There are a number of these securities listed in the AMEX.
They are generally setup to pay to the holder some 
amount X in some future date Y, unless some event Z happens
in which case the payout is some formula F of some input W,
effective as of the same date Y.

For example it could be that the holder of the security will
receive $10 on December 31 2009, unless the S&P 500 index is
above 2000 at that time, in which case the holder will receive
the value of the index divided by 200. 

I would like to know X, Y, Z, W, and F for all of the AMEX-listed
Structured Product securities. Here's the full list:

Name,Symbol,Issuer,Expiration
" ","BOI","Morgan Stanley",06/15/2010
" ","BSK.A","Morgan Stanley",12/30/2011
" ","GSD.A","Goldman Sachs Group, Inc.",07/08/2010
" ","GSD.B","Goldman Sachs Group, Inc.",08/07/2011
" ","JPL.C","J.P. Morgan Chase & Company",09/22/2008
" ","PPV.P","UBS AG",07/08/2010
" ","SFH","Structured Products Corp",01/05/2009
" ","SXN.B","Select Notes Trust",02/22/2033
" ","WFG.E","Wells Fargo & Company",10/09/2008
"*% Nabors CAPITALS","WDB.J","Wachovia Corporation",04/25/2006
"*% Procter & Gamble linked Notes","PGG.A","Morgan Stanley",04/30/2011
"0.25% 3-Stock Basket Notes","BBM.A","Morgan Stanley",04/01/2009
"1% Fedex Corp. Notes","FXC.A","Morgan Stanley",01/30/2011
"1.875% MSCI EAFE Index CPN","EFP","Morgan Stanley",03/30/2011
"10 Stock Basket MERITS 16","MRS.P","CIBC World Markets Corp.",03/31/2011
"10 Stocks Optimizer PPNs","MRS.B","Canadian Imperial Bank of Commerce",01/30/2009
"10% AAPL SPARQS","ALR","Morgan Stanley",04/15/2006
"10% Jetblue SPARQS","JTM","Morgan Stanley",06/15/2005
"10% NVIDIA SPARQS","SND","Morgan Stanley",12/01/2005
"15 Gold Mining stocks PLUS","DIG","Morgan Stanley",07/30/2006
"3 International Indices PROPELS","EBK","Morgan Stanley",12/30/2011
"3-Stock Basket Notes","BSN.A","Morgan Stanley",12/30/2008
"3M Notes","MMW.A","Morgan Stanley",12/30/2010
"6% EMC SPARQS","ECC","Morgan Stanley",08/15/2005
"6.0518% IndexPlus","IPB","Merrill Lynch Depositor, Inc.",05/15/2033
"7% Intel Corporation SEQUINS","CGS","Citigroup Global Markets
Holdings, Inc.",05/27/2005
"7% Yahoo! STRIDES","STY","Merrill Lynch & Co, Inc.",05/11/2005
"8% MOT SPARQS","MLQ","Morgan Stanley",01/15/2006
"8% Sony STRIDES","SSM","Merrill Lynch & Co, Inc.",07/05/2005
"8% TXN ELKS","ETI","Citigroup Global Markets Holdings, Inc.",02/06/2006
"8% TXN SPARQS","TXM","Morgan Stanley",01/15/2006
"8% VLO SPARQS","ERV","Morgan Stanley",04/15/2006
"9% ANF SPARQS","ABH","Morgan Stanley",01/30/2006
"9% LYO SPARQS","LSM","Morgan Stanley",01/30/2006
"AMAT SEQUINS","CDM","Citigroup Global Markets Holdings, Inc.",01/30/2006
"AMERICAN CORP.061524","GMB","American Corporate Accruals",06/15/2024
"ARNs/DJIA","ANJ","Merrill Lynch & Co, Inc.",01/30/2006
"Alcoa TARGETS","TTA","TARGETS Trust XXI",05/15/2007
"Apple SEQUINS","CZA","Citigroup Global Markets Holdings, Inc.",10/28/2005
"Asian Currency PPN","CAQ","Citigroup Global Markets",04/28/2008
"Avaya SPARQS","AYS","Morgan Stanley",07/15/2005
"B/S PPSSN US ETFS","BYF.A","The Bear Stearns Companies, Inc.",02/05/2008
"BRIDGES","BGD","Morgan Stanley",06/30/2009
