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Lehman to price 0% two-year notes linked to Nikkei 225, yen
By Angela McDaniels
Seattle, March 5 - Lehman Brothers Holdings Inc. plans to price an offering of zero-coupon principal-protected two-year notes linked to equal weights of the Nikkei 225 index and the dollar/yen exchange rate, according to an FWP filing with the Securities and Exchange Commission.
The payout at maturity will be par plus any percentage increase in the basket level. Investors will receive at least par.
Lehman Brothers Inc. will be the underwriter.
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