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Structured Products Calendar
ABN AMRO BANK NV
9.5% Knock-in Reverse Exchangeable Securities due Aug. 21, 2008 linked to General Electric Co. common stock; via ABN Amro Inc.; pricing Aug. 16; settlement Aug. 21
45% Knock-in Reverse Exchangeable Securities due Nov. 21, 2007 linked to the common stock of InterOil Corp.; 75% trigger; via LaSalle Financial Services, Inc.; pricing Aug. 17; settlement Aug. 22
32% Knock-in Reverse Exchangeable Securities due Nov. 21, 2007 linked to the common stock of Overstock.com, Inc.; 80% trigger; via LaSalle Financial Services, Inc.; pricing Aug. 17; settlement Aug. 22
21% Knock-in Reverse Exchangeable Securities due Nov. 21, 2007 linked to the common stock of Nucor Corp.; 85% trigger; via LaSalle Financial Services, Inc.; pricing Aug. 17; settlement Aug. 22
17.25% Knock-in Reverse Exchangeable Securities due March 29, 2008 linked to Akamai Technologies, Inc.; 70% trigger; via ABN Amro Inc.; pricing Aug. 24; settlement Aug. 29
19% Knock-in Reverse Exchangeable Securities due Nov. 29, 2007 linked to Joy Global, Inc.; 80% trigger; via Wilmington Trust Co.; pricing Aug. 24; settlement Aug. 29
16.5% Knock-in Reverse Exchangeable Securities due March 29, 2008 linked to Parker Drilling Co.; 80% trigger; via ABN Amro Inc.; pricing Aug. 24; settlement Aug. 29
16% Knock-in Reverse Exchangeable Securities due Feb. 29, 2008 linked to the common stock of Goldcorp Inc.; 80% trigger; via LaSalle Financial Services, Inc.; pricing Aug. 27; settlement Aug. 30
14% Knock-in Reverse Exchangeable Securities due Feb. 29, 2008 linked to the common stock of Panera Bread Co.; 85% trigger; via LaSalle Financial Services, Inc.; pricing Aug. 27; settlement Aug. 30
16.25% Knock-in Reverse Exchangeable Securities due Aug. 29, 2008 linked to Aluminum Corp. of China American Depository Receipts; 70% trigger; via ABN Amro Inc.; pricing Aug. 28; settlement Aug. 31
15.3% Knock-in Reverse Exchangeable Securities due Aug. 29, 2008 linked to AMR Corp. stock; 70% trigger; via ABN Amro Inc.; pricing Aug. 28; settlement Aug. 31
16.2% Knock-in Reverse Exchangeable Securities due Nov. 30, 2007 linked to Apple Inc. stock; 80% trigger; via ABN Amro Inc.; pricing Aug. 28; settlement Aug. 31
16.5% Knock-in Reverse Exchangeable Securities due Nov. 30, 2007 linked to Arch Coal, Inc. stock; 80% trigger; via ABN Amro Inc.; pricing Aug. 28; settlement Aug. 31
15.5% Knock-in Reverse Exchangeable Securities due Nov. 30, 2007 linked to the Black & Decker Co. stock; 90% trigger; via ABN Amro Inc.; pricing Aug. 28; settlement Aug. 31
10.6% Knock-in Reverse Exchangeable Securities due Nov. 30, 2007 linked to the Boeing Co.; 90% trigger; via ABN Amro Inc.; pricing Aug. 28; settlement Aug. 31
9.5% Knock-in Reverse Exchangeable Securities due Aug. 29, 2008 linked to the common stock of ConocoPhillips; 80% trigger; via LaSalle Financial Services, Inc.; pricing Aug. 27; settlement Aug. 30
22% Knock-in Reverse Exchangeable Securities due Feb. 29, 2008 linked to Countrywide Financial Corp. stock; 80% trigger; via ABN Amro Inc.; pricing Aug. 28; settlement Aug. 31
22% annualized interest paying, non-principal protected securities due Feb. 29, 2008 linked to Countrywide Financial Corp.; 80% trigger; via ABN Amro Inc.; pricing Aug. 28; settlement Aug. 31
14.2% annualized interest paying, non-principal protected securities due Feb. 29, 2008 linked to CSX Corp.; 80% trigger; via ABN Amro Inc.; pricing Aug. 28; settlement Aug. 31
16.5% Knock-in Reverse Exchangeable Securities due Aug. 29, 2008 linked to Crocs, Inc. stock; 70% trigger; via ABN Amro Inc.; pricing Aug. 28; settlement Aug. 31
14.2% Knock-in Reverse Exchangeable Securities due Feb. 29, 2008 linked to CSX Corp. stock; 80% trigger; via ABN Amro Inc.; pricing Aug. 28; settlement Aug. 31
15.75% Knock-in Reverse Exchangeable Securities due Nov. 30, 2007 linked to Deere & Co. stock; 85% trigger; via ABN Amro Inc.; pricing Aug. 28; settlement Aug. 31
22.5% Knock-in Reverse Exchangeable Securities due Aug. 29, 2008 linked to the common stock of Evergreen Energy Inc.; 70% trigger; via LaSalle Financial Services, Inc.; pricing Aug. 27; settlement Aug. 30
19.5% Knock-in Reverse Exchangeable Securities due Feb. 29, 2008 linked to Ford Motor Co. stock; 80% trigger; via ABN Amro Inc.; pricing Aug. 28; settlement Aug. 31
34% annualized interest paying, non-principal protected securities due Feb. 29, 2008 linked to Ford Motor Co.; 80% trigger; via ABN Amro Inc.; pricing Aug. 28; settlement Aug. 31
20% Knock-in Reverse Exchangeable Securities due Nov. 30, 2007 linked to Freeport-McMoRan Copper & Gold Inc. stock; 80% trigger; via ABN Amro Inc.; pricing Aug. 28; settlement Aug. 31
14.25% Knock-in Reverse Exchangeable Securities due Aug. 29, 2008 linked to General Motors stock; 70% trigger; via ABN Amro Inc.; pricing Aug. 28; settlement Aug. 31
Knock-in Reverse Exchangeable Securities due Feb. 29, 2008 linked to the common stock of Goldcorp Inc.; 75% trigger; via LaSalle Financial Services, Inc.; pricing Aug. 27; settlement Aug. 30
9.25% Knock-in Reverse Exchangeable Securities due Aug. 29, 2008 linked to the common stock of Halliburton Co.; 85% trigger; via LaSalle Financial Services, Inc.; pricing Aug. 27; settlement Aug. 30
15.25% Knock-in Reverse Exchangeable Securities due Aug. 29, 2008 linked to the common stock of Onyx Pharmaceuticals, Inc.; 70% trigger; via LaSalle Financial Services, Inc.; pricing Aug. 27; settlement Aug. 30
14% Knock-in Reverse Exchangeable Securities due Feb. 29, 2008 linked to the common stock of Panera Bread Co.; 85% trigger; via LaSalle Financial Services, Inc.; pricing Aug. 27; settlement Aug. 30
9% Knock-in Reverse Exchangeable Securities due Aug. 29, 2008 linked to the common stock of Pfizer Inc.; 90% trigger; via LaSalle Financial Services, Inc.; pricing Aug. 27; settlement Aug. 30
14.25% Knock-in Reverse Exchangeable Securities due Aug. 29, 2008 linked to the common stock of Silver Wheaton Corp.; 75% trigger; via LaSalle Financial Services, Inc.; pricing Aug. 27; settlement Aug. 30
34% Knock-in Reverse Exchangeable Securities due Feb. 29, 2008 linked to IndyMac Bancorp Inc. stock; 80% trigger; via ABN Amro Inc.; pricing Aug. 28; settlement Aug. 31
34% annualized interest paying, non-principal protected securities due Feb. 29, 2008 linked to IndyMac Bancorp, Inc.; 80% trigger; via ABN Amro Inc.; pricing Aug. 28; settlement Aug. 31
13.8% Knock-in Reverse Exchangeable Securities due Nov. 30, 2007 linked to Merck & Co., Inc. stock; 90% trigger; via ABN Amro Inc.; pricing Aug. 28; settlement Aug. 31
14.5% Knock-in Reverse Exchangeable Securities due Feb. 29, 2008 linked to MGM Mirage stock; 80% trigger; via ABN Amro Inc.; pricing Aug. 28; settlement Aug. 31
14.2% annualized interest paying, non-principal protected securities due Feb. 29, 2008 linked to MGM Mirage; 80% trigger; via ABN Amro Inc.; pricing Aug. 28; settlement Aug. 31