"BROADBAND HLDRS MITT","BDM","Merrill Lynch & Co, Inc.",09/13/2007
"BXM STARS","MBJ","Morgan Stanley",03/30/2010
"BXM STARS","MBS","Morgan Stanley",12/17/2009
"Biogen IDEC SPARQS","BIS","Morgan Stanley",11/01/2005
"CGMH NOTES FEB 2003","SNZ.A","Citigroup Global Markets Holdings, Inc.",11/27/2006
"CIBC MERITS 3","MRS.C","Canadian Imperial Bank of Commerce",03/05/2009
"CIBC MERITS 4","MRS.D","Canadian Imperial Bank of Commerce",03/31/2009
"CIBC MERITS","MRS.E","Canadian Imperial Bank of Commerce",04/30/2009
"CIBC MERITS","MRS.G","Canadian Imperial Bank of Commerce",06/30/2009
"CPI Medium Term Notes, Series A","GCP.A","ABN AMRO Bank N.V.",01/13/2020
"CPIS JAN 15 2010","JPI.A","J.P. Morgan Chase & Company",01/15/2010
"CPN Global Indices Basket","NES","Morgan Stanley",06/30/2008
"Calpine Corp. YEELDS","YLO.C","Lehman Brothers Holdings, Inc.",09/03/2005
"CapProtNotes","DPP","Morgan Stanley",03/30/2011
"CapProtNotes","SDM","Morgan Stanley",01/30/2011
"Capped Quarterly Observation Notes","JPL.D","J.P. Morgan Chase &
Company",10/30/2008
"Cisco TARGETS","TCY","TARGETS Trust XX",02/15/2007
"Coke Convertible Notes","COD.A","Merrill Lynch & Co, Inc.",09/30/2008
"Comcast SEQUINS","CLQ","Citigroup Global Markets Holdings, Inc.",09/29/2005
"Consol CAPITALS","WDB.H","Wachovia Corporation",03/07/2006
"Consol Energy SPARQS","ECN","Morgan Stanley",03/01/2006
"Corporate Bond TRACERS","TAK.A","MS Structured Asset Corp",07/25/2013
"DEFENSE INDEX MITTS","DFM","Merrill Lynch & Co, Inc.",06/01/2009
"DJ High Yield Select 10 Index MPS","PPY","Morgan Stanley",03/30/2012
"DJ Titans 50 CPNs","GIT","Morgan Stanley",10/30/2011
"DJGT 50 PPN","PNJ","Citigroup Global Markets",10/28/2010
"DJGT SUNS","PSZ.F","Lehman Brothers Holdings, Inc.",02/09/2010
"DJGT50 ASTROS","WDB.G","Wachovia Corporation",03/03/2010
"DJIA EAGLES","BOA.I","Bank of America",09/25/2009
"DJIA MERITS","MRS.K","Canadian Imperial Bank of Commerce",01/30/2009
"DJIA PLUS","DJL","Morgan Stanley",04/30/2007
"DJIA PPN MERITS","MRS.Q","CIBC World Markets Corp.",04/29/2010
"DJIA PPN","PDD","Citigroup Global Markets",08/25/2010
"DJIA PPNotes","PPN","Citigroup Global Markets Holdings, Inc.",12/29/2009
"DJIA PPNs","BYF.D","The Bear Stearns Companies, Inc.",03/23/2011
"DJIA PROPELS","PDJ","Morgan Stanley",12/30/2011
"DJIA TIERS","DJQ","Structured Products Corp",09/29/2008
"DJIA Upturn Notes","SMN","Citigroup Global Markets Holdings, Inc.",11/03/2006
"EURO STOXX 50 BRIDGES","DBX","Morgan Stanley",12/30/2009
"Energy Basket CPN","BEM","Morgan Stanley",09/30/2012
"Energy Basket EAGLES","BOA.G","Bank of America",08/02/2010
"Exxon Convertible Notes","EXO.A","Merrill Lynch & Co, Inc.",10/03/2008
"FCX ELKS","EKF","Citigroup Global Markets",05/01/2006
"Financial Stocks BRIDGES","MBK","Morgan Stanley",08/30/2009
"Freedom Certificates","FCA.A","Amherst Securities Group",03/03/2011
"G/S 2/28/13 S&P 500","GSN.B","Goldman Sachs Group, Inc.",02/28/2013
"GOLDMAN SACHS GRP.","GSC.A","Goldman Sachs Group, Inc.",03/22/2007
"GOLDMAN SACHS GRP.","GXD.A","Goldman Sachs Group, Inc.",11/01/2005
"Genentech ELKS","EKG","Citigroup Global Markets Holdings, Inc.",08/30/2005
