By Angela McDaniels
Seattle, June 1 - Lehman Brothers Holdings Inc. priced a $3 million issue of zero-coupon principal-protected notes due June 8, 2010 linked to a basket of indexes and currencies, according to a 424B2 filing with the Securities and Exchange Commission.
The basket includes equal weights of the index component and the currency component.
The index component includes the Dow Jones Euro Stoxx 50 with a 35.42% weight, the FTSE 100 with a 33.97% weight, the Nikkei 225 with a 21.42% weight and the S&P ASX 200 index with a 9.19% weight. The currency component includes equal weights of the Chinese renminbi, Japanese yen, Singapore dollar and New Taiwan dollar, each measured against the U.S. dollar.
The payout at maturity will be par plus 105% of any basket gain. Investors will receive at least par.
Lehman Brothers Inc. is the underwriter.
| Issuer: | Lehman Brothers Holdings Inc.
|
| Issue: | Principal-protected notes
|
| Underlying basket: | An index component and a currency component, equally weighted; the index component includes the Dow Jones Euro Stoxx 50 (35.42% weight), FTSE 100 (33.97% weight), Nikkei 225 (21.42% weight) and S&P ASX 200 (9.19%) indexes; the currency component includes equal weights of the Chinese renminbi, Japanese yen, Singapore dollar and New Taiwan dollar, each measured against the dollar
|
| Amount: | $3 million
|
| Maturity; | June 8, 2010
|
| Coupon: | 0%
|
| Price: | Par
|
| Payout at maturity: | Par plus 105% of any basket gain; floor of par
|
| Pricing date: | May 30
|
| Settlement date: | May 31
|
| Underwriter: | Lehman Brothers Inc.
|
| Fees: | 2.125%
|
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