Reverse Exchangeables |
| Description:
1 year |
CUSIP |
Closing
Date |
Term
Sheet |
Fact
Sheet |
| 12 mos.
Reverse Exchangeable Notes linked to Alcoa Inc. (AA), 10.5% per annum
coupon, 40% contingent buffer |
48123LFC3 |
28-Jul-08 |
|
|
| 12
mos. Reverse Exchangeable Notes linked to Apple Inc. (AAPL), 10.75%
per annum coupon, 40% contingent buffer |
48123LFD1 |
28-Jul-08 |
|
|
| 12 mos.
Reverse Exchangeable Notes linked to American International Group,
Inc. (AIG), 15% per annum coupon, 50% contingent buffer |
48123LFE9 |
28-Jul-08 |
|
|
| 12
mos. Reverse Exchangeable Notes linked to Bank of America Corporation
(BAC), 13% per annum coupon, 50% contingent buffer |
48123LFF6 |
28-Jul-08 |
|
|
| 12 mos.
Reverse Exchangeable Notes linked to Citigroup Inc. (C), 13.25% per
annum coupon, 50% contingent buffer |
48123LFG4 |
28-Jul-08 |
|
|
| 12
mos. Reverse Exchangeable Notes linked to General Electric Company
(GE), 9% per annum coupon, 20% contingent buffer |
48123LFH2 |
28-Jul-08 |
|
|
| 12 mos.
Reverse Exchangeable Notes linked to Nucor Corporation (NUE), 13%
per annum coupon, 40% contingent buffer |
48123LFJ8 |
28-Jul-08 |
|
|
| |
|
|
|
|
| Description:
6 months |
CUSIP |
Closing
Date |
Term
Sheet |
Fact
Sheet |
| 6 mos.
Reverse Exchangeable Notes linked to Caterpillar Inc. (CAT), 5.25%
(equivalent to 10.5% per annum) coupon, 20% contingent buffer |
48123LEP5 |
28-Jul-08 |
|
|
|
6 mos. Reverse Exchangeable Notes linked to Chicago Bridge & Iron
Company N.V. (CBI), 6.875% (equivalent to 13.75% per annum) coupon,
30% contingent buffer |
48123LEQ3 |
28-Jul-08 |
|
|
| 6 mos.
Reverse Exchangeable Notes linked to Freeport-McMoRan Copper &
Gold, Inc. (FCX), 8.75% (equivalent to 17.5% per annum) coupon, 40%
contingent buffer |
48123LER1 |
28-Jul-08 |
|
|
|
6 mos. Reverse Exchangeable Notes linked to The Goldman Sachs Group,
Inc. (GS), 6% (equivalent to 12% per annum) coupon, 30% contingent
buffer |
48123LES9 |
28-Jul-08 |
|
|
| 6 mos.
Reverse Exchangeable Notes linked to Intel Corporation (INTC), 5%
(equivalent to 10% per annum) coupon, 30% contingent buffer |
48123LET7 |
28-Jul-08 |
|
|
|
6 mos. Reverse Exchangeable Notes linked to National-Oilwell Varco
Inc. (NOV), 6% (equivalent to 12% per annum) coupon, 40% contingent
buffer |
48123LEU4 |
28-Jul-08 |
|
|
| 6 mos.
Reverse Exchangeable Notes linked to Starbucks Corporation (SBUX),
6% (equivalent to 12% per annum) coupon, 30% contingent buffer |
48123LEV2 |
28-Jul-08 |
|
|
|
6 mos. Reverse Exchangeable Notes linked to Terex Corporation (TEX),
7% (equivalent to 14% per annum) coupon, 35% contingent buffer |
48123LEW0 |
28-Jul-08 |
|
|
| 6 mos.
Reverse Exchangeable Notes linked to Target Corporation (TGT), 6.125%
(equivalent to 12.25% per annum) coupon, 35% contingent buffer |
48123LEX8 |
28-Jul-08 |
|
|
|
6 mos. Reverse Exchangeable Notes linked to Verizon Communications
Inc. (VZ), 5% (equivalent to 10% per annum) coupon, 20% contingent
buffer |
48123LEY6 |
28-Jul-08 |
|
|
| 6 mos.
Reverse Exchangeable Notes linked to Wachovia Corporation (WB), 10.125%
(equivalent to 20.25% per annum) coupon, 40% contingent buffer |
48123LEZ3 |
28-Jul-08 |
|
|
|
6 mos. Reverse Exchangeable Notes linked to Whole Foods Market, Inc.
(WFMI), 5% (equivalent to 10% per annum) coupon, 40% contingent buffer |
48123LFA7 |
28-Jul-08 |
|
|
| 6 mos.
Reverse Exchangeable Notes linked to Weatherford International Ltd.
(WFT), 6% (equivalent to 12% per annum) coupon, 35% contingent buffer |
48123LFB5 |
28-Jul-08 |
|
|
|
6 mos. Lesser of Reverse Exchangeable Notes linked to Oil Stocks (BTU,
FCX, HAL, SLB, XOM), 11.5% (equivalent to 23% per annum), 40% contingent
buffer |
48123LEN0 |
28-Jul-08 |
|
|
| |
|
|
|
|
| Description:
3 months |
CUSIP |
Closing
Date |
Term
Sheet |
Fact
Sheet |
| 3 mos.
Reverse Exchangeable Notes linked to Arch Coal, Inc. (ACI), 6% (equivalent
to 24% per annum) coupon, 30% contingent buffer |
48123LEE0 |
28-Jul-08 |
|
|
|
3 mos. Reverse Exchangeable Notes linked to American Express Company
(AXP), 2.625% (equivalent to 10.5% per annum) coupon, 30% contingent
buffer |
48123LEF7 |
28-Jul-08 |
|
|
| 3 mos.
Reverse Exchangeable Notes linked to Peabody Energy Corporation (BTU),
5.25% (equivalent to 21% per annum) coupon, 30% contingent buffer |
48123LEG5 |
28-Jul-08 |
|
|
|
3 mos. Reverse Exchangeable Notes linked to Consol Energy Inc. (CNX),
5.5% (equivalent to 22% per annum) coupon, 30% contingent buffer |
48123LEH3 |
28-Jul-08 |
|
|
| 3 mos.
Reverse Exchangeable Notes linked to Freeport-McMoRan Copper &
Gold, Inc. (FCX), 5.125% (equivalent to 20.5% per annum) coupon, 30%
contingent buffer |
48123LEJ9 |
28-Jul-08 |
|
|
|
3 mos. Reverse Exchangeable Notes linked to Monsanto Company (MON),
3.25% (equivalent to 13% per annum) coupon, 30% contingent buffer |
48123LEK6 |
28-Jul-08 |
|
|
| 3 mos.
Reverse Exchangeable Notes linked to Potash Corporation of Saskatchewan
Inc. (POT), 3.875% (equivalent to 15.5% per annum) coupon, 30% contingent
buffer |
48123LEL4 |
28-Jul-08 |
|
|
|
3 mos. Reverse Exchangeable Notes linked to United States Steel Corporation
(X), 4.5% (equivalent to 18% per annum) coupon, 30% contingent buffer |
48123LEM2 |
28-Jul-08 |
|
|
| |
|
|
|
|