"Global Basket CPN","GLL","Morgan Stanley",09/30/2008
"Global Titans PPN","PDW","Citigroup Global Markets Holdings, Inc.",10/29/2009
"Goldman Sachs Group, Inc.","GSN.C","Goldman Sachs Group, Inc.",04/18/2003
"Goodyear SPARQS","GDY","Morgan Stanley",11/01/2005
"Healthcare Basket CYCLES","BOA.N","Bank of America",01/28/2011
"Healthcare Basket Notes","LSQ.E","Lehman Brothers Holdings, Inc.",12/06/2011
"IAC/Interactive Corp SEQUINS","QIA","Citigroup Global Markets",04/03/2006
"IFC PPN SP500 2007","IFA.A","International Finance Corp",02/08/2007
"IGT SPARQS","MIS","Morgan Stanley",12/01/2005
"Index CYCLES","BOA.K","Bank of America",11/26/2010
"Index LASERS based on DJIA","ILB","Citigroup Global Markets Holdings,
Inc.",03/26/2008
"Index-Plus Notes","RLN.E","Lehman Brothers Holdings, Inc.",09/28/2009
"Indices Basket ASTROS","WDB.E","Wachovia Securities",02/02/2010
"Indices Basket CYCLES","BOA.S","Bank of America",04/30/2009
"Indices Basket MERITS","MRS.O","Canadian Imperial Bank of Commerce",09/18/2008
"Industrial 15 SRNs","SRK","Merrill Lynch & Co, Inc.",08/03/2009
"Intel TARGETS","TOI","TARGETS Trust XXIV",02/15/2008
"JPM SP500 NOTES 2007","JPL.A","J.P. Morgan Chase & Company",11/26/2007
"JPM SP500 NOTES 2007","JPL.B","J.P. Morgan Chase & Company",03/12/2008
"JPMorgan Chase PACERS","CZP","Citigroup Global Markets Holdings, Inc.",11/30/2007
"LB 10 STK  RANGERS","RLN.C","Lehman Brothers Holdings, Inc.",05/20/2007
"LBH DJIA SUNS 4/2010","LSQ.C","Lehman Brothers Holdings, Inc.",04/29/2010
"LBH DJIA SUNS 8/2007","LSQ.B","Lehman Brothers Holdings, Inc.",08/05/2007
"LBH SUNS 7/2/05","UNL.G","Lehman Brothers Holdings, Inc.",07/02/2005
"LBH SUNS SP500 8/05","PSZ.C","Lehman Brothers Holdings, Inc.",08/05/2008
"LBH SUNS SP500 9/07","PSZ.D","Lehman Brothers Holdings, Inc.",09/27/2007
"LEHMAN BROS HOLDING","PZR.A","Lehman Brothers Holdings, Inc.",11/14/2007
"LEHMAN BROS HOLDINGS","PSP.B","Lehman Brothers Holdings, Inc.",07/02/2006
"LEHMAN BROS HOLDINGS","PSZ.A","Lehman Brothers Holdings, Inc.",12/26/2006
"LEHMAN BROTHERS","SPJ","Lehman Brothers Holdings, Inc.",02/05/2007
"LSI Logic Corp. YEELDS","YLO.B","Lehman Brothers Holdings, Inc.",05/25/2005
"M&L SELECT TEN INDEX","DSK","Merrill Lynch & Co, Inc.",11/02/2006
"M/L MITTS JULY 2009","MKO","Merrill Lynch & Co, Inc.",08/07/2009
"M/L MITTS SP500 8/09","MKP","Merrill Lynch & Co, Inc.",09/04/2009
"M/L SEMI-HLDRS MITTS","SME","Merrill Lynch & Co, Inc.",10/05/2007
"M/L SRN INDUST. 15","DCV","Merrill Lynch & Co, Inc.",08/30/2007
"M/L SRN SELECT 10","DMD","Merrill Lynch & Co, Inc.",09/28/2007
"M/L SSRN BIOTECH","DMP","Merrill Lynch & Co, Inc.",10/31/2007
"M/L STRIDES CITICORP","SFM","Structured Products Corp",05/22/2008
"M/L USD/EUR MITTS","EUF","Merrill Lynch & Co, Inc.",09/13/2005
"M/S BRIDGE 10 COMMON","TPS","Morgan Stanley",02/28/2009
"M/S BRIDGES 3/30/09","TPA","Morgan Stanley",11/30/2009
"M/S MIDCAP400 BRIDGE","MCB","Morgan Stanley",07/30/2009
"M/S MPS DJIA","DMJ","Morgan Stanley",12/30/2009
"M/S MPS S&P 500 IND.","MRP","Morgan Stanley",12/30/2008
"M/S MPS-TECH INDEX","MHT","Morgan Stanley",06/15/2010
