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This pricing supplement, which is not complete and may be changed, relates to an effective Registration Statement under the Securities Act of 1933. This pricing supplement is not an offer to sell these notes in any country or jurisdiction where such an offer would not be permitted.

Filed Pursuant to Rule 424(b)(5)

Registration No. 333-133852

Pricing Supplement No.             

Preliminary Pricing Supplement - Subject to Completion

(To Prospectus dated May 5, 2006

and Series L Prospectus Supplement dated April 10, 2008)

August 22, 2008

$                    

Minimum Return Equity Appreciation Growth LinkEd Securities “Index EAGLES^®,” due September 27, 2013, Linked to a Basket of Five Indices

Our notes are unsecured and are not savings accounts, deposits, or other obligations of a bank. Our notes are not guaranteed by Bank of America, N.A. or any other bank, are not insured by the Federal Deposit Insurance Corporation or any other governmental agency and involve investment risks. Potential purchasers of the notes should consider the information in “Risk Factors” beginning on page PS-19.

None of the Securities and Exchange Commission (the “SEC”), any state securities commission, or any other regulatory body has approved or disapproved of these notes or passed upon the adequacy or accuracy of this pricing supplement, the accompanying prospectus supplement, or the accompanying prospectus. Any representation to the contrary is a criminal offense.

We will deliver the notes in book-entry form only through The Depository Trust Company on or about September __, 2008 against payment in immediately available funds.

Selling Agents

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Index EAGLES^® is our federal service mark registration.

“Dow Jones,” “Dow Jones Industrial Average^SM”, and “DJIA^SM” are service marks of Dow Jones & Company, Inc. (“Dow Jones”) and have been licensed for use for certain purposes by us. Our notes based on the Dow Jones Industrial Average^SM are not sponsored, endorsed, sold, or promoted by Dow Jones, and Dow Jones makes no representation regarding the advisability of investing in the notes.

“Standard & Poor’s^®”, “S&P^®”, “S&P MidCap 400 Index”, “Standard & Poor’s MidCap 400 Index”, “S&P SmallCap 600 Index”, and “Standard & Poor’s SmallCap 600 Index” are trademarks of The McGraw-Hill Companies, Inc. and have been licensed for use by us. The notes are not sponsored, endorsed, sold, or promoted by Standard & Poor’s^® and Standard & Poor’s^® makes no representation regarding the advisability of investing in the notes.

The Dow Jones EURO STOXX 50^® Index is proprietary and copyrighted material. The Dow Jones EURO STOXX 50^® Index and the related trademarks have been licensed for certain purposes by us. Neither STOXX Limited (“STOXX”) nor Dow Jones & Company, Inc. (“Dow Jones”) sponsors, endorses, or promotes notes based on the Dow Jones EURO STOXX 50^® Index.

Nikkei 225 Index is a trade or service mark of Nikkei Inc. (formerly known as Nihon Keizai Shimbun, Inc.) and is licensed for use by us. The notes have not been passed on by Nikkei Inc. as to their legality or suitability. The notes are not issued, endorsed, sold, or promoted by Nikkei Inc. NIKKEI INC. MAKES NO WARRANTIES AND BEARS NO LIABILITY WITH RESPECT TO THE NOTES.

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RISK FACTORS

Your investment in the notes entails significant risks. Your decision to purchase the notes should be made only after carefully considering the risks of an investment in the notes, including those discussed below, with your advisors in light of your particular circumstances. The notes are not an appropriate investment for you if you are not knowledgeable about significant elements of the notes or financial matters in general.

Your yield may be less than the yield on a conventional debt security of comparable maturity. There will be no periodic payments of interest on the notes as there would be on a conventional fixed-rate or floating-rate debt security having the same maturity. Instead, the rate of return primarily is based on the future performance of the Basket Indices. We cannot assure you that the Basket Return will be positive. If the Basket Return is 5.00% or less, the Supplemental Redemption Amount to be paid at maturity will be the Minimum Supplemental Redemption Amount. Under such circumstances, you will receive only the principal amount and the Minimum Supplemental Redemption Amount at maturity. Any yield on your investment above the principal amount of your note may be less than the overall return you would earn if you had purchased a conventional debt security with the same maturity date. Your investment return may not reflect the full opportunity cost to you when you consider factors that affect the time value of money.

Your investment return is limited and may be less than a comparable investment directly in the Basket Indices or the stocks included in the Basket Indices. If the Basket Level declines during any Reference Period during the term of the notes, the Periodic Return for that Reference Period will be less than zero. The Basket Return is based on the compounded value of the Periodic Returns during the 20 Reference Periods. This has a cumulative negative effect as the number of negative Periodic Return values increases prior to the maturity date of the notes. The likelihood that you will receive only the principal amount and the Minimum Supplemental Redemption Amount increases as the number of negative Periodic Return values increases and as the decline of the Basket Level in any Reference Period increases. You may receive only the principal amount and the Minimum Supplemental Redemption Amount even if the Basket Level increases during one or more Reference Periods during the term of the notes or if the Basket Level as of the final scheduled Reset Date exceeds its level on the pricing date. In fact, if the Basket Level declines in any single Reference Period by a range of approximately 75.67% to 82.83% or more, you will receive only the Minimum Supplemental Redemption Amount, regardless of the amount of the increases in the Basket Level in other Reference Periods. In that case, at maturity, you would receive only the principal amount of the notes and the Minimum Supplemental Redemption Amount. See the section entitled “Description of the Notes—Payment at Maturity; Supplemental Redemption Amount.” In addition, due to the Return Cap, the return on your investment in the notes may not fully reflect any increase in the market values of the stocks included in the Basket Indices. Finally, a direct investment in the stocks included in the Basket Indices would allow you to receive the full benefit of any appreciation in the price of those shares, as well as in any dividends paid by or distributions made on those shares.

We cannot assure you that a trading market for the notes will ever develop or be maintained. We will not list the notes on any securities exchange. We cannot predict how the notes will trade in the secondary market, or whether that market will be liquid or illiquid. The number of potential buyers of the notes in any secondary market may be limited. BAS currently intends to act as a market-maker for the notes, but it is not required to do so. BAS may discontinue its market-making activities at any time.

To the extent that BAS engages in any market-making activities, it may bid for or offer the notes. Any price at which BAS may bid for, offer, purchase, or sell any notes may differ from the values determined by pricing models that may be used by BAS, whether as a result of

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dealer discounts, mark-ups, or other transaction costs. These bids, offers, or completed transactions may affect the prices, if any, at which the notes might otherwise trade in the market.

