.25% annualized Knock-in Reverse Exchangeable Securities due Sept. 30, 2008 linked to the common stock of Transocean Inc.; 80% trigger; via ABN Amro Inc.; pricing June 25

• 10.75% annualized Knock-in Reverse Exchangeable Securities due Dec. 31, 2008 linked to the common stock of Union Pacific Corp.; 80% trigger; via ABN Amro Inc.; pricing June 25

• 12.75% annualized Knock-in Reverse Exchangeable Securities due Dec. 31, 2008 linked to the common stock of United States Steel Corp.; 65% trigger; via ABN Amro Inc.; pricing June 25

• 10% annualized Knock-in Reverse Exchangeable Securities due Sept. 30, 2008 linked to the common stock of Valero Energy Corp.; 75% trigger; via ABN Amro Inc.; pricing June 25

AMERICAN INTERNATIONAL GROUP, INC.

• Zero-coupon principal-protected notes due 2010 linked to equal weights of the Hong Kong dollar, Indian rupee, Indonesian rupiah, Malaysian ringgit and Singapore dollar; via Lehman Brothers Inc.

BANK OF AMERICA

• 0% notes due June 27, 2011 linked to euro, pound and yen; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; expected to price on June 24

• 0% notes due June 29, 2009 linked to Brazilian real, Mexican peso, Turkish lira and Russian ruble, against dollar; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; settlement June 27

• Zero-coupon commodity-linked notes linked to natural gas due June 27, 2012 or June 27, 2013; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; settlement June 27

• 0% Minimum Return Equity Appreciation Growth Linked Securities due June 28, 2013 linked to Dow Jones Industrial Average, S&P MidCap 400, S&P SmallCap 600, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes, via Banc of America Securities LLC and Banc of America Investment Services, Inc.; settlement in June

• 0% Strategic Equity Exposure Performance Linked Securities (Steepls) due Dec. 28, 2009 linked to the S&P 500 index; via Banc of America Securities LLC and Banc of America Investment Services Inc.; pricing in June

• 0% buffered Strategic Equity Exposure Performance Linked Securities (Steepls) due June 28, 2010 linked to the Dow Jones Industrial Average, S&P MidCap 400, S&P SmallCap 600, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via Banc of America Securities LLC and Banc of America Investment Services Inc.; pricing in June

BARCLAYS BANK DELAWARE

• 0% certificates of deposit due May 28, 2013 linked to Chinese yuan, Swiss franc, Japanese yen and Canadian dollar, versus U.S. dollar; via Barclays Capital Inc.; pricing June 23

BARCLAYS BANK PLC

• 8.25% annualized Knock-in Reverse Exchangeable Securities due June 18, 2009 linked to the common stock of the Applied Materials, Inc.; 70% trigger; via ABN Amro Inc.; pricing June 13

• 9.5% annualized Knock-in Reverse Exchangeable Securities due June 18, 2009 linked to the common stock of the Harley-Davidson, Inc.; 70% trigger; via ABN Amro Inc.; pricing June 13

• 0% performance allocation securities due June 28, 2013 linked to U.S. equities, international developed market equities and Asia excluding Japan equities; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing June 25

• 12.3% annualized reverse convertible notes due Dec. 30, 2008 linked to the common stock of Alcoa Inc.; 75% trigger; via Barclays Capital Inc.; pricing June 25

• 15.4% annualized reverse convertible notes due June 30, 2009 linked to the common stock of Arch Coal, Inc.; 60% trigger; via Barclays Capital Inc.; pricing June 25

• Zero-coupon 100% principal-protected notes due June 29, 2011 linked to the Barclays Intelligent Carry Index USD ER; via Barclays Capital Inc.; pricing June 25

• 13.3% annualized reverse convertible notes due June 30, 2009 linked to the common stock of Capital One Financial Corp.; 60% trigger; via Barclays Capital Inc.; pricing June 25

• 13% annualized reverse convertible notes due June 30, 2009 linked to the common stock of Chicago Bridge & Iron Co. NV; 75% trigger; via Barclays Capital Inc.; pricing June 25

• 20% annualized reverse convertible notes due Dec. 30, 2008 linked to the common stock of DryShips Inc.; 60% trigger; via Barclays Capital Inc.; pricing June 25

• 0% Buffered Super Track Notes due Dec. 30, 2009 linked to the Financial Select Sector SPDR fund.; 90% trigger; via Barclays Capital Inc.; pricing June 25

• 0% principal-protected notes due Dec. 30, 2009 linked to Financial Select Sector SPDR fund; via Barclays Capital Inc.; pricing June 25

• 14.3% annualized reverse convertible notes due June 30, 2009 linked to the common stock of Frontier Oil Corp.; 70% trigger; via Barclays Capital Inc.; pricing June 25

• 14.1% annualized reverse convertible notes due Dec. 30, 2008 linked to the common stock of Merrill Lynch & Co., Inc.; 75% trigger; via Barclays Capital Inc.; pricing June 25

• 16.2% annualized reverse convertible notes due Dec. 30, 2008 linked to the common stock of Peabody Energy Corp.; 70% trigger; via Barclays Capital Inc.; pricing June 25

• 17.6% annualized reverse convertible notes due Dec. 30, 2008 linked to the common stock of Titanium Metals Corp.; 70% trigger; via Barclays Capital Inc.; pricing June 25

• 0% buffered Super Track Notes due June 29, 2011 linked to the S&P 500 index; via Barclays Capital Inc.; pricing June 25

• 0% performance securities with contingent protection due June 28, 2013 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing June 25

• Zero-coupon 100% principal-protected notes due June 27, 2014 linked WTI crude oil, natural gas, S&P GSCI Livestock Index Excess Return and S&P GSCI Precious Metals Index Excess Return; via Barclays Capital Inc.; pricing June 25

• 0% principal protected notes due April 2009 linked to the S&P 500 index; via Barclays Capital Inc.; pricing in June

• iPath Global Carbon exchange-traded notes linked to the Barclays Capital Global Carbon Index Total Return; via Barclays Capital Inc.