"M/S SPN INTEL CORP.","ITM.A","Morgan Stanley",12/30/2010
"M/S SPN WAL-MART","MWT.A","Morgan Stanley",09/15/2010
"MER LYNCH EURO 50","EST","Merrill Lynch & Co, Inc.",06/11/2007
"MER LYNCH NIKKEI","MLJ","Merrill Lynch & Co, Inc.",03/30/2007
"MER MKT IND TAR TERM","BMA","Merrill Lynch & Co, Inc.",05/04/2009
"MER NOTE IXD 5/2007","DSE","Merrill Lynch & Co, Inc.",05/03/2007
"MER NOTES 5/2007","DSO","Merrill Lynch & Co, Inc.",05/03/2007
"MER S&P 500 MKT IND","MCP","Merrill Lynch & Co, Inc.",05/04/2009
"MERITS - Offering #8","MRS.H","Canadian Imperial Bank of Commerce",08/01/2011
"MERITS - Offering #9","MRS.I","Canadian Imperial Bank of Commerce",08/31/2011
"MERITS 14 linked to 10 Stock Basket","MRS.N","Canadian Imperial Bank
of Commerce",02/14/2011
"MERITS S&P 500","MRS.J","Canadian Imperial Bank of Commerce",03/31/2009
"MERRIL LYNCH & CO.IN","MWF.A","Merrill Lynch & Co, Inc.",01/07/2008
"MERRIL LYNCH CO","DSJ","Merrill Lynch & Co, Inc.",07/31/2006
"MERRIL LYNCH STRATEG","DSI","Merrill Lynch & Co, Inc.",06/26/2006
"MERRIL STRAT RET NOT","DSA","Merrill Lynch & Co, Inc.",05/30/2006
"MERRILL ATT LINKED","ATM.A","Merrill Lynch & Co, Inc.",07/20/2006
"MERRILL DOW JONES","MDJ","Merrill Lynch & Co, Inc.",06/26/2006
"MERRILL EUROFUND","EFM","Merrill Lynch & Co, Inc.",02/28/2006
"MERRILL KR LINKED","MKR.A","Merrill Lynch & Co, Inc.",02/08/2006
"MERRILL LYNCH 225","NKM","Merrill Lynch & Co, Inc.",08/04/2006
"MERRILL LYNCH CO INC","BHM","Merrill Lynch & Co, Inc.",08/03/2007
"MERRILL LYNCH CO INC","BNX","Merrill Lynch & Co, Inc.",12/23/2002
"MERRILL LYNCH CO INC","DTY","Merrill Lynch & Co, Inc.",03/01/2007
"MERRILL LYNCH CO INC","EUM","Merrill Lynch & Co, Inc.",05/26/2006
"MERRILL LYNCH CO INC","GWM","Merrill Lynch & Co, Inc.",05/25/2006
"MERRILL LYNCH CO INC","IHM","Merrill Lynch & Co, Inc.",03/05/2007
"MERRILL LYNCH CO INC","MJJ.A","Merrill Lynch & Co, Inc.",07/26/2005
"MERRILL LYNCH CO INC","MLD.A","Merrill Lynch & Co, Inc.",04/27/2006
"MERRILL LYNCH CO INC","MNM","Merrill Lynch & Co, Inc.",08/03/2007
"MERRILL LYNCH CO INC","MTT","Merrill Lynch & Co, Inc.",08/15/2006
"MERRILL LYNCH CO","DSN","Merrill Lynch & Co, Inc.",06/28/2006
"MERRILL LYNCH CO","DSP","Merrill Lynch & Co, Inc.",02/01/2007
"MERRILL LYNCH CO","ESY","Merrill Lynch & Co, Inc.",09/20/2006
"MERRILL LYNCH CO","NML","Merrill Lynch & Co, Inc.",06/27/2007
"MERRILL LYNCH CO","RSM","Merrill Lynch & Co, Inc.",07/21/2006
"MERRILL LYNCH CO","TWM.A","Merrill Lynch & Co, Inc.",05/10/2006
"MERRILL LYNCH COMPAN","MLE.A","Merrill Lynch & Co, Inc.",12/15/2005
"MERRILL LYNCH CSM","CSM","Merrill Lynch & Co, Inc.",04/19/2006
"MERRILL LYNCH MITTS","ESM","Merrill Lynch & Co, Inc.",02/21/2006
"MERRILL LYNCH MITTS","FML","Merrill Lynch & Co, Inc.",03/27/2006
"MERRILL LYNCH","MPF","Merrill Lynch & Co, Inc.",08/04/2006
"MERRILL NIKKEI MITTS","MLN","Merrill Lynch & Co, Inc.",09/21/2005
"MERRILL S&P MITTS","MLF","Merrill Lynch & Co, Inc.",07/01/2005
"MERRILL TELEBRAS","PGT","Merrill Lynch & Co, Inc.",05/19/2005
"MITTS SP500 06/2009","MLW","Merrill Lynch & Co, Inc.",06/29/2009
"ML RUSSELL 2000 MITT","RRM","Merrill Lynch & Co, Inc.",03/30/2009
