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 10/2/2008 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA

• 0% Minimum Return Equity Appreciation Growth Linked Securities due Oct. 30, 2013 linked to the S&P 500 index; via Banc of America Securities LLC and Bank of America Investment Services, Inc.; pricing Oct. 27

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

• 0% buffered enhanced appreciation notes due Oct. 28, 2010 linked to the Dow Jones - AIG Commodity index; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing Oct. 28

• 0% Minimum Return Equity Appreciation Growth Linked Securities due Oct. 31, 2013 linked to shares of the iShares MSCI EAFE index fund; via Banc of America Securities LLC and Bank of America Investment Services, Inc.; pricing Oct. 28

• 0% notes due Oct. 28, 2013 linked to West Texas Intermediate light sweet crude oil; via Banc of America Securities LLC and Bank of America Investment Services, Inc.; pricing Oct. 28

• 0% notes due Oct. 29, 2010 linked to Canadian dollar and Japanese yen versus U.S. dollar; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; settlement Oct. 31

• 0% notes due Oct. 28, 2011 linked to the performance of the dollar against the euro; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing in October

• 0% buffered Strategic Equity Exposure Performance Linked Securities due May 3, 2010 linked to the S&P 500 index; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing in October

BARCLAYS BANK PLC

• 10.25% reverse convertible notes due April 9, 2009 linked to Alcoa Inc. stock; 60% trigger; via Barclays Capital; pricing Oct. 6

• 10.25% reverse convertible notes due April 9, 2009 linked to Apple Inc. stock; 65% trigger; via Barclays Capital; pricing Oct. 6

• 20% reverse convertible notes due April 9, 2009 linked to Consol Energy Inc. stock; 50% trigger; via Barclays Capital; pricing Oct. 6

• 20% reverse convertible notes due April 9, 2009 linked to Freeport-McMoRan Copper & Gold Inc. stock; 50% trigger; via Barclays Capital; pricing Oct. 6

• 10% reverse convertible notes due April 9, 2009 linked to General Electric Co. stock; 75% trigger; via Barclays Capital; pricing Oct. 6

• 14% reverse convertible notes due April 9, 2009 linked to Goldcorp Inc. stock; 60% trigger; via Barclays Capital; pricing Oct. 6

• 10.5% reverse convertible notes due April 9, 2009 linked to Valero Energy Corp. stock; 60% trigger; via Barclays Capital; pricing Oct. 6

• 0% Buffered Super Track notes due Nov. 13, 2009 linked to the S&P 500 index; 90% trigger; via Barclays Capital Inc.; pricing Oct. 9

• Zero-coupon 100% principal-protected notes due Nov. 2, 2011 linked to the Barclays Intelligent Carry Index USD ER; via Barclays Capital Inc.; pricing Oct. 28

• Zero-coupon 100% principal-protected notes due Oct. 31, 2011 linked to the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500 indexes; via Barclays Capital Inc.; pricing Oct. 28

• 0% return optimization securities with partial protection due April 30, 2010 linked to the Rogers International Commodity Index - Excess Return; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Oct. 28

• 0% return optimization securities with partial protection due April 30, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Oct. 28

• 0% return optimization securities due April 30, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Oct. 28

CITIGROUP FUNDING INC.

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

• Six-month Equity LinKed Securities linked to the SPDR S&P 500 exchange-traded fund; 85% trigger; via Citigroup Global Markets Inc.; pricing in October

• Zero-coupon principal-protected notes due 2011 linked to the Chinese yuan versus the dollar; via Citigroup Global Markets Inc.

• Principal-protected notes due 2011 linked to the Consumer Price Index; via Citigroup Global Markets Inc.

• Zero-coupon notes due 2013 linked to crude oil, corn, wheat, aluminum, copper and S&P GSCI Precious Metals Excess Return index; via Citigroup Global Markets Inc.

• 0% buffer notes due 2010 linked to shares of the iShares Russell 1000 Growth index fund; via Citigroup Global Markets Inc.

• 0% buffer notes due 2010 linked to shares of the iShares Russell 1000 Value index fund; via Citigroup Global Markets Inc.

• 0% buffer notes due 2010 linked to the Russell 2000 index; via Citigroup Global Markets Inc.