• Six-month 14.4% annualized reverse convertible notes linked to the common stock of Deere & Co.; 80% trigger; via Barclays Capital Inc.

• 0% Buffered Super Track Notes due July 2, 2009 linked to the Financial Select Sector SPDR fund; via Barclays Capital

• Six-month 9.5% annualized reverse convertible notes linked to the common stock of Pfizer Inc.; 90% trigger; via Barclays Capital Inc.

• Six-month 13.5% annualized reverse convertible notes linked to the common stock of Valero Energy Corp.; 75% trigger; via Barclays Capital Inc.

CITIGROUP FUNDING INC.

• One-year Equity LinKed Securities (ELKS) linked to Amazon.com, Inc. stock; via Citigroup Global Markets Inc.; pricing in June

• Zero-coupon principal-protected notes due February 2010 linked to Brazilian real, Russian ruble, Norwegian krone, Indonesian rupiah and Thai baht, versus euro; via Citigroup Global Markets Inc.; pricing in June

• 0% strategic market access notes due 2011 linked to the Citi Country Select; via Citigroup Global Markets Inc.; pricing in June

• Floating-rate principal-protected five-year notes linked to the Consumer Price Index; via Citigroup Global Markets Inc.; pricing in June

• Zero-coupon 95% principal-protected notes due in 2010 linked to the euro and British pound; via Citigroup Global Markets Inc.; pricing in June

• 11% to 12.5% one-year Equity LinKed Securities (ELKS) linked to the common stock of J.C. Penney Co., Inc.; 70% trigger; via Citigroup Global Markets Inc.; pricing in June

• Zero-coupon notes due 2011 linked to gold, platinum, aluminum and copper; via Citi; pricing in June

• Premium Mandatory Callable Equity-linked Securities due Nov. 26, 2008 linked to American Depositary Shares of Petroleo Brasileiro SA; 75% trigger; via Citigroup Global Markets Inc.; pricing in June

• Principal-protected trust certificates due 2013 linked to S&P 500 index via Safety First Trust Series 2008-1; pricing in June

• 0% Stock Market Upturn notes due 2009 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing in June

• 0% medium-term notes due 2009 linked to a basket including the Australian dollar, Brazilian real, Canadian dollar, Swiss franc and Japanese yen and a basket including the euro and British pound; via Citigroup Global Markets Inc.

• 0% buffer notes due 2010 linked to the Financial Select Sector SPDR fund; via Citigroup Global Markets Inc.

• 0% notes due 2011 linked to gold, platinum, aluminum and copper; via Citigroup

• Callable Libor range accrual notes due 2020; via Citigroup Global Markets Inc.

CREDIT SUISSE, NASSAU BRANCH

• 0% Buffered Accelerated Return Equity Securities (Bares) due July 30, 2009 linked to the Nasdaq 100 index; via Credit Suisse Securities (USA) LLC; pricing June 24

• 12% callable yield notes due June 30, 2009 linked to S&P 500, Russell 2000 and Dow Jones Euro Stoxx 50 indexes; via Credit Suisse Securities (USA) LLC; pricing June 24

• 0% Accelerated Return Equity Securities (ARES) due July 19, 2012 linked to the Credit Suisse FX Rolling Optimised Carry Index - Global 18 Unfunded - USD; via Credit Suisse Securities (USA) LLC; pricing June 27

• 17.5% reverse convertible securities due Dec. 30, 2008 linked to the common stocks of Apple Inc., Google Inc., Microsoft Corp., Qualcomm Inc. and Research In Motion Ltd.; 60% to 63% trigger; via Credit Suisse Securities (USA) LLC; pricing in June

• 0% Accelerated Return Equity Securities (ARES) due July 30, 2009 linked to the MSCI EAFE index; via Credit Suisse Securities (USA) LLC; pricing in June

• 0% Accelerated Return Equity Securities (ARES) due July 30, 2009 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing in June

DEUTSCHE BANK AG, LONDON BRANCH

• 0% return enhanced notes due July 2, 2010 linked to Cemex, SAB de CV, Siemens AG, 3M Co., AGCO Corp., Corning Inc., Deere & Co., Dover Corp., Illinois Tool Works Inc., Textron Inc., Tyco International Ltd. and United Technologies Corp.; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing June 13

• 0% securities due June 16, 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 June 13

• 0% annual review notes due June 30, 2011 linked to the S&P 500 index; 90% trigger; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing June 13

• Zero-coupon market contribution securities due June 24, 2011 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 June 19

• Call warrants linked to equal weights of the Indonesian rupiah, the Indian rupee, the Malaysian ringgit and the Philippine peso, each against the dollar; via UBS Financial Services Inc.; pricing June 25

• 0% principal-protected absolute return barrier securities due Dec. 30, 2009 linked to the S&P 500 index; via Deutsche Bank Securities and Deutsche Bank Trust Co. Americas; pricing June 25

• Return optimization securities with partial protection due Dec. 31, 2009 linked to the S&P 500 index; via UBS Financial Services and Deutsche Bank Securities Inc.; pricing June 25

• 0% principal-protected absolute return barrier securities due Feb. 26, 2010 linked to the S&P 500 index; via Deutsche Bank Securities and Deutsche Bank Trust Co. Americas; pricing June 25

• Zero-coupon 100% principal-protected notes due July 7, 2014 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 July 1