13% Knock-in Reverse Exchangeable Securities due Nov. 30, 2007 linked to Motorola, Inc. stock; 90% trigger; via ABN Amro Inc.; pricing Aug. 28; settlement Aug. 31
15% Knock-in Reverse Exchangeable Securities due Nov. 30, 2007 linked to Norfolk Southern Co. stock; 85% trigger; via ABN Amro Inc.; pricing Aug. 28; settlement Aug. 31
11% Knock-in Reverse Exchangeable Securities due Aug. 29, 2008 linked to Rowan stock; 70% trigger; via ABN Amro Inc.; pricing Aug. 28; settlement Aug. 31
11.25% Knock-in Reverse Exchangeable Securities due Feb. 29, 2008 linked to Schlumberger NV stock; 80% trigger; via ABN Amro Inc.; pricing Aug. 28; settlement Aug. 31
11.25% annualized interest paying, non-principal protected securities due Feb. 29, 2008 linked to Schlumberger Ltd.; 80% trigger; via ABN Amro Inc.; pricing Aug. 28; settlement Aug. 31
10% Knock-in Reverse Exchangeable Securities due Nov. 30, 2007 linked to Sears Holding Corp. stock; 80% trigger; via ABN Amro Inc.; pricing Aug. 28; settlement Aug. 31
15.25% Knock-in Reverse Exchangeable Securities due Aug. 29, 2008 linked to Titanium stock; 70% trigger; via ABN Amro Inc.; pricing Aug. 28; settlement Aug. 31
11.25% Knock-in Reverse Exchangeable Securities due Aug. 29, 2008 linked to United States Steel stock; 70% trigger; via ABN Amro Inc.; pricing Aug. 28; settlement Aug. 31
10.25% Knock-in Reverse Exchangeable Securities due Aug. 29, 2008 linked to Valero stock; 70% trigger; via ABN Amro Inc.; pricing Aug. 28; settlement Aug. 31
18.4% Knock-in Reverse Exchangeable Securities due Nov. 30, 2007 linked to Whole Foods Market, Inc. stock; 80% trigger; via ABN Amro Inc.; pricing Aug. 28; settlement Aug. 31
AMERICAN INTERNATIONAL GROUP, INC.
Libor range notes due Aug. 31, 2022; via Banc of America Securities LLC; settlement Aug. 31
BANK OF AMERICA
0% Strategic Equity Exposure Performance Linked Securities (Steepls) due Dec. 1, 2008 linked to the Nasdaq 100 index; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; settlement in August
BARCLAYS BANK PLC
20% reverse convertible notes due Feb. 21, 2008 linked to Advanced Micro Devices, Inc. common stock; via Barclays Capital; pricing Aug. 17; settlement Aug. 22
16.35% reverse convertible notes due Feb. 21, 2008 linked to Alcoa Inc. common stock; via Barclays Capital; pricing Aug. 17; settlement Aug. 22
Zero-coupon principal-protected notes due March 4, 2010 linked to equal weights of aluminum, copper, gold, lead, nickel, palladium, platinum, silver, tin, zinc, WTI crude oil, brent crude oil, heating oil, gas oil, unleaded gasoline, gasoline RBOB, natural gas, coal and German electricity; via Barclays Capital and distributor LaSalle Financial Services, Inc.; pricing Aug. 28; settlement Aug. 31
10.5% reverse convertible notes due Aug. 20, 2008 linked the AES Corp. common stock; via Barclays Capital; pricing Aug. 17; settlement Aug. 22
11.85% reverse convertible notes due Feb. 21, 2008 linked to Diamond Offshore Drilling Inc. common stock; via Barclays Capital; pricing Aug. 17; settlement Aug. 22
0% Buffered Super Track Notes due Aug. 31, 2010 linked to equal weights of the Dow Jones Euro Stoxx 50, S&P 500, Nikkei 225 and MSCI Singapore Free indexes; via Barclays Capital and distributor LaSalle Financial Services, Inc.; pricing Aug. 28; settlement Aug. 31
15% reverse convertible notes due Feb. 21, 2008 linked to Lehman Brothers Holdings Inc. common stock; via Barclays Capital; pricing Aug. 17; settlement Aug. 22
20% knock-in reverse convertible notes due Feb. 29, 2008 linked to Brush Engineered Materials Inc. common stock; via Barclays Capital; pricing Aug. 23; settlement Aug. 31
19.5% knock-in reverse convertible notes due Feb. 29, 2008 linked to Continental Airlines, Inc. common stock; via Barclays Capital; pricing Aug. 23; settlement Aug. 31
11.5% knock-in reverse convertible notes due Feb. 29, 2008 linked to Exelon Corp. common stock; via Barclays Capital; pricing Aug. 23; settlement Aug. 31
12.15% knock-in reverse convertible notes due Feb. 29, 2008 linked to National Oilwell Varco, Inc. common stock; via Barclays Capital; pricing Aug. 23; settlement Aug. 31
12% knock-in reverse convertible notes due Feb. 29, 2008 linked to Reliance Steel & Aluminum Co. common stock; via Barclays Capital; pricing Aug. 23; settlement Aug. 31
10.2% knock-in reverse convertible notes due Feb. 29, 2008 linked to Weatherford International Ltd. common stock; via Barclays Capital; pricing Aug. 23; settlement Aug. 31
13.3% reverse convertible notes due Aug. 29, 2008 linked to Arch Coal, Inc. stock; 80% trigger; via Barclays Capital; pricing Aug. 28; settlement Aug. 31
9.5% reverse convertible notes due Aug. 29, 2008 linked to Best Buy Co., Inc. common stock; via Barclays Capital; pricing Aug. 28; settlement Aug. 31
Zero-coupon principal-protected digital plus notes due Aug. 28, 2009 linked to the performance of an equally weighted basket consisting of the Brazilian real, Indian rupee and Iceland krone, all versus the dollar; via Barclays Capital; pricing Aug. 28; settlement Aug. 31
9.3% reverse convertible notes due Aug. 29, 2008 linked to Cisco Systems, Inc. common stock; via Barclays Capital; pricing Aug. 28; settlement Aug. 31
16% reverse convertible notes due Feb. 29, 2008 linked to Consol Energy Inc. stock; 80% trigger; via Barclays Capital; pricing Aug. 28; settlement Aug. 31
20% reverse convertible notes due Feb. 29, 2008 linked to Delta Petroleum Corp. stock; 80% trigger; via Barclays Capital; pricing Aug. 28; settlement Aug. 31
0% buffered Super Track notes due Aug. 31, 2010 linked to an equally weighted basket consisting of the Dow Jones Euro Stoxx 50, MSCI Singapore Free Index, Nikkei 225 and S&P 500; via Barclays Capital; pricing Aug. 28; settlement Aug. 31
15.75% reverse convertible notes due Aug. 29, 2008 linked to Elan Corp. plc stock; 70% trigger; via Barclays Capital; pricing Aug. 28; settlement Aug. 31
17.5% reverse convertible notes due Feb. 29, 2008 linked to Ford Motor Co. stock; 80% trigger; via Barclays Capital; pricing Aug. 28; settlement Aug. 31
Zero-coupon 100% principal-protected notes due March 4, 2010 linked to gold; via Barclays Capital; pricing Aug.28; settlement Aug. 31
16% reverse convertible notes due Aug. 29, 2008 linked to NutriSystem Inc. stock; 70% trigger; via Barclays Capital; pricing Aug. 28; settlement Aug. 31
11% reverse convertible notes due Aug. 29, 2008 linked to Qualcomm Inc. stock; 80% trigger; via Barclays Capital; pricing Aug. 28; settlement Aug. 31
13% reverse convertible notes due Feb. 29, 2008 linked to United States Steel Corp. stock; 80% trigger; via Barclays Capital; pricing Aug. 28; settlement Aug. 31
12% reverse convertible notes due Nov. 30, 2008 linked to Valero Energy Corp. common stock; via Barclays Capital; pricing Aug. 28; settlement Aug. 31
ETF Plus variable coupon notes due August 2008 linked to the iShares MSCI Emerging Markets index fund; via Barclays Capital; pricing and settlement in August
0% iPath exchange-traded notes due 2037 linked to the Dow Jones - AIG Agriculture Total Return Sub-index; via Barclays Capital Inc.
