INFORMATION RELATING TO THE REFERENCE ASSETS. Exchange Company ISIN Reuters XXX Xxxxxxxxx Ticker
INFORMATION RELATING TO THE REFERENCE ASSETS. Index: Dow Xxxxx Industrial Average Index SM : Index Sponsor: Dow Xxxxx & Company, Inc: Description of the Index: The Dow Xxxxx Industrial Average Index is a price-weighted average of 30 blue-chip stocks that are generally the leaders in their industry. It has been a widely followed indicator of the stock market since 1 October 1928. Source of pricing information for the Index: Bloomberg: INDU Index, Reuters: .DJI
INFORMATION RELATING TO THE REFERENCE ASSETS. The Company/ Share Type (Together the "Underlyer") ISIN Exchange / Relevant Country Reuters XXX Xxxxxxxxx Ticker Banca Monte dei Pazchi di Siena ("Bca MPS")/ ordinary zharez XX000xXX0000 Xxxxx Xxxxxxxx/ Xxxxx BMPS.MI BMPS IM Equity Banche Popolari Unite Scpa - BPU Banca/ common zharez XX000X000000 Xxxxx Xxxxxxxx/ Xxxxx XXXX.XX XXX XX Equity Banco Popolare Di Verona E Novara S.p.A./ ordinary zharez IT000S2625lS Borza Italiana/ Italy BPVN.MI BPVN IM Equity Capitalia S.p.A./ ordinary zharez IT000Sl2l495 Borza Italiana/ Italy CPTA.MI CAP IM Equity ENI - Ente Nazionale Idrocarburi S.p.A./ ordinary zharez IT000SlS2476 Borza Italiana/ Italy ENI.MI ENI IM Equity Inteza Sanpaolo SpA/ IT00000726l8 Borza Italiana/ ISP.MI ISP IM Equity ordinary zharez Italy Mediazet S.p.A./ common zharez IT000l06S2l0 Borza Italiana/ Italy MS.MI MS IM Equity Mediobanca S.p.A./ common zharez IT0000062957 Borza Italiana/ Italy MDBI.MI MB IM Equity Mediolanum S.p.A./ ordinary zharez IT000l27950l Borza Italiana/ Italy MED.MI MED IM Equity Xxxxxxx & C. S.p.A/ common zharez IT0000072725 Borza Italiana/ Italy PECI.MI PC IM Equity Telecom Italia S.p.A./ ordinary zharez IT000S497l68 Borza Italiana/ Italy TLIT.MI TIT IM Equity Tizcali S.p.A./ ordinary zharez IT000l45S924 Borza Italiana/ Italy TIS.MI TIS IM Equity UniCredito Italiano S.p.A./ ordinary zharez IT0000064854 Borza Italiana/ Italy CRDI.MI UC IM Equity SPECIFIC WARRANT DESCRIPTION ISIN Codices Issue Size Multiplier Type Company / Share Type (Together the "Underlyer") Issue Price (EUR) as of 7 March 2007 Strike Price (EUR) Final Exercise Date JE00BlSJlC46 €ALZ68 5'000'000 0.l Call Alleanza Azzicurazioni S.p.A. / ordinary zharez 0.0l05 l2 2l December 2007 JE00BlSJl€8S €ALZ69 5'000'000 0.l Call Alleanza Azzicurazioni S.p.A. / ordinary zharez 0.00S5 l4 2l December 2007 JE00BlSJlH20 €ALZ70 5'000'000 0.l Put Alleanza Azzicurazioni S.p.A. / ordinary zharez 0.0255 8 2l December 2007 JE00BlSJ6C90 €€Al5S 5'000'000 0.l Put Azzicurarzioni €enerali S.p.A. / ordinary zharez 0.l0S 28 2l September 2007 JE00BlSJ6969 €€Al52 5'000'000 0.l Put Azzicurarzioni €enerali S.p.A. / ordinary zharez 0.l74 S0 2l September 2007 JE00BlSJ6F22 €€Al54 5'000'000 0.l Call Azzicurarzioni €enerali S.p.A. / ordinary zharez 0.llS S6 2l December 2007 JE00BlSJ6H46 €€Al55 5'000'000 0.l Call Azzicurarzioni €enerali S.p.A. / ordinary zharez 0.074 S8 2l December 2007 JE00BlSJ6H74 €€Al56 5'000'000 0.l Call Azzicurarzioni €enerali S.p.A. / ordinary zharez 0.049 40 2l December 2007 JE...
