UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

______________

FORM 8-K

CURRENT REPORT

Pursuant to Section 13 or 15(d) of the

Securities Exchange Act of 1934

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Date of Report (Date of earliest event reported): June 296, ~~2010~~2011

MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED

Initial Depositor

(Exact name of Registrant as specified in its charter)

Europe 2001 HOLDRS (SM) Trust

[Issuer with respect to the receipts]

DELAWARE

(State or other jurisdiction of incorporation)

001-16261

Commission File Number

13-5674085

(I.R.S. Employer Identification No.)

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One Bryant Park

New York, New York 10036

(Address of principal executive offices and zip code)

(212) 449-1000

(Registrant’s telephone number, including area code)

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Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions (see General Instruction A.2.):

¨ Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425)

¨ Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12)

¨ Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act (17 CFR 240.14d-2(b))

o Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act (17 CFR 240.13e-4(c))

Item 8.01.

Other Events

Effective ~~June~~May 2131, ~~2010~~2011 (the “delisting date”), ~~Deutsche~~Millicom ~~Telekom~~International AGCellular S.A., an underlying constituent of the Europe 2001 HOLDRS Trust (the “Trust”), was delisted from trading on ~~NYSE~~NASDAQ GS. Pursuant to the prospectus for the Trust, if ~~Deutsche~~Millicom ~~Telekom~~International AGCellular S.A. is not listed for trading on another national securities exchange within five business days from the delisting date, it shall be distributed by The Bank of New York Mellon. The rate of distribution is 0.0508 ~~Deutsche~~Millicom ~~Telekom~~International AGCellular S.A. shares per Europe 2001 HOLDRS. The record date and pay date for the distribution shall be ~~July~~June 113, ~~2010~~2011 and ~~July~~June 716, ~~2010~~2011, respectively.

Item 9.01.

Financial Statements and Exhibits

(d)

Exhibits

99.1 Europe 2001 HOLDRS Trust Prospectus Supplement dated June 296, ~~2010~~2011 to Prospectus dated ~~April~~March 15, ~~2010~~2011.

SIGNATURE

Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.

	MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
Date: June 29, 2010	By:	/s/ Liam B. O’Neil
Date: June 6, 2011	By:	/s/ Liam B. O’Neil
	Name:	Liam B. O’Neil
	Title:	Managing Director

EXHIBIT INDEX

Number and Description of Exhibit

(99.1) Europe 2001 HOLDRS Trust Prospectus Supplement dated June 296, ~~2010~~2011 to Prospectus dated ~~April~~March 15, ~~2010~~2011.

Filing Compare · EUROPE 2001 HOLDRS TRUST