ABN
AMRO Bank N.V. Reverse Exchangeable
Securities |
S-NOTESSM |
Preliminary
Pricing Sheet –
September
5, 2007
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NINE
OFFERINGS
OF KNOCK-IN
REXSM
SECURITIES
DUE
SEPTEMBER
26,
2008
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OFFERING
PERIOD: SEPTEMBER 5, 2007 – SEPTEMBER 25, 2007
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SUMMARY INFORMATION | |
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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This
prospectus relates to nine separate offerings
of securities (“the
Securities”).
Each
Security offered
is linked to one, and only one, Underlying
Stock. The Underlying Stocks are set forth in the
table below. You may participate in any of the
nine Securities offerings or, at your election, in two
or more of the offerings. This prospectus does
not, however, allow you to purchase a Security linked
to a basket of some or all of the
Underlying Stocks described
below.
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Interest
Payment
Dates:
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Interest
on the Securities is payable monthly in
arrears on the last day of each month
starting on October
31, 2007 and ending on the Maturity
Date.
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Underlying
Stock
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Ticker
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Coupon
Rate
Per
Annum
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Interest
Rate
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Put Premium |
Knock-in Level |
CUSIP
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ISIN
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Sirius
Satellite Radio Inc.
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SIRI
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17.20%
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5.15%
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12.05%
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70%
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00078UUZ1
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US00078UUZ10
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Ford
Motor Company
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F
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17.00%
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5.15%
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11.85%
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70%
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00078UVA5
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US00078UVA59
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General
Motors Corporation
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GM
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16.00%
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5.15%
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10.85%
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70%
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00078UVB3
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US00078UVB33
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Jetblue
Airways Corporation
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JBLU
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15.40%
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5.15%
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10.25%
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70%
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00078UVC1
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US00078UVC16
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Titanium
Metals Corporation
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TIE
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14.00%
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5.15%
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8.85%
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70%
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00078UWA4
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US00078UWA41
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Amazon.com,
Inc.
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AMZN
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13.00%
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5.15%
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7.85%
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70%
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00078UVD9
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US00078UVD98
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McDermott
International,
Inc.
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MDR
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11.25%
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5.15%
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6.10%
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70%
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00078UVE7
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US00078UVE71
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Schlumberger
N.V.
(Schlumberger
Limited)
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SLB
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10.50%
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5.15%
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5.35%
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80%
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00078UWB2
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US00078UWB24
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Cemex
Corporation*
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CX
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10.10%
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5.15%
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4.95%
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80%
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00078UVF4
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US00078UVF47
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Denomination/Principal:
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$1,000
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Issue
Price:
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100%
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Payment
at
Maturity:
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The
payment at maturity for each Security is based
on the performance of the Underlying Stock
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linked
to such Security:
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i)
If
the closing
price of the applicable Underlying Stock on the primary U.S. exchange
or
market
for such Underlying Stock 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, we will
pay you the principal amount of each Security
in
cash.
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ii)
If
the closing
price of the applicable Underlying Stock on the primary U.S. exchange
or
market
for such Underlying Stock has fallen below
the applicable 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)
we
will
deliver to you a number of shares of
the applicable Underlying Stock equal to the applicable
Stock Redemption Amount, in the event
that the closing price of the applicable Underlying
Stock on the Determination Date is
below the applicable Initial Price;
or
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b)
we
will pay you
the principal amount of each Security in cash, in the event that
the
closing Price
of the applicable Underlying Stock on the
Determination Date is at or above the applicable
Initial
Price.
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You
will receive cash in lieu of fractional
shares.
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Initial
Price:
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100%
of the Closing Price of the applicable
Underlying Stock on the Pricing Date.
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Stock
Redemption
Amount:
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For
each $1,000 principal amount of Security,
a number of
shares of the applicable Underlying Stock linked
to such Security equal to $1,000 divided by
the applicable Initial Price.
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Knock-In
Level:
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A
percentage of the applicable Initial Price as
set forth in the table above.
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Indicative
Secondary
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•
Internet
at:
www.s-notes.com
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Pricing:
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• Bloomberg
at: REXS2 <GO>
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Status:
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Unsecured,
unsubordinated obligations of the Issuer
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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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September
25, 2007, subject to certain adjustments as described in the related
pricing supplement
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Settlement
Date:
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September
28, 2007
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Determination
Date:
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September
23, 2008, subject to certain adjustments as described in the related
pricing supplement
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Maturity
Date:
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September
26, 2008 (One Year)
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•
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deliver
to you a fixed number of shares of such Underlying Stock, which we
call
the Stock Redemption Amount, in exchange for such Security, in the
event
that the closing price of such Underlying Stock is below the applicable
Initial Price on the Determination Date;
or
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•
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pay
you the principal amount of such Security in cash, in the event that
the
closing price of such Underlying Stock is at or above the applicable
Initial Price on the Determination
Date.
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