0% iPath exchange-traded notes due 2037 linked to the Dow Jones - AIG Copper Total Return Sub-index; via Barclays Capital Inc.
0% iPath exchange-traded notes due 2037 linked to the Dow Jones - AIG Grains Total Return Sub-index; via Barclays Capital Inc.
0% iPath exchange-traded notes due 2037 linked to the Dow Jones - AIG Nickel Total Return Sub-index; via Barclays Capital Inc.
THE BEAR STEARNS COS. INC.
Zero-coupon principal-protected notes due August 2012 linked to the S&P 500 index (45% weight), S&P 400 MidCap index (15% weight), Dow Jones Euro Stoxx 50 index (9% weight), S&P 600 SmallCap index (8% weight), Nikkei 225 index (6% weight), Dow Jones AIG Commodity index (6% weight), iShares Dow Jones U.S. Real Estate index fund (6% weight) and iShares MSCI Emerging Markets index fund (5% weight); via First Third Securities Inc.; pricing and settlement in August
CITIGROUP FUNDING INC.
9% to 10% Equity LinKed Securities (ELKS) due 2008 linked to the common stock of Caterpillar Inc.; 82.5% trigger; via Citigroup Global Markets Inc.; pricing in August
10.25% to 11.25% Equity LinKed Securities (ELKS) due 2008 linked to the common stock of Barrick Gold Corp.; 80% trigger; via Citigroup Global Markets Inc.; pricing in August
8.5% to 9.5% Equity LinKed Securities (ELKS) due 2008 linked to the common stock of Halliburton Co.; 80% trigger; via Citigroup Global Markets Inc.; pricing in August
0% Stock Market Upturn Notes due 2008 linked to the Nikkei 225 index; via Citigroup Global Markets Inc.; pricing in August
Zero-coupon principal-protected notes due 2008 linked to light sweet crude oil; via Citigroup Global Markets Inc.
CREDIT SUISSE, NASSAU BRANCH
0% Accelerated Return Equity Securities (ARES) due Feb. 10, 2009 linked to the Credit Suisse Global Alternative Energy Synthetic Price index; via Credit Suisse Securities (USA) LLC; pricing and settlement in August
DEUTSCHE BANK AG, LONDON BRANCH
Buffered Underlying Securities (BUyS) due Aug. 31, 2010 linked to the Deutsche Bank Liquid Commodity Index - Optimum Yield Balanced Excess Return; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Aug. 27; settlement Aug. 31
Zero-coupon 100% principal protection absolute return barrier notes due Feb. 27, 2009 linked to the S&P 500 index; barriers to be set at between 21.5% and 23.5% above and below initial index level; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Aug. 27; settlement Aug. 30
Zero-coupon 100% principal protection absolute return barrier notes due Feb. 27, 2009 linked to the S&P 500 index; barriers to be set at between 19% and 21% above and below initial index level; via Deutsche Bank Securities Inc.; pricing Aug. 27; settlement Aug. 30
0% market contribution securities due Aug. 31, 2010 linked to the Deutsche Bank Liquid Commodity Index - Mean Reverse Total Return; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Aug. 28; settlement Aug. 31
Zero-coupon principal-protected notes due Aug. 31, 2009 linked to the Deutsche Bank Balanced Currency Harvest Index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Aug. 28; settlement Aug. 31
Zero-coupon principal protection notes due Aug. 31, 2010 linked to the Deutsche Bank Currency Returns Index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Aug. 28; settlement Aug. 31
Return optimization securities due Feb. 27, 2009 linked to the Dow Jones Euro Stoxx 50 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Aug. 28; settlement Aug. 31
Zero-coupon principal-protected absolute return barrier notes due Feb. 27, 2009 linked to the MSCI EAFE index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Aug. 28; settlement Aug. 31
Return optimization securities due Feb. 27, 2009 linked to the Nikkei 225 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Aug. 28; settlement Aug. 31
Return optimization securities due Feb. 27, 2009 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Aug. 28; settlement Aug. 31
0% Efficient Allocation Return Notes (EARNs) due Feb. 26, 2010 linked to the S&P 500, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Aug. 28; settlement Aug. 31
EKSPORTFINANS ASA
11.05% reverse convertible notes due Aug. 22, 2008 linked to the common stock of Archer-Daniels-Midland Co.; 80% trigger; via Natixis Securities North America Inc.; pricing Aug. 17; settlement Aug. 22
10.8% reverse convertible notes due Aug. 22, 2008 linked to the common stock of Citigroup Inc.; 80% trigger; via Natixis Securities North America Inc.; pricing Aug. 17; settlement Aug. 22
12.8% reverse convertible notes due Aug. 22, 2008 linked to the common stock of eBay Inc.; 80% trigger; via Natixis Securities North America Inc.; pricing Aug. 17; settlement Aug. 22
10.2% reverse convertible notes due Aug. 22, 2008 linked to the common stock of the Home Depot, Inc.; 80% trigger; via Natixis Securities North America Inc.; pricing Aug. 17; settlement Aug. 22
11.45% reverse convertible notes due Aug. 22, 2008 linked to the common stock of Louisiana-Pacific Corp.; 80% trigger; via Natixis Securities North America Inc.; pricing Aug. 17; settlement Aug. 22
13% to 14% auto redeemable enhanced yield securities due Sept. 15, 2008 linked to the common stock of Apple Inc.; 75% trigger; via Wachovia Capital Markets, LLC; pricing Aug. 31; settlement Sept. 7
12% to 13% enhanced yield securities due March 5, 2008 linked to the common stock of Goldman Sachs Group, Inc.; via Wachovia Capital Markets, LLC; 80% trigger; pricing in August; settlement in September
18-month 0% principal-protected notes linked to equal weights of the Brazilian real, Mexican peso, Turkish lira, Hungarian forint, the Indonesian rupiah and the Indian rupee; via 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
0% enhanced growth securities due March 10, 2009 with capped upside linked to the S&P 500 index; via Wachovia Capital Markets, LLC
FORTIS BANK, CAYMAN ISLANDS BRANCH
Six-month 10.25% knock-in reverse convertible securities linked to ConocoPhillips common stock; 80% trigger; via Incapital LLC; pricing Aug. 28; settlement Aug. 31
Six-month 14.75% knock-in reverse convertible securities linked to Macy's common stock; 80% trigger; via Incapital LLC; pricing Aug. 28; settlement Aug. 31
Six-month 12% knock-in reverse convertible securities linked to Qualcomm, Inc. common stock; 75% trigger; via Incapital LLC; pricing Aug. 28; settlement Aug. 31
THE GOLDMAN SACHS GROUP INC.