"ML&CO MCD MAY 2009","MNV.A","Merrill Lynch & Co, Inc.",05/28/2009
"ML&CO NIKKEI 225 TGT","MNK","Merrill Lynch & Co, Inc.",03/30/2009
"ML&CO SRN SELECT TEN","DSZ","Merrill Lynch & Co, Inc.",06/28/2007
"ML&CO. OIL&GAS NOTES","OGN","Merrill Lynch & Co, Inc.",03/28/2007
"MLC BIOTCH-PHARM NTE","BPN","Merrill Lynch & Co, Inc.",02/08/2007
"MOR STAN DEAN S&P NT","JMS.A","Morgan Stanley",12/30/2008
"MORGAN STANLEY DEAN","MGE.A","Morgan Stanley",12/30/2008
"MORGAN STANLEY DEAN","RXM.A","Morgan Stanley",08/17/2005
"MORGAN STANLEY","BXB","Morgan Stanley",01/30/2032
"MS MPS RUS2000 INDEX","MSU","Morgan Stanley",02/01/2010
"MSDW BRIDGE RUS 2000","RBG","Morgan Stanley",12/30/2008
"MSDW BRIDGES SP500","BRD","Morgan Stanley",08/30/2008
"MSDW BROAD INDEX","DRU","Morgan Stanley",12/30/2008
"MSDW PHARMACEUT BSKT","RXB","Morgan Stanley",10/30/2031
"Medium Term Notes","GSN.D","Goldman Sachs Group, Inc.",05/30/2013
"Morgan Stanely","DFB","Morgan Stanley",06/30/2009
"Motorola SEQUINS","CYM","Citigroup Global Markets Holdings, Inc.", 
"NDX EAGLES","BOA.D","Bank of America",06/01/2010
"NDX Exchangeable Notes","BOA.P","Bank of America",01/26/2010
"NDX LUNARS","WDB.C","Wachovia Securities",04/26/2006
"NDX PP Notes","PQU","Citigroup Global Markets Holdings, Inc.",09/28/2009
"NKY PLUS","NKI","Morgan Stanley",01/30/2006
"NKY Return Link Notes","BOA.M","Bank of America",06/28/2010
"Nasdaq-100 "TIERS"","NQH","Structured Products Corp",04/24/2006
"Nasdaq-100 EAGLES","BOA.J","Bank of America",10/29/2010
"Nasdaq-100 Index PPNs","BYF.C","The Bear Stearns Companies, Inc.",12/22/2009
"Nasdaq-100 Index TIERS","NAS","Structured Products Corp",01/30/2009
"Nat'l Semiconductor SPARQS","NSN","Morgan Stanley",05/15/2005
"Newmont Mining SPARQS","NEH","Morgan Stanley",05/15/2005
"Newmont Mining TARGETS","TZN","TARGETS Trust XXIII",11/15/2007
"Nikkei 225 Index MPS","MJP","Morgan Stanley",12/30/2010
"Nikkei 225 SUNS","LSQ.D","Lehman Brothers Holdings, Inc.",06/10/2010
"Nikkei ASTROS","WDB.B","Wachovia Securities",03/02/2010
"Nikkei PLUS Notes","JPK","Morgan Stanley",06/30/2009
"Nikkei Return Notes","BOA.F","Bank of America",06/24/2010
"Nokia SPARQS","NKS","Morgan Stanley",11/01/2005
"Nokia TARGETS","TGZ","TARGETS Trust XXII",08/15/2007
"PPN Merits Basket of 10","MRS.L","Canadian Imperial Bank of Commerce",12/22/2010
"PPN NASDQ100 MAY2005","PPV.B","UBS AG",05/04/2005
"PPN NASDQ100 NOV2005","PPV.A","UBS AG",11/03/2005
"PPN RUSS.2000 4/2009","PPV.C","UBS AG",04/30/2009
"PPN S&P 500 9/2010","PPV.K","UBS AG",09/08/2010
"PPN SPX DJIA  2/2008","PPV.J","UBS AG",02/07/2008
"PPN SPX DJIA 2011","PPV.I","UBS AG",10/07/2011
"Pharmaceutical Basket PLUS","DRP","Morgan Stanley",06/30/2006
"Qualcomm SPARQS","QSQ","Morgan Stanley",11/01/2005
"RTY EAGLES","BOA.O","Bank of America",01/28/2011
"RTY Index Plus Notes","RLN.H","Lehman Brothers Holdings, Inc.",12/23/2009
"Rebound RANGERS","RLN.D","Lehman Brothers Holdings, Inc.",06/07/2008
"Russell 2000 Index EAGLES","BOA.H","Bank of America",08/28/2009
"Russell 2004-1 TIERS","RUD","Structured Products Corp",04/29/2009
"S&P 500 CPS","IPJ.A","Credit Suisse First Boston (USA), Inc",09/30/2008
