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 2/1/2008 in the Prospect News Structured Products Daily.

Structured Products Calendar

ABN AMRO BANK NV

• 11% Knock-in Reverse Exchangeable Securities due Aug. 7, 2008 linked to Dollar Tree Stores, Inc. common stock; via ABN AMRO Inc.; pricing Feb. 4; settlement Feb. 7

• 12% Knock-in Reverse Exchangeable Securities due Feb. 13, 2009 linked to Dollar Tree Stores, Inc. common stock; via ABN AMRO Inc.; pricing Feb. 12; settlement Feb. 15

BANK OF AMERICA CORP.

• Minimum Return Equity Appreciation Growth Linked Securities (Index

Eagles) due Feb. 28, 2013 linked to Dow Jones Industrial Average; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing Feb. 25

• 0% Minimum Return Equity Appreciation Growth Linked Securities (Index Eagles) due March 4, 2013 linked to the Nasdaq 100 index; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing Feb. 27

BARCLAYS BANK PLC

• 11.5% reverse convertible notes due Feb. 17, 2009 linked to Deere & Co. common stock; via Barclays Capital; pricing Feb. 11; settlement Feb. 20

• 0% exchange-traded notes due 2038 linked to the Barclays Intelligent Carry index; via Barclays Capital Inc.

• Asian and Gulf currency revaluation notes due 2038 with exposure to the Chinese yuan, the Hong Kong dollar, the Saudi Arabia riyal, the Singapore dollar and the United Arab Emirates dirham, all against the U.S. dollar; via Barclays Capital Inc.

CITIGROUP FUNDING INC.

• Zero-coupon principal-protected notes due February 2010 linked to equal weights of the Indian rupee, Indonesian rupiah, Singapore dollar and South Korean won; via Citigroup Global Markets Inc.; pricing and settlement in February

CREDIT SUISSE (USA), INC.

• 0% Accelerated Return Equity Securities (ARES) due Feb. 28, 2013 linked to the CS/RT Emerging Infrastructure Index powered by HOLT; via Credit Suisse Securities (USA) LLC; pricing Feb. 22; settlement Feb. 28

• 0% Buffered Accelerated Return Equity Securities (Bares) due Feb. 28, 2013 linked to the CS/RT Emerging Infrastructure powered by HOLT; via Credit Suisse Securities (USA) LLC; pricing Feb. 22; settlement Feb. 28

• 9% to 11% Equity LinKed Securities (ELKS) linked to the common stock of the Time Warner Inc.; 70% trigger; via Citigroup Global Markets Inc.; pricing and settlement in February

DEUTSCHE BANK AG, LONDON BRANCH

• 0% market contribution securities due Feb. 10, 2011 linked to Deutsche Bank Liquid Commodity Index - Mean Reversion Plus Total Return; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Feb. 7; settlement Feb. 12

• 0% principal-protected buffered absolute return barrier securities due Aug. 28, 2009 linked to the MSCI EAFE index; via Deutsche Bank Securities; pricing Feb. 25; settlement Feb. 28

• Zero-coupon 100% principal protection absolute return barrier M-notes due Aug. 28, 2009 linked to the S&P 500 index; Barriers between 14.50% and 17.50%; via Deutsche Bank Securities Inc.; pricing Feb. 25; settlement Feb. 28

• Zero-coupon 100% principal protection absolute return barrier M-notes due Aug. 28, 2009 linked to the S&P 500 index; Barriers between 19.50% and 22.50%via Deutsche Bank Securities Inc.; pricing Feb. 25; settlement Feb. 28

• Zero-coupon 100% principal protection absolute return barrier M-notes due March 3, 2009 linked to the S&P 500 index; Barriers between 14% and 17%via Deutsche Bank Securities Inc.; pricing Feb. 25; settlement Feb. 28

• Zero-coupon 100% principal protection absolute return barrier M-notes due Aug. 28, 2009 linked to the S&P 500 index; Barriers between 18% and 21%; via Deutsche Bank Securities Inc.; pricing Feb. 25; settlement Feb. 28

• Zero-coupon 100% principal protection absolute return barrier notes due Aug. 31, 2009 linked to MSCI EAFE index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Feb. 26; settlement Feb. 29