In addition, if at any time BAS were to cease acting as a market-maker, it is likely that there would be significantly less liquidity in the secondary market, in which case the price at which the notes could be sold likely would be lower than if an active market existed.

If you attempt to sell the notes prior to maturity, the market value of the notes, if any, may be less than the principal amount of the notes. Unlike savings accounts, certificates of deposit, and other similar investment products, you have no right to redeem the notes prior to maturity. If you wish to liquidate your investment in the notes prior to maturity, your only option would be to sell the notes. At that time, there may be a very illiquid market for the notes or no market at all. Even if you were able to sell your notes, there are many factors outside of our control that may affect the market value of the notes, some of which, but not all, are stated below. Some of these factors are interrelated in complex ways. As a result, the effect of any one factor may be offset or magnified by the effect of another factor. The following paragraphs describe the expected impact on the market value of the notes given a change in a specific factor, assuming all other conditions remain constant.

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In general, assuming all relevant factors are held constant, we anticipate that the effect on the market value of the notes of a given change in most of the factors listed above will be less if it occurs later in the term of the notes than if it occurs earlier in their term.

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Changes in the level of one or more of the Basket Indices may be offset by changes in the level of the other Basket Indices. A change in the level of one Basket Index may not correlate with changes in the other Basket Indices. The level of one or more of the Basket Indices may increase, while the level of one or more of the other Basket Indices may not increase as much, or may even decline in value. Therefore, in calculating the Basket Level as of any time, particularly as of any Reset Date, increases in the level of one or more Basket Indices may be moderated, or wholly offset, by lesser increases or declines in the level of one or more of the other Basket Indices. In particular, declines in the level of the DJIA^SM could be particularly adverse to the value of the notes, due to the relatively high Index Weight of this Basket Index.

Your investment in the notes is subject to risks resulting from investing in foreign markets. Your return on the notes depends to a significant extent upon the performance of the Dow Jones EURO STOXX 50^® Index, which is an index based on the stocks of European issuers, and the performance of the Nikkei 225 Index, which is an index based on the stocks of Japanese issuers. As a result, an investment in the notes involves considerations that may not be associated with a security linked to indices based solely on the stocks of U.S. issuers. The considerations relate to European and Japanese market factors generally, and may include, for example, different accounting requirements and regulations, different securities trading rules and conventions, and different and, in some cases, more adverse, economic environments.

Your return will not be adjusted for changes in currency exchange rates. Although the stocks included in the Dow Jones EURO STOXX 50^® Index and the Nikkei 225 Index are traded principally in foreign currencies, the notes are denominated in U.S. dollars. The amount payable on the notes at maturity will not be adjusted as a result of changes in the U.S. dollar/euro and U.S. dollar/Japanese yen exchange rates with respect to the U.S. dollar. Any amount in addition to the principal amount of each note payable to you at maturity is based solely upon the Basket Level. Changes in one or both of these exchange rates may reflect changes in the European and Japanese economies, which in turn may affect the value of the applicable Basket Index, the Basket Level, and the notes.

Changes in our credit ratings are expected to affect the value of the notes. Our credit ratings are an assessment by ratings agencies of our ability to pay our obligations. Consequently, actual or anticipated changes in our credit ratings prior to the maturity date of the notes may affect the notes’ market value. However, because your return on the notes depends upon factors in addition to our ability to pay our obligations, such as the percentage increase in the Basket Level during each of the 20 Reference Periods, an improvement in our credit ratings will not reduce the other investment risks related to the notes.

Hedging activities may affect the Supplemental Redemption Amount and the market value of the notes. Hedging activities in which we or one or more of our affiliates, including the selling agents, may engage may affect the Basket Level. Accordingly, our hedging activities may increase or decrease the market value of the notes prior to maturity and the Supplemental Redemption Amount you would receive at maturity. In addition, we or one or more of our affiliates, including the selling agents, may purchase or otherwise acquire a long or short position in the notes. We or any of our affiliates, including the selling agents, may hold or resell the notes. Although we have no reason to believe that any of those activities will have a material impact on the Basket Level, we cannot assure you that these activities will not affect that level and the market value of the notes prior to maturity or the Supplemental Redemption Amount payable at maturity.

You have no shareholder rights, have no rights to receive any of the stocks included in any Basket Index, and are not entitled to dividends or other distributions by the issuers of these stocks. The notes are our debt securities. They are not equity

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instruments or shares of stock. Investing in the notes will not make you a holder of any of the stocks included in the Basket Indices. You will not have any voting rights, any rights to receive dividends or other distributions, or any other rights with respect to those stocks. As a result, the return on your notes may not reflect the return you would realize if you actually owned the stocks included in the Basket Indices and received the dividends paid or other distributions made in connection with them. Your notes will be paid in cash and you have no right to receive delivery of any of these stocks.

Although our common stock is a component of the DJIA^SM, we are not affiliated with any other Basket Index company and are not responsible for any disclosure made by any other Basket Index company. While we currently, or in the future, may engage in business with companies represented by the constituent stocks of the Basket Indices, neither we nor any of our affiliates, including the selling agents, assume any responsibility for the adequacy or accuracy of any publicly available information about any other companies represented by the constituent stocks of each of the Basket Indices or the calculation of the Basket Indices. You should make your own investigation into the Basket Indices and the companies represented by their constituent stocks. See the section entitled “The Basket Indices” below for additional information about the Basket Indices.

None of the Index Sponsors, their affiliates, nor any other Basket Index company other than us is involved in this offering of the notes or has any obligation of any sort with respect to the notes. As a result, none of those companies has any obligation to take your interests into consideration for any reason, including taking any corporate actions that might affect the value of the notes.

Our trading and hedging activities may create conflicts of interest with you. We or one or more of our affiliates, including the selling agents, may engage in trading activities related to the Basket Indices and the constituent stocks of the Basket Indices that are not for your account or on your behalf. We and our affiliates from time to time may buy or sell the stocks included in the Basket Indices or futures or options contracts on the Basket Indices for our own accounts, for business reasons, or in connection with hedging our obligations under the notes. We also may issue, or our affiliates may underwrite, other financial instruments with returns based upon the Basket Indices. These trading and underwriting activities could affect the level of the Basket Indices in a manner that would be adverse to your investment in the notes.

In addition, we expect to enter into an arrangement or arrangements with one or more of our affiliates to hedge the market risks associated with our obligation to pay the amounts due under the notes. Our affiliates expect to make a profit in connection with this arrangement. We do not intend to seek competitive bids for this arrangement from unaffiliated parties.