"S&P 500 Callable Notes","WFG.F","Wells Fargo & Company",08/25/2009
"S&P 500 Capped Notes","JPL.E","J.P. Morgan Chase & Company",01/21/2009
"S&P 500 Capped Notes","JPL.G","J.P. Morgan Chase & Company",07/07/2009
"S&P 500 Capped Notes","JPL.H","J.P. Morgan Chase & Company",09/21/2009
"S&P 500 Index CPS","IPJ.B","Credit Suisse First Boston (USA), Inc",11/26/2008
"S&P 500 Index MITTS","IFK","International Finance Corp",12/08/2010
"S&P 500 Index MPS","MRW.A","Morgan Stanley",12/30/2010
"S&P 500 Index PPN","PPV.Q","UBS AG",08/06/2010
"S&P 500 Index PROPELS","PEL","Morgan Stanley",12/30/2011
"S&P 500 Index TEES","TSV","Wachovia Securities",08/19/2009
"S&P 500 Index TIERS","SPO","Structured Products Corp",01/06/2009
"S&P 500 Index TIERS","SYP","Structured Products Corp",01/07/2009
"S&P 500 Index-Linked Notes","MRS.A","Canadian Imperial Bank of
Commerce",07/30/2010
"S&P 500 LUNARS","WDB.A","Wachovia Securities",11/09/2005
"S&P 500 MERITS","MRS.F","Canadian Imperial Bank of Commerce",06/30/2011
"S&P 500 Market Participation Notes","JPL.F","J.P. Morgan Chase &
Company",03/31/2009
"S&P 500 PPN","BYF.B","The Bear Stearns Companies, Inc.",10/01/2008
"S&P 500 PPN","JPL.I","J.P. Morgan Chase & Company",09/30/2010
"S&P 500 PPN","PDY","Citigroup Global Markets Holdings, Inc.",10/29/2009
"S&P 500 PPN","PPV.R","UBS AG",09/08/2009
"S&P 500 PPNs","BYF.E","The Bear Stearns Companies, Inc.",11/30/2009
"S&P 500 SHIELDS","SHH.A","ABN AMRO Bank N.V.",01/16/2014
"S&P 500 SUNS","PSZ.E","Lehman Brothers Holdings, Inc.",11/06/2009
"S&P Upturn Notes","SPU","Citigroup Global Markets Holdings, Inc.",02/28/2006
"SALOMON S. B. HOLDER","TSB.A","Citigroup Global Markets Holdings, Inc.",09/13/2007
"SALOMON SB HOLDINGS","SSB","Citigroup Global Markets Holdings, Inc.",05/30/2006
"SALOMON SMITH BARNEY","ASB","Citigroup Global Markets Holdings, Inc.",08/01/2005
"SALOMON SMITH BARNEY","SPE.A","Citigroup Global Markets Holdings, Inc.",08/22/2008
"SELECT NOTES 2/22/33","SXN.A","Select Notes Trust",01/15/2028
"SP500 NOTES JUL 2007","BOA.C","Bank of America",07/02/2007
"SPC S&P MIDCAP TIERS","SMC","Structured Products Corp",09/26/2007
"SPX CYCLES","BOA.Q","Bank of America",02/24/2010
"SPX Capital Protected Notes","MOR","Morgan Stanley",12/30/2011
"SPX EAGLES","BOA.E","Bank of America",06/28/2010
"SPX Index-Plus Notes","RLN.I","Lehman Brothers",03/03/2010
"SPX LUNARS","WDB.F","Wachovia Corporation",09/05/2006
"SPX PLUS Notes","PLM","Morgan Stanley",01/30/2006
"SPX PPN MERITS","MRS.M","Canadian Imperial Bank of Commerce",12/31/2008
"SPX Principal Protected Notes","PSC","Citigroup Global Markets
Holdings, Inc.",01/28/2010
"SPX RAPIDS","RPX.B","Lehman Brothers",09/03/2006
"SPX Trigger CAPITALS","WDB.D","Wachovia Securities",12/08/2008
"SSB TARG BANK ONE 05","TGY","TARGETS Trust XVI",08/15/2005
"SSBH PPN EURO STOXX","SKB.A","Citigroup Global Markets Holdings, Inc.",12/20/2007
"SSBH PPN NAQ100 2007","NDG.A","Citigroup Global Markets Holdings, Inc.",12/04/2007
"SSBH PPN SP500 10/07","SCW.A","Citigroup Global Markets Holdings, Inc.",10/22/2007
"STRUCT PRODS CORP","SRB","Structured Products Corp",08/23/2006
