![]() | PROSPECTUS ADDENDUM (to Prospectus Supplements listed in Annex A hereto, Pricing Supplements listed in Annex B hereto, Prospectus Supplements listed in Annex C hereto and Prospectus dated January 13, 2009) |
UBS AG
Debt Securities
The initial offering of your securities took place on the date set forth in the applicable prospectus supplement or pricing supplement relating to your securities. When we initially offered your securities, we prepared either a prospectus supplement relating to your securities, which is listed in Annex A hereto according to the date of the prospectus supplement, the title of your securities and the CUSIP number for your securities, or a pricing supplement, which is listed in Annex B hereto according to the date of the pricing supplement, the title of your securities and the CUSIP number for your securities. We also prepared prospectus supplements, each referred to therein as a “product supplement”, dated as of various dates, each of which supplements and forms part of the pricing supplement relating to your securities, which are listed in Annex C hereto. The applicable related product supplement related to your securities, if any, is identified in the applicable pricing supplement relating to your securities. We delivered the original prospectus supplement, or pricing supplement and, if applicable, product supplement, relating to your securities attached to a “base” prospectus dated March 27, 2006.
We have now prepared a new “base” prospectus dated January 13, 2009. This new base prospectus replaces the base prospectus dated March 27, 2006. However, since the terms of your securities have remained the same, we are continuing to use the original prospectus supplement listed in Annex A, or pricing supplement listed in Annex B and related product supplement, if any, listed in Annex C, as applicable.
As a result, you should read either the original prospectus supplement for your securities listed in Annex A, or the original pricing supplement for your securities listed in Annex B and related product supplement, if any, listed in Annex C, as applicable, which gives the specific terms of your securities, together with the new base prospectus dated January 13, 2009. When you read these documents, please note that all references in the original prospectus supplement, or pricing supplement and product supplement, as applicable, to the base prospectus dated March 27, 2006, or to any sections of that base prospectus, should refer instead to the new base prospectus dated January 13, 2009, or to the corresponding section of that new base prospectus.
In addition, please disregard the table of contents for the base prospectus dated March 27, 2006 that is provided in the original prospectus supplement, or pricing supplement and product supplement, for your securities. A table of contents for the new base prospectus is provided on page 2 of the new base prospectus.
UBS AG, UBS Securities LLC, UBS Financial Services Inc. and other affiliates of UBS AG may use this prospectus addendum, together with the prospectus supplements listed in Annex A, or the pricing supplements listed in Annex B and related product supplement, if any, listed in Annex C, as applicable, and the new base prospectus, in connection with offers and sales of the securities listed in Annex A or Annex B in market-making transactions. Please see “Supplemental Plan of Distribution” in the original prospectus supplement, or pricing supplement and related prospectus supplement or supplements, as applicable, for your securities and “Plan of Distribution” in the new base prospectus.
UBS Investment Bank | UBS Financial Services Inc. |
Prospectus Addendum dated January 13, 2009
ANNEX A
Date of | ||||||
Prospectus | ||||||
Supplement | Title of Securities | CUSIP Number | ||||
4/25/2002 | Principal Protected Notes: $9,000,000 Notes linked to the Russell 2000® Index due April 30, 2009 | 90261KKB5 | ||||
5/23/2002 | Principal Protected Notes: $6,900,000 Notes linked to the Dow Jones Industrial Averagesm due May 29, 2009 | 90261KBF6 | ||||
12/17/2002 | Principal Protected Notes: $17,842,000 Notes linked to a basket of U.S. equity indices due October 7, 2011 | 90261KBZ2 | ||||
2/20/2003 | Principal Protected Notes: $12,660,000 Notes linked to the S&P 500® Index due September 8, 2010 | 90261KCN8 | ||||
3/25/2003 | Principal Protected Notes: $30,000,000 Notes linked to the S&P 500® Index due April 8, 2010 | 90261KCZ1 | ||||
3/25/2003 | Partial Principal Protected Notes: $8,000,000 Notes linked to the S&P 500® Index due November 5, 2010 | 90261KCX6 | ||||
4/1/2003 | Principal Protected Notes: $24,223,000 Notes linked to the S&P 500® Index due October 7, 2009 | 90261KDA5 | ||||
4/23/2003 | Principal Protected Notes: $31,000,000 Notes linked to the S&P 500® Index due May 7, 2010 | 90261KDE7 | ||||
5/21/2003 | Principal Protected Notes: $23,000,000 Notes linked to the S&P 500® Index due June 7, 2010 | 90261KDH0 | ||||
6/23/2003 | Partial Principal Protected Notes: $11,200,000 Notes linked to the S&P 500® Index due February 28, 2011 | 90261KDZ0 | ||||
6/23/2003 | Principal Protected Notes: $10,000,000 Notes linked to the S&P 500® Index due July 8, 2010 | 90261KDY3 | ||||
7/24/2003 | Principal Protected Notes: $7,750,000 Notes linked to the S&P 500® Index due August 6, 2010 | 90261KED8 | ||||
8/20/2003 | Principal Protected Notes: $5,100,000 Notes linked to the S&P 500® Index due September 8, 2009 | 90261KEV8 | ||||
9/23/2003 | Principal Protected Notes: $4,500,000 Notes linked to the S&P 500® Index due July 30, 2009 | 90261KFE5 | ||||
10/24/2003 | Principal Protected Callable Notes: $11,000,000 Notes linked to the S&P 500® Index due January 31, 2012 | 90261KFS4 | ||||
1/23/2004 | Contingent Protected Notes: $11,500,000 Notes linked to the S&P 500® Index due August 7, 2009 | 90261KGQ7 | ||||
1/23/2004 | Principal Protected Notes: $7,500,000 Notes linked to the S&P 500® Index due February 6, 2009 | 90261KGT1 |
A-1
Date of | ||||||
Prospectus | ||||||
Supplement | Title of Securities | CUSIP Number | ||||
2/23/2004 | Principal Protected Notes: $17,000,000 Notes linked to the S&P 500® Index due May 31, 2011 | 90261KHK9 | ||||
2/23/2004 | Contingent Protected Notes: $3,500,000 Notes linked to the S&P 500® Index due February 27, 2009 | 90261KHH6 | ||||
3/24/2004 | Principal Protected Notes: $15,500,000 Notes linked to the S&P 500® Index due January 3, 2012 | 90261KHL7 | ||||
5/21/2004 | Principal Protected Notes: $8,000,000 Notes linked to the S&P 500® Index due May 31, 2011 | 90261KHS2 | ||||
6/24/2004 | Partial Principal Protected Notes: $22,000,000 Notes linked to the Nikkei 225® Index due March 31, 2010 | 90261KHV5 | ||||
7/15/2004 | Partial Principal Protected Notes: $6,000,000 Notes linked to an Index Basket due July 22, 2011 | 90261KHX1 | ||||
7/23/2004 | Principal Protected Notes: $16,000,000 Notes linked to the S&P 500® Index due August 7, 2009 | 90261KHW3 | ||||
7/26/2004 | Partial Principal Protected Notes: $15,000,000 Notes linked to the Dow Jones-AIG Commodity Indexsm due October 30, 2009 | 90261KHR4 | ||||
9/24/2004 | Principal Protected Notes: $12,000,000 Notes linked to the S&P 500® Index due October 7, 2010 | 90261KJA9 | ||||
10/25/2004 | Principal Protected Notes: $9,000,000 Notes linked to the Consumer Price Index and the S&P 500® Index due November 7, 2012 | 90261KJE1 | ||||
11/24/2004 | Partial Principal Protected Notes: $16,000,000 Notes linked to an Index Basket due September 30, 2009 | 90261KJK7 | ||||
1/25/2005 | Partial Principal Protected Notes: $20,000,000 Notes linked to an Index Basket due March 31, 2010 | 90261KJU5 | ||||
2/22/2005 | Principal Protected Notes: $6,000,000 Notes linked to the S&P 500® Index due May 31, 2011 | 90261KJW1 | ||||
2/22/2005 | Partial Principal Protected Notes: $15,000,000 Notes linked to the Dow Jones-AIG Commodity Indexsm due February 26, 2010 | 90261KJX9 | ||||
2/22/2005 | Partial Principal Protected Notes: $12,000,000 Notes linked to an Index Basket due November 30, 2009 | 90261KJY7 | ||||
3/24/2005 | Partial Principal Protected Notes: $23,000,000 Notes linked to an Index Basket due June 30, 2009 | 90261KKD1 | ||||
5/23/2005 | Partial Principal Protected Notes: $7,000,000 Notes linked to the Dow Jones-AIG Commodity Indexsm due May 28, 2010 | 90261KKS8 | ||||
5/23/2005 | Partial Principal Protected Notes: $9,000,000 Notes linked to an Index Basket due November 30, 2009 | 90261KKP4 | ||||
6/24/2005 | Principal Protected Notes: $15,000,000 Notes linked to the Dow Jones-AIG Commodity Indexsm due December 30, 2011 | 90261KKW9 |
A-2
Date of | ||||||
Prospectus | ||||||