• Zero-coupon 100% principal protection absolute return barrier notes due Feb. 27, 2009 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Feb. 26; settlement Feb. 29

EKSPORTFINANS ASA

• 25% reverse convertible notes due Feb. 27, 2009 linked the common stocks of Altria Group, Inc., AT&T Inc., Citigroup Inc., E.I. du Pont de Nemours and Co., General Electric Co., General Motors Corp., Home Depot, Inc., JPMorgan Chase & Co., Pfizer Inc., and Verizon Communications Inc.; 60% trigger; via agent Natixis Securities North America Inc.; pricing Feb. 22; settlement Feb. 27

• 0% Performance Leveraged Upside Securities (PLUS) due March 20, 2009 linked to the Dow Jones Industrial Average via Morgan Stanley & Co. Inc.; pricing and settlement in February

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

• 0% Performance Leveraged Upside Securities (PLUS) due March 20, 2009 linked to the Russell 2000 index via Morgan Stanley & Co. In.; pricing and settlement in February

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

• 0% enhanced growth securities due Sept. 10, 2009 linked to the Nasdaq 100 index; via Wachovia Capital Markets, LLC; pricing in February; settlement in March

• 10% to 11% enhanced yield securities due Aug. 12, 2008 linked to the common stock of American International Group, Inc.; 75% trigger; via Wachovia Capital Markets, LLC

• 10% to 11% enhanced yield securities due May 15, 2008 linked to the common stock of Barnes & Noble, Inc.; 75% trigger; via Wachovia Capital Markets, LLC

• 16% to 18% enhanced yield securities due May 15, 2008 linked to the common stock of Citigroup Inc.; 80% trigger; via Wachovia Capital Markets, LLC

• 0% 12- to 15-month absolute return trigger notes linked to the S&P 500 index via Goldman, Sachs & Co.

• 16% to 17% enhanced yield securities due Aug. 12, 2008 linked to the common stock of Target Corp.; 75% trigger; via Wachovia Capital Markets, LLC

GOLDMAN SACHS GROUP, INC.

• 0% leveraged equity index-linked notes due 2009 linked to the MSCI EAFE index; via Goldman, Sachs & Co.

• 0% absolute return trigger notes due 2009 linked to the S&P 500 index; via Goldman, Sachs & Co.

• 0% leveraged equity index-linked notes due 2009 linked to the S&P 500 index; 16.65%-19.65% cap and 10% buffer; via Goldman, Sachs & Co.

• 0% leveraged equity index-linked notes due 2009 linked to the S&P 500 index; 23.25%-26.25% cap and no buffer; via Goldman, Sachs & Co.

GS FINANCE CORP.

• 0% medium-term notes due 2038 linked to the Goldman Sachs Enhanced Strategy on the Dow Jones - AIG Commodity Total Return index; via Goldman, Sachs & Co.

HSBC USA INC.

• 12.7% reverse convertible notes due May 13, 2008 linked to American International Group, Inc. common stock; via HSBC Securities (USA) Inc.; pricing Feb. 8; settlement Feb. 13

• 20% reverse convertible notes due Aug. 13, 2008 linked to General Motors Corp. common stock; via HSBC Securities (USA) Inc.; pricing Feb. 8; settlement Feb. 13

• 13.6% reverse convertible notes due Aug. 13, 2008 linked to the Goldman Sachs Group, Inc. common stock; via HSBC Securities (USA) Inc.; pricing Feb. 8; settlement Feb. 13

• 15% reverse convertible notes due May 13, 2008 linked to Research In Motion Ltd. common stock; via HSBC Securities (USA) Inc.; pricing Feb. 8; settlement Feb. 13

• 19.5% reverse convertible notes due May 13, 2008 linked to Target Corp. common stock; via HSBC Securities (USA) Inc.; pricing Feb. 8; settlement Feb. 13

• 0% equity buffer notes due Nov. 17, 2010 linked to shares of Financial Select Sector SPDR exchange traded fund; via HSBC Securities (USA) Inc.; pricing Feb. 12; settlement Feb. 15

• 0% performance tracking securities due Feb. 28, 2013 linked to the HSBC Investable Climate Change Total Return index; via UBS Financial Services Inc.; pricing Feb. 26; settlement Feb. 29

• 0% access notes due Feb. 28, 2011 linked to the HSBC Investable Low Carbon Energy Production Total Return index; via HSBC Securities (USA) Inc.; pricing Feb. 26; settlement Feb. 29

• 0% performance securities with contingent protection due Feb. 28, 2013 linked to the S&P 500 index; via UBS Financial Services Inc.; pricing Feb. 26; settlement Feb. 29

JPMORGAN CHASE & CO.

