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RICI Excess Return Index Out-Performance Note Add
00078UAD2
[GRAPHIC OMITTED]

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Product Type

Buffered
Capital Protected Notes
Reverse Exchangeable

Asset Class

Commodities
Equities
Interest Rates
Foreign Exchange

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Product Facts
Product type    Out-performance
                RICI Excess Return
Underlying      Index
Currency        USD
Issue price     100
Issue Size (USD
000's)          910
Settlement Date 11/30/06
Maturity        11/30/10
Underlying      USD
currency
Ratio           1:1
Quanto          No


Performance  and  Statistics
Yearly high (01/06/10)   93.53
Yearly low (06/07/10)    74.92
All Time High (07/04/08) 180.16
All Time Low (06/07/10)  74.92
Codes
CUSIP                    00078UAD2

Top 2 Out-performance

RICI Agriculture Excess
Return Index Out-       +0.00 %**
Performance Notes

RICI Agriculture Excess
Return Index Out-       +0.00 %**
Performance Notes
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** From close of business yesterday

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