We or our affiliates may enter into these transactions on or prior to the pricing date in order to hedge some or all of our anticipated obligations under the notes. This hedging activity could increase the Starting Level. If this occurs, you would be less likely to receive a Supplemental Redemption Amount that is greater than the Minimum Supplemental Redemption Amount.

In addition, from time to time during the term of the notes and in connection with the determination of the Periodic Return, we or our affiliates may enter into additional hedging transactions or adjust or close out existing hedging transactions. We or our affiliates also may enter into hedging transactions relating to other notes or instruments that we issue, some of which may have returns calculated in a manner related to that of the notes. We or our affiliates will price these hedging transactions with the intent to realize a profit, considering the risks inherent in these hedging activities, whether the value of the notes increases or

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decreases. However, these hedging activities may result in a profit that is more or less than initially expected, or could result in a loss.

These trading activities may present a conflict of interest between your interest in your notes and the interests we and our affiliates may have in our proprietary accounts, in facilitating transactions, including block trades, for our other customers, and in accounts under our management. These trading activities, if they influence the Basket Level, could be adverse to your interests as a beneficial owner of the notes.

Our business activities relating to the companies included in the Basket Indices may create conflicts of interest with you. We and our affiliates, including the selling agents, at present or in the future, may engage in business with the companies included in the Basket Indices, including making loans to, equity investments in, or providing investment banking, asset management, or other services to those companies, their affiliates, and their competitors. In connection with these activities, we may receive information about those companies that we will not divulge to you or other third parties. One or more of our affiliates have published, and in the future may publish, research reports on one or more of these companies. This research is modified from time to time without notice and may express opinions or provide recommendations that are inconsistent with purchasing or holding the notes. Any of these activities may affect the market value of the notes.

Secondary market prices of the notes may be affected adversely by the inclusion in the original issue price of the notes of the selling agents’ commissions and costs of hedging our obligations under the notes. Assuming no change in market conditions or any other relevant factors, the market price, if any, at which a party may be willing to purchase notes in secondary market transactions likely will be lower than the original issue price. This is because the original issue price included, and secondary market prices are likely to exclude, commissions paid for the notes and the potential profit included in the cost of hedging our obligations under the notes. The price of hedging our obligations was determined by our affiliates with the intention of realizing a profit. However, because hedging our obligations entails risks and may be influenced by market forces beyond our control or our affiliates’ control, these hedging activities may result in a profit that is more or less than initially expected, or could result in a loss.

There may be potential conflicts of interest involving the calculation agent. We have the right to appoint and remove the calculation agent. The determination of the Supplemental Redemption Amount is a complex process involving a large number of related calculations, some of which may require the exercise of judgment. Our subsidiary, BAS, is the calculation agent for the notes and, as such, will determine each Starting Level and Ending Level and calculate the Supplemental Redemption Amount. Under some circumstances, these duties could result in a conflict of interest between BAS’ status as our subsidiary and its responsibilities as calculation agent. These conflicts could occur, for instance, in connection with the calculation agent’s determination as to whether a “Market Disruption Event” has occurred, or in connection with judgments that it would be required to make if the publication of any of the Basket Indices is discontinued. See the sections entitled “Description of the Notes—Market Disruption” and “—Discontinuance of the Basket Indices; Alteration of Method of Calculation.”

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USE OF PROCEEDS

We will use the net proceeds we receive from the sale of the notes for the purposes described in the accompanying prospectus under “Use of Proceeds.” In addition, we expect that we or our affiliates will use a portion of the net proceeds to hedge our obligations under the notes.

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DESCRIPTION OF THE NOTES

General

The notes are part of a series of medium-term notes entitled “Medium-Term Notes, Series L” issued under the Senior Indenture, as amended and supplemented from time to time. The Senior Indenture is described more fully in the accompanying prospectus and prospectus supplement. The following description of the notes supplements the description of the general terms and provisions of the notes and debt securities set forth under the headings “Description of the Notes” in the prospectus supplement and “Description of Debt Securities” in the prospectus.

The aggregate principal amount of the notes is $                    . The notes are issued in minimum denominations of $1,000 and whole multiples of $1,000. The notes will mature on September 27, 2013, but under limited circumstances, which we describe below, the maturity date may be postponed. See the section entitled “—Market Disruption.”

We will not pay interest on the notes.

Prior to maturity, the notes are not redeemable by us or repayable at your option. The notes are not subject to any sinking fund. Upon the occurrence of an event of default (as defined in the Senior Indenture), holders of the notes may accelerate the maturity of the notes, as described under “Description of Debt Securities—Defaults and Rights of Acceleration” in the prospectus. Upon an event of default, you will be entitled to receive only your principal amount, and you will not be entitled to payment of any Supplemental Redemption Amount.

The notes will be issued in book-entry form only. The CUSIP number for the notes is 06048 UBP8.

Payment at Maturity; Supplemental Redemption Amount

At maturity, you will be paid the principal amount of the notes and the Supplemental Redemption Amount, which will not be less than the Minimum Supplemental Redemption Amount.

We expect to price the notes on September 24, 2008, or the “pricing date.” The pricing date is the first day of the first Reference Period. If we price the notes on a day other than September 24, 2008, the scheduled Reference Periods above will be adjusted accordingly, and you will be notified of the changes in the final pricing supplement.

The “Basket Level” is the hypothetical value of the Basket that is determined at the close of any business day (as defined below). The Basket Level equals the sum of the products of the closing level and the Index Ratio for each Basket Index. The Basket Level will be rounded to the nearest one-hundredth. Each Basket Index will represent a percentage of the Starting Level (as defined below) on the pricing date. For each Basket Index, we will set the “Index Ratio” on the pricing date by (a) multiplying 1,000 by the “Index Weight” for that Basket Index that is set forth in the table below and (b) dividing that product by the closing level of that Basket Index on the pricing date. The result will be rounded to the nearest one hundred-thousandth. The Index Ratio for each Basket Index is fixed as of the pricing date and is subject to change only if certain events or adjustments affect the relevant Basket Index, as described in this pricing supplement. See the section entitled “—Discontinuance of the Basket Indices; Alteration of Method of Calculation.”

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The following table illustrates the Basket Indices and Index Ratios, as weighted below based on the closing level of each Basket Index on the pricing date, to achieve a Basket Level of 1,000 on that date.

The calculation agent will determine the Supplemental Redemption Amount by reference to the Periodic Returns of the Basket Indices during the 20 Reference Periods described in the “Summary” section above. On each Reset Date, the calculation agent will determine the “Periodic Return” of the Basket for the Reference Period then ended by applying the following formula:

(Ending Level - Starting Level)

Starting Level

The result will be rounded to the nearest ten-thousandth of a decimal place and then expressed as a percentage.

