Filed Pursuant to Rule 424(b)(3) Registration No. 333-132911 PRICING SUPPLEMENT - ------------------ (To MTN Prospectus Supplement, general Prospectus Supplement and Prospectus dated March 31, 2006) Pricing Supplement Number: 2658 Merrill Lynch & Co., Inc. Medium-Term Notes, Series C Due Nine Months or More From Date of Issue Original Issue Discount Notes due February 15, 2037 Principal Amount: $100,000,000 Issue Price: $12,693,000 Denominations: $1,000 and integral multiples thereof Purchase Price to Underwriter: 12.693% of Principal Amount CUSIP Number: 59018YZR5 Interest Rate: 0.00% Accrual Rate: 7.000117% accretion yield, semi-annually, 30/360, compounded and paid at the earlier of the Redemption Date (as defined below) or maturity Original Issue Date: February 15, 2007 Stated Maturity Date: February 15, 2037 Interest Payment Dates: None Repayment at the Option of the Holder: The Notes cannot be repaid at the option of the holder prior to the Stated Maturity Date. Redemption at the Option of the Company: On February 15 or August 15 of each year (or if such date is not a Business Day, on the next succeeding Business Day), commencing February 15, 2008, Merrill Lynch & Co., Inc. (the "Company") may redeem the Notes (if elected, the "Redemption Date") in whole, but not in part, with not less than five Business Days notice, prior to the Redemption Date for a redemption price specified in the Redemption Schedule shown below Form: The Notes will be issued in fully registered book-entry form. As described in the accompanying general prospectus supplement, upon issuance, all of the Notes will be represented by one or more fully registered global Notes. Each global Note will be deposited with, or on behalf of, The Depository Trust Company, otherwise known as DTC, or any successor to it (the "depository"), as depositary, and registered in the name of Cede & Co., DTC's partnership nominee. Trustee: The Bank of New York Underwriter: Merrill Lynch, Pierce, Fenner & Smith Incorporated ("MLPF&S") Business Day: Any day other than a Saturday or Sunday that is neither a legal holiday nor a day on which banking institutions in The City of New York are authorized or required by law, regulation or executive order to close. Dated: February 6, 2007