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Published on 6/12/2008 in the Prospect News Structured Products Daily.

Merrill to price 0% Accelerated Return Notes linked to Euro Stoxx for Svensk

By Susanna Moon

Chicago, June 12 - Merrill Lynch & Co. plans to price 0% Accelerated Return Notes due September 2009 linked to the Dow Jones Euro Stoxx 50 index for AB Svensk Exportkredit, according to an FWP filing with the Securities and Exchange Commission.

The notes are expected to price and settle in July.

Payout at maturity will be par of $10 plus triple any index gain, capped at a return of between 13% and 17%. The exact cap will be set at pricing.

Investors will be exposed to any decline in the index.

The notes are expected to trade on the American Stock Exchange under the symbol "EOA."


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