0% enhanced-participation notes linked to the iShares MSCI Emerging Markets Index Fund; 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.
HARTFORD LIFE INSURANCE CO.
Principal-protected medium-term notes due Sept. 4, 2014 linked to the S&P 500 index; via lead agent Bear, Stearns & Co. Inc.; pricing Aug. 29; settlement Sept. 4
HSBC BANK USA NA
Far East opportunity point-to-point certificates of deposit due Aug. 31, 2012 linked to equal weights of the Hong Kong Hang Seng China Enterprises, Morgan Stanley Capital International Taiwan, Morgan Stanley Capital International Singapore Cash and Nikkei 225 indexes; via LaSalle Bank NA; pricing Aug. 27; settlement Aug. 31
Zero-coupon principal protection absolute return barrier notes due in August 2008 linked to the Nasdaq 100 index; via HSBC Securities (USA) Inc.; pricing Aug.28; settlement Aug. 31
HSBC USA INC.
20% down & in worst of reverse convertible notes due Aug. 28, 2008 linked to Altria Group, Inc., AT&T Inc., Citigroup Inc., E.I. du Pont de Nemours and Co., General Electric Co., General Motors Corp., JPMorgan Chase & Co., Merck & Co., Inc., Pfizer Inc. and Verizon Communications Inc. common stock; 65% trigger; via HSBC Securities (USA) Inc.; pricing Aug. 24; settlement Aug. 29
11% reverse convertible notes due Nov. 29, 2007 linked to the common stock of American Oriental Bioengineering, Inc.; 65% trigger; via HSBC Securities (USA) Inc.; pricing Aug. 24; settlement Aug. 29
14.5% reverse convertible notes due Feb. 28, 2008 linked to the common stock of B/E Aerospace Inc.; 80% trigger; via HSBC Securities (USA) Inc.; pricing Aug. 24; settlement Aug. 29
36.3% down & in worst of reverse convertible notes due Feb. 28, 2008 linked to Ceradyne, Inc., Force Protection, Inc., Smith & Wesson Holding Corp. and Teledyne Technologies Inc. common stock; 70% trigger; via HSBC Securities (USA) Inc.; pricing Aug. 24; settlement Aug. 29
30.2% down & in worst of reverse convertible notes due Feb. 28, 2008 linked to the stocks of ConocoPhillips, Cameco Corp., Consol Energy Inc. and VeraSun Energy Corp.; 75% trigger; via HSBC Securities (USA) Inc.; pricing Aug. 24; settlement Aug. 29
20.4% upside down equity basket-linked notes due Feb. 28, 2008 linked to the common stocks of D.R. Horton, Inc., Lennar Corp. and Pulte Homes, Inc.; via HSBC Securities (USA) Inc.; pricing Aug. 24; settlement Aug. 29
17% reverse convertible notes due Feb. 28, 2008 linked to the common stock of Freeport-McMoRan Copper & Gold Inc.; 80% trigger; via HSBC Securities (USA) Inc.; pricing Aug. 24; settlement Aug. 29
20.25% reverse convertible notes due Feb. 28, 2008 linked to the common stock of IntercontinentalExchange, Inc.; 75% trigger; via HSBC Securities (USA) Inc.; pricing Aug. 24; settlement Aug. 29
15.25% reverse convertible notes due Feb. 28, 2008 linked to the common stock of Titanium Metals Corp.; 80% trigger; via HSBC Securities (USA) Inc.; pricing Aug. 24; settlement Aug. 29
0% performance securities with partial protection due Aug. 31, 2010 linked to the S&P 500 index (33.34% weight), the Dow Jones Euro Stoxx 50 index (33.33% weight) and the Nikkei 225 index (33.33% weight); via UBS Financial Services Inc.; pricing Aug. 28; settlement Aug. 31
JPMORGAN CHASE & CO.
Zero-coupon 100% principal-protected notes due Feb. 25, 2009 linked to a basket with equal weights (25%) of the Brazilian real, Indian rupee, Mexican peso and Turkish lira; via J.P. Morgan Securities Inc.; pricing Aug. 17; settlement Aug. 22
Zero-coupon 100% principal-protected notes due Aug. 22, 2011 linked to a basket with equal weights of the Dow Jones Euro Stoxx 50 and the Nikkei 225; via J.P. Morgan Securities Inc.; pricing Aug. 17; settlement Aug. 22
Zero-coupon 100% principal-protected notes due Aug. 22, 2011 linked to a basket with equal weights of the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500; via J.P. Morgan Securities Inc.; pricing Aug. 17; settlement Aug. 22
Zero-coupon 100% principal-protected notes due Feb. 22, 2013 linked to the Dow Jones - AIG Commodity index; via J.P. Morgan Securities Inc.; pricing Aug. 17; settlement Aug. 22
0% annual review notes due Aug. 30, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing Aug. 17; settlement Aug. 22
No less than 15% reverse exchangeable notes due Aug. 14, 2008 linked to the least-performing stock in a basket consisting of the Bear Stearns Companies Inc., the Goldman Sachs Group, Inc., Lehman Brothers Holdings Inc., Merrill Lynch & Co., Inc. and Morgan Stanley; via J.P. Morgan Securities Inc.; pricing Aug. 23; settlement Aug. 28
100% principal-protected notes due Aug. 26, 2008 linked to a basket of equal weights (25%) of the Brazilian real, Indian rupee, Mexican peso and Turkish lira, all versus the dollar; via J.P. Morgan Securities Inc.; pricing Aug. 24; settlement Aug. 29
12% reverse exchangeable notes due Feb. 29, 2008 linked to Caterpillar Inc. common stock; via J.P. Morgan Securities Inc.; pricing Aug. 28; settlement Aug. 31
0% return enhanced senior unsecured notes due Aug. 31, 2009 linked to the Commodity Investable Global Asset Rotator Excess Return; via J.P. Morgan Securities Inc.; pricing Aug. 28; settlement Aug. 31
16.5% reverse exchangeable notes due Feb. 29, 2008 linked to Crocs Inc. common stock; via J.P. Morgan Securities Inc.; pricing Aug. 28; settlement Aug. 31
0% buffered return enhanced notes due Aug. 31, 2010 linked to equal weights of the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500 indexes; via J.P. Morgan Securities Inc.; pricing Aug. 28; settlement Aug. 31
15% reverse exchangeable notes due Aug. 29, 2008 linked to Garmin Ltd. common stock; via J.P. Morgan Securities Inc.; pricing Aug. 28; settlement Aug. 31
13% reverse exchangeable notes due Nov. 30, 2007 linked to the Goldman Sachs Group, Inc. common stock; via J.P. Morgan Securities Inc.; pricing Aug.28; settlement Aug. 31
16% reverse exchangeable notes due Nov. 30, 2007 linked to Joy Global Inc. common stock; via J.P. Morgan Securities Inc.; pricing Aug. 28; settlement Aug. 31
16.5% reverse exchangeable notes due Nov. 30, 2007 linked to Lehman Brothers Holdings Inc. common stock; via J.P. Morgan Securities Inc.; pricing Aug. 28; settlement Aug. 31
9.8% reverse exchangeable notes due Aug. 29, 2008 linked to McDonald's Corp. common stock; via J.P. Morgan Securities Inc.; pricing Aug. 28; settlement Aug. 31
14% reverse exchangeable notes due Nov. 30, 2007 linked to Merrill Lynch & Co., Inc. common stock; via J.P. Morgan Securities Inc.; pricing Aug. 28; settlement Aug. 31
13% reverse exchangeable notes due Aug. 29, 2008 linked to NutriSystem Inc. common stock; via J.P. Morgan Securities Inc.; pricing Aug. 28; settlement Aug. 31
0% buffered return enhanced notes due Aug. 31, 2011 linked to the S&P 500 index (60% weight), MSCI EAFE index (30% weight) and iShares MSCI Emerging Markets index fund (10% weight); via J.P. Morgan Securities Inc.; pricing Aug. 28; settlement Aug. 31
17.5% reverse exchangeable notes due Feb. 29, 2008 linked to SanDisk Corp. common stock; via J.P. Morgan Securities Inc.; pricing Aug. 28; settlement Aug. 31
9.5% reverse exchangeable notes due Nov. 30, 2007 linked to Starbucks Corp. common stock; via J.P. Morgan Securities Inc.; pricing Aug. 28; settlement Aug. 31
0% lesser index return enhanced notes due Sept. 30, 2008 linked to the Topix and Nikkei 225 indexes; via J.P. Morgan Securities Inc.; pricing Aug. 28; settlement Aug. 31
11.50% reverse exchangeable notes due Aug. 29, 2008 linked to Whole Foods Market, Inc. common stock; via J.P. Morgan Securities Inc.; pricing Aug. 28; settlement Aug. 31
100% principal-protected notes due Sept. 19, 2012 linked to equal weights of the Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via J.P. Morgan Securities Inc.; pricing Sept. 14; settlement Sept. 19
100% principal-protected notes due Sept. 19, 2012 linked to equal weights of the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500; via J.P. Morgan Securities Inc.; pricing Sept. 14; settlement Sept. 19
LEHMAN BROTHERS HOLDINGS INC.