Supplement | Title of Securities | CUSIP Number | ||||
6/24/2005 | Partial Principal Protected Notes: $11,000,000 Notes linked to an Index Basket due March 31, 2009 | 90261KKY5 | ||||
7/19/2005 | Principal Protected Notes: $7,000,000 Notes linked to an Index Basket due July 30, 2010 | 90261KLE8 | ||||
7/19/2005 | Partial Principal Protected Notes: $12,300,000 Notes linked to an Index Basket due July 30, 2010 | 90261KLF5 | ||||
7/25/2005 | Partial Principal Protected Notes: $7,000,000 Notes linked to the Dow Jones-AIG Commodity Indexsm due July 30, 2010 | 90261KLC2 | ||||
7/25/2005 | Principal Protected Notes: $3,000,000 Notes linked to Gold Bullion due April 29, 2011 | 90261KLN8 | ||||
7/25/2005 | Callable5-Year Daily Range Accrual Notes: $9,736,000 Callable Senior Notes With Interest Linked To The3-Month USD LIBOR Rate due July 29, 2010, Callable Commencing October 2005 | 90261KLG3 | ||||
8/4/2005 | Partial Principal Protected Notes: $6,700,000 Notes linked to the Dow Jones-AIG Commodity Indexsm due August 11, 2010 | G9213K839 | ||||
8/4/2005 | Partial Principal Protected Notes: $3,500,000 Notes linked to an Index Basket due August 11, 2010 | G9213K821 | ||||
8/23/2005 | Callable5-Year Daily Range Accrual Notes: $2,819,000 Callable Senior Notes With Interest Linked To The3-Month USD LIBOR Rate due August 30, 2010 Callable Commencing November 2005 | 90261KLQ1 | ||||
8/25/2005 | Partial Principal Protected Notes: $18,500,000 Notes linked to an Index Basket due August 31, 2010 | G9213K813 | ||||
8/26/2005 | Partial Principal Protected Notes: $8,000,000 Notes linked to an Index Basket due September 30, 2010 | G9213L381 | ||||
9/27/2005 | Partial Principal Protected Notes: $11,000,000 Notes linked to an Index Basket due March 31, 2009 | G9213L431 | ||||
11/9/2005 | Commodity Linked Notes: $4,746,000 Notes linked to the Rogers International Commodity Index® Excess Returnsm due November 17, 2010 | G9213L621 | ||||
11/22/2005 | Principal Protected Notes: $62,000,000 Notes linked to an Index Basket due February 28, 2011 | G9213L852 | ||||
11/23/2005 | Partial Principal Protected Notes: $14,000,000 Notes linked to the Rogers International Commodity Index® Excess Returnsm due November 30, 2010 | G9213L860 | ||||
12/21/2005 | Principal Protected Notes: $27,000,000 Notes linked to an Index Basket due November 30, 2011 | G9183D252 | ||||
12/21/2005 | Partial Principal Protected Notes: $21,000,000 Notes linked to a Commodity Index Basket due March 31, 2010 | G9183D260 | ||||
12/22/2005 | Principal Protected Notes: $21,000,000 Notes linked to the Dow Jones-AIG Commodity Indexsm due August 31, 2011 | G9183D112 | ||||
1/20/2006 | Principal Protected Notes: $10,374,000 Notes linked to an Index Basket due June 30, 2011 | G9183D641 |
A-3
Date of | ||||||
Prospectus | ||||||
Supplement | Title of Securities | CUSIP Number | ||||
1/25/2006 | Principal Protected Notes: $22,000,000 Notes linked to an Index Basket due January 31, 2012 | G9183D526 | ||||
1/25/2006 | Commodity Linked Notes: $9,000,000 Notes linked to the Better Performing Index: Dow Jones-AIG Commodity Indexsm or Dow Jones-AIG ExEnergySub-Indexsm due November 30, 2009 | G9183D500 | ||||
2/9/2006 | Partial Principal Protected Notes: $8,000,000 Notes linked to an Index Basket due February 18, 2011 | G91654411 | ||||
2/16/2006 | Partial Principal Protected Notes: $5,000,000 Notes linked to the Dow Jones-AIG Commodity Indexsm due February 24, 2011 | 90261J202 | ||||
2/16/2006 | Partial Principal Protected Notes: $5,000,000 Notes linked to an Index Basket due February 24, 2011 | 90261J301 | ||||
2/22/2006 | Partial Principal Protected Notes: $6,700,000 Notes linked to the Rogers International Commodity Index® Excess Returnsm due January 31, 2011 | G91654429 | ||||
2/22/2006 | Partial Principal Protected Notes: $37,000,000 Notes linked to an Index Basket due May 29, 2009 | G91654387 | ||||
3/14/2006 | Partial Principal Protected Notes: $6,475,000 Notes linked to an Index Basket due March 7, 2011 | G91654528 | ||||
3/17/2006 | 5-Year Market Performance Notes: $3,900,000 Notes linked to an International Index Basket due March 23, 2011 | G91654536 | ||||
3/23/2006 | Partial Principal Protected Notes: $2,500,000 Notes linked to the Dow Jones-AIG Commodity Indexsm due March 31, 2011 | G91654577 | ||||
3/27/2006 | Principal Protected Notes: $7,000,000 Notes linked to the Dow Jones-AIG ExEnergySub-Indexsm due November 30, 2009 | G91654437 | ||||
3/27/2006 | Principal Protected Notes: $14,500,000 Notes linked to an Index Basket due December 31, 2010 | G91654452 | ||||
4/24/2006 | Partial Principal Protected Notes: $8,300,000 Notes linked to an Index Basket due September 30, 2009 | G91654544 | ||||
4/24/2006 | Principal Protected Notes: $16,700,000 Notes linked to an Index Basket due April 28, 2011 | G91654585 | ||||
4/26/2006 | Principal Protected Notes: $10,000,000 Notes linked to an Index Basket due April 30, 2010 | G91654643 | ||||
5/5/2006 | Partial Principal Protected Notes: $5,015,000 Notes linked to the Dow Jones-AIG Commodity Indexsm due May 11, 2011 | G91654AG1 | ||||
5/15/2006 | Principal Protected Notes: $3,000,000 Notes linked to an Index Basket due May 21, 2010 | G91654676 | ||||
5/23/2006 | Callable5-Year Daily Range Accrual Notes: $2,441,000 Callable Senior Notes due May 31, 2011, Callable Commencing August 2006 With Interest Linked To The3-Month USD LIBOR Rate | 90261KMM9 | ||||
5/24/2006 | Principal Protected Notes: $19,000,000 Notes linked to an Index Basket due June 30, 2011 | G91654627 |
A-4
Date of | ||||||
Prospectus | ||||||
Supplement | Title of Securities | CUSIP Number | ||||
5/24/2006 | Principal Protected Notes: $17,500,000 Notes linked to the Rogers International Commodity Index® Excess Returnsm due September 30, 2011 | G91654718 | ||||
5/24/2006 | Partial Principal Protected Notes: $29,250,000 Notes linked to an International Index Basket due May 31, 2011 | G91654692 | ||||
6/23/2006 | 97% Principal Protected Notes: $16,500,000 Notes linked to the UBS Diapason Global Biofuel Index (USD) Excess Return due June 30, 2009 | G91654759 | ||||
6/23/2006 | Partial Principal Protected Notes: $27,800,000 Notes linked to a Global Index Basket due June 30, 2011 | G91654734 | ||||
6/29/2006 | Contingent Protection Notes (PERLES Plus): $16,000,000 Notes linked to the GSCI® Agriculture Excess Return Index due July 7, 2011 | ISIN: XS0260673594 | ||||
7/18/2006 | Partial Principal Protected Notes: $3,500,000 Notes linked to a Global Index Basket due June 29, 2012 | G91654858 | ||||
7/25/2006 | Principal Protected Notes: $21,500,000 linked to an Index Basket due August 31, 2011 | G91654825 | ||||
8/14/2006 | 5-Year Market Performance Notes: $10,000,000 Notes linked to an iShares® Exchange Traded Fund Basket due August 21, 2011 | G91659170 | ||||
8/25/2006 | Partial Principal Protected Notes: $26,000,000 Notes linked to an Index Basket due August 31, 2011 | G9186W612 | ||||
8/25/2006 | Partial Principal Protected Notes: $3,600,000 Notes linked to a Global Index Basket due August 31, 2011 | G9186X495 | ||||
9/21/2006 | 5.5 -Year Callable Spread Daily Range Accrual Notes: $9,432,000 Callable Senior Notes due March 28, 2012, Callable Commencing March 28, 2007 With Interest Linked to the Spread Between the USD30-Year Swap Rate and the USD2-Year Swap Rate | 90261KMY3 | ||||
9/22/2006 | Partial Principal Protected Notes: $14,000,000 Notes linked to an Index Basket due September 28, 2011 | G91659204 | ||||
9/22/2006 | Partial Principal Protected Notes: $3,500,000 Notes linked to the S&P 500® Index due June 29, 2012 | G91659196 | ||||
9/22/2006 | Seasonal Variable Exposure Notes: $26,000,000 Seasonal Variable Exposure Notes linked to the SEVENS® Index due on October 7, 2011 | G91659246 | ||||
10/19/2006 | 5-Year Market Performance Notes: $10,000,000 Notes linked to an iShares® Exchange Traded Fund Basket due October 26, 2011 | 90261J848 | ||||
10/24/2006 | 5.5 -Year Callable Spread Daily Accrual Notes: $3,684,000 Callable Senior Notes due April 30, 2012, Callable Commencing April 30, 2007 With Interest Linked to the Spread Between the USD30-Year Swap Rate and the USD2-Year Swap Rate | 90261KNA4 |
A-5
Date of | ||||||
Prospectus | ||||||
Supplement | Title of Securities | CUSIP Number | ||||
10/25/2006 | 5-Year Callable Daily Range Accrual Notes: $3,398,000 Callable Senior Notes due October 31, 2011, Callable Commencing April 2007 With Interest Linked To The3-Month USD LIBOR Rate | 90261KNB2 | ||||
10/25/2006 | Partial Principal Protected Notes: $6,700,000 Notes linked to an Asian Basket due October 31, 2011 | G91659261 | ||||
