424B3 1 f424b3_080706-utilities.txt PROSPECTUS SUPPLEMENT PROSPECTUS SUPPLEMENT REGISTRATION NO. 333-36490 (To Prospectus dated February 17, 2006) Filed Pursuant to Rule 424(b)(3) [HOLDRS UTILITIES LOGO] 1,000,000,000 Depositary Receipts Utilities 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 Utilities HOLDRS (SM) Trust. The share amounts specified in the table in the "Highlights of Utilities HOLDERS" section of the base prospectus shall be replaced with the following:
Primary Share Trading Name of Company Ticker Amounts Market ------------------------------------------------- ------ ------- ------ American Electric Power Company, Inc. AEP 14 NYSE Centerpoint Energy, Inc. CNP 13 NYSE Consolidated Edison, Inc. ED 9 NYSE Dominion Resources, Inc. D 11 NYSE Duke Energy Corporation (New Holding Company)(1) DUK 30 NYSE Dynegy, Inc. DYN 12 NYSE Edison International EIX 15 NYSE El Paso Corporation EP 10 NYSE Entergy Corporation ETR 10 NYSE Exelon Corporation EXC 30 NYSE FirstEnergy Corporation FE 10 NYSE FPL Group, Inc. FPL 16 NYSE PG&E Corporation PCG 17 NYSE Progress Energy, Inc. PGN 7 NYSE Public Service Enterprise Group Incorporated PEG 10 NYSE Reliant Energy, Inc. RRI 10.251839 NYSE The Southern Company SO 29 NYSE Texas Utilities Company TXU 24 NYSE The Williams Companies, Inc. WMB 20 NYSE
------------------- (1) Effective April 1, 2006, Duke Energy Corporation (NYSE ticker "DUK"), an underlying constituent of the Utilities HOLDRS Trust, changed its name to Duke Energy Corporation (New Holding Company). Effective April 3, 2006, creations of Utilities HOLDRS Trust require a deposit of 30 shares of Duke Energy Corporation (New Holding Company) per round lot of 100 Utilities HOLDRS. 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.