The calculation agent will determine the applicable Starting Level and Ending Level for each Reference Period. If any Reset Date is not a trading day as to any Basket Index, the closing level of that Basket Index (but not the other Basket Indices) on the next trading day will be used to determine the Ending Level on that Reset Date.

Except for the payment of the principal amount and the Minimum Supplemental Redemption Amount at maturity, you will be exposed to unlimited declines in the Periodic Return for any Reference Period. However, you will benefit from increases in the Periodic Return of the Basket Indices, but only up to the Return Cap, which we will set on the pricing date. For any Reference Period in which the Periodic Return is greater than the Return Cap, the Periodic Return for that Reference Period will be deemed to be the Return Cap, and for that Reference Period you will receive only the benefit of the increase in value up to the Return Cap.

After the close of the Japanese, European, and U.S. markets on the last Reset Date, the calculation agent will determine the Supplemental Redemption Amount payable to you at maturity, which will not be less than the Minimum Supplemental Redemption Amount, based on the following formula:

Principal Amount x Basket Return

The “Basket Return” is the compounded value of the 20 Periodic Returns computed in the following manner:

[The product of (1.00 + the Periodic Return) for each Reference Period] - 1.00

The Basket Return will be rounded to the nearest ten-thousandth and then expressed as a percentage.

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The notes are principal protected. You are entitled to receive the Minimum Supplemental Redemption Amount. As a result, if the calculation of the Supplemental Redemption Amount results in an amount that is less than the Minimum Supplemental Redemption Amount, or if it results in a negative number because the Basket Level declines, you will receive only your principal amount and the Minimum Supplemental Redemption Amount at maturity.

Market Disruption

Each of the following will be a “Market Disruption Event” if, in the sole opinion of the calculation agent, that event materially affects any of the Basket Indices:

For purposes of determining whether a Market Disruption Event has occurred:

If the calculation agent determines that, on any Reset Date, a Market Disruption Event has occurred or is continuing on that Reset Date, then the calculation agent instead will use the closing level of the applicable Basket Index or Indices on the first trading day on which no Market Disruption Event occurs or is continuing, but the delay will never be more than five business days. If any determination as to a Basket Index is postponed to the last possible day, but a Market Disruption Event occurs or is continuing on that day, the determination of its closing level will nevertheless be made on that date. If the closing level of that Basket Index is not available on that last possible day, either because of a Market Disruption Event or for any other reason, the calculation agent will make a good faith estimate of the closing level of the applicable Basket Index based on its assessment, made in its sole discretion, of the level of that

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Basket Index at that time. If the determination of the closing level of one or more Basket Indices is postponed due to a Market Disruption Event on the last scheduled Reset Date, the maturity date for the notes also will be postponed by the same number of business days.

When we refer to a “business day,” we mean a day that is a business day of the kind described in the accompanying prospectus supplement. In this pricing supplement, as to one or more of the Basket Indices, the term “trading day” means any day, as determined by the calculation agent, that is not a day on which the principal securities market (or markets) on which the constituent stocks of that Basket Index are traded is closed.

Discontinuance of the Basket Indices; Alteration of Method of Calculation

If the publication of any of the Basket Indices is discontinued and a successor or substitute index is published that the calculation agent determines, in its sole discretion, is comparable to the discontinued Basket Index (the new index being referred to as a “Successor Index”), then the relevant closing levels of the applicable Basket Index will be determined by reference to the closing level of the Successor Index.

If the calculation agent selects a Successor Index for any Basket Index, the calculation agent immediately will notify us and the trustee of the Senior Indenture, and the trustee will provide written notice of a change to you within three business days of that selection.

If the publication of a Basket Index or a Successor Index is discontinued, and the calculation agent determines that no Successor Index is available, then the calculation agent will notify us and the trustee of the Senior Indenture and will calculate the appropriate closing levels. These calculations by the calculation agent will be in accordance with the formula for and method of calculating the level of the applicable Basket Index last in effect prior to that discontinuance. If a Successor Index is selected or the calculation agent calculates a level as a substitute for the applicable Basket Index, that Successor Index or level will be substituted for that Basket Index for all purposes, and the calculation agent will make one or more adjustments to the applicable Index Ratio as it determines to be necessary.

If at any time the method of calculating a Basket Index or a Successor Index, or the level of that index, is changed in a material respect, or if a Basket Index or a Successor Index in any other way is modified so that it does not, in the opinion of the calculation agent, fairly represent the level of that Basket Index or that Successor Index had those changes or modifications not been made, then, from and after that time, the calculation agent will notify us and the trustee of the Senior Indenture. The calculation agent will make those calculations and adjustments as, in the good faith judgment of the calculation agent, may be necessary in order to arrive at a level of a stock index comparable to the applicable Basket Index or that Successor Index, as the case may be, as if those changes or modifications had not been made, and will calculate the closing levels with reference to that Basket Index or that Successor Index, as adjusted. Accordingly, if the method of calculating a Basket Index or a Successor Index is modified so that the level of that index is a fraction of what it would have been if it had not been modified (e.g., due to a split in the index), then the calculation agent will adjust that index in order to arrive at a level of the Basket Index or that Successor Index as if it had not been modified (e.g., as if the split had not occurred). The calculation agent also may determine that no adjustment is required by the modification of the method of calculation.

Role of the Calculation Agent

The calculation agent has the sole discretion to make all determinations regarding the notes, including determinations regarding the Basket Return, the Periodic Return, the Supplemental Redemption Amount, Market Disruption Events, Successor Indices, business

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days, and trading days. Absent manifest error, all determinations of the calculation agent will be final and binding on you and us, without any liability on the part of the calculation agent.

We have initially appointed our subsidiary, BAS, as the calculation agent, but we may change the calculation agent at any time without notifying you.

Same-Day Settlement and Payment

The notes will be delivered in book-entry form only through The Depository Trust Company against payment by purchasers of the notes in immediately available funds. We will make payments of the principal amount and the Supplemental Redemption Amount in immediately available funds so long as the notes are maintained in book-entry form.

Listing

The notes will not be listed on any securities exchange.