18.5% reverse exchangeable notes due Nov. 23, 2007 linked to the common stock of Research In Motion Ltd.; 70% trigger; via Lehman Brothers Inc.; pricing Aug. 17; settlement Aug. 22
Zero-coupon principal-protected notes due March 5, 2009 linked to equal weights of the Brazilian real, Malaysian ringgit, Indonesian rupiah and Philippine peso; via Lehman Brothers Inc.; pricing Aug. 27; settlement Aug. 31
0% principal-protected foreign exchange notes due Aug. 31, 2010 linked to equal weights of the euro, British pound sterling and Canadian dollar, all versus the dollar; via Lehman Brothers Inc.; pricing Aug. 27; settlement Aug. 31
Zero-coupon principal-protected notes with enhanced participation due March 5, 2009 linked to equal weights of the Indian rupee, Indonesian rupiah, Malaysian ringgit and Singapore dollar; via Lehman Brothers Inc.; pricing Aug. 27; settlement Aug. 31
11.3% reverse exchangeable notes due Aug. 30, 2008 linked to Target Corp. common stock; via Lehman Brothers Inc.; pricing Aug. 27; settlement Aug. 31
26.2% reverse exchangeable notes due Feb. 29, 2008 linked to UAL Corp. common stock; via Lehman Brothers Inc.; pricing Aug. 27; settlement Aug. 31
Six-month 17% annualized reverse exchangeable notes linked to the common stock of Amazon.com Inc.; 75% trigger; via Lehman Brothers Inc. and distributor Incapital LLC; pricing Aug. 28; settlement Aug. 31
11% reverse exchangeable notes due Feb. 29, 2008 linked to American Express Co. common stock; via Lehman Brothers Inc.; pricing Aug. 28; settlement Aug. 31
Zero-coupon principal-protected notes due March 4, 2009 linked to equal weights of the Brazilian real, Malaysian ringgit, Indonesian rupiah and Philippine peso; via Lehman Brothers Inc.; pricing Aug. 28; settlement Aug. 31
One-year 12.1% reverse exchangeable notes linked to the common stock of Deere & Co.; 80% trigger; via Lehman Brothers Inc. and distributor Incapital LLC; pricing Aug. 28; settlement Aug. 31
0% buffered annual review notes due Aug. 31, 2010 linked to the Dow Jones Euro Stoxx 50 index; via Lehman Brothers Inc.; pricing Aug. 28; settlement Aug. 31
0% performance securities with contingent protection due Aug. 31, 2012 linked to the Dow Jones Euro Stoxx 50 index; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing Aug. 28; settlement Aug. 31
Six-month 9% annualized reverse exchangeable notes linked to the common stock of Exxon Mobil Corp.; 85% trigger; via Lehman Brothers Inc. and distributor Incapital LLC; pricing Aug. 28; settlement Aug. 31
Three-month 19% reverse exchangeable notes linked to the common stock of H&R Block, Inc.; 80% trigger; via Lehman Brothers Inc. and distributor Incapital LLC; pricing Aug. 28; settlement Aug. 31
Bearish return enhanced notes due March 2, 2009 linked to the iShares Dow Jones U.S. Real Estate Index Fund; via Lehman Brothers Inc.; pricing Aug. 28; settlement Aug.31
Three-month 18% reverse exchangeable notes linked to the common stock of JetBlue Airways Corp.; 80% trigger; via Lehman Brothers Inc. and distributor Incapital LLC; pricing Aug. 28; settlement Aug. 31
12.05% reverse exchangeable notes due Feb. 29, 2008 linked to JPMorgan Chase & Co. common stock; via Lehman Brothers Inc.; pricing Aug. 28; settlement Aug. 31
Bullet range notes due Aug. 31, 2009 linked to six-month Libor; via Lehman Brothers Inc.; pricing Aug. 28; settlement Aug. 31
Three-month 15.05% reverse exchangeable notes linked to the common stock of Mastercard Inc.; 80% trigger; via Lehman Brothers Inc. and distributor Incapital LLC; pricing Aug. 28; settlement Aug. 31
0% performance securities with contingent protection due Aug. 31, 2012 linked to the Nikkei 225 index; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing Aug. 28; settlement Aug. 31
Three-month 18% reverse exchangeable notes linked to the common stock of Omnivision Technologies Inc.; 70% trigger; via Lehman Brothers Inc. and distributor Incapital LLC; pricing Aug. 28; settlement Aug. 31
17.7% reverse exchangeable notes due Nov. 30, 2007 linked to Peabody Energy Corp. common stock; 80% trigger; via Lehman Brothers Inc.; pricing Aug. 28; settlement Aug. 30
0% performance securities with contingent protection due Aug. 31, 2012 linked to the S&P 500 index; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing Aug. 28; settlement Aug. 31
Zero-coupon 100% principal protection capped return notes due Aug. 31, 2011 linked to the S&P index; via Lehman Brothers Inc.; pricing Aug. 28; settlement Aug. 31
100% principal protection notes due Aug. 31, 2011 linked to a basket consisting of the S&P 500 index (33.34% weight), Dow Jones Euro Stoxx 50 index (33.33% weight) and the Nikkei 225 index (33.33% weight); via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing Aug. 28; settlement Aug. 31
One-year 14.85% reverse exchangeable notes linked to the common stock of Southern Copper Corp.; 75% trigger; via Lehman Brothers Inc. and distributor Incapital LLC; pricing Aug. 28; settlement Aug. 31
Steepener notes due August 2022 that will pay interest at 9% through August 2008, then be reset quarterly and will equal 5 times the spread of the 10-year Constant Maturity Swap (CMS) rate over the two-year CMS rate; via Lehman Brothers Inc.; pricing and settlement in August
Three-year 100% principal protection income notes due linked to equal weights (10%) of Brent crude oil, No. 2 heating oil, copper - grade A, primary nickel, special high grade zinc, gold, No. 11 world sugar, coffee robusta, class III milk and lean hogs; via Lehman Brothers Inc.
Three-year 0% buffered return enhanced notes linked to equal weights (10%) of Brent crude oil, No. 2 fuel heating oil, grade A copper, primary nickel, special high-grade zinc, gold, No. 11 world sugar, coffee robusta, class III milk and lean hogs; 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.
