ABN
AMRO Bank
N.V.
S-NOTESSM
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||
Preliminary
Pricing Sheet – August 9, 2007
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10.00%
One Year Select Basket Knock-In Securities
Linked
to 10 Pharmaceutical Stocks
Due
August 29, 2008
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Offering
Period: August 9, 2007 – August 28,
2007
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SUMMARY
INFORMATION
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Issuer:
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ABN
AMRO Bank N.V. (Senior Long
Term Debt Rating: Moody’s Aa2, S&P
AA-)
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Lead
Agent:
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ABN
AMRO
Incorporated
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Offerings:
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10.00%
One Year Select Basket Knock-In
Securities Linked to 10 Pharmaceutical
Stocks due
August 29,
2008
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Coupon:
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10.00%
per annum (30/360), payable
monthly in arrears on the last day of each month commencing on
September
30, 2007
and ending on the maturity
date
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Coupon
Breakdown:
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Interest
Rate: 5.09% per
annum Put Premium:
4.91%
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Underlying
Stocks:
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Stock*
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Ticker
Symbol
|
Knock-in
Level
%
of Initial
Price
|
Weight
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Bristol-Myers
Squibb
Company
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BMY
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80%
|
10%
|
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Forest
Laboratories,
Inc.
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FRX
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80%
|
10%
|
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Merck
&
Co. Inc.
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MRK
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80%
|
10%
|
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King
Pharmaceuticals,
Inc.
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KG
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80%
|
10%
|
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Wyeth
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WYE
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80%
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10%
|
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Pfizer
Inc.
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PFE
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80%
|
10%
|
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Abbott
Laboratories
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ABT
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80%
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10%
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Onyx
Pharmaceutical
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ONXX
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80%
|
10%
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GlaxoSmithKline
plc
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GSK
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80%
|
10%
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Johnson
&
Johnson
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JNJ
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80%
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10%
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*We refer to each of the stocks as an Underlying Stock |
Denomination/Principal:
|
Each
Security
has a principal amount of $1,000. The Securities will be issued
in
integral multiples of $1,000
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Issue
Price:
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100%
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Initial
Price:
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For
each Underlying Stock, 100% of
the closing price per share on the pricing date
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Final
Price:
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For
each Underlying Stock, 100% of
the closing price per share on the determination
date
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Payment
at
Maturity:
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The
payment at maturity, if any,
is based on the performance of each of the 10 Underlying Stocks,
and will
consist of an amount in cash equal to the sum of:
(i)
for each of the 10 Underlying Stocks on the primary U.S. exchange
or
market for such Underlying Stock where the closing price has not
fallen
below the applicable knock-in level on any trading day from but
not
including the pricing date to and including the determination date,
USD100, plus
(ii)
for each of the 10 Underlying Stocks on the primary U.S. exchange
or
market for such Underlying Stock where the closing price has fallen
below
its knock-in level on any trading day from but not including the
pricing
date to and including the determination
date:
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a) if
the closing price
of any such Underlying Stock on the determination date is at or
above the
initial price of such Underlying Stock, USD100; or
b)
if the closing price of any
such Underlying Stock on the determination date is below the initial
price
of such Underlying Stock, an amount calculated as
follows:
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Final Price | ||
USD100
X
|
Initial Price |
If
one or more of the closing
prices of the Underlying Stocks has fallen below its knock-in level
on any
trading day from but not including the pricing date to and including
the
determination date and the final price of any such Underlying Stock
is
less than its initial price, you will lose some or all of your
principal
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Indicative
Secondary
Pricing:
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· Internet
at: www.s-notes.com
· Bloomberg
at: REXS2
<GO>
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Status:
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Unsecured,
unsubordinated
obligations of the Issuer
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CUSIP:
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00078UTW0 ISIN:
US00078UTW08
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Trustee:
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Wilmington
Trust
Company
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Securities
Administrator:
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Citibank,
N.A.
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Settlement:
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DTC,
Book Entry,
Transferable
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Selling
Restrictions:
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Sales
in the European Union must
comply with the Prospectus Directive
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Pricing
Date:
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August
28, 2007, subject
to certain adjustments
as described in the related pricing supplement
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Settlement
Date:
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August
31,
2007
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Determination
Date:
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August
26, 2008, subject
to certain adjustments
as described in the related pricing supplement
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Maturity
Date:
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August
29, 2008 (One
Year)
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Final Price | ||
$100
X
|
Initial Price |