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THE BASKET INDICES

We have obtained all information regarding the Basket Indices contained in this pricing supplement, including their make-up, method of calculation, and changes in their components, from publicly-available information. That information reflects the policies of, and is subject to change by, the Index Sponsors. The Index Sponsors have no obligation to continue to publish, and may discontinue publication of, the Basket Indices. The consequences of the Index Sponsors discontinuing publication of the Basket Indices are described in the section entitled “Description of the Notes—Discontinuance of the Basket Indices; Alteration of Method of Calculation.” We do not assume any responsibility for the accuracy or completeness of any information relating to the Basket Indices.

The DJIA^SM

The DJIA^SM is widely used as an indicator of the pattern of the price movement of U.S. equities. The calculation of the level of the DJIA^SM, discussed below in further detail, is a price-weighted average of the stocks of 30 blue-chip companies that are generally the leaders in their industry. As of August 22, 2008, the component companies of the DJIA^SM were as follows:

As of August 22, 2008, 28 of the DJIA ^SM component companies were traded on the New York Stock Exchange, and the other two companies were traded on The Nasdaq Stock Market. The composition of the DJIA^SM is not limited to traditionally defined industrial stocks. Instead,

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the companies are chosen from sectors of the economy most representative of the country’s economic health. The index serves as a measure of the entire U.S. market, covering such diverse industries as financial services, technology, retail, entertainment, and consumer goods. The editors of The Wall Street Journal maintain and review the index and from time to time, in their sole discretion, may add companies to, or delete companies from, the DJIA^SM to achieve the objectives stated above. Composition changes are rare, however, and generally occur only after events such as corporate acquisitions or other dramatic shifts in a component’s core business. When such an event causes one component to be replaced, the entire index is reviewed, and therefore, multiple component changes are often implemented simultaneously. A stock typically is added if it has an excellent reputation, demonstrates sustained growth, is of interest to a large number of investors, and accurately represents the sector(s) covered by the index.

The DJIA^SM is price-weighted rather than market capitalization-weighted, which means that weightings are based only on changes in the stocks’ prices, rather than by both price changes and changes in the number of shares outstanding. The divisor used to calculate the price-weighted average of the DJIA^SM is not simply the number of component stocks; rather, the divisor is adjusted to smooth out the effects of stock splits and other corporate actions. While this methodology reflects current practice in calculating the DJIA^SM, no assurance can be given that Dow Jones will not modify or change this methodology in a manner that may affect the amounts payable on the notes at maturity.

Neither we nor any of our affiliates, including the selling agents, accepts any responsibility for the calculation, maintenance, or publication of, or for any error, omission, or disruption in, the DJIA^SM or any successor to the DJIA^SM. Dow Jones does not guarantee the accuracy or the completeness of the DJIA^SM or any data included in the DJIA^SM. Dow Jones assumes no liability for any errors, omissions, or disruption in the calculation and dissemination of the DJIA^SM. Dow Jones disclaims all responsibility for any errors or omissions in the calculation and dissemination of the DJIA^SM or the manner in which the DJIA^SM is applied in determining the amount payable at maturity.

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Historical Closing Levels of the DJIA^SM

Since its inception, the DJIA^SM has experienced significant fluctuations. Any historical upward or downward trend in the level of the DJIA^SM during any period shown below is not an indication that the level of the DJIA^SM is more or less likely to increase or decrease at any time during the term of the notes. The historical DJIA^SM levels do not give an indication of future performance of the DJIA^SM. We cannot assure you that the future performance of the DJIA^SM or the constituent stocks of the DJIA^SM will result in you receiving an amount greater than the outstanding face amount of the notes on the maturity date plus the Minimum Supplemental Redemption Amount.

The table below sets forth the high, the low, and the last closing levels at the end of each calendar quarter of the DJIA^SM since the first quarter of 2004. The closing levels listed in the table below were obtained from the Bloomberg^® website, www.bloomberg.com, under the symbol “^DJI,” without independent verification.

DJIA^SM Quarterly Levels

Before investing in the notes, you should consult publicly available sources for the levels and trading pattern of the DJIA^SM. The generally unsettled international environment and related uncertainties, including the risk of terrorism, may result in financial markets generally and the DJIA^SM exhibiting greater volatility than in earlier periods.

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License Agreement

We have entered into a non-exclusive license agreement with Dow Jones providing for the license to us and certain of our affiliated or subsidiary companies, in exchange for a fee, of the right to use indices owned and published by Dow Jones (including the DJIA^SM) in connection with certain securities, including the notes.

The license agreement between us and Dow Jones requires that the following language be stated in this pricing supplement:

The notes are not sponsored, endorsed, sold, or promoted by Dow Jones. Dow Jones makes no representation or warranty, express or implied, to the owners of the notes or any member of the public regarding the advisability of investing in securities generally or in the notes particularly. Dow Jones’ only relationship to us is in the licensing of certain trademarks, trade names, and service marks of Dow Jones and of the DJIA^SM, which is determined, composed, and calculated by Dow Jones without regard to us or the notes. Dow Jones has no obligation to take our needs or the needs of holders of the notes into consideration in determining, composing, or calculating the DJIA^SM. Dow Jones is not responsible for and has not participated in the determination of the timing of, prices at, or quantities of the notes to be issued or in the determination of the amount to be paid on the notes. Dow Jones has no obligation or liability in connection with the administration, marketing, or trading of the notes.

DOW JONES DOES NOT GUARANTEE THE ACCURACY AND/OR THE COMPLETENESS OF THE DJIA^SM OR ANY DATA INCLUDED THEREIN AND DOW JONES SHALL HAVE NO LIABILITY FOR ANY ERRORS, OMISSIONS, OR INTERRUPTIONS THEREIN. DOW JONES MAKES NO WARRANTY, EXPRESS OR IMPLIED, AS TO RESULTS TO BE OBTAINED BY US, OWNERS OF THE NOTES, OR ANY OTHER PERSON OR ENTITY FROM THE USE OF THE DJIA^SM OR ANY DATA INCLUDED THEREIN. DOW JONES MAKES NO EXPRESS OR IMPLIED WARRANTIES, AND EXPRESSLY DISCLAIMS ALL WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE WITH RESPECT TO THE DJIA^SM OR ANY DATA INCLUDED THEREIN. WITHOUT LIMITING ANY OF THE FOREGOING, IN NO EVENT SHALL DOW JONES HAVE ANY LIABILITY FOR ANY LOST PROFITS OR INDIRECT, PUNITIVE, SPECIAL, OR CONSEQUENTIAL DAMAGES OR LOSSES, EVEN IF NOTIFIED OF THE POSSIBILITY THEREOF. THERE ARE NO THIRD PARTY BENEFICIARIES OR ANY AGREEMENTS OR ARRANGEMENTS BETWEEN DOW JONES AND US.