• 0% buffer notes due 2010 linked to the S&P MidCap 400 index; via Citigroup Global Markets Inc.

CREDIT SUISSE, NASSAU BRANCH

• 0% Accelerated Return Equity Securities due Nov. 30, 2009 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 24

• 12% callable yield notes due Nov. 2, 2009 linked to the Dow Jones Euro Stoxx 50, Russell 2000 and S&P 500 indexes; via Credit Suisse Securities (USA) LLC; pricing Oct. 28

• 0% Buffered Accelerated Return Equity Securities due Nov. 30, 2009 linked to the S&P 500 index; 90% trigger; via Credit Suisse Securities (USA) LLC; pricing Oct. 28

• 0% Buffered Accelerated Return Equity Securities due April 30, 2010 linked to the S&P 500 index; 90% trigger; via Credit Suisse Securities (USA) LLC; pricing Oct. 28

• 12.75% callable yield notes due Nov. 2, 2009 linked to the S&P 500 index, the Russell 2000 index and the Dow Jones Euro Stoxx 50 index; Credit Suisse Securities (USA) LLC; pricing Oct. 28

• 7.5% callable yield notes due May 1, 2009 linked to the S&P 500 index and iShares MSCI EAFE index fund; via Credit Suisse Securities (USA) LLC; pricing Oct. 28

• 9% callable yield notes due May 1, 2009 linked to the S&P 500 index and iShares MSCI EAFE index fund; via Credit Suisse Securities (USA) LLC; pricing Oct. 28

DEUTSCHE BANK AG, LONDON BRANCH

• Zero-coupon 100% principal protection absolute return barrier M-notes due April 27, 2010 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Oct. 22

• 0% market contribution securities due Oct. 31, 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 Oct. 27

• 0% return optimization securities with partial protection due April 30, 2010 linked to the MSCI EAFE index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Oct. 28

EKSPORTFINANS ASA

• 13% to 14% enhanced yield securities due March 6, 2009 linked to the common stock of JPMorgan Chase & Co.; 70% trigger; via Wachovia Capital Markets, LLC

• 10% to 11% enhanced yield securities with contingent downside protection due Dec. 18, 2008 linked to the common stock of the MasterCard Inc.; 75% trigger; via Wachovia Capital Markets, LLC

• 0% enhanced participation buffer notes due 2010 linked to the MSCI EAFE index; 90% trigger; via Goldman, Sachs & Co.

• 0% notes with a tenor of 17 to 21 months linked to the S&P 500 index; via Goldman, Sachs & Co

• 0% enhanced participation notes due 24 to 26 months after issue linked to the S&P 500 index; via Goldman, Sachs & Co.

GOLDMAN SACHS GROUP, INC.

• Two-year notes linked to annual changes in the Consumer Price Index; via Goldman, Sachs & Co.

• 0% 12- to 15-month absolute return trigger notes linked to the MSCI EAFE index; via Goldman, Sachs & Co.

• 0% 24- to 27-month leveraged buffered notes linked to the MSCI EAFE index; 85% trigger; via Goldman, Sachs & Co.

• 0% leveraged buffered notes due 16 to 17 months after issue linked to the S&P 500 index; via Goldman, Sachs & Co.

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

• 0% leveraged notes due 13 to 14 months after issue linked to the S&P 500 and MSCI EAFE indexes; via Goldman, Sachs & Co.

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

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

HSBC BANK USA, NA

• 0% bullish Asian exchange rate-linked certificates of deposit due Oct. 31, 2011 linked the Chinese renminbi, Indian rupee and Singapore dollar; via HSBC Securities (USA) Inc.; pricing Oct. 28

HSBC USA, INC.