"STRUCTURED PRD DJIA","ISB","Structured Products Corp",11/29/2006
"STRUCTURED PROD.CORP","RSB","Structured Products Corp",12/08/2006
"STRUCTURED PRODUCTS","HSB","Structured Products Corp",05/24/2006
"STRUCTURED PRODUCTS","JSB","Structured Products Corp",01/30/2007
"STRUCTURED PRODUCTS","LSB","Structured Products Corp",07/26/2006
"STRUCTURED PRODUCTS","THN","Structured Products Corp",07/29/2005
"STRUCTURED PRODUCTS","XOS","Structured Products Corp",11/22/2005
"STUCTURED PRODUCTS C","CTK","Structured Products Corp",11/29/2005
"SX5E Index LASERS","IDJ","Citigroup Global Markets",03/30/2009
"SX5P Index-Plus Notes","RLN.G","Lehman Brothers",11/15/2009
"Select Notes - Series 3","SXN.C","Select Notes Trust",06/15/2033
"Select Notes 2003-5","SXN.E","Select Notes Trust",02/15/2033
"Select Notes 2004-1","SXN.F","Select Notes Trust",02/01/2034
"Select Notes Series 2003-4","SXN.D","Select Notes Trust",06/15/2033
"Select Utility Index SRN","UUY","Merrill Lynch & Co, Inc.",09/28/2009
"Select Utility Index SRNs","UUD","Merrill Lynch & Co, Inc.",02/25/2009
"Semi PLUS","SBM","Morgan Stanley",07/15/2006
"TARG TRUST XVII AMQ","TJA","TARGETS Trust XVII",11/15/2005
"TARGETS IBM 2005","TBM","TARGETS Trust XV",05/15/2005
"TARGETS TRUST XVIII","TGD","TARGETS Trust XVIII",02/15/2006
"TEES SP500 MAY 2005","TSK","Wachovia Securities",05/23/2005
"TIERS DJIA 4/2007","XSB","Structured Products Corp",04/20/2007
"TIERS NASDAQ 6/07","NQL","Structured Products Corp",07/30/2007
"TIERS PPA BK","DJE","Structured Products Corp",01/30/2008
"TIERS PPMRT S&P 03-7","SMX","Structured Products Corp",04/28/2008
"TIERS S&P 11/26/07","SNJ","Structured Products Corp",11/26/2007
"TIERS SER. S&P","SNB","Structured Products Corp",08/29/2007
"TXN SEQUINS","CXI","Citigroup Global Markets Holdings, Inc.",07/25/2005
"Time Warner TARGETS","TTE","TARGETS Trust XIX",11/15/2006
"UBS AG L S&P 500","BUL.E","UBS AG",10/17/2006
"UBS AG","BUL.D","UBS AG",09/01/2006
"UBS PPN DOW30 05/09","PPV.E","UBS AG",05/29/2009
"UBS PPN DOW30 05/09","PPV.F","UBS AG",12/05/2005
"UBS PPN NASD100 6/05","PPV.D","UBS AG",06/03/2005
"UBS PPN S&P500 04/10","PPV.L","UBS AG",04/08/2010
"UBS PPN S&P500 10/09","PPV.M","UBS AG",10/07/2009
"UBS PPN S&P500 11/10","PPZ.C","UBS AG",11/05/2010
"UBS PPN S&P500 12/07","PPV.H","UBS AG",12/07/2007
"UBS PPN S&P500 5/10","PPV.N","UBS AG",05/07/2010
"UBS PPN S&P500 6/10","PPV.O","UBS AG",06/07/2010
"UBS PPN S&P500","PPV.G","UBS AG",11/07/2007
"UBS PPPN S&P500 2/08","PPZ.B","UBS AG",02/28/2008
"UBS S&P500 NOTES","PPZ.A","UBS AG",11/05/2007
"WFC BASKETS 04/2009","WFG.C","Wells Fargo & Company",04/24/2009
"WFC HPAN-DJIA 5/5/10","WFG.D","Wells Fargo & Company",05/05/2010
"WFC S/P 500 NOTES","WFG.A","Wells Fargo & Company",01/04/2008
"Wal-Mart Exchangeable Notes","MWB.A","Morgan Stanley",06/30/2011
"Wells Fargo & Company","WFG.B","Wells Fargo & Company",01/04/2008
"XLNX SPARQS","XLS","Morgan Stanley",03/01/2006
"Yahoo ELKS","EKY","Citigroup Global Markets Holdings, Inc.",06/30/2005
"Yahoo SPARQS","MYA","Morgan Stanley",07/15/2005
"^MID CPN","MST","Morgan Stanley",10/30/2010
"^MID Index CYCLES","BOA.L","Bank of America",12/28/2010