EKSPORTFINANS ASA

• 19.4% reverse convertible notes due Dec. 30, 2008 linked to Baidu.com, Inc. common stock; 70% trigger; via Natixis Securities North America Inc.; pricing June 25

• 22.3% reverse convertible notes due Sept. 30, 2008 linked to Blue Nile, Inc. common stock; 75% trigger; via Natixis Securities North America Inc.; pricing June 25

• 20.2% reverse convertible notes due Sept. 30, 2008 linked to Continental Airlines, Inc. common stock; 50% trigger; via Natixis Securities North America Inc.; pricing June 25

• 24% reverse convertible notes due Dec. 30, 2008 linked to D.R. Horton, Inc. common stock; 70% trigger; via Natixis Securities North America Inc.; pricing June 25

• 16.05% reverse convertible notes due Sept. 30, 2008 linked to Evergreen Solar, Inc. common stock; 60% trigger; via Natixis Securities North America Inc.; pricing June 25

• 19.7% reverse convertible notes due Sept. 30, 2008 linked to First Solar, Inc. common stock; 70% trigger; via Natixis Securities North America Inc.; pricing June 25

• 21.3% reverse convertible notes due Sept. 30, 2008 linked to Freddie Mac common stock; 70% trigger; via Natixis Securities North America Inc.; pricing June 25

• 23.4% reverse convertible notes due Sept. 30, 2008 linked to InterOil Corp. common stock; 60% trigger; via Natixis Securities North America Inc.; pricing June 25

• 14.15% reverse convertible notes due Dec. 30, 2008 linked to Shaw Group Inc. common stock; 70% trigger; via Natixis Securities North America Inc.; pricing June 25

• 18.8% reverse convertible notes due Dec. 30, 2008 linked to VMware, Inc. common stock; 70% trigger; via Natixis Securities North America Inc.; pricing June 25

• Zero-coupon 95% principal-protected notes due July 6, 2009 linked to the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; via Wachovia Capital Markets, LLC

• 0% access securities with buffered downside due July 2, 2010 linked to the Dow Jones Industrial Average; via Wachovia Capital Markets, LLC

• 0% absolute return range notes due Jan. 15, 2010 linked to the iShares MSCI EAFE index fund; via Wachovia Capital Markets, LLC

• 14% to 15% enhanced yield securities Dec. 19, 2008 linked to the common stock of Las Vegas Sands Corp.; 70% trigger; via Wachovia Capital Markets, LLC

• 13% to 14% enhanced yield securities Dec. 19, 2008 linked to the common stock of Macy's, Inc.; 70% trigger; via Wachovia Capital Markets, LLC

• 16% to 17% enhanced yield securities Dec. 19, 2008 linked to the common stock of Mosaic Co.; 65% trigger; via Wachovia Capital Markets, LLC

• 0% enhanced growth securities with capped upside due Oct. 1, 2009 linked to the S&P 500 index; via agent Wachovia Capital Markets, LLC

• 11% to 12% enhanced yield securities Dec. 19, 2008 linked to the common stock of Transocean Inc.; 75% trigger; via Wachovia Capital Markets, LLC

FORTIS BANK, CAYMAN ISLANDS BRANCH

• 15.1% knock-in reverse convertible securities due Dec. 30, 2008 linked to Apple Inc. common stock; 75% trigger; via Fortis Securities LLC; pricing June 25

• 17.6% knock-in reverse convertible securities due Dec. 30, 2008 linked to Amazon.com Inc. common stock; 75% trigger; via Fortis Securities LLC; pricing June 25

• 23% annualized knock-in reverse convertible securities due June 30, 2009 linked to Bank Of America Corp., Citigroup Inc., General Electric Co., Pfizer Inc., Verizon Communications Inc., General Motors Corp., AT&T Inc., JPMorgan Chase & Co. and Du Pont De Nemours; 50% trigger; via Fortis Securities LLC; pricing June 25

• 12% annualized knock-in reverse convertible securities due Sept. 30, 2008 linked to Bunge Ltd. common stock; 70% trigger; via Fortis Securities LLC; pricing June 25

• 10.4% annualized knock-in reverse convertible securities due Sept. 30, 2008 linked to Cameron International Corp. common stock; 80% trigger; via Fortis Securities LLC; pricing June 25

• 12.6% annualized knock-in reverse convertible securities due Sept. 30, 2008 linked to Cia de Minas Buenaventur common stock; 80% trigger; via Fortis Securities LLC; pricing June 25

• 26.15% annualized knock-in reverse convertible securities due Dec. 30, 2008 linked to Deere & Co., Potash Corp. of Saskatchewan Inc., Bunge Ltd., Monsanto Co., Archer-Daniels-Midland Co. and Mosaic Co.; 60% trigger; via Fortis Securities LLC; pricing June 25

• 21.05% annualized knock-in reverse convertible securities due Dec. 30, 2008 linked to Garmin Ltd. common stock; 75% trigger; via Fortis Securities LLC; pricing June 25

• 20.35% annualized knock-in reverse convertible securities due Dec. 30, 2008 linked to General Motors Corp. common stock; 60% trigger; via Fortis Securities LLC; pricing June 25

• 14.15% annualized knock-in reverse convertible securities due Dec. 30, 2008 linked to Monsanto Co. common stock; 75% trigger; via Fortis Securities LLC; pricing June 25

• 14.75% knock-in reverse convertible securities due June 30, 2009 linked to Nvidia Corp. common stock; 70% trigger; via Fortis Securities LLC; pricing June 25

• 11.1% annualized knock-in reverse convertible securities due Sept. 30, 2008 linked to Patterson Uti-Energy Inc. common stock; 85% trigger; via Fortis Securities LLC; pricing June 25

• 17.85% annualized knock-in reverse convertible securities due Dec. 30, 2008 linked to Potash Corp. of Saskatchewan, Inc. common stock; 75% trigger; via Fortis Securities LLC; pricing June 25

• 10.1% annualized knock-in reverse convertible securities due Sept. 30, 2008 linked to Rent-A-Center Inc. common stock; 80% trigger; via Fortis Securities LLC; pricing June 25

• 16.8% annualized knock-in reverse convertible securities due Dec. 30, 2008 linked to Research In Motion Ltd. common stock; 70% trigger; via Fortis Securities LLC; pricing June 25

GOLDMAN SACHS GROUP, INC.