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S&P MidCap 400 Index

S&P^® publishes the S&P MidCap 400 Index. The S&P MidCap 400 Index is intended to provide a benchmark for performance measurement of the medium capitalization segment of the U.S. equity markets. It tracks the stock price movement of 400 companies with mid-sized market capitalizations, primarily ranging from $1.5 billion to $5.5 billion. The calculation of the value of the S&P MidCap 400 Index (discussed below in further detail) is based on the relative market value of the common stocks of 400 companies (the “Component Stocks”) as of a particular time as compared to the market value of the common stocks of 400 similar companies on the base date of June 28, 1991. S&P^® chooses companies for inclusion in the S&P MidCap 400 Index with an aim of achieving a distribution by broad industry groupings that approximates the distribution of these groupings in the common stock population of the medium capitalization segment of the U.S. equity market. S&P^® may from time to time, in its sole discretion, add companies to, or delete companies from, the S&P MidCap 400 Index to achieve the objectives stated above. Relevant criteria employed by S&P^® include U.S. company status, a market cap range between $1.5 billion and $5.5 billion, financial viability, adequate liquidity and reasonable price, a public float of at least 50%, sector representation, and status as an operating company.

As of July 31, 2008, the Component Stocks had an aggregate market capitalization of approximately $1,036 billion. As of July 31, 2008, 292 companies or 76.0% of the capitalization of the S&P MidCap 400 Index companies traded on the New York Stock Exchange, 107 companies or 23.5% of the capitalization of the S&P MidCap 400 Index companies traded on The Nasdaq Stock Market, and one company or 0.4% of the capitalization of the S&P MidCap 400 Index companies traded on the American Stock Exchange LLC. As of July 31, 2008, ten main groups of companies comprise the S&P MidCap 400 Index with the number of companies currently included in each group indicated in parentheses: Consumer Discretionary (75), Consumer Staples (15), Energy (21), Financials (66), Health Care (41), Industrials (65), Information Technology (62), Materials (28), Telecommunication Services (2), and Utilities (25).

Computation of the S&P MidCap 400 Index

The S&P MidCap 400 Index is calculated using a base-weighted aggregate methodology: the level of the index reflects the total market value of all 400 Component Stocks relative to the base date of June 28, 1991. An indexed number is used to represent the results of this calculation in order to make the value easier to work with and track over time.

The actual total market value of the Component Stocks on the base date of June 28, 1991 has been set equal to an indexed value of 100. This is often indicated by the notation June 28, 1991=100. In practice, the daily calculation of the S&P MidCap 400 Index is computed by dividing the total market value of the Component Stocks by the index divisor. By itself, the index divisor is an arbitrary number. However, in the context of the calculation of the S&P MidCap 400 Index, it serves as a link to the original base period value of the index. The index divisor keeps the index comparable over time and is the manipulation point for all adjustments to the S&P MidCap 400 Index, which is index maintenance. Index maintenance includes monitoring and completing the adjustments for company additions and deletions, share changes, stock splits, stock dividends, and stock price adjustments due to company restructurings or spinoffs.

In March 2005, S&P^® began shifting the S&P MidCap 400 Index half way from a market capitalization weighted formula to a float-adjusted formula, before moving the S&P MidCap 400 Index to full float adjustment on September 16, 2005. S&P^®’s criteria for selecting stocks for the S&P MidCap 400 Index did not change by the shift to float adjustment. However, the adjustment affects each company’s weight in the S&P MidCap 400 Index.

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Under float adjustment, the share counts used in calculating the S&P MidCap 400 Index reflect only those shares that are available to investors, not all of a company’s outstanding shares. S&P^® defines three groups of shareholders whose holdings are subject to float adjustment:

However, treasury stock, stock options, restricted shares, equity participation units, warrants, preferred stock, convertible stock, and rights are not part of the float. In cases where holdings in a group exceed 10% of the outstanding shares of a company, the holdings of that group are excluded from the float-adjusted count of shares to be used in the index calculation. Mutual funds, investment advisory firms, pension funds, or foundations not associated with the company and investment funds in insurance companies, shares of a U.S. company traded in Canada as “exchangeable shares,” shares that trust beneficiaries may buy or sell without difficulty or significant additional expense beyond typical brokerage fees, and, if a company has multiple classes of stock outstanding, shares in an unlisted or non-traded class if such shares are convertible by shareholders without undue delay and cost, are also part of the float.

For each stock, an investable weight factor (“IWF”) is calculated by dividing the available float shares, defined as the total shares outstanding less shares held in one or more of the three groups listed above where the group holdings exceed 10% of the outstanding shares, by the total shares outstanding. The float-adjusted index is then calculated by dividing the sum of the IWF multiplied by both the price and the total shares outstanding for each stock by the index divisor. For companies with multiple classes of stock, S&P^® calculates the weighted average IWF for each stock using the proportion of the total company market capitalization of each share class as weights.

Index Maintenance

S&P MidCap 400 Index maintenance includes monitoring and completing the adjustments for company additions and deletions, share changes, stock splits, stock dividends, and stock price adjustments due to company restructuring or spinoffs. Some corporate actions, such as stock splits and stock dividends, require changes in the common shares outstanding and the stock prices of the companies in the S&P MidCap 400 Index, and do not require index divisor adjustments.

To prevent the level of the S&P MidCap 400 Index from changing due to corporate actions, corporate actions which affect the total market value of the S&P MidCap 400 Index require an index divisor adjustment. By adjusting the index divisor for the change in market value, the level of the S&P MidCap 400 Index remains constant and does not reflect the corporate actions of individual companies in the S&P MidCap 400 Index. Index divisor adjustments are made after the close of trading and after the calculation of the S&P MidCap 400 Index closing level.

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Changes in a company’s shares outstanding of 5.00% or more due to mergers, acquisitions, public offerings, private placements, tender offers, Dutch auctions, or exchange offers are made as soon as reasonably possible. All other changes of 5.00% or more (due to, for example, company stock repurchases, redemptions, exercise of options, warrants, subscription rights, conversion of preferred stock, notes, debt, equity participation units, or other recapitalizations) are made weekly and are announced on Tuesdays for implementation after the close of trading on Wednesday. Changes of less than 5.00% are accumulated and made quarterly on the third Friday of March, June, September, and December, and are usually announced two days prior.

Changes in IWFs of more than ten percentage points caused by corporate actions (such as merger and acquisition activity, restructurings, or spinoffs) will be made as soon as reasonably possible. Other changes in IWFs will be made annually, in September, when IWFs are reviewed.