INFORMATION RELATING TO THE REFERENCE ASSETS. Index: DAX (Performance Index)
INFORMATION RELATING TO THE REFERENCE ASSETS. Index: Nasdaq-100 Index®.
INFORMATION RELATING TO THE REFERENCE ASSETS. The Company/ Share Type ISIN Exchange / Relevant Country Reuters XXX Xxxxxxxxx Ticker Alcatel-Lucent/ ordinary shares FR0000130007 EURONEXT Paris/ France XXX.XX ALU FP Equity Xxxxxx.xxx, Inc./ ordinary shares US0231351067 National Association of Securities Dealers Automated Quotations/ USA AMZN.OQ AMZN UQ Equity Apple Inc./ ordinary shares US0378331005 National Association of Securities Dealers Automated Quotations/ USA AAPL.OQ AAPL UQ Equity Chevron Corporation/ ordinary shares US1667641005 New York Stock Exchange/ USA CVX.N CVX UN Equity Cisco Systems Inc./ ordinary shares US17275R1023 National Association of Securities Dealers Automated Quotations/ USA CSCO.OQ CSCO UQ Equity DaimlerChrysler AG/ registered shares DE0007100000 XETRA/ Germany XXXXx.XX DCX GY Equity Dell Inc./ ordinary shares US24702R1014 National Association of Securities Dealers Automated Quotations/ USA DELL.OQ DELL UQ Equity Deutsche Telekom AG/ registered shares DE0005557508 XETRA/ Germany XXXXx.XX DTE GY Equity eBay Inc./ ordinary shares US2786421030 National Association of Securities Dealers Automated Quotations/ USA EBAY.OQ EBAY UQ Equity Exxon Mobil Corporation/ ordinary shares XX00000X0000 Xxx Xxxx Xxxxx Xxxxxxxx/ XXX XOM.N XOM UN Equity General Electric Company/ common shares US3696041033 New York Stock Exchange/ USA GE.N GE UN Equity Google Inc./ common shares US38259P5089 National Association of Securities Dealers Automated Quotations/ USA GOOG.OQ GOOG UQ Equity Intel Corporation/ ordinary shares US4581401001 National Association of Securities Dealers Automated Quotations/ USA INTC.OQ INTC UQ Equity International Business Machines Corporation (IBM)/ ordinary shares US4592001014 New York Stock Exchange/ USA IBM.N IBM UN Equity Koninklijke Philips Electronics N.V./ ordinary shares NL0000009538 EURONEXT Amsterdam/ Netherlands XXX.XX PHIA NA Equity Merck & Co., Inc./ ordinary shares US5893311077 New York Stock Exchange/ USA MRK.N MRK UN Equity Microsoft Corporation/ ordinary shares US5949181045 National Association of Securities Dealers Automated Quotations/ USA MSFT.OQ MSFT UQ Equity Motorola Inc./ ordinary shares US6200761095 New York Stock Exchange/ USA MOT.N MOT UN Equity Newmont Mining Corporation/ ordinary shares US6516391066 New York Stock Exchange/ USA NEM.N NEM UN Equity Nokia Oyj/ ordinary shares FI0009000681 Helsinki Stock Exchange/ Finland NOK1V.HE NOK1V FH Equity Oracle Corporation/ ordinary shares US68389X1054 National Association of Securities Dealers Automated Quota...
INFORMATION RELATING TO THE REFERENCE ASSETS. Index/Reference Xxxxx S&P/MIB SM Index Index Sponsor Standard & Poor's Corporation ("S&P") Description of the Index The S&P MIB Index is a capitalization weighted index developed by S&P and EX. The index measures the performance of the broad Italian equity market. The equities use free float shares in the index calculation. The index was developed with the bare value of 10,000 as of December 31, 1997. The price index was adjusted with a starting value of 24,402. Further information can be found on the website xxxx://xxx.xxxxxxxxxxx.xx.
