By Angela McDaniels
Seattle, Aug. 29 - Lehman Brothers Holdings Inc. priced a $103,000 issue of zero-coupon 100% principal protection enhanced participation notes due Aug. 30, 2012 linked to a basket of Asian indexes, according to an FWP filing with the Securities and Exchange Commission.
The basket includes the Nikkei 225 index with a 33.34% weight, the MSCI Singapore Free index with a 33.33% weight and the MSCI Taiwan with a 33.33% weight.
The payout at maturity will be par plus 125% of any basket gain. Investors will receive at least par.
Lehman Brothers Inc. is the underwriter.
| Issuer: | Lehman Brothers Holdings Inc.
|
| Issue: | 100% principal protection enhanced participation notes
|
| Underlying indexes: | Nikkei 225 (33.34% weight), MSCI Singapore Free (33.33% weight) and MSCI Taiwan (33.33% weight)
|
| Amount: | $103,000
|
| Maturity: | Aug. 30, 2012
|
| Coupon: | 0%
|
| Price: | Par
|
| Payout at maturity: | Par plus 125% of any basket gain; floor of par
|
| Pricing date: | Aug. 27
|
| Settlement date: | Aug. 30
|
| Underwriter: | Lehman Brothers Inc.
|
| Fees: | 0.5%
|
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