• 0% notes due 15 months after issue linked to the Brazilian real, Russian ruble, Indian rupee, Malaysian ringgit, Singapore dollar, Mexican peso, Australian dollar and Norwegian krone versus the euro; via Goldman, Sachs & Co.

• 0% notes due 24 to 26 months after issue linked to the Brazilian real, Russian ruble, Indian rupee, Malaysian ringgit, Singapore dollar, Mexican peso, Australian dollar and Norwegian krone versus the euro; via Goldman, Sachs & Co.

• Libor range notes due 14 to 18 months after issue; via Goldman, Sachs & Co.

• 0% leveraged notes due in 18 to 20 months linked to the iShares MSCI Emerging Markets index fund; via Goldman, Sachs & Co.

• 0% leveraged notes due 24 to 25 months after issue linked to the MSCI EAFE 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.

HARRIS NA

• Principal-protected certificates of deposit due June 29, 2009 linked to the S&P 500 index; pricing June 24

HSBC USA INC.

• 0% autocallable notes due June 18, 2010 linked to the common stocks of JPMorgan Chase & Co. and Goldman Sachs Group, Inc.; via HSBC Securities (USA) Inc.; pricing June 11

• 17% annualized knock-in reverse convertible securities due Sept. 30, 2008 linked to Apple, Inc.; 80% trigger; HSBC Securities (USA) Inc.; pricing June 25

• 20% annualized knock-in reverse convertible securities due Dec. 30, 2008 linked to Bank of America Corp., 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.; 50% trigger; HSBC Securities (USA) Inc.; pricing June 25

• 14.3% annualized knock-in reverse convertible securities due Sept. 30, 2008 linked to Blackstone Group LP; 75% trigger; HSBC Securities (USA) Inc.; pricing June 25

• 16.1% annualized knock-in reverse convertible securities due Dec. 30, 2008 linked to Bucyrus International, Inc.; 70% trigger; HSBC Securities (USA) Inc.; pricing June 25

• 18% annualized knock-in reverse convertible securities due Sept. 30, 2008 linked to Consol Energy, Inc.; 70% trigger; HSBC Securities (USA) Inc.; pricing June 25

• 24% annualized knock-in reverse convertible securities due Dec. 30, 2008 linked to D.H. Horton, Inc.; 65% trigger; HSBC Securities (USA) Inc.; pricing June 25

• 0% bearish autocallable optimization securities with contingent protection due Dec. 31, 2009 linked to the Energy Select Sector SPDR fund; via UBS Financial Services Inc. and HSBC USA Inc.; pricing June 25

• 0% enhanced market participation notes due Aug. 31, 2009 linked to shares of the Financial Select Sector SPDR exchange traded fund; via HSBC Securities (USA) Inc.; pricing June 25

• 17.5% annualized knock-in reverse convertible securities due Sept. 30, 2008 linked to General Motors Corp.; 60% trigger; HSBC Securities (USA) Inc.; pricing June 25

• 22.5% annualized knock-in reverse convertible securities due Dec. 30, 2008 linked to General Motors Corp.; 60% trigger; HSBC Securities (USA) Inc.; pricing June 25

• 0% green energy access notes due June 30, 2011 linked to the HSBC Investable Low Carbon Energy Production index; via HSBC Securities (USA) Inc.; pricing June 25

• 12.5% annualized knock-in reverse convertible securities due Dec. 30, 2008 linked to IntercontinentalExchange, Inc.; 70% trigger; HSBC Securities (USA) Inc.; pricing June 25

• 16% annualized knock-in reverse convertible securities due Sept. 30, 2008 linked to JPMorgan Chase & Co.; 80% trigger; HSBC Securities (USA) Inc.; pricing June 25

• 13% annualized knock-in reverse convertible securities due Dec. 30, 2008 linked to Kohl's Corp.; 75% trigger; HSBC Securities (USA) Inc.; pricing June 25

• 0% partially protected return optimization securities due Dec. 31, 2009 linked to the MSCI EAFE; via UBS Financial Services Inc. and HSBC USA Inc.; pricing June 25

• 10.5% annualized knock-in reverse convertible securities due Dec. 30, 2008 linked to Regions Financial Corp.; 60% trigger; HSBC Securities (USA) Inc.; pricing June 25

• 0% enhanced market participation notes due Aug. 31, 2009 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing June 25

• Zero-coupon 100% principal-protected absolute return barrier notes expected to mature June 23, 2009 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing June 25

• 0% performance securities with contingent protection due June 30, 2011 linked to the S&P 500 index; via UBS Financial Services Inc. and HSBC USA Inc.; pricing June 25

• 14% annualized knock-in reverse convertible securities due Sept. 30, 2008 linked to Sprint Nextel Corp.; 65% trigger; HSBC Securities (USA) Inc.; pricing June 25

• 11% annualized knock-in reverse convertible securities due Sept. 30, 2008 linked to Valero Energy Corp.; 75% trigger; HSBC Securities (USA) Inc.; pricing June 25

JPMORGAN CHASE & CO.