10/25/2006 | Contingent Protection Notes: $8,100,000 Notes linked to the Rogers International Commodity Index® Excess Returnsm due September 30, 2009 | G91659238 | ||||
10/25/2006 | Partial Principal Protected Notes: $5,000,000 Notes linked to the Rogers International Commodity Index® Excess Returnsm due October 31, 2011 | 90261J855 | ||||
10/25/2006 | Principal Protected Notes: $38,606,000 Notes linked to a Global Index Basket due February 28, 2011 | G91659279 | ||||
10/30/2006 | Market Performance Notes: $12,125,000 Notes linked to a Global Basket of Indices due November 7, 2011 | 90261J822 | ||||
11/10/2006 | Partial Principal Protected Notes: $21,000,000 Notes linked a Global Index Basket due March 19, 2012 | 90261J780 | ||||
11/22/2006 | Principal Protected Notes: $14,850,000 Notes linked to a Global Index Basket due May 31, 2011 | 90261J772 | ||||
11/22/2006 | Partial Principal Protected Notes: $19,250,000 linked to an Index Basket due November 30, 2011 | 90261J764 | ||||
11/22/2006 | 3-Year Callable Daily Range Accrual Notes: $1,713,000 Callable Senior Notes due November 30, 2009, Callable Commencing May 2007 with Interest linked to the3-Month USD LIBOR Rate | 90261KNE6 | ||||
12/20/2006 | 100% Principal Protection Notes: $23,405,920 Notes linked to a Global Index Basket due December 31, 2010 | 90261J723 | ||||
12/20/2006 | 5.5 -Year Callable Spread Daily Accrual Notes: $3,000,000 Callable Senior Notes due June 29, 2012, Callable Commencing June 29, 2007 With Interest Linked to the Spread Between the USD30-Year Swap Rate and the USD2-Year Swap Rate | 90261KNF3 | ||||
12/20/2006 | 5-Year Performance Securities: $10,000,000 Securities linked to a Basket of Two iShares® due on December 30, 2011 | 90261J665 | ||||
1/9/2007 | Performance Securities with Partial Protection: $5,500,000 Securities linked to the Dow Jones-AIG Commodity Indexsm due January 17, 2012 | 90261J640 | ||||
1/23/2007 | Performance Securities: $10,000,000 Securities linked to an International Basket of Indices due January 30, 2012 | 90261J541 | ||||
1/24/2007 | 5-Year Callable Daily Range Accrual Notes: $1,613,000 Callable Senior Notes due January 31, 2012, Callable Commencing July 31, 2007 with Interest linked to the3-Month LIBOR Rate | 90261KNJ5 |
A-6
Date of | ||||||
Prospectus | ||||||
Supplement | Title of Securities | CUSIP Number | ||||
1/24/2007 | Performance Securities with Partial Protection: $1,800,000 Securities linked to the Rogers International Commodity® Index Excess Returnsm due January 29, 2010 | 90261J657 | ||||
1/24/2007 | Principal-Protected FX Linked Securities: $13,000,000 100% Principal Protected Notes Linked to a Currency Basket due January 30, 2009 | 90261KNH9 | ||||
2/6/2007 | 100% Principal Protection Notes: $5,250,000 Notes linked to the UBS Diapason Global Biofuel Index (USD) Excess Return due May 14, 2012 | 90261J533 | ||||
2/6/2007 | 100% Principal Protection Notes: $5,000,000 Notes linked to the Dow Jones-AIG Commodity Indexsm due February 12, 2010 | 90261J525 | ||||
2/15/2007 | Contingent Protection Notes (PERLES Plus): 2,793,296 GBP 5.37 Notes linked to the ordinary shares of British Petroleum Plc due March 1, 2010 | 90261J517 | ||||
2/21/2007 | 100% Principal Protection Callable Daily Range Accrual Notes with Interest Linked to10-year Constant Maturity U.S. Treasury Rate: $3,510,000 Callable Senior Notes due February 27, 2009, Callable Commencing August 31, 2007 | 90261KNK2 | ||||
2/21/2007 | 100% Principal Protection Notes: $11,500,000 Notes linked to a Basket due February 27, 2009 | 90261KNL0 | ||||
3/23/2007 | 100% Principal Protection Callable Daily Range Accrual Notes with Interest Linked to the10-Year Constant Maturity U.S. Treasury Rate: $3,736,000 Callable Senior Notes due March 30, 2009, Callable Commencing September 30, 2007 | 90261KNN6 | ||||
3/23/2007 | Performance Securities with Contingent Protection: $5,000,000 Securities linked to the S&P 500® Index due March 30, 2012 | 90261J376 | ||||
3/23/2007 | 100% Principal Protection Notes Linked to a Currency Basket: $9,543,000 Senior Notes due March 31, 2009 | 90261KNM8 | ||||
3/26/2007 | $3,742,000 Call Warrants linked to a Global Index Basket Expiring on or about March 25, 2011 | 90261J392 | ||||
4/25/2007 | Performance Securities with Partial Protection: $22,000,000 Securities linked to a Global Basket due April 30, 2012 | 90261J236 | ||||
5/24/2007 | Performance Tracking Securities: $15,300,000 Securities linked to the CBOE S&P 500 BuyWrite Index (BXMsm) due on May 31, 2012 | 90261J285 | ||||
6/25/2007 | 100% Principal Protected Notes: $264,000 Notes linked to the UBS Bloomberg Constant Maturity Commodity Index (CMCI) Horizon Excess Return due November 30, 2010 | 90261KNT3 | ||||
6/25/2007 | Performance Tracking Securities: $4,909,170 Securities linked to the CBOE S&P 500 BuyWrite Index (BXMsm) due on or about June 29, 2012 | 902619808 | ||||
6/25/2007 | $718,300 Call Warrants linked to an Equity Basket Expiring on or about June 23, 2009 | 90261J186 |
A-7
Date of | ||||||
Prospectus | ||||||
Supplement | Title of Securities | CUSIP Number | ||||
6/26/2007 | Performance Tracking Securities: $24,362,480 Securities Linked to the UBS Bloomberg Constant Maturity Commodity Index (CMCI) Horizon Total Return due June 29, 2012 | 90261J103 | ||||
7/10/2007 | Performance Securities: $10,000,000 Securities linked to a Global Basket of Indices due July 17, 2012 | 902619626 | ||||
7/26/2007 | Performance Securities with Partial Protection: $12,588,420 Securities linked to the UBS Bloomberg Constant Maturity Commodity Index Excess Return (USD) due on July 30, 2010 | 902619675 | ||||
7/26/2007 | Performance Securities with Partial Protection: $27,367,380 Securities linked to an International Index Basket due July 30, 2010 | 902619733 | ||||
7/27/2007 | Performance Securities: $6,780,000 Notes linked to a European Currency Basket due February 3, 2009 | 90261KNW6 | ||||
7/31/2007 | 100% Principal Protected Notes: $418,000 Notes linked to the UBS Bloomberg Constant Maturity Commodity Index (CMCI) Excess Return due January 6, 2011 | 90261JAZ6 | ||||
8/2/2007 | Autocallable Optimization Securities with Contingent Protection: $5,000,000 Securities linked to the AMEX Gold BUGS Index® due on February 11, 2009 | 902619469 | ||||
8/9/2007 | Bearish Autocallable Optimization Securities with Contingent Protection: $18,158,240 Securities linked to the KBW Mortgage Finance Indexsm due on February 12, 2009 | 902619485 | ||||
8/28/2007 | Performance Securities with Partial Protection: $3,256,750 Securities linked to the UBS Bloomberg Constant Maturity Commodity Indexsm Excess Return (USD) due August 31, 2010 | 902619444 | ||||
8/28/2007 | Performance Securities with Partial Protection: $14,328,050 Securities linked to an International Index Basket due August 31, 2010 | 902619543 | ||||
8/31/2007 | 100% Principal Protected Notes: $266,000 Notes linked to the UBS Bloomberg Constant Maturity Commodity Index (CMCI) Excess Return due February 28, 2011 | 90261KNX4 | ||||
9/25/2007 | 100% Principal Protection Notes: $9,956,010 Notes linked to an International Index Basket due November 30, 2012 | 902619238 | ||||
9/25/2007 | Performance Tracking Securities: $1,205,750 Securities linked to the CBOE S&P 500 BuyWrite Index (BXMsm) due September 28, 2012 | 902619451 | ||||
9/28/2007 | 100% Principal Protected Notes: $242,000 Notes linked to the UBS Bloomberg Constant Maturity Commodity Index (CMCI) Excess Return due March 31, 2011 | 90261JBA0 | ||||
10/24/2007 | 100% Principal Protected Notes: $2,415,000 Notes linked to the UBS Bloomberg Constant Maturity Commodity Index (CMCI) Excess Return due August 1, 2011 | 902623503 | ||||
10/26/2007 | 100% Principal Protection Notes: $15,103,760 Notes linked to an International Index Basket due January 31, 2013 | 902619154 |
A-8
Date of | ||||||
Prospectus | ||||||
Supplement | Title of Securities | CUSIP Number | ||||
10/31/2007 | 100% Principal Protected Notes: $1,132,000 Notes linked to the UBS Bloomberg Constant Maturity Commodity Index (CMCI) Excess Return May 9, 2011 | 90261JBF9 | ||||
11/21/2007 | 100% Principal Protected Notes: $2,613,000 Notes linked to the UBS Bloomberg Constant Maturity Commodity Index (CMCI) Excess Return due November 29, 2011 | 90261JBD4 | ||||
11/27/2007 | Bearish Return Optimization Securities with Partial Protection: $8,318,850 Securities linked to the Dow Jones Industrial Average due January 30, 2009 | 902623636 | ||||
2/20/2008 | Performance Securities: $6,250,000 Securities linked to a European Basket of Indices due February 25, 2013 | 902623578 | ||||
