Item 8.01 Other Events

Effective October 1, 2007, (New) ASML Holding N.V. (NASDAQ ticker "ASMLD") replaced ASML Holding N.V. (NASDAQ ticker "ASML") as an underlying constituent of the Europe 2001 HOLDRS Trust due to the capital repayment and reverse stock split of ASML Holding N.V. For the 7 shares of ASML Holding N.V. per 100 share round lot of Europe 2001 HOLDRS, The Bank of New York received 6.22222222222 shares of (New) ASML Holding N.V. Effective October 1, 2007, creations of Europe 2001 HOLDRS require 6.22222222222 shares of (New) ASML Holding N.V. per 100 share round lot of Europe 2001 HOLDRS .

Effective October 29, 2007, ASML Holding N.V. (NASDAQ ticker "ASMLD") changed its ticker symbol back to "ASML."

Effective August 9, 2007, DaimlerChrysler AG (NYSE ticker "DCX"), an underlying constituent of the Europe 2001 HOLDRS Trust, changed its ticker symbol to "DAI."

Effective October 25, 2007, DaimlerChrysler AG (NYSE ticker "DAI"), an underlying constituent of the Europe 2001 HOLDRS Trust, changed its name to Daimler AG.

Item 9.01. Financial Statements and Exhibits

(c) Exhibits

99.1 Europe 2001 HOLDRS Trust Prospectus Supplement dated September 30, 2007 to Prospectus dated August 15, 2007.

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