• Floating-rate notes due June 18, 2015 linked to the Consumer Price Index; via J.P. Morgan Securities Inc.; pricing June 13

• Callable range accrual notes due June 18, 2018 linked to six-month Libor; via J.P. Morgan Securities Inc.; pricing June 13

• 0% buffered return enhanced notes due Dec. 18, 2009 linked to the Russell 2000 index; via J.P. Morgan Securities Inc.; pricing June 13

• Zero-coupon 100% principal-protected notes due Dec. 22, 2010 linked to equal weights of the Brazilian real, Indian rupee, Mexican peso and New Turkish lira against the dollar; via J.P. Morgan Securities; pricing June 17

• Floating-rate notes due June 24, 2013 linked to the Consumer Price Index; via J.P. Morgan Securities Inc.; pricing June 19

• Zero-coupon principal-protected asset allocation notes due June 28, 2013 linked to the best performer of three reference portfolios that consist of four asset classes, including currencies, commodities, debt and equity; via J.P. Morgan Securities Inc.; pricing June 25

• Zero-coupon principal-protected asset allocation notes due June 30, 2014 linked to the best performer of three reference portfolios that consist of four asset classes, including currencies, commodities, debt and equity; via J.P. Morgan Securities Inc.; pricing June 25

• 10.5% reverse exchangeable notes due June 30, 2009 linked to Alcoa Inc. stock; via J.P. Morgan Securities Inc.; pricing June 25

• 13.5% reverse exchangeable notes due Dec. 31, 2008 linked to Allegheny Technologies, Inc. stock; 60% trigger; via J.P. Morgan Securities Inc.; pricing June 25

• 11% reverse exchangeable notes due Dec. 31, 2008 linked to American Express Co. stock; 70% trigger; via J.P. Morgan Securities Inc.; pricing June 25

• 18% reverse exchangeable notes due Sept. 30, 2008 linked to American International Group, Inc. stock; 70% trigger; via J.P. Morgan Securities Inc.; pricing June 25

• 11% reverse exchangeable notes due June 30, 2009 linked to Apple Inc. stock; via J.P. Morgan Securities Inc.; pricing June 25

• 10% reverse exchangeable notes due June 30, 2009 linked to AT&T Inc. stock; 80% trigger; via J.P. Morgan Securities Inc.; pricing June 25

• 14% reverse exchangeable notes due Sept. 30, 2008 linked to Bank of America Corp. stock; 80% trigger; via J.P. Morgan Securities Inc.; pricing June 25

• 10% reverse exchangeable notes due June 30, 2009 linked to Bank of America Corp. stock; via J.P. Morgan Securities Inc.; pricing June 25

• Zero-coupon principal-protected dual directional notes due Dec. 31, 2010 linked to Brazilian real, Russian ruble, Indian rupee, Chinese renminbi and South Korean won, relative to the dollar; via J.P. Morgan Securities Inc.; pricing June 25

• 13% reverse exchangeable notes due Dec. 31, 2008 linked to Chicago Bridge & Iron Co. NV stock; 70% trigger; via J.P. Morgan Securities Inc.; pricing June 25

• 11% reverse exchangeable notes due Dec. 31, 2008 linked to Diana Shipping Inc. stock; 60% trigger; via J.P. Morgan Securities Inc.; pricing June 25

• 13.5% reverse exchangeable notes due Dec. 31, 2008 linked to Foster Wheeler Ltd. stock; 70% trigger; via J.P. Morgan Securities Inc.; pricing June 25

• 18.5% reverse exchangeable notes due Sept. 30, 2008 linked to Freeport-McMoRan Copper & Gold, Inc.. stock; 75% trigger; via J.P. Morgan Securities Inc.; pricing June 25

• 13% reverse exchangeable notes due Sept. 30, 2008 linked to Garmin Ltd. stock; 70% trigger; via J.P. Morgan Securities Inc.; pricing June 25

• 12.5% reverse exchangeable notes due Dec. 31, 2008 linked to Garmin Ltd. stock; 60% trigger; via J.P. Morgan Securities Inc.; pricing June 25

• 9% reverse exchangeable notes due June 30, 2009 linked to General Electric Co. stock; via J.P. Morgan Securities Inc.; pricing June 25

• 13.25% reverse exchangeable notes due Sept. 30, 2008 linked to Goldman Sachs Group, Inc. stock; 80% trigger; via J.P. Morgan Securities Inc.; pricing June 25

• 11.5% reverse exchangeable notes due Dec. 31, 2008 linked to Intel Corp. stock; 80% trigger; via J.P. Morgan Securities Inc.; pricing June 25

• 15% reverse exchangeable notes due Dec. 31, 2008 linked to Joy Global Inc. stock; 70% trigger; via J.P. Morgan Securities Inc.; pricing June 25

• 17.5% reverse exchangeable notes due Sept. 30, 2008 linked to Macy's Inc. stock; 75% trigger; via J.P. Morgan Securities Inc.; pricing June 25

• 9% reverse exchangeable notes due June 30, 2009 linked to Microsoft Corp. stock; 80% trigger; via J.P. Morgan Securities Inc.; pricing June 25

• 18% reverse exchangeable notes due Sept. 30, 2008 linked to Monsanto Co.. stock; 80% trigger; via J.P. Morgan Securities Inc.; pricing June 25

• 14.5% reverse exchangeable notes due Dec. 31, 2008 linked to Monsanto Co. stock; 70% trigger; via J.P. Morgan Securities Inc.; pricing June 25

• 0% buffered return enhanced notes due Dec. 31, 2009 linked to the MSCI EAFE index; via J.P. Morgan Securities Inc.; pricing June 25