3/26/2008 | Call Warrants: $898,000 Call Warrants linked to an Equity Basket Expiring March 26, 2010 | 902644228 | ||||
4/1/2008 | Exchange Traded Access Securities(E-TRACS): $100,000,000E-TRACS Linked to the UBS Bloomberg CMCI Food Total Return due April 5, 2038 | 902641737 | ||||
4/1/2008 | Exchange Traded Access Securities(E-TRACS): $50,000,000E-TRACS Linked to the UBS Bloomberg CMCI Livestock Total Return due April 5, 2038 | 902641828 | ||||
4/1/2008 | Exchange Traded Access Securities(E-TRACS): $50,000,000E-TRACS Linked to the UBS Bloomberg CMCI Agriculture Total Return due April 5, 2038 | 902641760 | ||||
4/1/2008 | Exchange Traded Access Securities(E-TRACS): $50,000,000E-TRACS Linked to the UBS Bloomberg CMCI Silver Total Return due April 5, 2038 | 902641794 | ||||
4/1/2008 | Exchange Traded Access Securities(E-TRACS): $50,000,000E-TRACS Linked to the UBS Bloomberg CMCI Industrial Metals Total Return due April 5, 2038 | 902641752 | ||||
4/1/2008 | Exchange Traded Access Securities(E-TRACS): $50,000,000E-TRACS Linked to the UBS Bloomberg CMCI Energy Total Return due April 5, 2038 | 902641745 | ||||
4/1/2008 | Exchange Traded Access Securities(E-TRACS): $100,000,000E-TRACS Linked to the UBS Bloomberg Constant Maturity Commodity Index (CMCI) Total Return due April 5, 2038 | 902641778 | ||||
4/1/2008 | Exchange Traded Access Securities(E-TRACS): $100,000,000E-TRACS Linked to the UBS Bloomberg CMCI Gold Total Return due April 5, 2038 | 902641810 | ||||
4/25/2008 | Relative Performance Securities: $1,705,000 Notes Linked to the Relative Performance of the S&P 500® Index and the Russell 2000® Index due October 30, 2009 | 902644301 | ||||
5/8/2008 | Exchange Traded Access Securities(E-TRACS): $50,000,000E-TRACS Long Platinum — Linked to the UBS Bloomberg CMCI Platinum Total Return due May 14, 2018 | 902641786 | ||||
5/8/2008 | Exchange Traded Access Securities(E-TRACS): $50,000,000E-TRACS Short Platinum — Linked to the Inverse Performance of the UBS Bloomberg CMCI Platinum Excess Return due May 14, 2018 | 902641729 |
A-9
Date of | ||||||
Prospectus | ||||||
Supplement | Title of Securities | CUSIP Number | ||||
5/27/2008 | Call Warrants: | |||||
$817,000 Call Warrants Linked to an Equity Basket Expiring on or about May 25, 2010 | 902641711 |
A-10
ANNEX B
Date of | ||||||
Pricing | ||||||
Supplement | Title of Securities | CUSIP Number | ||||
4/25/2007 | Performance Securities with Contingent Protection: $7,000,000 Securities linked to the S&P 500® Index due April 30, 2012 | 90261J277 | ||||
4/25/2007 | Performance Securities with Contingent Protection: $8,953,000 Securities linked to the Dow Jones EURO STOXX 50® Index due April 30, 2012 | 90261J269 | ||||
4/25/2007 | Performance Securities with Contingent Protection: $4,653,000 Securities linked to the Nikkei 225® Index due April 30, 2012 | 90261J251 | ||||
4/25/2007 | Performance Securities with Contingent Protection: $2,424,000 Securities linked to the Hang Seng China Enterprises Index due April 30, 2012 | 90261J244 | ||||
6/25/2007 | Performance Securities with Contingent Protection: $7,200,000 Securities linked to the S&P 500® Index due June 29, 2012 | 902619881 | ||||
6/25/2007 | Performance Securities with Contingent Protection: $6,555,910 Securities linked to the Dow Jones EURO STOXX 50® Index due June 29, 2012 | 902619873 | ||||
6/25/2007 | Performance Securities with Contingent Protection: $2,607,750 Securities linked to the Nikkei® 225 Index due June 29, 2012 | 902619865 | ||||
7/26/2007 | Performance Securities with Contingent Protection: $5,450,940 Securities linked to the S&P 500® Index due on July 31, 2012 | 902619717 | ||||
7/26/2007 | Performance Securities with Contingent Protection: $5,788,950 Securities linked to the Dow Jones EURO STOXX 50® Index due on July 31, 2012 | 902619691 | ||||
7/26/2007 | Performance Securities with Contingent Protection: $5,800,580 Securities linked to the Nikkei® 225 Index due on July 31, 2012 | 902619683 | ||||
7/26/2007 | 100% Principal Protection Absolute Return Barrier Notes: $65,735,560 Notes linked to the S&P 500® due January 30, 2009 | 902619782 | ||||
7/26/2007 | 100% Principal Protection Absolute Return Barrier Notes: $32,920,460 Notes linked to the Russell 2000® due January 30, 2009 | 902619790 | ||||
7/26/2007 | Return Optimization Securities: $12,157,120 Securities linked to the S&P 500® Index due January 30, 2009 | 902619766 | ||||
7/26/2007 | Return Optimization Securities: $5,755,320 Securities linked to the Dow Jones EURO STOXX 50® Index due January 30, 2009 | 902619758 | ||||
7/26/2007 | Return Optimization Securities: $7,694,940 Securities linked to the Nikkei® 225 Index due January 30, 2009 | 902619741 | ||||
8/27/2007 | 100% Principal Protection Callable Spread Daily Range Accrual Notes with Interest Linked to the Spread Between the USD30-Year Swap Rate and the USD2-Year Swap Rate: $5,272,000 Notes due on August 31, 2022, Callable Commencing in August 2008 | 90261KNY2 | ||||
8/28/2007 | 100% Principal Protection Absolute Return Barrier Notes: $82,379,160 Notes linked to the S&P 500® Index due February 27, 2009 | 902619568 | ||||
8/28/2007 | 100% Principal Protection Absolute Return Barrier Notes: $29,489,870 Notes linked to the Russell 2000® Index due February 27, 2009 | 902619576 | ||||
8/28/2007 | 100% Principal Protection Notes: $5,456,960 Notes Linked to a Currency Basket due February 27, 2009 | 902619436 |
B-1
Date of | ||||||
Pricing | ||||||
Supplement | Title of Securities | CUSIP Number | ||||
9/21/2007 | Return Optimization Securities: $3,391,040 Securities linked to the Dow Jones EURO STOXX 50® Index due March 31, 2009 | 902619212 | ||||
9/25/2007 | Performance Tracking Securities: $2,217,500 Securities Linked to the UBS Bloomberg Constant Maturity Commodity Index Total Return due September 28, 2012 | 902619295 | ||||
9/25/2007 | Return Optimization Securities: $53,810,740 Securities linked to the S&P 500® Index due March 31, 2009 | 902619337 | ||||
9/25/2007 | Performance Securities with Partial Protection: $11,257,380 Securities Linked to an International Index Basket due on March 31, 2011 | 902619329 | ||||
9/25/2007 | Performance Securities with Contingent Protection: $10,582,700 Securities linked to an International Index Basket due September 28, 2012 | 902619311 | ||||
9/25/2007 | 100% Principal Protection Absolute Return Barrier Notes: $35,633,210 Notes linked to the S&P 500® Index due March 31, 2009 | 902619345 | ||||
9/25/2007 | Return Optimization Securities: $2,382,500 Securities linked to the Nikkei® 225 Index due March 31, 2009 | 902619196 | ||||
9/25/2007 | Return Optimization Securities: $9,145,340 Securities linked to the Dow Jones EURO STOXX 50® Index due March 31, 2009 | 902623305 | ||||
9/26/2007 | 100% Principal Protection Notes: $9,795,020 Notes Linked to a Currency and Gold Basket due September 28, 2009 | 902623404 | ||||
10/24/2007 | 100% Principal Protection Autocallable Absolute Return Barrier Notes: $14,216,860 Notes linked to the S&P 500® Index due April 29, 2009 | 902623859 | ||||
10/26/2007 | Performance Securities with Partial Protection: $12,422,120 Securities Linked to an International Index Basket due October 31, 2011 | 902619188 | ||||
10/26/2007 | Performance Securities with Contingent Protection: $8,830,510 Securities linked to an International Index Basket due October 31, 2012 | 902619170 | ||||
10/26/2007 | Performance Securities with Contingent Protection: $3,717,760 Securities linked to the S&P 500® Index due October 31, 2012 | 902623206 | ||||
10/26/2007 | Return Optimization Securities: $23,812,460 Securities linked to the UBS Bloomberg Constant Maturity Commodity Index Excess Return due on or about April 30, 2009 | 902619162 | ||||
10/26/2007 | 100% Principal Protection: Callable Spread Daily Range Accrual Notes with Interest Linked to the Spread Between the USD30-Year Swap Rate and the USD2-Year Swap Rate $8,189,000 Notes due on October 31, 2022, Callable Commencing in October 2008 | 90261KNZ9 | ||||
11/2/2007 | Performance Securities with Partial Protection: $5,077,000 Securities linked to a Global Index Basket due November 9, 2012 | 902623867 | ||||
11/7/2007 | Return Optimization Securities: $11,550,000 Securities linked to the S&P 500® Index due May 14, 2009 | 90261JBC6 | ||||
11/7/2007 | 100% Principal Protection Absolute Return Barrier Notes: $6,575,000 Notes linked to the Russell 2000® Index due May 14, 2009 | 90261JBB8 |
B-2
Date of | ||||||
Pricing | ||||||
Supplement | Title of Securities | CUSIP Number | ||||
11/9/2007 | 100% Principal Protection Absolute Return Barrier Notes: $8,077,000 Notes linked to the S&P 500® Index due May 14, 2009 | 90261JBE2 | ||||
