424B3 1 y73836e424b3.htm 424(B)(3) 424b3
 
     
(UBS LOGO)   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
    Callable 5-Year Daily Range Accrual Notes:
$9,736,000 Callable Senior Notes With Interest Linked To The 3-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
    Callable 5-Year Daily Range Accrual Notes:
$2,819,000 Callable Senior Notes With Interest Linked To The 3-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 ExEnergy Sub-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 ExEnergy Sub-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
    Callable 5-Year Daily Range Accrual Notes:
$2,441,000 Callable Senior Notes due May 31, 2011, Callable Commencing August 2006 With Interest Linked To The 3-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 USD 30-Year Swap Rate and the USD 2-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 USD 30-Year Swap Rate and the USD 2-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 The 3-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 the 3-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 USD 30-Year Swap Rate and the USD 2-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 the 3-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 to 10-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 the 10-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):
$100,000,000 E-TRACS Linked to the UBS Bloomberg CMCI Food Total Return due April 5, 2038 		  902641737
 
4/1/2008
    Exchange Traded Access Securities (E-TRACS):
$50,000,000 E-TRACS Linked to the UBS Bloomberg CMCI Livestock Total Return due April 5, 2038 		  902641828
 
4/1/2008
    Exchange Traded Access Securities (E-TRACS):
$50,000,000 E-TRACS Linked to the UBS Bloomberg CMCI Agriculture Total Return due April 5, 2038 		  902641760
 
4/1/2008
    Exchange Traded Access Securities (E-TRACS):
$50,000,000 E-TRACS Linked to the UBS Bloomberg CMCI Silver Total Return due April 5, 2038 		  902641794
 
4/1/2008
    Exchange Traded Access Securities (E-TRACS):
$50,000,000 E-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):
$50,000,000 E-TRACS Linked to the UBS Bloomberg CMCI Energy Total Return due April 5, 2038 		  902641745
 
4/1/2008
    Exchange Traded Access Securities (E-TRACS):
$100,000,000 E-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):
$100,000,000 E-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):
$50,000,000 E-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):
$50,000,000 E-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 USD 30-Year Swap Rate and the USD 2-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 USD 30-Year Swap Rate and the USD 2-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 the Year-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 the Year-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 The Coca-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 of Colgate-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 The Coca-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 USD 30-Year Swap Rate and the USD 2-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 the Year-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