• Auto-callable notes due April 30, 2010 linked to the S&P 500 index; 75% trigger; via HSBC Securities (USA) Inc.; pricing Oct. 27

• 0% enhanced market participation notes due Jan. 27, 2010 linked to the Energy Select Sector SPDR fund; via HSBC Securities (USA) Inc.; pricing Oct. 28

• 0% buffered enhanced market participation notes due Dec. 28, 2009 linked to the Financial Select Sector SPDR fund; via HSBC Securities (USA) Inc.; pricing Oct. 28

• 0% enhanced market participation notes due Jan. 27, 2010 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Oct. 28

JPMORGAN CHASE BANK, NA

• Callable leveraged spread certificates of deposit due Oct. 16, 2023 linked to the 10-year and two-year Constant Maturity Swap rates; via J.P. Morgan Securities Inc. and Incapital LLC; pricing Oct. 10

• 0% equity-linked knock-out certificates of deposit due Oct. 29, 2010 linked to the Russell 2000 index; via J.P. Morgan Securities Inc.; pricing Oct. 27

JPMORGAN CHASE & CO.

• 0% dual directional buffered return enhanced notes due Oct. 22, 2009 linked to the S&P 500 index; 90% trigger; via J.P. Morgan Securities Inc.; pricing Oct. 3

• 30% reverse exchangeable notes due Jan. 9, 2009 linked to Arch Coal, Inc. stock; via J.P. Morgan Securities Inc.; pricing Oct. 7

• 20% reverse exchangeable notes due Jan. 9, 2009 linked to Bank of America Corp. stock; via J.P. Morgan Securities Inc.; pricing Oct. 7

• 14.75% annualized reverse exchangeable notes due Oct. 9, 2009 linked to the common stock of Freeport-McMoRan Copper & Gold Inc.; 50% trigger; via J.P. Morgan Securities Inc.; pricing Oct. 7

• 13% reverse exchangeable notes due Jan. 9, 2009 linked to General Electric Co. stock; via J.P. Morgan Securities Inc.; pricing Oct. 7

• 10% annualized reverse exchangeable notes due April 9, 2009 linked to the common stock of iShares Russell 2000 index fund; about 80% trigger; via J.P. Morgan Securities Inc.; pricing Oct. 7

• Zero-coupon return notes due Oct. 14, 2010 linked to the JPMorgan Core Commodity Investable Global Asset Rotator Conditional Long-Short index; via J.P. Morgan Securities Inc.; pricing Oct. 8

• Zero-coupon principal-protected notes due Oct. 21, 2011 linked to the Brazilian real, Indian rupee, Mexican peso and New Turkish lira; via J.P. Morgan Securities Inc.; pricing Oct. 16

• Zero-coupon 100% principal protection notes due Oct. 31, 2013 linked to a multi-asset portfolio consisting of JPMorgan GBI Global Bond Total Return index, Dow Jones - AIG Commodity index, S&P 500 and MSCI EAFE; via UBS Financial Services Inc. and J.P. Morgan Securities Inc.; pricing Oct. 28

MERRILL LYNCH & CO., INC.

• Zero-coupon 100% principal-protected notes due October 2010 linked the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; via Merrill Lynch & Co.; settlement in October

• Zero-coupon 100% principal-protected notes due April 2009 linked to the two-year Constant Maturity Treasury rate; via Merrill Lynch & Co.; settlement in October

• Zero-coupon principal-protected notes due April 2009 linked to the two-year Constant Maturity Treasury rate; via Merrill Lynch & Co.; settlement in October

• 0% Strategic Accelerated Redemption Securities due November 2010 linked to the iShares MSCI EAFE index fund; via Merrill Lynch, Pierce, Fenner & Smith, Inc. and First Republic Securities Co., LLC; pricing in October

• 0% Accelerated Return Bear Market Notes due January 2010 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in October

• 0% Strategic Accelerated Redemption Securities due November 2010 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in October

• Zero-coupon 100% principal-protected notes due November 2011 linked to the U.S. dollar versus the euro; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in October

• Zero-coupon 100% principal-protected two-year notes linked to the performance of the dollar relative to the euro; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in October or November

• 100% principal-protected range notes due November 2009 linked to the Dow Jones Industrial Average index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in October or November

MORGAN STANLEY

• 0% auto-callable securities due Oct. 14, 2011 linked to the Dow Jones - AIG Commodity Index; via Morgan Stanley & Co. Inc.

• 0% Performance Leveraged Upside Securities due Oct. 20, 2009 linked to the S&P GSCI Index - Excess Return index; via Morgan Stanley & Co. Inc.