11/16/2007 | Performance Securities with Partial Protection: $3,086,560 Securities Linked to a Wheat and Soybean Basket (USD) due November 26, 2010 | 902623644 | ||||
11/21/2007 | 100% Principal Protection Notes: $1,680,000 Notes Linked to the UBS Bloomberg Constant Maturity Commodity Index (CMCI) Excess Return due May 27, 2011 | 90261JBG7 | ||||
11/27/2007 | Performance Securities with Contingent Protection: $6,996,160 Securities linked to the S&P 500® Index due November 30, 2012 | 902623768 | ||||
11/27/2007 | 100% Principal Protection Notes: $10,122,990 Notes Linked to an International Index Basket due July 31, 2013 | 902623750 | ||||
11/27/2007 | Performance Securities with Partial Protection: $20,633,170 Securities Linked to the UBS Bloomberg Constant Maturity Commodity Index (CMCI) Excess Return due November 30, 2010 | 902623743 | ||||
11/27/2007 | Return Optimization Securities: $22,572,520 Securities linked to the S&P 500® Index due May 29, 2009 | 902623834 | ||||
11/27/2007 | Return Optimization Securities: $1,932,060 Securities linked to the Dow Jones EURO STOXX 50® Index due May 29, 2009 | 902623818 | ||||
11/27/2007 | Return Optimization Securities: $2,809,460 Securities linked to the Nasdaq-100 Index® due May 29, 2009 | 902623826 | ||||
11/27/2007 | Return Optimization Securities: $4,414,290 Securities linked to the Nikkei® 225 Index due May 29, 2009 | 902623792 | ||||
11/27/2007 | Performance Securities with Partial Protection: $8,367,940 Securities Linked to an International Index Basket due on or about November 30, 2011 | 902623784 | ||||
11/27/2007 | Performance Tracking Securities: $1,348,300 Securities Linked to the UBS Return Optimization Index due November 30, 2012 | 902619725 | ||||
11/27/2007 | Return Optimization Securities: $3,638,960 Securities linked to an Asian Index Basket due May 29, 2009 | 902623651 | ||||
11/27/2007 | Performance Securities with Contingent Protection: $10,799,080 Securities linked to an International Index Basket due November 30, 2012 | 902623776 | ||||
11/27/2007 | 100% Principal Protection Absolute Return Barrier Notes: $14,743,410 Notes linked to the Russell 2000® Index due May 29, 2009 | 902623842 | ||||
12/14/2007 | 100% Principal Protection Absolute Return Barrier Notes: $1,592,000 Notes linked to the S&P 500® Index due June 22, 2009 | 90261JBH5 | ||||
12/18/2007 | Performance Securities with Partial Protection: $3,090,000 Securities linked to a Global Index Basket due December 21, 2012 | 90261JBK8 | ||||
12/20/2007 | Performance Securities with Partial Protection: $3,533,100 Securities Linked to a Wheat and Soybean Basket (USD) due June 27, 2011 | 902623388 | ||||
12/20/2007 | 100% Principal Protection Notes Linked to an Asian Currency Basket: $32,361,950 Notes Linked to an Asian Currency Basket due December 31, 2009 | 902623545 |
B-3
Date of | ||||||
Pricing | ||||||
Supplement | Title of Securities | CUSIP Number | ||||
12/21/2007 | Performance Securities with Partial Protection: $8,432,950 Securities Linked to an International Index Basket due on December 30, 2011 | 902623487 | ||||
12/21/2007 | Return Optimization Securities: $3,005,000 Securities linked to the UBS Bloomberg Constant Maturity Commodity Index Excess Return due June 30, 2009 | 902623438 | ||||
12/21/2007 | 100% Principal Protection Absolute Return Barrier Notes: $33,305,960 Notes linked to the S&P 500® Index due June 30, 2009 | 902623453 | ||||
12/21/2007 | 100% Principal Protection Notes: $8,257,820 Notes Linked to the UBS Bloomberg Constant Maturity Commodity Index (CMCI) Excess Return due June 29, 2012 | 902623446 | ||||
12/21/2007 | 100% Principal Protection Notes: $2,288,000 Notes Linked to the UBS Bloomberg Constant Maturity Commodity Index (CMCI) Excess Return due December 30, 2011 | 90261JBJ1 | ||||
1/24/2008 | 100% Principal Protection Notes: $1,078,000 Notes Linked to the UBS Bloomberg Constant Maturity Commodity Index (CMCI) Excess Return due on April 30, 2012 | 90261JBL6 | ||||
1/25/2008 | Performance Securities with Contingent Protection: $5,990,470 Securities linked to an International Index Basket due January 31, 2013 | 902623297 | ||||
1/25/2008 | Yield Optimization Notes with Contingent Protection: $6,389,092 Notes linked to the common stock of Costco Wholesale Corp. due on January 30, 2009 | 902623164 | ||||
1/25/2008 | Yield Optimization Notes with Contingent Protection: $8,064,508 Notes linked to the common stock of EMC Corp. due on January 30, 2009 | 902623180 | ||||
1/25/2008 | Yield Optimization Notes with Contingent Protection: $5,793,968 Notes linked to the common stock of Schering-Plough Corp. due on January 30, 2009 | 902623172 | ||||
1/25/2008 | Yield Optimization Notes with Contingent Protection: $3,735,787 Notes linked to the common stock of Yahoo! Inc. due on January 30, 2009 | 902623198 | ||||
1/28/2008 | Return Optimization Securities: $22,810,780 Securities linked to the S&P 500® Index due July 31, 2009 | 902623289 | ||||
1/28/2008 | Performance Securities with Contingent Protection: $3,596,900 Securities linked to the S&P 500® Index due on or about January 31, 2013 | 902623313 | ||||
1/28/2008 | Performance Securities with Partial Protection: $5,211,810 Securities Linked to the UBS Bloomberg Constant Maturity Commodity Index (CMCI) Excess Return due July 29, 2011 | 902623255 | ||||
1/28/2008 | Performance Tracking Securities: $1,140,000 Securities Linked to the UBS Return Optimization Index due January 31, 2013 | 902623362 | ||||
1/28/2008 | 100% Principal Protection Absolute Return Barrier Notes: $78,230,000 Notes linked to the S&P 500® Index due January 30, 2009 | 902623271 | ||||
1/28/2008 | 100% Principal Protection Absolute Return Barrier Notes: $13,852,560 Notes linked to the Russell 2000® Index due July 31, 2009 | 902623263 | ||||
1/28/2008 | 100% Principal Protection Notes Linked to an Asian Currency Basket: $7,101,140 Notes Linked to an Asian Currency Basket due January 29, 2010 | 902623230 |
B-4
Date of | ||||||
Pricing | ||||||
Supplement | Title of Securities | CUSIP Number | ||||
1/28/2008 | 100% Principal Protection Notes with Interest Linked to the UBS Straus Index: $3,307,000 Notes with Interest linked to the UBS STRAUS Index due on or about February 20, 2013 | 90261KPA2 | ||||
2/22/2008 | 100% Principal Protection Notes: $1,449,000 Notes Linked to the UBS Bloomberg Constant Maturity Commodity Index (CMCI) Excess Return due February 28, 2013 | 90261JBN2 | ||||
2/22/2008 | 100% Principal Protection Absolute Return Barrier Notes: $800,000 Notes linked to the S&P 500® Index due on August 28, 2009 | 90261JBM4 | ||||
2/25/2008 | Return Optimization Securities with Partial Protection: $17,614,000 Securities linked to the Dow Jones U.S. Real Estate Total Returnsm Index due on March 2, 2010 | 902644152 | ||||
2/25/2008 | Yield Optimization Notes with Contingent Protection: $5,278,789 Notes linked to the common stock of McDonald’s Corp. due February 27, 2009 | 902641802 | ||||
2/25/2008 | Yield Optimization Notes with Contingent Protection: $8,851,996 Notes linked to the common stock of AT&T Inc. due February 27, 2009 | 902641885 | ||||
2/25/2008 | Yield Optimization Notes with Contingent Protection: $5,234,910 Notes linked to the common stock of Dell Inc. due February 27, 2009 | 902641877 | ||||
2/25/2008 | Yield Optimization Notes with Contingent Protection: $3,881,907 Notes linked to the common stock of Oracle Corp. due February 27, 2009 | 902641869 | ||||
2/25/2008 | Yield Optimization Notes with Contingent Protection: $7,735,034 Notes linked to the common stock of Schlumberger LTD due February 27, 2009 | 902641851 | ||||
2/25/2008 | Yield Optimization Notes with Contingent Protection: $15,321,808 Notes linked to the common stock of Monsanto Corp. due February 27, 2009 | 902641844 | ||||
2/26/2008 | Performance Securities with Partial Protection: $4,677,000 Securities Linked to an International Index Basket due February 29, 2012 | 902641208 | ||||
2/26/2008 | Return Optimization Securities: $13,605,790 Securities linked to the S&P 500® Index due August 31, 2009 | 902623149 | ||||
2/26/2008 | Return Optimization Securities: $1,443,490 Securities linked to the Dow Jones EURO STOXX 50® Index due August 31, 2009 | 902623123 | ||||
2/26/2008 | Return Optimization Securities: $1,432,400 Securities linked to the Nasdaq-100 Index® due August 31, 2009 | 902623131 | ||||
2/26/2008 | Return Optimization Securities: $636,800 Securities linked to the Nikkei® 225 Index due August 31, 2009 | 902623115 | ||||
2/26/2008 | Return Optimization Securities: $10,183,370 Securities linked to the UBS Bloomberg Constant Maturity Commodity Index Excess Return due August 31, 2009 | 902641703 | ||||