• 10.5% reverse exchangeable notes due Dec. 31, 2008 linked to Nasdaq OMX Group, Inc. stock; 70% trigger; via J.P. Morgan Securities Inc.; pricing June 25

• 12.5% reverse exchangeable notes due Dec. 31, 2008 linked to National Oilwell Varco, Inc. stock; 65% trigger; via J.P. Morgan Securities Inc.; pricing June 25

• 12% reverse exchangeable notes due June 30, 2009 linked to Nucor Corp. stock; 65% trigger; via J.P. Morgan Securities Inc.; pricing June 25

• 20% reverse exchangeable notes due Sept. 30, 2008 linked to Peabody Energy Corp. stock; 75% trigger; via J.P. Morgan Securities Inc.; pricing June 25

• 16.25% reverse exchangeable notes due Sept. 30, 2008 linked to Potash Corp. of Saskatchewan Inc. stock; 75% trigger; via J.P. Morgan Securities Inc.; pricing June 25

• 10% reverse exchangeable notes due June 30, 2009 linked to Schering-Plough Corp. stock; 70% trigger; via J.P. Morgan Securities Inc.; pricing June 25

• 0% buffered return enhanced notes due Dec. 31, 2009 linked to the S&P 500 index with at least 14.25% cap; via J.P. Morgan Securities Inc.; pricing June 25

• 0% buffered return enhanced notes due Dec. 31, 2009 linked to the S&P 500 index with at least 17.5% cap; via J.P. Morgan Securities Inc.; pricing June 25

• 12.5% reverse exchangeable notes due Dec. 31, 2008 linked to Sunoco Inc. stock; 70% trigger; via J.P. Morgan Securities Inc.; pricing June 25

• 12.5% reverse exchangeable notes due Dec. 31, 2008 linked to Target Corp. stock; 75% trigger; via J.P. Morgan Securities Inc.; pricing June 25

• 13% reverse exchangeable notes due Dec. 31, 2008 linked to Terex Corp. stock; 70% trigger; via J.P. Morgan Securities Inc.; pricing June 25

• 15% reverse exchangeable notes due Dec. 31, 2008 linked to Tesoro Corp. stock; 60% trigger; via J.P. Morgan Securities Inc.; pricing June 25

• 20% reverse exchangeable notes due Sept. 30, 2008 linked to Wachovia Corp. stock; 70% trigger; via J.P. Morgan Securities Inc.; pricing June 25

• Zero-coupon principal-protected dual directional notes due June 28, 2013 linked to WTI crude oil, primary aluminum, copper - grade A, S&P GSCI Precious Metals Index Excess Return, S&P GSCI Agriculture Index Excess Return and S&P GSCI Livestock Index Excess Return; via J.P. Morgan Securities Inc.; pricing June 25

• Callable curve range certificates of deposit due June 20, 2023 linked to the 30-year and two-year Constant Maturity Swap rates; via J.P. Morgan Securities Inc.; pricing in June

LEHMAN BROTHERS COMMERCIAL BANK

• 15-year non-callable for one year steepener certificates of deposit due June 30, 2023; via JVB Financial Group, LLC; pricing in June

LEHMAN BROTHERS HOLDINGS INC.

• 0% return optimization securities with partial protection due Dec. 18, 2009 linked to the PowerShares WilderHill Clean Energy Portfolio; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing June 13

• 100% principal protection notes due June 30, 2013 linked to the non-seasonally adjusted U.S. city average all items Consumer Price Index; via Lehman Brothers Inc.; pricing June 17

• 0% enhanced participation notes due Dec. 30, 2010 linked to Brazilian real, Hungarian forint, Turkish lira, Russian ruble and Indonesian rupiah; via Lehman Brothers Inc.; pricing June 24

• Principal-protected 0% enhanced participation notes due July 2, 2012 linked natural gas, heating oil, copper - grade A and primary nickel; via Lehman Brothers Inc.; pricing June 24

• Zero-coupon 100% principal-protected Aussie bull notes due June 27, 2012 linked to S&P/ASX 200, the spot rate of the Australian dollar against the U.S. dollar, high grade primary aluminum and copper - grade A; via Lehman Brothers Inc.; pricing June 24

• 17.5% annualized reverse exchangeable notes due Sept. 30, 2008 linked to the common stock of Arch Coal; 70% trigger; via Lehman Brothers Inc.; pricing June 25

• Bull-bear FX notes due June 30, 2011 linked to a basket consisting of Canadian dollar, Russian ruble, Indian rupee and Chinese renminbi, versus the dollar; via Lehman Brothers Inc.; pricing June 25

• 10% annualized reverse exchangeable notes due Dec. 30, 2008 linked to the common stock of ConocoPhillips; 80% trigger; via Lehman Brothers Inc.; pricing June 25

• 17% annualized reverse exchangeable notes due Dec. 30, 2008 linked to the common stock of Companhia Vale do Rio Doce; 80% trigger; via Lehman Brothers Inc.; pricing June 25

• 100% principal protection notes due June 30, 2013 linked to the non-seasonally adjusted U.S. city average all items Consumer Price Index; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing June 25

• Principal protection FX notes due June 30, 2011 linked to dollar versus euro; via Lehman Brothers Inc.; pricing June 25

• 21.5% annualized reverse exchangeable notes due Dec. 30, 2008 linked to the common stock of DryShips Inc.; 60% trigger; via Lehman Brothers Inc.; pricing June 25

• 23% annualized reverse exchangeable notes due Sept. 30, 2008 linked to the common stock of Fannie Mae; 65% trigger; via Lehman Brothers Inc.; pricing June 25

• 15.5% annualized reverse exchangeable notes due Dec. 30, 2008 linked to the common stock of FLIR Systems Inc.; 80% trigger; via Lehman Brothers Inc.; pricing June 25

