By Jennifer Chiou
New York, Sept. 27 - Lehman Brothers Holdings Inc. priced $59,000 of zero-coupon 100% principal protection enhanced participation notes due Sept. 28, 2012 linked to a basket of Asian indexes, according to a 424B2 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 index with a 33.33% weight.
The payout at maturity will be par plus 115% of any basket gain. Investors will receive at least par.
Lehman Brothers Inc. is the underwriter.
Issuer: | Lehman Brothers Holdings Inc.
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Issue: | 100% principal protection enhanced participation notes
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Underlying indexes: | Nikkei 225 (33.34% weight), MSCI Singapore Free (33.33% weight) and MSCI Taiwan (33.33% weight)
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Amount: | $59,000
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Maturity: | Sept. 28, 2012
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Coupon: | 0%
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Price: | Par
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Payout at maturity: | Par plus 115% of any basket gain; floor of par
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Pricing date: | Sept. 25
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Settlement date: | Sept. 28
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Underwriter: | Lehman Brothers Inc.
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Fees: | 0.5%
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