• 0% buffered return enhanced notes due Feb. 18, 2009 linked to the MSCI EAFE index (65% weight) and S&P 500 index (35% weight); via J.P. Morgan Securities Inc.; pricing Feb. 4; settlement Feb. 7

• 98% principal-protected notes due Feb. 11, 2009 linked to equal weights (25%) of the Indonesian rupiah, Malaysian ringgit, Philippine peso and Singapore dollar; via J.P. Morgan Securities Inc.; pricing Feb. 6; settlement Feb. 11

• 0% return notes due Feb. 11, 2010 linked to the performance of the JPMorgan Commodity Investable Global Asset Rotator Excess Return; via J.P. Morgan Securities Inc.; pricing Feb. 6; settlement Feb. 11

• 16.5% reverse exchangeable notes due Aug. 13, 2008 linked to Apple Inc. stock; via J.P. Morgan Securities Inc.; pricing Feb. 8; settlement Feb. 13

• 12% reverse exchangeable notes due Aug. 13, 2008 linked to Bank of America Corp. stock; via J.P. Morgan Securities Inc.; pricing Feb. 8; settlement Feb. 13

• 14% reverse exchangeable notes due Aug. 13, 2008 linked to Citigroup Inc. stock; via J.P. Morgan Securities Inc.; pricing Feb. 8; settlement Feb. 13

•At least 30.60% reverse exchangeable notes (with exact percentage determined at pricing) due May 13, 2008 linked to the least-performing common stock in the Dow Jones Industrial Average index; via J.P. Morgan Securities Inc.; pricing Feb. 8; settlement Feb. 13

• 12% reverse exchangeable notes due Aug. 13, 2008 linked to Schlumberger NV stock; via J.P. Morgan Securities Inc.; pricing Feb. 8; settlement Feb. 13

• 0% reverse exchangeable notes due Aug. 15, 2008 linked to the least-performing common stock in the Dow 10 index - excluding JPMorgan stock; 60% trigger; via J.P. Morgan Securities Inc.; pricing Feb. 12; settlement Feb. 15

• 12% reverse exchangeable notes due Feb. 19, 2009 linked to Yahoo! Inc. stock; via J.P. Morgan Securities Inc.; pricing Feb. 12; settlement Feb. 19

• Principal-protected asset allocation notes due Feb. 28, 2013 linked to the best performer of three reference portfolios each comprised of four asset classes; first basket includes the British pound, euro and Japanese yen, all against the dollar; second basket includes the Dow Jones - AIG Commodities Index; third basket includes the JPMorgan GBI Global Bond Total Return index hedged into dollars; fourth basket includes the S&P 500, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via J.P. Morgan Securities Inc.; pricing Feb. 26; settlement Feb. 29

• Zero-coupon principal-protected dual directional knock-out notes due Jan. 29, 2010 linked to the S&P 500 and Russell 2000 indexes; via J.P. Morgan Securities Inc.; pricing Feb. 26; settlement Feb. 29

• Zero-coupon principal-protected dual directional knock-out notes due May 29, 2009 linked to the S&P 500 and Russell 2000 indexes; via J.P. Morgan Securities Inc.; pricing Feb. 26; settlement Feb. 29

• 0% buffered return enhanced notes due Aug. 28, 2009 linked to S&P 500 index; via J.P. Morgan Securities Inc.; pricing Feb. 26; settlement Feb. 29

• 0% buffered return enhanced notes due Aug. 28, 2009 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing Feb. 26; settlement Feb. 29

• 0% buffered return enhanced notes due Feb. 26, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing Feb. 26; settlement Feb. 29

• Zero-coupon knock-out notes due Feb. 28, 2011 linked to a basket consisting of equal weights of the S&P 500, the Nikkei 225 and the Dow Jones Euro Stoxx 50 indexes; contingent minimum return at least 26%; via J.P. Morgan Securities; pricing Feb. 26; settlement Feb. 29