MERRILL LYNCH & CO., INC.
Zero-coupon principal-protected notes due August 2022 linked to the 30-year and two-year Constant Maturity Swap (CMS) rates; via Merrill Lynch & Co.; pricing and settlement in August
0% Accelerated Return Notes due October 2008 linked to the PHLX Oil Service Sector index; via Merrill Lynch & Co.; pricing and settlement in August
Zero-coupon 100% principal protection one-year notes linked to equal weights of the Chinese renminbi, Malaysian ringgit, Indonesian rupiah and Singapore dollar; via Merrill Lynch & Co.; pricing in August; settlement in September
0% Accelerated Return Notes due November 2008 linked to the Dow Jones - AIG Commodity index; via Merrill Lynch & Co.; pricing in August; settlement in September
0% Accelerated Return Notes due November 2008 linked to the PHLX Defense Sector index; via Merrill Lynch & Co.; pricing in August; settlement in September
0% leveraged index return notes due September 2009 linked to equal weights of the S&P 500, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via Merrill Lynch & Co.; pricing and settlement in September
MORGAN STANLEY
0% buffered notes due Feb. 28, 2011 linked to a basket consisting the S&P GSCI Agricultural Index - Excess Return (20% weight), S&P GSCI Livestock Index - Excess Return (10% weight), high grade primary aluminum (7% weight), copper grade A (7% weight), gold (5% weight), standard lead (5% weight), primary nickel (6% weight), special high grade zinc (5% weight), natural gas (10% weight), New York Harbor reformulated gasoline blendstock for oxygen blending (RBOB gasoline) (5% weight), New York Harbor No. 2 heating oil (5% weight) and West Texas intermediate light sweet crude oil (15% weight); via Morgan Stanley & Co. Inc.; pricing Aug. 23; settlement Aug. 30
Between 9% and 10% reverse convertible securities (RevCons) due Feb. 29, 2008 linked to Citigroup Inc. common stock; via Morgan Stanley & Co. Inc.; pricing Aug. 24; settlement Aug. 29
Between 16.5% and 17.5% reverse convertible securities (RevCons) due Feb. 29, 2008 linked to Consol Energy Inc. common stock; via Morgan Stanley & Co. Inc.; pricing Aug. 24; settlement Aug. 29
Between 14% and 15% reverse convertible securities (RevCons) due Feb. 29, 2008 linked to Lehman Brothers Holdings Inc. common stock; via Morgan Stanley & Co. Inc.; pricing Aug. 24; settlement Aug. 29
0% Performance Leveraged Upside Securities (PLUS) due Sept. 20, 2008 linked to the Dow Jones Industrial Average; via Morgan Stanley & Co. Inc.; pricing and settlement in August
0% Bear Market Performance Leveraged Upside Securities (PLUS) due Sept. 20, 2008 inversely linked to the Dow Jones Industrial Average; via Morgan Stanley & Co. Inc.; pricing and settlement in August
0% outperformance securities due September 2008 linked to the performance of the Nasdaq 100 index relative to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing and settlement in August
0% capital-protected notes due Feb. 20, 2012 linked to equal weights of the StyleSelect MSCI Europe, StyleSelect MSCI Japan and StyleSelect MSCI USA indexes; via Morgan Stanley & Co.; pricing and settlement in August
0% protected absolute return barrier notes due Feb. 20, 2009 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing and settlement in August
0% outperformance buffered securities due Feb. 20, 2010 linked to the performance of the S&P 100 index relative to the Russell 2000 index; via Morgan Stanley & Co. Inc.
RABOBANK, NA
Principal-protected certificates of deposit due Feb. 28, 2013 linked to equal weights of the Dow Jones Euro Stoxx 50, MSCI Singapore Free, S&P 500 and Nikkei 225 indexes; via LaSalle Bank NA; pricing Aug. 28; settlement Aug. 31
107% principal-protected certificates of deposit due Feb. 28, 2013 linked to equal weights of the Dow Jones Euro Stoxx 50, MSCI Singapore Free, S&P 500 and Nikkei 225 indexes; via LaSalle Bank NA; pricing Aug. 29; settlement Aug. 31
RABO FINANCIAL PRODUCTS BV
14.7% knock-in reverse convertible notes due Feb. 29, 2008 linked to Apple Inc. common stock; via LaSalle Financial Services, Inc; pricing Aug. 28; settlement Aug. 31
9% knock-in reverse convertible notes due Aug. 29, 2008 linked to Citigroup, Inc. common stock; via LaSalle Financial Services, Inc; pricing Aug. 28; settlement Aug. 31
16.15% knock-in reverse convertible notes due Aug. 29, 2008 linked to Energy Conversion Devices, Inc. common stock; via LaSalle Financial Services, Inc; pricing Aug. 28; settlement Aug. 31
14.15% knock-in reverse convertible notes due Aug. 29, 2008 linked to JetBlue Airways Corp. common stock; via LaSalle Financial Services, Inc; pricing Aug. 28; settlement Aug. 31
18.4% knock-in reverse convertible notes due Feb. 29, 2008 linked to Massey Energy Co. common stock; via LaSalle Financial Services, Inc; pricing Aug. 28; settlement Aug. 31
11.15% knock-in reverse convertible notes due Aug. 29, 2008 linked to Lazard Ltd. common stock; via LaSalle Financial Services, Inc; pricing Aug. 28; settlement Aug. 31
14.3% knock-in reverse convertible notes due Feb. 29, 2008 linked to Peabody Energy Corp. common stock; via LaSalle Financial Services, Inc; pricing Aug. 28; settlement Aug. 31
17.2% knock-in reverse convertible notes due Feb. 29, 2008 linked to Titanium Metals Corp. common stock; via LaSalle Financial Services, Inc; pricing Aug. 28; settlement Aug. 31
11.25% knock-in reverse convertible notes due Aug. 29, 2008 linked to Valero Energy Corp. common stock; via LaSalle Financial Services, Inc; pricing Aug. 28; settlement Aug. 31
ROYAL BANK OF CANADA
17.6% reverse convertible notes due Feb. 29, 2008 linked to Advanced Micro Devices, Inc. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
12.1% reverse convertible notes due Feb. 29, 2008 linked to American Capital Strategies, Ltd. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
8.45% reverse convertible notes due Feb. 29, 2008 linked to Amgen Inc. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
27.1% reverse convertible notes due Nov. 30, 2007 linked to AMR Corp. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
18.85% reverse convertible notes due Feb. 29, 2008 linked to AMR Corp. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
7% reverse convertible notes due Feb. 29, 2008 linked to Anheuser-Busch Cos., Inc. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
7.3% reverse convertible notes due Aug. 29, 2008 linked to Anheuser-Busch Cos., Inc. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
11% reverse convertible notes due Feb. 29, 2008 linked to Arch Coal, Inc. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
19.1% reverse convertible notes due Nov. 30, 2007 linked to BE Aerospace, Inc. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
19.5% reverse convertible notes due Nov. 30, 2007 linked to the Bear Stearns Cos. Inc. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
13.5% reverse convertible notes due Feb. 29, 2008 linked to the Bear Stearns Cos. Inc. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
11% reverse convertible notes due Nov. 30, 2007 linked to Baidu.com, Inc. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
27.1% reverse convertible notes due Nov. 30, 2007 linked to Blue Coast Systems, Inc. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
17.65% reverse convertible notes due Nov. 30, 2007 linked to Blue Nile, Inc. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