I wrote something about these before see this link
http://answers.google.com/answers/threadview?id=460208

....here is a repost of what I wrote:



----------------------------
SUNS (while I am unfamiliar with them) sound exactly like other
private issues that are tied usually to indices offered by larger
investment banks.

Merrill Lynch offers a similar product called MITTS. (Market Index
Target-Term Securities)

The investment bank issues a note tied to an index (or stock in a rare
case). The teaser is that there is no downside and that you will get
back 100% of your principal at the end of the investment and you
participate on the upside. It sounds too good to be true and as you
guessed it, it is. While it is true that you receive 100% of your
principal at the end of the investment and you do participate on the
upside, there are two important questions.
First, when am I guaranteed my return? 
Second, how much do I participate on the upside?

The calculation that needs to be calculated for the first question is
the ?cost of money? or interest return. If you invested in this
product and waited for maturity (example 5 years) and it was to stay
the same, go down, or not go up enough, your investment is returned at
it? initial investment. Most finance people would say that you
actually lost money. You might say; ?How, I got back my principal??
The answer is ?cost of money?. Technically you loaned money to the
Investment Bank and did not receive any interest rate return for your
money. Add in the cost of inflation and not interest return on your
investment for 5 years and a good argument could be made that you lost
money. In fact you would have been better off buying a CD. Of course
you might say, but a CD doesn?t have the upside potential like this
product. That leads us to the next question?.

How much do you participate on the upside? The calculation on some of
these products is pretty shrewd and requires some interesting
calculations. Let?s use the MITTS example, since I am familiar with
them.

MIJ is a symbol for such a product. MIJ is the S&P 500 MITTS. Its
initial price is issued at $10 and 100% of principal is guaranteed.
Wow, that sounds great, no downside and I can be long the MIJ which is
similar to a tracking stock of the S&P 500. Now wait?let?s look at the
fine print. The MITTS was issued when the S&P 500 was trading at
1066.09 in the fine print it says that you only participate in returns
above 1.8 % return per year or 13% for the life of the MITTS. In the
case of MIJ it is 7 years (was issued in 1998 and will come due this
year 2005). Now 1.8% per year is 19 points for the first year. So the
MITTS does really perform exactly like a tracking stock, it actually
has a 1.8% per year lag (if you will). At the end of 7 years the S&P
500 has to be above 1205 for you to begin to even realize a profit (a
13% increase and that is not being calculated compounded, I would read
the issuer?s contract to make sure that it is not compounded, which
could even lower expectations further.). This is also not to say that
the MITTS could trade below $10 (or principal amount) before they are
due, this happened with the MIJ. Now of course this would be a
guaranteed profit by expiration, but again calculate the percentage
amount vs. time to expiration. Again, you will see that this ARB is
not worth doing.

Now MIJ is a prefect example, because it comes due this year. Guess
what? SPX is currently 1185 and the MIJ is trading you ask after 7
years? $10.17 (as of today). That is a 1.7% over 7 years. How did
Merrill do? Well, fair value of the MIJ with the SPX at 1185 is
$11.11. So today Merrill has made a $1.04 of profit to your $.17
cents. That?s 10.4% return to your 1.7% return. The beauty of it, you
lent Merrill the money to make them 10.4%.

To simplify everything mentioned above. You are making an interest
free loan to Merrill Lynch (or some other investment bank) and giving
them the first 1.8% return per year (13% return per life of contract)
to the upside. And you are guaranteed back your principal, provided
Merrill doesn?t go out of business.

I think you would be better off trading the ETF or Trust. Like
Spyders, QQQQ, or other trackers.

You might say, ?Hey, but I could lose my money if they go down!?

And I will say to you, No Risk No Reward.

Merrill has the best of both worlds, they borrow money from you
interest free (actually they are making money on the float) and they
get the first 13% return.

Hope this helps.


LionFish42

Thanks for the comment. That's the kind of info I'm hoping to find
for all of the products. Hopefully in a table like this:

Symbol    Maturity     Principal     Upside formula
MIJ       12/31/2005   $10.00        Percent of S&P 500 over 1205.

I am not expecting to find any arbitrage opportunities in this, but
rather a portfolio risk management tool.