• 10% annualized reverse exchangeable notes due Sept. 30, 2008 linked to the common stock of Google Inc.; 80% trigger; via Lehman Brothers Inc.; pricing June 25

• 0% return optimization securities with partial protection due Dec. 31, 2009 linked to the RICI Excess Return; 90% trigger; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing June 25

• 11.5% annualized reverse exchangeable notes due Sept. 30, 2008 linked to the common stock of Schlumberger Ltd.; 80% trigger; via Lehman Brothers Inc.; pricing June 25

• Zero-coupon 100% principal protection absolute return barrier notes due June 29, 2009 linked to the S&P 500 index; via Lehman Brothers Inc.; pricing June 25

• 12.5% annualized reverse exchangeable notes due Sept. 30, 2008 linked to the common stock of Transocean Inc.; 80% trigger; via Lehman Brothers Inc.; pricing June 25

• 14% annualized reverse exchangeable notes due Sept. 30, 2008 linked to the common stock of Visa Inc.; 80% trigger; via Lehman Brothers Inc.; pricing June 25

• Five-year zero-coupon 100% principal-protected bonus notes linked equal weights of copper - grade A, primary nickel and high-grade primary aluminum; via Lehman Brothers Inc.

• 0% foreign-currency notes linked to the spot exchange rate for the euro against the dollar; via Lehman Brothers Inc.

MARSHALL & ILSLEY BANK

• 0% MiSelect absolute return barrier certificates of deposit due June 30, 2010 linked to the S&P 500 index; pricing June 25

• 0% MiSelect absolute return barrier certificates of deposit due Dec. 31, 2013 linked to S&P 500, Nikkei 225 and Dow Jones Euro Stoxx indexes; pricing June 25

MERRILL LYNCH & CO., INC.

• Principal-protected notes due June 2028 linked to the 30-year and two-year Constant Maturity Swap rates; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in June

• Principal-protected notes due June 2020 linked to the 30-year and two-year Constant Maturity Swap rates; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in June

• Strategic Accelerated Redemption Securities (Stars) due April 2010 linked to the Dow Jones Industrial Average; Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in June

• Zero-coupon 90% principal-protected notes due January 2010 linked to the euro/dollar exchange rate; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in June

• Zero-coupon capped return notes due August 2009 linked to the MSCI EAFE index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in June

• 0% Capped Leveraged Index Return Notes due December 2009 linked to the Russell 2000 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in June

•Zero-coupon 100% principal-protected notes due January 2010 linked to Russian ruble, Hungarian forint, Polish zloty and Romanian leu, against the euro; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in June

• Zero-coupon 100% principal-protected absolute return barrier notes due June 2009 linked to the S&P 500 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in June

• Zero-coupon 100% principal-protected barrier notes due July 2009 linked to the S&P 500 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in June

• 10% to 13% one-year STEP Income Securities linked to Freeport-McMoRan Copper & Gold Inc. common stock; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in June or July

• 0% 18-month Capped Leveraged Index Return Notes linked to the MSCI Brazil index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in June or July

• 0% Market Index Target-Term Securities (Mitts) due 54 to 60 months after issue linked the Nikkei 225, Dow Jones Euro Stoxx 50 and S&P 500 indexes; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in June or July

• Leveraged Index Return Notes due in July 2011 linked to the Rogers International Commodity Index - Agriculture Excess Return; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in June or July

• 14-month 0% Accelerated Return Notes linked to the S&P 500 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in June or July

• Leveraged bear notes due July 2009 linked to crude oil; 90% trigger; via Merrill Lynch & Co.; settlement in July

• Zero-coupon 100% principal-protected barrier notes due July 2009 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in July

MORGAN STANLEY

• Constant Maturity Swap (CMS) curve-linked accrual notes due June 20, 2023 tied to 30-year, 10-year CMS rates; via Morgan Stanley & Co. Inc.; settling June 20

• 15.5% to 17.5% reverse convertible securities (RevCons) due Dec. 26, 2008 linked to Amazon.com, Inc. stock; pricing June 23

• 10.25% to 12.25% reverse convertible securities (RevCons) due Dec. 26, 2008 linked to MasterCard Inc. stock; pricing June 23

• 14% to 16% reverse convertible securities (RevCons) due Dec. 26, 2008 linked to Sunoco, Inc. stock; pricing June 23

• 9% to 11% reverse convertible securities (RevCons) due Dec. 26, 2008 linked to Union Pacific Corp. stock; pricing June 23

• Bearish zero-coupon capital-protected notes due March 30, 2011 linked to British pound, euro, Japanese yen and Swiss franc, all against the dollar; via Morgan Stanley & Co. Inc.; pricing in June

• Leveraged callable CMS curve-linked notes due June 13, 2023; via Morgan Stanley & Co. Inc.; pricing in June

• Constant Maturity Swap (CMS) curve-linked accrual notes due June 30, 2028; via Morgan Stanley & Co. Inc.; pricing in June

• 9% Stock Participation Accreting Redemption Quarterly-pay Securities (Sparqs) due Sept. 20, 2009 mandatorily exchangeable for ConocoPhillips stock; Morgan Stanley & Co. Inc.; pricing in June

• Zero-coupon capital-protected notes due Dec. 30, 2013 linked to the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500; via Morgan Stanley & Co. Inc.; pricing in June

• Zero-coupon protected absolute return barrier notes due Dec. 20, 2009 linked to the Financial Select Sector SPDR Fund; via Morgan Stanley & Co., Inc.; pricing in June

• 0% Performance Leveraged Upside Securities (PLUS) due July 20, 2009 linked to the iShares Emerging Markets Index Fund; via Morgan Stanley & Co. Inc.; pricing in June