Historical Closing Levels of the S&P MidCap 400 Index

Since its inception, the S&P MidCap 400 Index has experienced significant fluctuations. Any historical upward or downward trend in the level of the S&P MidCap 400 Index during any period shown below is not an indication that the level of the S&P MidCap 400 Index is more or less likely to increase or decrease at any time during the term of the notes. The historical S&P MidCap 400 Index levels do not give an indication of future performance of the S&P MidCap 400 Index. We cannot assure you that the future performance of the S&P MidCap 400 Index or the constituent stocks of the S&P MidCap 400 Index will result in the holders of the notes receiving an amount greater than the outstanding face amount of the notes on the maturity date plus the Minimum Supplemental Redemption Amount.

The table below sets forth the high, the low, and the last closing levels at the end of each calendar quarter of the S&P MidCap 400 Index since the first calendar quarter of 2004. The closing levels listed in the table below were obtained from the Bloomberg^® website, www.bloomberg.com, under the symbol “^MID”, without independent verification.

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S&P MidCap 400 Index Quarterly Levels

Before investing in the notes, you should consult publicly available sources for the levels and trading pattern of the S&P MidCap 400 Index. The generally unsettled international environment and related uncertainties, including the risk of terrorism, may result in financial markets generally and the S&P MidCap 400 Index exhibiting greater volatility than in earlier periods.

License Agreement

We have entered into a non-exclusive license agreement with S&P^® providing for the license to us and certain of our affiliated or subsidiary companies, in exchange for a fee, of the right to use indices owned and published by S&P^® (including the S&P MidCap 400 Index) in connection with certain securities, including the notes.

The license agreement between us and S&P^® requires that the following language be stated in this pricing supplement:

The notes are not sponsored, endorsed, sold, or promoted by S&P^®. S&P^® makes no representation or warranty, express or implied, to the owners of the notes or any member of the public regarding the advisability of investing in securities generally or in the notes particularly or the ability of the S&P MidCap 400 Index to track general stock market performance. S&P^®’s only relationship to us is the licensing of certain trademarks and trade names of S&P^® and of the S&P MidCap 400 Index, which is

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determined, composed, and calculated by S&P^® without regard to us or the notes. S&P^® has no obligation to take our needs or the needs of the owners of the notes into consideration in determining, composing, or calculating the S&P MidCap 400 Index. S&P^® is not responsible for and has not participated in the determination of the timing of, prices at, or quantities of the notes to be issued, or in the determination or calculation of the Supplemental Redemption Amount. S&P^® has no obligation or liability in connection with the administration, marketing, or trading of the notes.

S&P^® DOES NOT GUARANTEE THE ACCURACY AND/OR THE COMPLETENESS OF THE S&P MIDCAP 400 INDEX OR ANY DATA INCLUDED THEREIN AND S&P^® SHALL HAVE NO LIABILITY FOR ANY ERRORS, OMISSIONS, OR INTERRUPTIONS THEREIN. S&P^® MAKES NO WARRANTY, EXPRESS OR IMPLIED, AS TO RESULTS TO BE OBTAINED BY US, OWNERS OF THE NOTES, OR ANY OTHER PERSON OR ENTITY FROM THE USE OF THE S&P MIDCAP 400 INDEX OR ANY DATA INCLUDED THEREIN. S&P^® MAKES NO EXPRESS OR IMPLIED WARRANTIES, AND EXPRESSLY DISCLAIMS ALL WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE WITH RESPECT TO THE S&P MIDCAP 400 INDEX OR ANY DATA INCLUDED THEREIN. WITHOUT LIMITING ANY OF THE FOREGOING, IN NO EVENT SHALL S&P^® HAVE ANY LIABILITY FOR ANY SPECIAL, PUNITIVE, INDIRECT, OR CONSEQUENTIAL DAMAGES (INCLUDING LOST PROFITS), EVEN IF NOTIFIED OF THE POSSIBILITY OF SUCH DAMAGES.

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S&P SmallCap 600 Index

S&P^® publishes the S&P SmallCap 600 Index. The S&P SmallCap 600 Index is intended to provide a benchmark for performance measurement of the small capitalization segment of the U.S. equity markets. It tracks the stock price movement of 600 companies with small market capitalizations, primarily ranging from $300 million to $2.0 billion. The calculation of the value of the S&P SmallCap 600 Index (discussed below in further detail) is based on the relative market value of the common stocks of 600 companies (the “Component Stocks”) as of a particular time as compared to the market value of the common stocks of 600 similar companies on the base date of December 31, 1993. S&P^® chooses companies for inclusion in the S&P SmallCap 600 Index with an aim of achieving a distribution by broad industry groupings that approximates the distribution of these groupings in the common stock population of the small capitalization segment of the U.S. equity market. S&P^® may from time to time, in its sole discretion, add companies to, or delete companies from, the S&P SmallCap 600 Index to achieve the objectives stated above. Relevant criteria employed by S&P^® include U.S. company status, a market cap range between $300 million and $2.0 billion, financial viability, a public float of at least 50%, adequate liquidity and reasonable price, sector representation, and status as an operating company.

As of July 31, 2008, the Component Stocks had an aggregate market capitalization of approximately $462 billion. As of July 31, 2008, 288 companies or 55.0% of the capitalization of the S&P SmallCap 600 Index companies traded on the New York Stock Exchange, 309 companies or 44.5% of the capitalization of the S&P SmallCap 600 Index companies traded on The Nasdaq Stock Market, and three companies or 0.4% of the capitalization of the S&P SmallCap 600 Index companies traded on the American Stock Exchange LLC. As of July 31, 2008, ten main groups of companies comprise the S&P SmallCap 600 Index with the number of companies currently included in each group indicated in parentheses: Consumer Discretionary (120), Consumer Staples (23), Energy (25), Financials (101), Health Care (75), Industrials (88), Information Technology (119), Materials (29), Telecommunication Services (2), and Utilities (18).

Computation of the S&P SmallCap 600 Index

The S&P SmallCap 600 Index is calculated using a base-weighted aggregate methodology: the level of the index reflects the total market value of all 600 Component Stocks relative to the base date of December 31, 1993. An indexed number is used to represent the results of this calculation in order to make the value easier to work with and track over time.