2/26/2008 | Performance Securities with Partial Protection: $3,799,360 Securities Linked to a Global Index Basket due February 29, 2012 | 902641307 |
B-5
Date of | ||||||
Pricing | ||||||
Supplement | Title of Securities | CUSIP Number | ||||
2/26/2008 | Performance Securities with Contingent Protection: $8,945,950 Securities linked to an International Index Basket due on February 28, 2013 | 902641406 | ||||
2/26/2008 | 100% Principal Protection Absolute Return Barrier Notes: $49,088,890 Notes linked to the S&P 500® Index due August 31, 2009 | 902623156 | ||||
2/28/2008 | Return Optimization Securities with Partial Protection: $2,765,000 Securities linked to the S&P 500® Index due September 4, 2009 | 902623AA5 | ||||
3/10/2008 | Autocallable Optimization Securities with Contingent Protection: $12,832,570 Securities linked to the S&P 500® Index due March 16, 2009 | 902644160 | ||||
3/20/2008 | 100% Principal Protection Notes: $346,000 Notes Linked to the UBS Bloomberg Constant Maturity Commodity Index (CMCI) Excess Return due on March 27, 2013 | 90261JBQ5 | ||||
3/25/2008 | Yield Optimization Notes with Contingent Protection: $14,440,604 Notes linked to the common stock of Deere & Company due on or about March 31, 2009 | 902644186 | ||||
3/25/2008 | Yield Optimization Notes with Contingent Protection: $9,373,597 Notes linked to the common stock of Merck & Co. Inc. due on or about March 31, 2009 | 902644194 | ||||
3/25/2008 | Yield Optimization Notes with Contingent Protection: $3,415,543 Notes linked to the common stock of MGM Mirage due on or about March 31, 2009 | 902644202 | ||||
3/25/2008 | Yield Optimization Notes with Contingent Protection: $4,137,202 Notes linked to the common stock of Whole Foods Market, Inc. due on or about March 31, 2009 | 902644210 | ||||
3/26/2008 | 100% Principal Protection Absolute Return Barrier Notes: $38,631,660 Notes linked to the S&P 500® Index due September 30, 2009 | 902644103 | ||||
3/26/2008 | Performance Securities with Partial Protection: $2,260,900 Securities Linked to an International Index Basket due March 30, 2012 | 902644129 | ||||
3/26/2008 | Performance Securities with Contingent Protection: $6,258,160 Securities linked to an International Index Basket due on March 29, 2013 | 902644137 | ||||
3/26/2008 | Return Optimization Securities: $1,677,550 Securities linked to an International Index Basket due September 30, 2009 | 902644145 | ||||
3/26/2008 | Performance Securities with Partial Protection: $6,741,180 Securities Linked to the UBS Bloomberg Constant Maturity Commodity Index (CMCI) Excess Return due March 30, 2012 | 902644178 | ||||
3/26/2008 | 100% Principal Protection Absolute Return Barrier Notes: $51,959,990 Notes linked to the S&P 500® Index due March 27, 2009 | 902644111 | ||||
4/7/2008 | 100% Principal Protection Absolute Return Barrier Notes: $5,634,900 Notes linked to the Russell 2000 Index due on or about April 8, 2009 | 902644343 | ||||
4/8/2008 | Performance Securities: $5,000,000 Securities Linked to a currency Basket against the U.S. dollar due April 11, 2012 | 902644434 | ||||
4/10/2008 | 100% Principal Protection Absolute Return Barrier Notes: $5,358,000 Notes linked to the S&P 500® Index due April 14, 2009 | 902644335 |
B-6
Date of | ||||||
Pricing | ||||||
Supplement | Title of Securities | CUSIP Number | ||||
4/15/2008 | Return Optimization Securities with Partial Protection: $11,360,630 Securities linked to the S&P 500® Financials Index due on April 20, 2010 | 902644350 | ||||
4/21/2008 | 100% Principal Protection Absolute Return Barrier Notes: $5,000,000 Notes linked to the Russell 2000 Index due April 9, 2009 | 902644467 | ||||
4/21/2008 | 100% Principal Protection Absolute Return Barrier Notes: $5,000,000 Notes linked to the S&P 500® Index due April 9, 2009 | 902644475 | ||||
4/23/2008 | 100% Principal Protection Notes: $743,000 Notes Linked to the UBS Bloomberg Constant Maturity Commodity Index (CMCI) Excess Return due October 31, 2013 | 902623AC1 | ||||
4/24/2008 | Yield Optimization Notes with Contingent Protection: $6,939,135 Notes linked to the common stock of The Hartford Financial Services Group, Inc. due April 30, 2009 | 902644400 | ||||
4/24/2008 | Yield Optimization Notes with Contingent Protection: $4,670,820 Notes linked to the common stock of Chevron Corp. due April 30, 2009 | 902644418 | ||||
4/24/2008 | Yield Optimization Notes with Contingent Protection: $3,695,072 Notes linked to the American depositary shares of China Mobile Limited due April 30, 2009 | 902644426 | ||||
4/24/2008 | 100% Principal Protection Notes: $9,211,500 Notes Linked to an Asian Currency Basket due on April 30, 2010 | 902644319 | ||||
4/24/2008 | Performance Securities with Contingent Protection: $4,789,450 Securities linked to an International Index Basket due April 30, 2013 | 902644327 | ||||
4/25/2008 | Return Optimization Securities with Partial Protection: $21,890,300 Securities linked to the UBS Bloomberg Constant Maturity Commodity Index (CMCI) Excess Return due October 30, 2009 | 902644285 | ||||
4/25/2008 | Autocallable Optimization Securities with Contingent Protection: $16,484,540 Securities linked to the Market Vectors Agribusiness ETF® due October 30, 2009 | 902644293 | ||||
4/25/2008 | Return Optimization Securities with Partial Protection: $36,055,400 Securities linked to the S&P 500® Index due October 30, 2009 | 902644368 | ||||
4/25/2008 | Bearish Autocallable Optimization Securities with Contingent Protection: $4,906,450 Securities linked to the Amex Gold BUGS Index® due October 30, 2009 | 902644269 | ||||
4/25/2008 | 100% Principal Protection Absolute Return Barrier Notes: $26,042,180 Notes linked to the S&P 500® Index due on October 30, 2009 | 902644277 | ||||
5/6/2008 | Return Optimization Securities with Partial Protection: $7,200,000 Securities linked to the Amex Gold BUGS Index® due November 12, 2009 | 902644558 | ||||
5/14/2008 | 100% Principal Protection Notes: $1,115,000 Notes Linked to the iShares MSCI Emerging Markets Index Fund due May 21, 2012 | 90261JBX0 | ||||
5/22/2008 | 100% Principal Protection Notes: $1,476,000 Notes Linked to the UBS Bloomberg Constant Maturity Commodity Index (CMCI) Excess Return due on May 30, 2013 | 90261JBY8 | ||||
5/23/2008 | Yield Optimization Notes with Contingent Protection: $5,858,639 Notes linked to the common stock of Textron Inc. due May 29, 2009 | 902644608 |
B-7
Date of | ||||||
Pricing | ||||||
Supplement | Title of Securities | CUSIP Number | ||||
5/23/2008 | Yield Optimization Notes with Contingent Protection: $4,948,757 Notes linked to the common stock of Best Buy Co., Inc. due May 29, 2009 | 902644616 | ||||
5/23/2008 | Yield Optimization Notes with Contingent Protection: $7,347,662 Notes linked to the common stock of Verizon Communications Inc. due May 29, 2009 | 902644624 | ||||
5/27/2008 | 100% Principal Protection Absolute Return Barrier Notes: $32,983,500 Notes linked to the S&P 500® Index due November 30, 2009 | 902644491 | ||||
5/27/2008 | 100% Principal Protection Absolute Return Barrier Notes: $39,131,520 Notes linked to the S&P 500® Index due on May 29, 2009 | 902644509 | ||||
5/27/2008 | 100% Principal Protection Absolute Return Barrier Notes: $16,741,590 Notes linked to the Russell 2000 Index due November 30, 2009 | 902644483 | ||||
5/27/2008 | Performance Securities with Partial Protection: $4,100,850 Securities Linked to the UBS Bloomberg Constant Maturity Commodity Index (CMCI) Excess Return due May 31, 2012 | 902644541 | ||||
5/27/2008 | Autocallable Optimization Securities with Contingent Protection: $11,899,930 Securities linked to the Market Vectors Agribusiness ETF® due November 30, 2009 | 902644517 | ||||
5/27/2008 | 100% Principal Protection Notes: $41,086,110 Notes Linked to a Strengthening U.S. dollar versus a Currency Basket due May 31, 2011 | 902644525 | ||||
6/23/2008 | 100% Principal Protection Notes: $1,285,000 Notes Linked to the UBS Bloomberg Constant Maturity Commodity Index (CMCI) Excess Return due on or about June 28, 2013 | 902619AA3 | ||||
6/24/2008 | Yield Optimization Notes with Contingent Protection: $2,942,569 Notes linked to the common stock of Cisco Systems, Inc. due June 30, 2009 | 902644731 | ||||
6/24/2008 | Yield Optimization Notes with Contingent Protection: $4,857,959 Notes linked to the common stock of Aetna Inc. due June 30, 2009 | 902644749 | ||||
6/24/2008 | Yield Optimization Notes with Contingent Protection: $5,833,246 Notes linked to the common stock of The Home Depot, Inc. due June 30, 2009 | 902644756 | ||||