• Zero-coupon knock-out notes due Feb. 28, 2011 linked to a basket consisting of equal weights of the S&P 500, the Nikkei 225 and the Dow Jones Euro Stoxx 50 indexes; contingent minimum return at least 20%; via J.P. Morgan Securities; pricing Feb. 26; settlement Feb. 29

• Zero-coupon principal-protected dual directional notes due Aug. 30, 2012 linked to a basket consisting of WTI crude oil (35% weight), primary aluminum (15% weight), copper grade A (15% weight), S&P GSCI Precious Metals Index Excess Return (15% weight), S&P GSCI Livestock Index Excess Return (10% weight) and S&P GSCI Agriculture Index Excess Return (10% weight); via J.P. Morgan Securities Inc.; pricing Feb. 26; settlement Feb. 29

LEHMAN BROTHERS HOLDINGS INC.

• 0% buffered return enhanced noted due Feb. 11, 2010 linked to shares of Financial Select Sector SPDR fund; via Lehman Brothers Inc.; pricing Feb. 4; settlement Feb. 11

• 10% reverse exchangeable notes due Aug. 13, 2008 linked to the common stock of AT&T Inc.; 80% trigger; via Lehman Brothers Inc.; pricing Feb. 8; settlement Feb. 13

• Zero-coupon principal-protected notes with enhanced participation due Feb. 12, 2010 linked to the performance of a basket consisting of equal weights (25%) of the Brazilian real, Argentine peso, Mexican peso and Chilean peso, all versus the dollar; via Lehman Brothers Inc.; pricing Feb. 8; settlement Feb. 14

• 0% return optimization securities with partial protection due Aug. 13, 2009 linked to Exxon Mobil Corp. common stock; 90% trigger; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing Feb. 8; settlement Feb. 13

• 16% reverse exchangeable notes due Aug. 13, 2008 linked to the common stock of Freeport-McMoRan Copper & Gold Inc.; 60% trigger; via Lehman Brothers Inc.; pricing Feb. 8; settlement Feb. 13

• 0% return optimization securities with partial protection due Aug. 13, 2009 linked to General Electric Corp. common stock; 90% trigger; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing Feb. 8; settlement Feb. 13

• Zero-coupon principal-protected notes with enhanced participation due Feb. 14, 2012 linked to equal weights of the Indian rupee and Chinese renminbi, each versus the dollar; via Lehman Brothers Inc.; pricing Feb. 8; settlement Feb. 14

• 0% return optimization securities with partial protection due Aug. 13, 2009 linked to Intel Corp. common stock; 90% trigger; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing Feb. 8; settlement Feb. 13

• 0% principal protected enhanced participation notes due Feb. 14, 2012 linked to equal weights (10%) of light sweet crude oil, Brent crude oil, No. 2 fuel heating oil, copper - grade A, primary nickel, special high grade zinc, gold, cocoa, class III milk and soybeans; via Lehman Brothers Inc.; pricing Feb. 8; settlement Feb. 14

• 0% return optimization securities with partial protection due Aug. 13, 2009 linked to Procter & Gamble Co. common stock; 90% trigger; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing Feb. 8; settlement Feb. 13

• 0% return optimization securities with partial protection due Aug. 13, 2009 linked to PepsiCo, Inc. common stock; 90% trigger; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing Feb. 8; settlement Feb. 13

• 17% reverse exchangeable notes due Aug. 13, 2008 linked to the common stock of Peabody Energy Corp.; 70% trigger; via Lehman Brothers Inc.; pricing Feb. 8; settlement Feb. 13

• 0% return optimization securities with partial protection due Aug. 31, 2009 linked to the MSCI Emerging Markets index; 85% trigger; via Lehman Brothers Inc.; pricing Feb. 26; settlement Feb. 29

• 0% return optimization securities with partial protection due Aug. 31, 2009 linked to MSCI Emerging Markets index fund; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing Feb. 26; settlement Feb. 29

• 0% return optimization securities with partial protection due Aug. 31, 2009 linked to S&P 500 index; via UBS Financial Services Inc. and Lehman Brothers Inc.; pricing Feb. 26; settlement Feb. 29

• 0% return optimization securities with partial protection due Aug. 31, 2009 linked to the S&P 500 index; 90% trigger; via Lehman Brothers Inc.; pricing Feb. 26; settlement Feb. 29

• CMS spread range accrual notes due in February 2028; via Lehman Brothers Inc.; pricing and settlement in February

• 18-month 0% foreign exchange principal-protected notes linked to the performance of a basket of Asian currencies against the dollar; basket consists of the Indian rupee (25% weight), Malaysian ringgit (30% weight) and New Taiwan dollar (45% weight); via Lehman Brothers Inc.