11.7% reverse convertible notes due Feb. 29, 2008 linked to C.H. Robinson Worldwide, Inc. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
10.4% reverse convertible notes due Feb. 29, 2008 linked to Caterpillar Inc. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
10% reverse convertible notes due Feb. 29, 2008 linked to Cisco Systems, Inc. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
9.15% reverse convertible notes due Feb. 29, 2008 linked to Citigroup Inc.. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
14.85% reverse convertible notes due Nov. 30, 2007 linked to CommScope, Inc. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
17.2% reverse convertible notes due Nov. 30, 2007 linked to Consol Energy Inc. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
14.35% reverse convertible notes due Nov. 30, 2007 linked to Continental Airlines, Inc. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
10.45% reverse convertible notes due Aug. 29, 2008 linked to Corning Inc. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
15.75% reverse convertible notes due Nov. 30, 2007 linked to Countrywide Financial Corp. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
10.8% reverse convertible notes due Nov. 30, 2007 linked to Cummins Inc. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
22.35% reverse convertible notes due Nov. 30, 2007 linked to D. R. Horton, Inc. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
13.25% reverse convertible notes due Feb. 29, 2008 linked to Deere & Co. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
9.9% reverse convertible notes due Feb. 29, 2008 linked to the Dow Chemical Co. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
9.2% reverse convertible notes due Aug. 29, 2008 linked to the Dow Chemical Co. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
9.8% reverse convertible notes due Aug. 29, 2008 linked to eBay Inc. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
19.15% reverse convertible notes due Nov. 30, 2007 linked to Elan Corp. plc. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
27.95% reverse convertible notes due Nov. 30, 2007 linked to Elan Corp. plc common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
11.9% reverse convertible notes due Feb. 29, 2008 linked to Fluor Corp.. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
15.9% reverse convertible notes due Nov. 30, 2007 linked to Ford Motor Co. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
12.35% reverse convertible notes due Nov. 30, 2007 linked to General Motors Corp. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
19.1% reverse convertible notes due Nov. 30, 2007 linked to General Motors Corp. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
11.85% reverse convertible notes due Feb. 29, 2008 linked to General Motors Corp. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
24.15% reverse convertible notes due Nov. 30, 2007 linked to INVESTools Inc. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
13.6% reverse convertible notes due Feb. 29, 2008 linked to iShares MSCI Brazil Index Fund. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
18.15% reverse convertible notes due Nov. 30, 2007 linked to KBR, Inc. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
10.1% reverse convertible notes due Feb. 29, 2008 linked to Legg Mason, Inc. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
15.7% reverse convertible notes due Nov. 30, 2007 linked to Lehman Brothers Holdings Inc. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
13.85% reverse convertible notes due Nov. 30, 2007 linked to Merrill Lynch & Co., Inc. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
7% reverse convertible notes due Aug. 29, 2008 linked to Microsoft Corp. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
17.85% reverse convertible notes due Nov. 30, 2007 linked to Moody's Corp. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
12.8% reverse convertible notes due Feb. 29, 2008 linked to Moody's Corp. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
12.25% reverse convertible notes due Aug. 29, 2008 linked to Nighthawk Radiology Holdings, Inc. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
15.2% reverse convertible notes due Feb. 29, 2008 linked to NovaGold Resources Inc. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
17.05% reverse convertible notes due Nov. 30, 2007 linked to Nucor Corp. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
17.6% reverse convertible notes due Feb. 29, 2008 linked to NutriSystem, Inc. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
14% reverse convertible notes due Aug. 29, 2008 linked to NutriSystem, Inc. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
13% reverse convertible notes due Nov. 30, 2007 linked to NYSE Euronext common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
15% reverse convertible notes due Feb. 29, 2008 linked to NYSE Euronext common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
8% reverse convertible notes due Aug. 29, 2008 linked to Pfizer, Inc. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
12.3% reverse convertible notes due Feb. 29, 2008 linked to Potash Corp. of Saskatchewan common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
10% reverse convertible notes due Feb. 29, 2008 linked to Rackable Systems Inc. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
11.05% reverse convertible notes due Nov. 30, 2007 linked to Schlumberger Ltd. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
13.75% reverse convertible notes due Feb. 29, 2008 linked to the Shaw Group Inc. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
Variable-rate notes due Aug. 31, 2017 linked to the Sifma Municipal Swap index and one-month Libor; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
19.3% reverse convertible notes due Feb. 29, 2008 linked to Solarfun Power Holdings Co., Ltd. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
12.85% reverse convertible notes due Feb. 29, 2008 linked to SonoSite, Inc. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
10.95% reverse convertible notes due Aug. 29, 2008 linked to SonoSite, Inc. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
Zero-coupon enhanced return leveraged notes due Aug. 31, 2009 linked to the S&P 500 index; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
10.4% reverse convertible notes due Nov. 30, 2007 linked Washington Mutual, Inc. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
13.15% reverse convertible notes due Feb. 29, 2008 linked to Washington Mutual, Inc. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
8.95% reverse convertible notes due Feb. 29, 2008 linked to Wells Fargo & Co. common stock; via RBC Capital Markets Corp.; pricing Aug. 28; settlement Aug. 31
Zero-coupon principal-protected notes due Aug. 31, 2012 linked equal weights of the Australian Stock Exchange 200, Dow Jones Euro Stoxx 50, FTSE 100, Nikkei 225 and S&P 500 indexes; via RBC Capital Markets Corp.; pricing Aug. 29; settlement Aug. 31
Zero-coupon principal-protected notes due Aug. 31, 2009 linked to equal weights of the Brazilian real and Chinese yuan; via RBC Capital Markets Corp.; pricing Aug. 29; settlement Aug. 31
Zero-coupon principal-protected notes due Aug. 31, 2011 linked to WTI light sweet crude oil; via RBC Capital Markets Corp.; pricing Aug. 29; settlement Aug. 31
SG STRUCTURED PRODUCTS, INC.
