-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, CZaFF8vEHPueBenYkLQX2YWMKRK10F+SuGv0UeWFsi88HAvpWFSyAI1jOXSRLzB4 DMrrfXgijUp/J6UJsMt6hQ== 0000947871-06-001382.txt : 20060811 0000947871-06-001382.hdr.sgml : 20060811 20060811151831 ACCESSION NUMBER: 0000947871-06-001382 CONFORMED SUBMISSION TYPE: 424B3 PUBLIC DOCUMENT COUNT: 1 FILED AS OF DATE: 20060811 DATE AS OF CHANGE: 20060811 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MERRILL LYNCH PIERCE FENNER & SMITH INC CENTRAL INDEX KEY: 0000728612 STANDARD INDUSTRIAL CLASSIFICATION: SECURITY BROKERS, DEALERS & FLOTATION COMPANIES [6211] IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 424B3 SEC ACT: 1933 Act SEC FILE NUMBER: 333-44286 FILM NUMBER: 061024699 BUSINESS ADDRESS: STREET 1: 4 WORLD FINANCIAL CENTER STREET 2: NORTH TOWER CITY: NEW YORK STATE: NY ZIP: 10080 BUSINESS PHONE: 2126702273 MAIL ADDRESS: STREET 1: 4 WORLD FINANCIAL CENTER STREET 2: NORTH TOWER CITY: NEW YORK STATE: NY ZIP: 10080 424B3 1 f424b3_080706-europe.txt PROSPECTUS SUPPLEMENT PROSPECTUS SUPPLEMENT REGISTRATION NO. 333-44286 (To Prospectus dated February 17, 2006) Filed Pursuant to Rule 424(b)(3) [HOLDRS EUROPE 2001 LOGO] 1,000,000,000 Depositary Receipts Europe 2001 HOLDRS (SM) Trust This prospectus supplement supplements information contained in the prospectus dated February 17, 2006 relating to the sale of up to 1,000,000,000 depositary receipts by the Europe 2001 HOLDRS (SM) Trust. The share amounts specified in the table in the "Highlights of Europe 2001 HOLDRS" section of the base prospectus shall be replaced with the following: Primary U.S. Share Trading Name of Company Ticker Amounts Market --------------------------------------- ------ ------- ------------ AEGON, N.V. AEG 5.2 NYSE Alcatel* ALA 3 NYSE Amdocs Limited DOX 3 NYSE ARM Holdings plc* ARMHY 8 NASDAQ ASM International N.V. ASMI 13 NASDAQ ASML Holding N.V. ASML 7 NASDAQ AstraZeneca PLC.* AZN 4 NYSE AXA* AXA 6 NYSE Bookham Inc. BKHM 1.2 NASDAQ BP p.l.c.* BP 4 NYSE Business Objects S.A.* BOBJ 4.5 NASDAQ DaimlerChrysler AG DCX 4 NYSE Deutsche Telekom AG* DT 5 NYSE Diageo p.l.c.* DEO 5 NYSE Elan Corporation, p.l.c.* ELN 4 NYSE Ericsson LM Telephone Company* ERICY 1.6 NASDAQ GlaxoSmithKline p.l.c.* GSK 6 NYSE Infineon Technologies AG* IFX 5 NYSE ING Group N.V.* ING 4 NYSE IONA Technologies p.l.c.* IONA 3 NASDAQ Koninklijke Philips Electronics N.V. PHG 5 NYSE Millicom International Cellular S.A.* MICC 8 NASDAQ Nokia Corp.* NOK 5 NYSE Novartis AG* NVS 5 NYSE Qiagen N.V. QGEN 6 NASDAQ Repsol YPF, S.A.* REP 11 NYSE Ryanair Holdings p.l.c.* RYAAY 8 NASDAQ Sanofi-Aventis SA* SNY 4.6956 NYSE SAP AG* SAP 4 NYSE (New) Scottish Power p.l.c.* (1) SPI 5.555557 NYSE Serono S.A.* SRA 9 NYSE Shire p.l.c.* SHPGY 4 NASDAQ Skillsoft p.l.c.* SKIL 6 NASDAQ STMicroelectronics N.V. STM 4 NYSE (continued on following page) Primary U.S. Share Trading Name of Company Ticker Amounts Market --------------------------------------- ------ ------- ------------ Telefonica S.A.* TEF 4.555843218 NYSE Total S.A.* (2) (3) TOT 6 NYSE UBS AG (4) UBS 3 NYSE Unilever N.V. (5) UN 9 NYSE Vivendi Universal* V 3 NYSE Vodafone Group p.l.c.* VOD 6 NYSE New WPP Group p.l.c.* WPPGY 3 NASDAQ - ---------------- * The securities of these non-U.S. companies trade in the United States as American Depository Receipts. Please see "Risk Factors" and "Federal Income Tax Consequences--Special considerations with respect to underlying securities of foreign issuers" for additional information relating to an investment in a non-U.S. company. (1) As a result of the Share Consolidation and Special Dividend of Scottish Power Plc (NYSE: "SPI"), a constituent of the Europe 2001+ HOLDRS Trust, (New) Scottish Power Plc will replace Scottish Power Plc as an underlying constituent of the Trust. Consistent with the terms of the HOLDRS Trust, The Bank of New York was not required to, and did not, make an election related to the Special Dividend and will therefore receive the form of consideration paid to non-electing holders. For the 7 shares of Scottish Power Plc per 100 share round lot of Europe 2001+ HOLDRS, The Bank of New York received 5.555557 shares of (New) Scottish Power Plc (NYSE: "SPI") and $63.00336 in cash. As a result, effective Thursday May 18, 2006, 5.555557 shares of (New) Scottish Power Plc will be required for creations or cancellations per 100 share round lot of Europe 2001+ HOLDRS. (2) As a result of the spin-off of Arkema S.A. from Total S.A. (NYSE: "TOT") a component of the Europe 2001+ HOLDRSSM Trust, Arkema S.A. will not be added as an underlying security of the Europe 2001+ HOLDRSSM Trust. As set forth in the prospectus for the Trust, if Arkema S.A. is not listed for trading on a U.S. national securities exchange or through NASDAQ, it will be distributed by The Bank of New York. For the 3 shares of Total S.A. per 100 shares round lot of Europe 2001+ HOLDRSSM, The Bank of New York received 0.15 shares of Arkema S.A. and distributed 0.0015 shares of Arkema S.A. per depositary share of "EKH" on May 30, 2006. (3) Effective Friday, May 26, 2006, the quantity of shares of Total S.A. represented by each 100 share round lot of Europe 2001+ HOLDRS increased to 6 shares (from 3) due to a 2 for 1 stock split of Total S.A. (4) The quantity of shares of UBS AG (NYSE: "UBS") represented by each 100 share round lot of Europe 2001 HOLDRS will increase to 6 shares (from 3) due to a 2 for 1 stock split of UBS AG. Effective Monday, July 10, 2006, deposits of UBS AG Common Stock for creation of Europe 2001 HOLDRS will increase to 6 UBS (instead of 3 UBS) per round lot of 100 Europe 2001 HOLDRS due to the 2 for 1 stock split of UBS AG. (5) Effective, May 31, 2006, the quantity of shares of Unilever N.V. ( NYSE:"UN") represented by each 100 share round lot of Europe 2001 HOLDRS increased to 9 shares (from 3) due to the 3 for 1 stock split of Unilever N.V. The share amounts listed in the table above reflect all previous stock splits, dividends and business combination transactions. The date of this prospectus supplement is June 30, 2006. -----END PRIVACY-ENHANCED MESSAGE-----