6/25/2008 | Performance Securities with Contingent Protection: $7,823,700 Securities linked to an International Index Basket due June 28, 2013 | 902644681 | ||||
6/25/2008 | Return Optimization Securities: $17,219,540 Securities linked to the S&P 500® Index due December 31, 2009 | 902644723 | ||||
6/25/2008 | 100% Principal Protection Absolute Return Barrier Notes: $43,415,570 Notes linked to the S&P 500® Index due December 31, 2009 | 902644673 | ||||
6/25/2008 | 100% Principal Protection Absolute Return Barrier Notes: $20,919,420 Notes linked to the Russell 2000® Index due December 31, 2009 | 902644657 | ||||
6/25/2008 | 100% Principal Protection Absolute Return Barrier Notes: $14,740,090 Notes linked to the MSCI EAFE Index® due December 31, 2009 | 902644665 | ||||
6/25/2008 | Autocallable Optimization Securities with Contingent Protection: $8,235,750 Securities linked to the Market Vectors Agribusiness ETF® due on December 31, 2009 | 902644699 |
B-8
Date of | ||||||
Pricing | ||||||
Supplement | Title of Securities | CUSIP Number | ||||
6/25/2008 | Autocallable Optimization Securities with Contingent Protection: $2,073,280 Securities linked to the common stock of Merck & Co., Inc. due July 2, 2009 | 902644806 | ||||
6/25/2008 | Autocallable Optimization Securities with Contingent Protection: $9,307,500 Securities linked to the common stock of Microsoft Corp. due July 2, 2009 | 902644814 | ||||
6/25/2008 | 100% Principal Protection Notes: $35,473,970 Notes Linked to a Strengthening U.S. dollar versus a Currency Basket due June 30, 2011 | 902644707 | ||||
7/11/2008 | Autocallable Optimization Securities with Contingent Protection: $9,425,460 Securities linked to the common stock of General Electric Company, due July 20, 2009 | 90264L139 | ||||
7/14/2008 | Autocallable Optimization Securities with Contingent Protection: $2,912,200 Securities linked to the Amex Gold BUGS Index® due January 21, 2010 | 90264L113 | ||||
7/15/2008 | 100% Principal Protection Absolute Peak Return Barrier Notes: $37,913,870 Notes linked to the S&P 500® Index due on January 22, 2010 | 90264M103 | ||||
7/23/2008 | Return Optimization Securities with Partial Protection: $1,630,000 Securities linked to the Dow Jones U.S. Real Estate Total Return Index due on July 29, 2010 | 902619AD7 | ||||
7/25/2008 | Yield Optimization Notes with Contingent Protection: $2,620,157 Notes linked to the common stock of Aflac Incorporated due January 30, 2009 | 90264M152 | ||||
7/25/2008 | Yield Optimization Notes with Contingent Protection: $5,076,815 Notes linked to the common stock of AT&T Inc. due January 30, 2009 | 90264M145 | ||||
7/25/2008 | Yield Optimization Notes with Contingent Protection: $3,535,306 Notes linked to the common stock of Deere & Company due January 30, 2009 | 90264M137 | ||||
7/25/2008 | Yield Optimization Notes with Contingent Protection: $5,606,817 Notes linked to iShares Russell 2000 Index Fund due January 30, 2009 | 90264L162 | ||||
7/25/2008 | Yield Optimization Notes with Contingent Protection: $2,318,196 Notes linked to Standard & Poor’s MidCap 400 Depositary Receiptstm due January 30, 2009 | 90264L154 | ||||
7/25/2008 | Yield Optimization Notes with Contingent Protection: $25,947,005 Notes linked to Standard & Poor’s Depositary Receipts® due January 30, 2009 | 90264L147 | ||||
7/28/2008 | Performance Securities with Partial Protection: $3,716,820 Securities Linked to an International Index Basket due July 31, 2012 | 90264L121 | ||||
7/28/2020 | Return Optimization Securities with Partial Protection: $5,972,130 Securities linked to the MSCI EAFE Index® due on January 29, 2010 | 902644848 | ||||
7/28/2008 | Autocallable Optimization Securities with Contingent Protection: $2,844,310 Securities linked to a Coal Stock Basket due January 29, 2010 | 90264L188 | ||||
7/28/2008 | 100% Principal Protection Absolute Return Barrier Notes: $34,783,490 Notes linked to the S&P 500® Index due July 29, 2009 | 902644863 |
B-9
Date of | ||||||
Pricing | ||||||
Supplement | Title of Securities | CUSIP Number | ||||
7/28/2008 | 100% Principal Protection Absolute Return Barrier Notes: $7,794,250 Notes linked to the S&P 500® Index due July 29, 2009 (Asymmetric Barriers) | 902644871 | ||||
7/28/2008 | 100% Principal Protection Absolute Return Barrier Notes: $13,191,630 Notes linked to the MSCI EAFE® Index due on January 29, 2010 | 902644855 | ||||
7/28/2008 | 100% Principal Protection Notes: $8,797,000 Notes with Interest Linked to theYear-Over-Year Change in the Consumer Price Index due on or about July 31, 2013 | 90261KPC8 | ||||
7/28/2008 | Performance Tracking Securities: $2,780,200 Securities Linked to the UBS Return Optimization Index due July 31, 2013 | 902644533 | ||||
8/14/2008 | Return Optimization Securities with Partial Protection: $52,673,340 Securities linked to the S&P 500® Financials Index due August 20, 2010 | 90264M194 | ||||
8/18/2008 | 94.80% Principal Protection Absolute Peak Return Barrier Notes: $4,240,000 Notes linked to the S&P 500® Index due August 19, 2009 (Asymmetric Barriers) | 90264M293 | ||||
8/19/2008 | 100% Principal Protection Absolute Peak Return Barrier Notes: $20,680,000 Notes linked to the S&P 500® Index due on or about February 25, 2010 | 90264M269 | ||||
8/22/2008 | 100% Principal Protection Notes: $764,000 Notes Linked to the UBS Bloomberg Constant Maturity Commodity Index (CMCI) Excess Return due on June 28, 2013 | 902619AC9 | ||||
8/25/2008 | Yield Optimization Notes with Contingent Protection: $35,173,997 Notes linked to Standard and Poor’s Depositary Receipts® due February 27, 2009 | 90264M228 | ||||
8/25/2008 | Yield Optimization Notes with Contingent Protection: $11,739,957 Notes linked to the common stock of Apple Inc. due February 27, 2009 | 90264M244 | ||||
8/25/2008 | Yield Optimization Notes with Contingent Protection: $8,614,596 Notes linked to the common stock of Potash Corporation of Saskatchewan Inc. due February 27, 2009 | 90264M236 | ||||
8/25/2008 | Yield Optimization Notes with Contingent Protection: $10,209,811 Notes linked to the common stock of Transocean Inc. due February 27, 2009 | 90264M251 | ||||
8/26/2008 | Return Optimization Securities with Partial Protection: $5,649,910 Securities linked to the Rogers International Commodity Index® — Excess Returnsm due February 26, 2010 | 90264M202 | ||||
8/26/2008 | Return Optimization Securities with Partial Protection: $42,915,950 Securities linked to the S&P 500® Index due February 26, 2010 | 90264M160 | ||||
8/26/2008 | Return Optimization Securities with Partial Protection: $2,844,980 Securities linked to the Dow Jones EURO STOXX 50® Index due February 26, 2010 | 90264M210 | ||||
8/26/2008 | 100% Principal Protection Absolute Return Barrier Notes: $42,804,410 Notes linked to the S&P 500® Index due on February 26, 2010 | 90264M186 | ||||
8/26/2008 | Autocallable Optimization Securities with Contingent Protection: $6,533,600 Securities linked to the Amex Gold BUGS Index® due February 26, 2010 | 90264M368 |
B-10
Date of | ||||||
Pricing | ||||||
Supplement | Title of Securities | CUSIP Number | ||||
8/26/2008 | 100% Principal Protection Absolute Return Barrier Notes: $47,412,480 Notes linked to the S&P 500® Index due August 28, 2009 | 90264M178 | ||||
8/26/2008 | 100% Principal Protection Notes: $2,058,000 Notes with Interest Linked to theYear-Over-Year Change in the Consumer Price Index due on August 31, 2013 | 90261KPD6 | ||||
8/26/2008 | Return Optimization Securities Linked to Gold: $1,868,350 Securities linked to Gold due August 31, 2009 | 90264M301 | ||||
9/5/2008 | Yield Optimization Notes with Contingent Protection: $7,484,548 Notes linked to the common stock of Chesapeake Energy Corporation due September 11, 2009 | 90264M277 | ||||
9/5/2008 | Yield Optimization Notes with Contingent Protection: $4,556,396 Notes linked to the common stock of XTO Energy Inc. due September 11, 2009 | 90264M285 | ||||
9/5/2008 | 100% Principal Protection Absolute Return Barrier Notes: $17,050,000 Notes linked to the S&P 500® Index due on March 19, 2009 | 90264M392 | ||||
9/9/2008 | 100% Principal Protection Absolute Peak Return Barrier Notes: $35,632,000 Notes linked to the S&P 500® Index due March 15, 2010 | 90264M376 | ||||
9/9/2008 | 100% Principal Protection Absolute Return Barrier Notes: $11,825,000 Notes linked to the S&P 500® Index due on March 23, 2009 | 90264M400 | ||||
9/17/2008 | 100% Principal Protection Notes: $1,411,000 Notes Linked to a Strengthening U.S. dollar versus the Euro due September 22, 2011 | 90261JCJ0 | ||||