• Four-month 0% foreign exchange 90% principal-protected notes linked to a basket consisting of the Indonesia rupiah (34% weight), Indian rupee (33% weight) and Brazilian real, (33% weight); via Lehman Brothers Inc.

• 0% buffered semiannual review notes due Aug. 31, 2010 linked to the iShares MSCI Emerging Markets Index Fund; 80% trigger; via Lehman Brothers Inc.

MERRILL LYNCH & CO., INC.

• Zero-coupon 100% principal-protected notes due August 2009 linked to the Chilean peso (33.34% weight), the Argentine peso (33.33% weight) and the Brazilian real (33.33% weight); via Merrill Lynch & Co.; pricing and settlement in February

• Principal-protected auto-callable notes due February 2011 linked to the two-year Constant Maturity Swap rate; via Merrill Lynch & Co.; pricing and settlement in February

• Principal-protected callable notes due February 2023 linked to six-month Libor; via Merrill Lynch & Co.; pricing and settlement in February

• 0% Accelerated Return Bear Market Notes due May 2009 linked to the Energy Select Sector index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in February; settlement in March

• 0% Accelerated Return Notes due May 2009 linked to the Rogers International Commodity Index -Excess Return; via Merrill Lynch & Co.; pricing in February; settlement in March

• 0% Strategic Accelerated Redemption Securities (Stars) due March 2010 linked to the S&P 500 index; 90% trigger; via Merrill Lynch & Co.; pricing in February; settlement in March

MORGAN STANLEY

• 13% to 15% reverse convertible securities (RevCons) due Aug. 13, 2008 linked to eBay Inc.; 80% trigger; via Morgan Stanley & Co. Inc.; pricing Feb. 8; settlement Feb. 13

• 9% to 11% reverse convertible securities (RevCons) due May 13, 2008 linked to Intel Corp.; 80% trigger; via Morgan Stanley & Co. Inc.; pricing Feb. 8; settlement Feb. 13

• 8% to 10% reverse convertible securities (RevCons) due May 13, 2008 linked to Nike Inc.; 80% trigger; via Morgan Stanley & Co. Inc.; pricing Feb. 8; settlement Feb. 13

• 14% Stock Participation Accreting Redemption Quarterly-pay Securities (Sparqs) due March 20, 2009 linked to Apple Inc. common stock; via Morgan Stanley & Co. Inc.; pricing and settlement in February

• Zero-coupon capital-protected notes due Nov. 29, 2010 linked to equal weights of the Australian dollar, Brazilian real, Hungarian forint, Indian rupee, Mexican peso and Turkish lira; via Morgan Stanley & Co. Inc.; pricing and settlement in February

• Zero-coupon capital protected notes due Nov. 20, 2014 linked to the Dow Jones Euro Stoxx 50 index weighted at 30%, Nikkei 225 index weighted at 30%, S&P 500 index weighted at 30% and Hang Seng index weighted at 10%; via Morgan Stanley & Co. Inc.; pricing and settlement in February

• Zero-coupon capital protected notes due Feb. 20, 2015 linked to the Dow Jones Euro Stoxx 50 index weighted at 30%, Nikkei 225 index weighted at 30%, S&P 500 index weighted at 30% and Hang Seng index weighted at 10%; via Morgan Stanley & Co. Inc.; pricing and settlement in February

• 0% Buffered Performance Leveraged Upside Securities (PLUS) due March 20, 2009 inversely linked to the Financial Select Sector SPDR index; via Morgan Stanley & Co. Inc.; pricing and settlement in February

• Zero-coupon protected absolute return barrier notes due Aug. 20, 2009 linked to the iShares MSCI EAFE index fund; via Morgan Stanley & Co. Inc.; pricing and settlement in February

