By E. Janene Geiss
Philadelphia, Feb. 11 - Lehman Brothers Holdings Inc. priced $14.6 million of zero-coupon principal-protected notes with enhanced participation due Feb. 16, 2010 linked to MarQCuS Portfolio A Index, according to an FWP filing with the Securities and Exchange Commission.
The index is an equally weighted, monthly rebalanced portfolio of the six Lehman Brothers MarQCuS Indexes, which are rules-based foreign-exchange trading indexes.
The payout at maturity will be par plus 150% of any gain on the index. Investors will receive at least par.
Lehman Brothers Inc. is the underwriter.
| Issuer: | Lehman Brothers Holdings Inc.
|
| Issue: | Principal-protected notes
|
| Underlying index: | MarQCusS Portfolio A Index
|
| Amount: | $14.6 million
|
| Maturity: | Feb. 16, 2010
|
| Coupon: | 0%
|
| Price: | Par
|
| Payout at maturity: | Par plus 150% of any index gain; floor of par
|
| Initial index level: | 193.82
|
| Pricing date: | Feb. 8
|
| Settlement date: | Feb. 14
|
| Underwriter: | Lehman Brothers Inc.
|
| Fees: | 0.9%
|
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