15.75% ReConvs due Feb. 29, 2008 linked to Allegheny Technologies Inc. common stock; 80% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing Aug. 28; settlement Aug. 31
15.65% ReConvs due Feb. 29, 2008 linked to Arch Coal, Inc. common stock; 80% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing Aug. 28; settlement Aug. 31
16.15% ReConvs due Nov. 30, 2007 linked to Archer-Daniels-Midland Co. common stock; 90% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing Aug. 28; settlement Aug. 31
16% ReConvs due Feb. 29, 2008 linked to the Bear Stearns Cos. Inc. common stock; 80% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing Aug. 28; settlement Aug. 31
9.25% ReConvs due Aug. 29, 2008 linked to Citigroup Inc. common stock; 80% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing Aug. 28; settlement Aug. 31
22.2% Worst-of ReConvs due Nov. 30, 2007 linked to the American Depository Shares of Companhia Siderugica Nacional, Companhia Vale do Rio Doce and Petroleo Brasileiro SA - Petrobras; 80% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing Aug. 28; settlement Aug. 31
13.15% ReConvs due Aug. 29, 2008 linked to Companhia Vale do Rio Doce American Depositary Shares; 70% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing Aug. 28; settlement Aug. 31
17% ReConvs due Nov. 30, 2007 linked to Corning, Inc. common stock; 85% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing Aug. 28; settlement Aug. 31
14% Tempo ReConvs due Feb. 29, 2008 linked to the Goldman Sachs Group, Inc. common stock; 80% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing Aug. 28; settlement Aug. 31
21% Worst-of ReConvs due Nov. 30, 2007 linked to the common stocks of the Goldman Sachs Group, Inc., Merrill Lynch & Co., Inc. and Morgan Stanley; 80% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing Aug. 28; settlement Aug. 31
18% ReConvs due Feb. 29, 2008 linked to the Goodyear Tire & Rubber Co. common stock; 80% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing Aug. 28; settlement Aug. 31
21.85% ReConvs due Nov. 30, 2007 linked to JetBlue Airways Corp. common stock; 80% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing Aug. 28; settlement Aug. 31
11% ReConvs due Aug. 29, 2008 linked to JPMorgan Chase & Co. common stock; 80% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing Aug. 28; settlement Aug. 31
14.5% ReConvs due Feb. 29, 2008 linked to Macy's, Inc. common stock; 80% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing Aug. 28; settlement Aug. 31
15% ReConvs due Feb. 29, 2008 linked to Merrill Lynch & Co., Inc. common stock; 80% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing Aug. 28; settlement Aug. 31
21% Tempo ReConvs due Feb. 29, 2008 linked to Moody's Corp. common stock; 80% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing Aug. 28; settlement Aug. 31
18.9% ReConvs due Nov. 30, 2007 linked to Morgan Stanley common stock; 85% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing Aug. 28; settlement Aug. 31
11.05% ReConvs due Aug. 29, 2008 linked to Peabody Energy Corp. common stock; 70% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing Aug. 28; settlement Aug. 31
14% ReConvs due Feb. 29, 2008 linked to Qualcomm, Inc. common stock; 80% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing Aug. 28; settlement Aug. 31
22.1% ReConvs due Nov. 30, 2007 linked to SanDisk Corp. common stock; 80% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing Aug. 28; settlement Aug. 31
Notes due Aug. 31, 2012 linked to the SGI Fed Model US index; via LaSalle Bank NA; pricing Aug. 28; settlement Aug. 31
9.5% ReConvs due Aug. 29, 2008 linked to Target Corp. common stock; 80% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing Aug. 28; settlement Aug. 31
20.4% ReConvs due Feb. 29, 2008 linked to Tesoro Corp. common stock; 80% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing Aug. 28; settlement Aug. 31
11.5% ReConvs due Aug. 29, 2008 linked to Texas Instruments, Inc. common stock; 80% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing Aug. 28; settlement Aug. 31
11.15% ReConvs due Aug. 29, 2008 linked to United States Steel Corp. common stock; 70% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing Aug. 28; settlement Aug. 31
14.5% ReConvs due Nov. 30, 2007 linked to USG Corp. common stock; 85% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing Aug. 28; settlement Aug. 31
14.6% ReConvs due Feb. 29, 2008 linked to Valero Energy Corp. common stock; 80% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing Aug. 28; settlement Aug. 31
16.3% ReConvs due Feb. 29, 2008 linked to Wynn Resorts, Ltd. common stock; 80% trigger; via SG Americas Securities, LLC and Countrywide Securities Corp.; pricing Aug. 28; settlement Aug. 31
0% multi-booster notes due Aug. 31, 2012 linked to equal weights of the light sweet crude oil, grade A copper, special high-grade zinc and primary aluminum; via LaSalle Bank NA; pricing Aug. 29; settlement Aug. 31
SOCIETE GENERALE, NEW YORK BRANCH
Notes due Aug. 31, 2012 linked to the SGI Fed Model US index; via LaSalle Financial Services, Inc.; pricing Aug. 28; settlement Aug. 31
AB SVENSK EXPORTKREDIT
Zero-coupon foreign-exchange basket notes due Aug. 31, 2009 linked to the Chinese renminbi and Indian rupee, equally weighted; via Banc of America Securities LLC; settlement on Aug. 31
0% outperformance notes due in 13 months linked to the S&P Consumer Staples Select Sector index and a basket of 57 common stocks selected from the S&P Consumer Discretionary Select Sector index; via Goldman, Sachs & Co.; pricing in August
0% notes due February 2009 linked to the S&P GSCI Reduced Energy Alpha Excess Return Strategy and the S&P GSCI Reduced Energy Excess Return index; via Goldman, Sachs & Co.; pricing and settlement in August
Zero-coupon principal-protected notes due August 2009 linked to the S&P GSCI Reduced Energy Alpha Excess Return Strategy and the S&P GSCI Reduced Energy Excess Return index; via Goldman, Sachs & Co.; pricing and settlement in August
0% Elements due 2022 linked to the Rogers International Commodity index - Total Return; via Nuveen Investments and Merrill Lynch & Co.
0% Elements due 2022 linked to the Rogers International Commodity index - Agriculture Total Return; via Nuveen Investments and Merrill Lynch & Co.
0% Elements due 2022 linked to the Rogers International Commodity index - Energy Total Return; via agents Nuveen Investments and Merrill Lynch & Co.
0% Elements due 2022 linked to the Rogers International Commodity index - Metals Total Return; via agents Nuveen Investments and Merrill Lynch & Co.
UBS AG
7.25% to 8.25% yield optimization notes with contingent protection due Aug. 29, 2008 linked to the common stock of Amgen Inc.; 75% trigger; via UBS Securities Investment Bank and UBS Financial Services, Inc.; pricing Aug. 27; settlement Aug. 31
100% principal protection callable spread daily range accrual notes due Aug. 31, 2022 linked to the 30-year and two-year Constant Maturity Swap (CMS) rates; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 27; settlement Aug. 31
11.5% to 12.5% yield optimization notes with contingent protection due Aug. 29, 2008 linked to the common stock of Goldcorp Inc.; 75% trigger; via UBS Securities Investment Bank and UBS Financial Services, Inc.; pricing Aug. 27; settlement Aug. 31
10% to 11% yield optimization notes with contingent protection due Aug. 29, 2008 linked to the common stock of Lehman Brothers Holdings Inc.; 75% trigger; via UBS Securities Investment Bank and UBS Financial Services, Inc.; pricing Aug. 27; settlement Aug. 31
8.25% to 9.25% yield optimization notes with contingent protection due Aug. 29, 2008 linked to the common stock of Texas Instruments Inc.; 75% trigger; via UBS Securities Investment Bank and UBS Financial Services, Inc.; pricing Aug. 27; settlement Aug. 31
Zero-coupon 100% principal protection notes due Feb. 27, 2009 linked to the euro (33.34% weight), British pound (33.33% weight) and Canadian dollar (33.33% weight); via UBS Financial Services, Inc. and UBS Investment Bank; pricing Aug. 28; settlement Aug. 31
Zero-coupon 100% principal protection absolute return barrier notes due Feb. 27, 2009 linked to the Russell 2000 index; via UBS Investment Bank and UBS Financial Services, Inc.; pricing Aug. 28; settlement Aug. 31
Zero-coupon 100% principal protection absolute return barrier notes due Feb. 27, 2009 linked to the S&P 500 index; via UBS Investment Bank and UBS Financial Services, Inc.; pricing Aug. 28; settlement Aug. 31
0% performance securities with partial protection due Aug. 31, 2010 linked to the UBS Bloomberg Constant Maturity Commodity Index Excess Return; via UBS Investment Bank and UBS Financial Services Inc.; pricing Aug. 29
0% principal-protected notes due Feb. 28, 2011 linked to the UBS Bloomberg Constant Maturity Commodity Index Excess Return; via UBS Investment Bank; pricing Aug. 31
Performance securities with partial protection due Aug. 31, 2010 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 Investment Bank and UBS Financial Services Inc.; pricing in August
WACHOVIA CORP.
14% to 15% % enhanced yield securities due June 5, 2008 linked to Ford Motor Co. common stock; via Wachovia Capital Markets, LLC
0% absolute return range notes due March 5, 2009 linked to the iShares MSCI EAFE index fund; via Wachovia Securities
9% to 10% enhanced yield securities linked to equal weights (20%) of the S&P GSCI Brent Crude Oil Excess Return index, the S&P GSCI RBOB Gasoline Excess Return index, the S&P GSCI Wheat Excess Return index, the S&P GSCI Nickel Excess Return index and the S&P GSCI Lead Excess Return index; via Wachovia Securities
12.5% to 13.5% enhanced yield securities due March 5, 2008 linked to the Claymore YieldStream Energy Sector 10, series 2007-A; via Wachovia Capital Markets, LLC; pricing in August; settlement in September.
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