New Issue: Lehman prices $10.12 million 0% notes linked to a basket of four stocks indexes

New York, Nov. 14 - Lehman Brothers Holdings Inc. priced $10.12 million of 0% three-year notes linked to a basket of four stock indexes, according to a 424B5 filing with the Securities and Exchange Commission.

The underlying indexes are the Dow Jones Euro Stoxx 50 index with a 33% weight, the FTSE 100 index with a 32% weight, the Nikkei 225 index with a 25% weight and the S&P/ASX 200 index with a 10% weight.

At maturity investors receive par plus 130% of any positive return, par for a loss of up to 20% and par minus 125% of any loss is the loss is more than 20%.

Lehman Brothers was underwriter.

Issuer:	Lehman Brothers Holdings Inc.
Issue:	Medium-term notes performance linked to a basket of four stock indexes
Underlying indexes:	Dow Jones Euro Stoxx 50 index (33% weight), FTSE 100 index (32% weight), Nikkei 225 index (25% weight), S&P/ASX 200 index (10% weight)
Amount:	$10.124 million
Greenshoe:	$1.5186 million
Maturity:	Nov. 15, 2008
Coupon:	0%
Price:	Par
Yield:	0%
Payout at maturity:	If basket return is positive, par plus 130% of return; if basket loses up to 20%, par; if loss is more than 20%, par minus 125% of return
Pricing date:	Nov. 10
Settlement date:	Nov. 15
Underwriter:	Lehman Brothers
Distribution:	Off shelf

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