New Issue: Lehman Brothers prices $6.33 million enhanced participation notes linked to four indexes

By Laura Lutz

Des Moines, June 28 - Lehman Brothers Holdings Inc. priced a $6.33 million issue of 0% principal-at-risk enhanced participation notes due June 28, 2010 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the Dow Jones Euro Stoxx 50 index with a 35.42% weight, the FTSE 100 index with a 33.97% weight, the Nikkei 225 index with a 21.42% weight and the S&P/ASX 200 index with a 9.19% weight.

If the final basket level is above the initial level, the payout at maturity will be 130% of the gain on the index. Investors will share in any losses.

Lehman Brothers Inc. is the agent.

Issuer:	Lehman Brothers Holdings Inc.
Issue:	Principal-at-risk enhanced participation notes
Underlying indexes:	Dow Jones Euro Stoxx 50 index with a 35.42% weight, FTSE 100 index with a 33.97% weight, Nikkei 225 index with a 21.42% weight and S&P/ASX 200 index with a 9.19% weight
Amount:	$6.33 million
Maturity:	June 28, 2010
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 130% of any index gain if final level is above initial level; full exposure to any losses
Initial levels:	4,471.13 for Euro Stoxx 50; 6,588.40 for FTSE 100; 18,087.48 for Nikkei 225; 6,329.80 for S&P/ASX 200
Pricing date:	June 25
Settlement date:	June 28
Agent:	Lehman Brothers Inc.
Fees:	2.5%

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