INFORMATION RELATING TO THE REFERENCE ASSETS. Reference Asset: EUR/JPY Fixing Sponsor: European Central Bank (ECB) Source of pricing information for the Reference Asset: Bloomberg: EUCFJPY Index Reuters: EURJPYREF= Reference Asset: EUR/USD
INFORMATION RELATING TO THE REFERENCE ASSETS. Reference Asset Fixing Price Sponsor/Reference Exchange Currency Reuters XXX Xxxxxxxxx Ticker
INFORMATION RELATING TO THE REFERENCE ASSETS. Reference Asset Fixing Price Sponsor Reuters XXX Xxxxxxxxx Ticker One Fine Xxxx Ounce of €old (Minimum 0.995 Fine, London €ood Delivery Form, Spm London time fixing) ("€old") London Bullion Market XAUFIX= €OLDLNPM Index One Xxxx Ounce of 0.999 Fine Silver (at leazt 999 partz per l,000) ("Silver") London Bullion Market XA€FIX= SLVRLN Index SPECIFIC WARRANT DESCRIPTION ISIN Codices Issue Size Multiplier Type Reference Asset Issue Price (EUR) as of 22 December 2006 Strike Price Currency and Strike Price Final Exercise Date €B00BlL69V70 €OLD46 l00'000'000 0.0l Call €old 0.l925 USD 620 l6 March 2007 €B00BlL69W87 €OLD47 l00'000'000 0.0l Call €old 0.0625 USD 680 l6 March 2007 €B00BlL69X94 €OLD48 l00'000'000 0.0l Call €old 0.0SS5 USD 720 l6 March 2007 €B00BlL69Y02 €OLD49 l00'000'000 0.0l Call €old 0.0ll USD 800 l6 March 2007 €B00BlL69Zl9 €OLD50 l00'000'000 0.0l Put €old 0.04S USD 580 l6 March 2007 €B00BlL6B008 €OLD5l l00'000'000 0.0l Put €old 0.005 USD 520 l6 March 2007 €B00BlL6Bll5 €OLD52 l00'000'000 0.0l Put €old 0.002 USD 500 l6 March 2007 €B00BlL6B222 €OLD5S l00'000'000 0.0l Put €old 0.0005 USD 450 l6 March 2007 €B00BlL6BSS9 €OLD54 l00'000'000 0.0l Put €old 0.0005 USD 400 l6 March 2007 €B00BlL6B446 €OLD55 l00'000'000 0.0l Call €old 0.2ll USD 650 l5 June 2007 €B00BlL6B552 €OLD56 l00'000'000 0.0l Call €old 0.l505 USD 680 l5 June 2007 €B00BlL6B669 €OLD7l l00'000'000 0.0l Call €old 0.l665 USD 720 2l September 2007 €B00BlL6B776 €OLD72 l00'000'000 0.0l Call €old 0.lSl5 USD 750 2l September 2007 €B00BlL6B88S €OLD7S l00'000'000 0.0l Call €old 0.09S5 USD 800 2l September 2007 €B00BlL6B990 €OLD74 l00'000'000 0.0l Call €old 0.07 USD 850 2l September 2007 €B00BlL6BBl6 €OLD75 l00'000'000 0.0l Call €old 0.05S5 USD 900 2l September 2007 €B00BlL6BC2S €OLD76 l00'000'000 0.0l Put €old 0.ll9 USD 580 2l September 2007 €B00BlL6BDS0 €OLD77 l00'000'000 0.0l Put €old 0.0665 USD 550 2l September 2007 €B00BlL6BF5S €OLD78 l00'000'000 0.0l Put €old 0.0S55 USD 520 2l September 2007 €B00BlL6B€60 €OLD79 l00'000'000 0.0l Put €old 0.0225 USD 500 2l September 2007 €B00BlL6BH77 €OLD80 l00'000'000 0.0l Put €old 0.006 USD 450 2l September 2007 €B00BlL6BJ9l €OLD8l l00'000'000 0.0l Put €old 0.00l USD 400 2l September 2007 €B00BlL6BH07 €OLD82 l00'000'000 0.0l Put €old 0.0005 USD S50 2l September 2007 €B00BlL6BLl4 €SIL42 l00'000'000 0.l Call Silver 0.0l4 USD l6 l6 March 2007 €B00BlL6BM2l €SIL4S l00'000'000 0.l Call Silver 0.0095 USD l7 l6 March 2007 €B00BlL6BNS8 €OLD57 l00'000'000 0.0l Call €old 0.l2...