• Buffered Performance Leveraged Upside Securities (PLUS) due June 2011 linked to the iShares MSCI Brazil Index Fund; via Morgan Stanley & Co. Inc.; pricing in June

• 0% Performance Leveraged Upside Securities (PLUS) due July 20, 2009 linked to the Nasdaq 100 index; via Morgan Stanley & Co. Inc.; pricing in June

• 0% Buffered Performance Leveraged Upside Securities (PLUS) due June 30, 2010 linked to natural gas; via Morgan Stanley & Co. Inc.; pricing in June

• 0% Performance Leveraged Upside Securities (PLUS) due July 20, 2009 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in June

• Zero-coupon protected absolute return barrier notes due Dec. 20, 2009 linked to the S&P 500 index; via Morgan Stanley & Co., Inc.; pricing in June

• 12% Stock Participation Accreting Redemption Quarterly-pay Securities (Sparqs) due July 20, 2009 mandatorily exchangeable for Weatherford International Ltd. stock; via Morgan Stanley & Co. Inc.; pricing in June

• 0% dual participation capital-protected notes due June 30, 2014 linked to West Texas Intermediate light sweet crude oil with a 30% weight, grade A copper with a 20% weight, high-grade primary aluminum with a 15% weight, the S&P GSCI Livestock index - Excess Return with a 15% weight, the S&P GSCI Precious Metals index - Excess Return with a 10% weight and the S&P GSCI Agricultural index - Excess Return with a 10% weight; via Morgan Stanley & Co. Inc.; pricing in June

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

ROYAL BANK OF CANADA

• Redeemable range accrual notes due June 30, 2023 linked to six-month Libor; via RBC Capital Markets Corp.; pricing June 23

• Zero-coupon principal-protected absolute return notes due June 30, 2010 linked to the iShares Russell 2000 index fund; via RBC Capital Markets Corp.; pricing June 25

• 0% enhanced return notes due June 30, 2010 linked to the S&P 500 index; via RBC Capital Markets Corp.; pricing June 25

• Zero-coupon principal-protected notes due June 30, 2010 linked to the Brazilian real relative to the dollar; via RBC Capital Markets Corp.; pricing June 26

• Zero-coupon principal-protected notes due June 30, 2014 linked to the S&P 500, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via RBC Capital Markets Corp.; pricing June 26

AB SVENSK EXPORTKREDIT

• CMS range accrual notes due June 27, 2018; via underwriter Banc of America Securities LLC; pricing June 24

• 0% Accelerated Return Notes due August 2009 linked to the S&P 500 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in June

• 0% 14-month Accelerated Return Notes linked to the Technology Select Sector index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in June or July

UBS AG

• 9.75% to 11.25% yield optimization notes with contingent protection due Dec. 18, 2008 linked to the common stock of Apple Inc.; 60% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 13

• 8.5% to 10% yield optimization notes with contingent protection due Dec. 18, 2008 linked to the common stock of General Electric Co.; 80% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 13

• 8% to 10.5% yield optimization notes with contingent protection due Dec. 18, 2008 linked to the common stock of JPMorgan Chase & Co.; 60% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 13

• Zero-coupon 100% principal protection absolute return barrier notes due June 17, 2009 linked to the S&P 500 index; via UBS Investment Bank; pricing June 13

• 0% return optimization securities with partial protection due on or about Dec. 17, 2009 linked to the S&P 500 index; via UBS Investment Bank; pricing on June 13

• 8.25% to 9.75% yield optimization notes with contingent protection due Dec. 18, 2008 linked to the common stock of Vodafone Group plc; 70% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 13

• Zero-coupon 100% principal protection notes due June 28, 2013 linked to the UBS Bloomberg Constant Maturity Commodity index Excess Return; via UBS Investment Bank; pricing June 23

• 8.25%- 10.25% yield optimization notes with contingent protection due June 30, 2009 linked to Aetna Inc. stock; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 24

• 7.75%- 9.25% yield optimization notes with contingent protection due June 30, 2009 linked to Cisco Systems, Inc. stock; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 24

• Zero-coupon 100% principal protection notes due June 30, 2011 linked to dollar versus euro, British pound and Canadian dollar; via UBS Financial Services, Inc. and UBS Investment Bank; pricing June 25

• 0% performance securities with contingent protection due June 28, 2013 linked to Dow Jones Euro Stoxx 50, FTSE 100, Nikkei 225, Swiss Market, S&P/ASX 200 and MSCI Emerging Markets indexes; 50% trigger; via UBS Investment Bank and UBS Financial Services Inc.; pricing June 25

• 0% autocallable optimization securities with contingent protection due Dec. 31, 2009 linked to the Market Vectors Agribusiness exchange-traded fund; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 25

• 0% autocallable optimization securities with contingent protection due July 2, 2009 linked to Merck & Co., Inc.; 75% trigger; via UBS Investment Bank and UBS Financial Services Inc.; pricing June 25

• 0% autocallable optimization securities with contingent protection due July 2, 2009 linked to Microsoft Corp.; 75% trigger; via UBS Investment Bank and UBS Financial Services Inc.; pricing June 25

• Zero-coupon 100% principal protection absolute return barrier notes due Dec. 31, 2009 linked to the MSCI EAFE index; via UBS Investment Bank and UBS Financial Services Inc.; pricing June 25

• Zero-coupon 100% principal protection absolute return barrier notes due Dec. 31, 2009 linked to the Russell 2000 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing June 25

• 0% return optimization securities due Dec. 31, 2009 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 25

• Zero-coupon 100% principal protection absolute return barrier notes due Dec. 31, 2009 linked to the S&P 500 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing June 25


© 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.