The actual total market value of the Component Stocks on the base date of December 31, 1993 has been set equal to an indexed value of 100. This is often indicated by the notation December 31, 1993=100. In practice, the daily calculation of the S&P SmallCap 600 Index is computed by dividing the total market value of the Component Stocks by the index divisor. By itself, the index divisor is an arbitrary number. However, in the context of the calculation of the S&P SmallCap 600 Index, it serves as a link to the original base period value of the index. The index divisor keeps the index comparable over time and is the manipulation point for all adjustments to the S&P SmallCap 600 Index, which is index maintenance. Index maintenance includes monitoring and completing the adjustments for company additions and deletions, share changes, stock splits, stock dividends, and stock price adjustments due to company restructurings or spinoffs. See the section entitled “The Basket Indices—S&P MidCap 400 Index Maintenance” for a discussion that also is applicable to the S&P SmallCap 600 Index.

In March 2005, S&P^® began shifting the S&P SmallCap 600 Index half way from a market capitalization weighted formula to a float-adjusted formula, before moving the S&P SmallCap 600 Index to full float adjustment on September 16, 2005. S&P^®’s criteria for selecting stocks for the S&P SmallCap 600 Index did not change by the shift to float

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adjustment. However, the adjustment affects each company’s weight in the S&P SmallCap 600 Index.

Under float adjustment, the share counts used in calculating the S&P SmallCap 600 Index will reflect only those shares that are available to investors, not all of a company’s outstanding shares. For additional information regarding float adjustment, see the section entitled “The Basket Indices—S&P MidCap 400 Index—Computation of the S&P MidCap 400 Index,” which contains a discussion of float adjustment which is also applicable to the S&P SmallCap 600 Index.

Historical Closing Levels of the S&P SmallCap 600 Index

Since its inception, the S&P SmallCap 600 Index has experienced significant fluctuations. Any historical upward or downward trend in the level of the S&P SmallCap 600 Index during any period shown below is not an indication that the level of the S&P SmallCap 600 Index is more or less likely to increase or decrease at any time during the term of the notes. The historical S&P SmallCap 600 Index levels do not give an indication of future performance of the S&P SmallCap 600 Index. We cannot assure you that the future performance of the S&P SmallCap 600 Index or the constituent stocks of the S&P^® Index will result in you receiving an amount greater than the outstanding face amount of the notes on the maturity date plus the Minimum Supplemental Redemption Amount.

The table below sets forth the high, the low, and the last closing levels at the end of each calendar quarter of the S&P SmallCap 600 Index since the first calendar quarter of 2004. The closing levels listed in the table below were obtained from the Bloomberg^® website, www.bloomberg.com, under the symbol “^SML”, without independent verification.

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S&P SmallCap 600 Index Quarterly Levels

Before investing in the notes, you should consult publicly available sources for the levels and trading pattern of the S&P SmallCap 600 Index. The generally unsettled international environment and related uncertainties, including the risk of terrorism, may result in financial markets generally and the S&P SmallCap 600 Index exhibiting greater volatility than in earlier periods.

License Agreement

We have entered into a non-exclusive license agreement with S&P^® providing for the license to us and certain of our affiliated or subsidiary companies, in exchange for a fee, of the right to use indices owned and published by S&P^® (including the S&P SmallCap 600 Index) in connection with certain securities, including the notes.

The license agreement between us and S&P^® requires that the following language be stated in this pricing supplement:

The notes are not sponsored, endorsed, sold or promoted by S&P^®. S&P^® makes no representation or warranty, express or implied, to the owners of the notes or any member of the public regarding the advisability of investing in securities generally or in the notes particularly or the ability of the S&P SmallCap 600 Index to track general stock market performance. S&P^®’s only relationship to us is the licensing of certain trademarks and trade names of S&P^® and of the S&P SmallCap 600 Index, which is

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determined, composed, and calculated by S&P^® without regard to us or the notes. S&P^® has no obligation to take our needs or the needs of the owners of the notes into consideration in determining, composing, or calculating the S&P SmallCap 600 Index. S&P^® is not responsible for and has not participated in the determination of the timing of, prices at, or quantities of the notes to be issued, or in the determination or calculation of the Supplemental Redemption Amount. S&P^® has no obligation or liability in connection with the administration, marketing, or trading of the notes.

S&P^® DOES NOT GUARANTEE THE ACCURACY AND/OR THE COMPLETENESS OF THE S&P SMALLCAP 600 INDEX OR ANY DATA INCLUDED THEREIN AND S&P^® SHALL HAVE NO LIABILITY FOR ANY ERRORS, OMISSIONS, OR INTERRUPTIONS THEREIN. S&P^® MAKES NO WARRANTY, EXPRESS OR IMPLIED, AS TO RESULTS TO BE OBTAINED BY US, OWNERS OF THE NOTES, OR ANY OTHER PERSON OR ENTITY FROM THE USE OF THE S&P SMALLCAP 600 INDEX OR ANY DATA INCLUDED THEREIN. S&P^® MAKES NO EXPRESS OR IMPLIED WARRANTIES, AND EXPRESSLY DISCLAIMS ALL WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE WITH RESPECT TO THE S&P SMALLCAP 600 INDEX OR ANY DATA INCLUDED THEREIN. WITHOUT LIMITING ANY OF THE FOREGOING, IN NO EVENT SHALL S&P^® HAVE ANY LIABILITY FOR ANY SPECIAL, PUNITIVE, INDIRECT, OR CONSEQUENTIAL DAMAGES (INCLUDING LOST PROFITS), EVEN IF NOTIFIED OF THE POSSIBILITY OF SUCH DAMAGES.

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Dow Jones EURO STOXX 50^® Index

The Dow Jones EURO STOXX 50^® Index was created by STOXX, a joint venture between Deutsche Börse AG, Dow Jones, and SWX Swiss Exchange. Publication of the Dow Jones EURO STOXX 50^® Index began in February 1998, based on an initial Dow Jones EURO STOXX 50^® Index level of 1,000 at December 31, 1991. The Dow Jones EURO STOXX 50^® Index is published in The Wall Street Journal and the Financial Times and disseminated on the STOXX website, http://www.stoxx.com/index.html, and the Dow Jones website, www.djindexes.com.

Dow Jones EURO STOXX 50^® Index Composition and Maintenance

The Dow Jones EURO STOXX 50^® Index is composed of 50 component stocks of market sector leaders from within the Dow Jones EURO STOXX Total Market Index, which includes stocks selected from the Eurozone. The component stocks have a high degree of liquidity and represent the largest companies across all of the market sectors defined by the Dow Jones Global Classification Standard. Set forth below are the country weightings and market sector weightings of the securities included in the Dow Jones EURO STOXX 50^® Index as of July 31, 2008:

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A list of the issuers of the component stocks in the Dow Jones EURO STOXX 50^® Index, as of July 31, 2008, is set forth below:

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