9/17/2008 | 95% Principal Protection Absolute Return Barrier Notes: $5,000,000 Notes linked to the iShares MSCI EAFE Index Fund due September 18, 2009 | 90264M467 | ||||
9/24/2008 | 100% Principal Protection Absolute Return Barrier Notes: $2,821,400 Notes linked to West Texas Intermediate Light Sweet Crude Oil due on March 30, 2010 | 90264M384 | ||||
9/24/2008 | Yield Optimization Notes with Contingent Protection: $5,401,087 Notes linked to Standard and Poor’s Depositary Receipts® due March 31, 2009 | 90264M418 | ||||
9/24/2008 | Yield Optimization Notes with Contingent Protection: $4,148,699 Notes linked to the common stock of JPMorgan Chase & Co. due on September 30, 2009 | 90264M426 | ||||
9/24/2008 | Yield Optimization Notes with Contingent Protection: $517,183 Notes linked to the common stock of Monsanto Company due on September 30, 2009 | 90264M434 | ||||
9/24/2008 | Yield Optimization Notes with Contingent Protection: $2,049,859 Notes linked to the common stock of Schlumberger Limited due on September 30, 2009 | 90264M442 | ||||
9/24/2008 | Yield Optimization Notes with Contingent Protection: $993,891 Notes linked to the common stock of Caterpillar Inc. due on March 31, 2009 | 90264M483 | ||||
9/24/2008 | Yield Optimization Notes with Contingent Protection: $776,767 Notes linked to the common stock of Costco Wholesale Corp. due on March 31, 2009 | 90264M491 | ||||
9/24/2008 | Yield Optimization Notes with Contingent Protection: $5,059,433 Notes linked to the common stock of Microsoft Corp. due on March 31, 2009 | 90264M475 |
B-11
Date of | ||||||
Pricing | ||||||
Supplement | Title of Securities | CUSIP Number | ||||
9/25/2008 | Return Optimization Securities: $1,266,210 Securities linked to the Russell 2000® Index due March 31, 2010 | 90264M335 | ||||
9/25/2008 | 100% Principal Protection Absolute Return Barrier Notes: $16,542,780 Notes linked to the S&P 500® Index due on September 28, 2009 | 90264M319 | ||||
9/25/2008 | Return Optimization Securities with Partial Protection: $7,362,980 Securities linked to the MSCI EAFE Index® due March 31, 2010 | 90264M343 | ||||
9/25/2008 | 100% Principal Protection Absolute Return Barrier Notes: $5,261,000 Notes linked to the Russell 2000 Index due March 31, 2010 | 90264M327 | ||||
9/25/2008 | 100% Principal Protection Notes: $4,199,500 Notes Linked to a Strengthening U.S. dollar versus a Currency Basket due March 31, 2011 | 90264M350 | ||||
10/17/2008 | 100% Principal Protection Absolute Return Barrier Notes: $10,000,000 Notes linked to the S&P 500® Index due on April 20, 2009 | 90264M558 | ||||
10/24/2008 | 100% Principal Protection Notes: $287,000 Notes Linked to the UBS Bloomberg Constant Maturity Commodity Index (CMCI) Excess Return due October 31, 2013 | 90261JCH4 | ||||
10/24/2008 | 100% Principal Protection Absolute Return Barrier Notes: $797,000 Notes linked to the S&P 500® Index due October 30, 2009 | 90261JCL5 | ||||
10/24/2008 | 100% Principal Protection Notes: $1,200,000 Notes Linked to a Strengthening Chinese renminbi versus the U.S. dollar due October 31, 2011 | 90261JCM3 | ||||
10/27/2008 | Yield Optimization Notes with Contingent Protection: $766,067 Notes linked to the common stock of TheCoca-Cola Company due April 30, 2009 | 90264M582 | ||||
10/27/2008 | Yield Optimization Notes with Contingent Protection: $1,160,576 Notes linked to the Common Stock ofColgate-Palmolive Company due April 30, 2009 | 90264M574 | ||||
10/27/2008 | Yield Optimization Notes with Contingent Protection: $468,809 Notes linked to the common stock of Johnson & Johnson due April 30, 2009 | 90264M608 | ||||
10/27/2008 | Yield Optimization Notes with Contingent Protection: $523,731 Notes linked to the common stock of The Procter & Gamble Company due April 30, 2009 | 90264M590 | ||||
10/27/2008 | Yield Optimization Notes with Contingent Protection: $2,733,244 Notes linked to Standard and Poor’s Depositary Receipts® due April 30, 2009 | 90264M566 | ||||
10/28/2008 | 100% Principal Protection Absolute Return Barrier Notes: $3,372,670 Notes linked to the S&P 500® Index due April 30, 2010 | 90264M517 | ||||
10/28/2008 | 100% Principal Protection Absolute Return Barrier Notes: $2,788,930 Notes linked to the S&P 500® Index due October 29, 2009 | 90264M509 | ||||
11/21/2008 | Yield Optimization Notes with Contingent Protection: $6,405,097 Notes linked to Standard and Poor’s Depositary Receipts® due May 29, 2009 | 90264M632 | ||||
11/21/2008 | Yield Optimization Notes with Contingent Protection: $1,149,319 Notes linked to the common stock of AT&T Inc. due May 29, 2009 | 90264M640 |
B-12
Date of | ||||||
Pricing | ||||||
Supplement | Title of Securities | CUSIP Number | ||||
11/21/2008 | Yield Optimization Notes with Contingent Protection: $778,624 Notes linked to the common stock of TheCoca-Cola Company due May 29, 2009 | 90264M657 | ||||
11/21/2008 | Yield Optimization Notes with Contingent Protection: $469,499 Notes linked to the common stock of Colgate-Palmolive Company due May 29, 2009 | 90264M673 | ||||
11/21/2008 | Yield Optimization Notes with Contingent Protection: $951,872 Notes linked to the common stock of Wal-Mart Stores, Inc. due May 29, 2009 | 90264M665 | ||||
11/24/2008 | 100% Principal Protection Callable Spread Daily Range Accrual Notes with Interest Linked to the Spread Between the USD30-Year Swap Rate and the USD2-Year Swap Rate: $3,100,000 Notes due November 29, 2013, Callable Commencing May 2009 | 90261KPE4 | ||||
11/24/2008 | Return Optimization Securities: $14,745,240 Securities linked to the S&P 500® Index due on May 28, 2010 | 90264M624 | ||||
11/24/2008 | Return Optimization Securities with Partial Protection: $2,000,000 Securities linked to the S&P 500® Index due on December 2, 2009 | 90264M681 | ||||
11/24/2008 | Return Optimization Securities with Partial Protection: $13,333,660 Securities linked to the S&P 500® Index due on May 28, 2010 | 90264M616 | ||||
12/10/2008 | Yield Optimization Notes with Contingent Protection: $510,281 Notes linked to iShares® MSCI EAFE Index Fund due June 15, 2009 | 90264M707 | ||||
12/10/2008 | Yield Optimization Notes with Contingent Protection: $5,735,478 Notes linked to Standard & Poor’s Depositary Receipts® due June 15, 2009 | 90264M699 | ||||
12/23/2008 | Return Optimization Securities with Partial Protection: $2,377,550 Securities linked to the UBS Bloomberg Constant Maturity Commodity Index (CMCI) Energy USD Excess Return due June 30, 2010 | 90264M731 | ||||
12/23/2008 | Barrier Optimization Securities with Partial Protection: $2,237,800 Securities linked to the iShares MSCI EAFE Index Fund due January 4, 2010 | 90264M723 | ||||
12/23/2008 | Yield Optimization Notes with Contingent Protection: $2,756,615 Notes linked to Standard and Poor’s Depositary Receipts® due April 9, 2009 | 90264M749 | ||||
12/23/2008 | 100% Principal Protection Notes: $5,000,000 Notes with Interest Linked to theYear-Over-Year Change in the Consumer Price Index due on December 31, 2011 | 90261KPF1 | ||||
1/9/2009 | Performance Securities with Upside and Downside Leverage: $4,700,000 Securities linked to the S&P 500® Index due January 14, 2014 | 90261JCN1 |
B-13
ANNEX C
Date of | ||||
Product | ||||
Supplement | Title of Product Supplement | |||
8/28/2007 | Performance Tracking Securities | |||
9/18/2007 | Yield Optimization Notes with Contingent Protection | |||
10/26/2007 | 100% Principal Protection Notes | |||
12/20/2007 | Performance Securities with Partial Protection | |||
12/20/2007 | Return Optimization Securities | |||
2/28/2008 | Autocallable Optimization Securities with Contingent Protection | |||
3/7/2008 | Notes Linked to a Currency or Commodity or a Basket Comprised of Currencies or Commodities | |||
3/7/2008 | Debt Securities and Warrants Linked to a Currency or Commodity or a Basket Comprised of Currencies or Commodities | |||
3/28/2008 | Return Optimization Securities with Partial Protection | |||
4/4/2008 | Autocallable Optimization Securities with Contingent Protection | |||
4/10/2008 | Yield Optimization Notes with Contingent Protection | |||
4/11/2008 | Bearish Autocallable Optimization Securities with Contingent Protection | |||
4/23/2008 | 100% Principal Protection Notes | |||
5/21/2008 | Performance Securities with Contingent Protection | |||
7/9/2008 | Autocallable Optimization Securities with Contingent Protection | |||
9/16/2008 | Principal Protection Absolute Return Barrier Notes | |||
9/29/2008 | Principal Protection Absolute Return Barrier Notes | |||
12/5/2008 | Barrier Optimization Securities with Partial Protection | |||
12/31/2008 | Barrier Optimization Securities with Partial Protection | |||
1/7/2009 | Performance Securities with Upside and Downside Leverage |
C-1