Issue Symbol: DSZ

Issuer Name: Merrill Lynch & Co., Inc. Strategic Return Notes Linked to the Select Ten Index due June 28, 2007

Trades Like a: Stock.

Trade Unit: 1 Note (round lot of 100 Notes)

Price: $10.00 per Note

Total # of shares issued: 1,000,000

If you have any questions, please contact Susan Ramos by phone at 212-306-1855.