• Zero-coupon protected absolute return barrier notes due Aug. 20, 2009 linked to the Nasdaq 100 index; via Morgan Stanley & Co. Inc.; pricing and settlement in February

• 0% Performance Leveraged Upside Securities (PLUS) due March 20, 2009 linked to the PowerShares Water Resources Portfolio; via Morgan Stanley & Co. Inc.; pricing and settlement in February

• 0% notes due March 20, 2009 in the Bear Market PLUS (Performance Leveraged Upside Securities) structure inversely linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing and settlement in February

• 0% Performance Leveraged Upside Securities (PLUS) due November 2013 linked to a basket consisting of the S&P 500 (25% weight), Nikkei 225 (18% weight), Dow Jones - AIG Commodity index (17% weight), Dow Jones Euro Stoxx 50 (15% weight), Russell 2000 (15% weight) and the iShares MSCI Merging Markets Index (10% weight); via Morgan Stanley & Co.; pricing and settlement in February

• 0% commodity-linked capital-protected notes due Feb. 29, 2012 linked to a basket consisting of WTI light sweet crude oil (33.333% weight), API coal (33.333% weight), S&P GSCI Agriculture Index - Excess Return (16.667% weight) and S&P GSCI Precious Metals Index - Excess Return (16.667% weight); via Morgan Stanley & Co.; pricing and settlement in February

• 0% Performance Leveraged Upside Securities (PLUS) due November 2013 linked to the S&P 500 index (25% weight), Nikkei 225 index (18% weight), Dow Jones - AIG Commodity index (17% weight), Dow Jones Euro Stoxx 50 index (25% weight), Russell 2000 index (15% weight) and shares of the iShares MSCI Emerging Markets index fund (10% weight); via Morgan Stanley & Co. Inc.

AB SVENSK EXPORTKREDIT

• 0% Accelerated Return Notes due March 2009 linked to the Dow Jones Industrial Average via Merrill Lynch & Co.; pricing February; settlement March

• 0% Accelerated Return Bear Market Notes due May 2009 linked to the S&P 500 index; via Merrill Lynch & Co.; pricing in February; settlement in March

• Zero-coupon 18-month 98% principal-protected bull notes linked to equal weights of the Brazilian real, Russian ruble and Czech koruna, all relative to the U.S. dollar and indirectly to the Canadian dollar; via Goldman, Sachs & Co.

• 0% enhanced participation notes due 2009 linked to the S&P 500 index via underwriter Goldman, Sachs & Co.

UBS AG

• 0% return optimization securities due Aug. 31, 2009 linked to the Dow Jones Euro Stoxx 50 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing Feb. 26; settlement Feb. 29

• 0% performance securities with contingent protection due Feb. 29, 2012 linked to Dow Jones Euro Stoxx 50 with a 35% weight, the FTSE 100 and Nikkei 225 indexes, each with a 25% weight, and the Swiss Market, S&P/ASX 200 and MSCI Emerging Markets indexes, each with a 5% weight; 85% trigger; via UBS Financial Services, Inc. and UBS Investment Bank; pricing Feb. 26; settlement Feb. 29

• 0% performance securities with contingent protection due Feb. 28, 2013 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; 50% trigger; via UBS Investment Bank and UBS Financial Services Inc.; pricing Feb. 26; settlement Feb. 29

• 0% return optimization securities due Aug. 31, 2009 linked to the Nasdaq 100 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing Feb. 26; settlement Feb. 29

• 0% return optimization securities due Aug. 31, 2009 linked to the Nikkei 225 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing Feb. 26; settlement Feb. 29

• 0% return optimization securities due Aug. 31, 2009 linked to the S&P 500 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing Feb. 26; settlement Feb. 29

• Zero-coupon principal-protection absolute return barrier notes due Aug. 31, 2009 linked to the S&P 500 index; via UBS Investment Bank and UBS Financial Services; pricing Feb. 26; settlement Feb. 29

• 0% performance securities with partial protection due Feb. 29, 2012 linked to a basket consisting of the S&P 500 (33.34% weight), Dow Jones Euro Stoxx 50 (33.33% weight) and Nikkei 225 (33.33%) weight; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 26; settlement Feb. 29


© 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.