ROYAL BANK OF CANADA

• 15.5% annualized reverse convertible notes due Jan. 9, 2009 linked to the common stock of Apple Inc.; 65% trigger; via RBC Capital Markets Corp.; pricing Oct. 6

• 20.85% annualized reverse convertible notes due Jan. 9, 2009 linked to the common stock of Companhia Vale do Rio Doce; 70% trigger; via RBC Capital Markets Corp.; pricing Oct. 6

• 15% annualized reverse convertible notes due Jan. 9, 2009 linked to the common stock of General Electric Co.; 75% trigger; via RBC Capital Markets Corp.; pricing Oct. 6

• 21.2% annualized reverse convertible notes due Jan. 9, 2009 linked to the common stock of JPMorgan Chase & Co.; 65% trigger; via RBC Capital Markets Corp.; pricing Oct. 6

• 16.15% annualized reverse convertible notes due Jan. 9, 2009 linked to the common stock of Petroleo Brasileiro SA; 70% trigger; via RBC Capital Markets Corp.; pricing Oct. 6

• 23.65% annualized reverse convertible notes due Jan. 9, 2009 linked to the common stock of Research In Motion Ltd.; 65% trigger; via RBC Capital Markets Corp.; pricing Oct. 6

• 29.8% annualized reverse convertible notes due Jan. 9, 2009 linked to the common stock of Wells Fargo & Co.; 65% trigger; via RBC Capital Markets Corp.; pricing Oct. 6

• 0% direct investment notes due Nov. 30, 2009 linked to the KBSH 2008 Top 20 Resource Portfolio; via RBC Capital Markets Corp.; pricing Oct. 28

• 0% enhanced return notes due Nov. 30, 2009 linked to the S&P 500 index; via RBC Capital Markets Corp.; pricing Oct. 28

• 0% bullish barrier notes due Oct. 29, 2010 linked to the S&P 500 index; RBC Capital Markets Corp.; pricing Oct. 28

SUNTRUST BANK

• 0% certificates of deposit due Oct. 18, 2011 linked to the Deutsche Bank Balanced Currency Harvest index; via SunTrust Robinson Humphrey, Inc. and SunTrust Investment Services, Inc.; pricing Oct. 22

• 0% certificates of deposit due April 19, 2012 linked to the Dow Jones Industrial Average; via SunTrust Robinson Humphrey, Inc. and SunTrust Investment Services, Inc.; pricing Oct. 22

• 0% certificates of deposit due April 19, 2012 linked to a basket containing equal weights of the S&P 500, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via SunTrust Robinson Humphrey, Inc. and SunTrust Investment Services, Inc.; pricing Oct. 22

AB SVENSK EXPORTKREDIT

• 0% Accelerated Return Notes due January 2010 linked to the Russell 2000 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in October

• Zero-coupon Capped Leveraged Index Return Notes due April 2010 linked to the S&P 500 index; 90% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in October

• 0% enhanced participation buffer notes due 2010 linked to the MSCI EAFE index; via Goldman, Sachs & Co.

UBS AG

• Zero-coupon 100% principal protection absolute return barrier notes due Oct. 30, 2009 linked to the S&P 500 index; via UBS Investment Bank; pricing Oct. 24

• Zero-coupon 100% principal protection absolute return barrier notes due Oct. 30, 2009 linked to the S&P 500 index; via UBS Investment Bank; pricing Oct. 24

• Zero-coupon 100% principal protection notes due Oct. 31, 2013 linked to the UBS Bloomberg Constant Maturity Commodity Index Excess Return; via UBS Investment Bank; pricing Oct. 24

• Zero-coupon 100% principal protection absolute return barrier notes due Oct. 29, 2009 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Oct. 28

• Zero-coupon 100% principal protection absolute return barrier notes due April 30, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Oct. 28

WELLS FARGO & CO.

• 0% enhanced participation securities with partial principal protection due in October 2011 linked to the S&P 500 index; 90% trigger; via Wells Fargo Securities, LLC


© 2015 Prospect News.
All content on this website is protected by copyright law in the U.S. and elsewhere. For the use of the person downloading only.
Redistribution and copying are prohibited by law without written permission in advance from Prospect News.
Redistribution or copying includes e-mailing, printing multiple copies or any other form of reproduction.