Bonus Certificates on the Standard and Poor`s 500 Index in USD

Valor 4308865
ISIN CH0043088654
Symbol LBBCC
Derivate Solutions Sales Switzerland
Lehman Brothers International (Europe), Zurich Branch
Phone +41 44 287 88 88
Bonus Certificates on the Standard and Poor's 500
Index in USD
Korrektur / Correction
EMITTENT / ÉMETTEUR
Emittent / Émetteur
Lehman Brothers Treasury Co. B.V., Netherlands, Amsterdam (not rated)
Garantiegeber / Garant
Lehman Brothers Holdings Inc., USA, New York, incorporated under the laws of Delaware
(Moody’s: A2 / Standard & Poor’s: A / Fitch A+)
Zürich, 4.8.2008
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Valor 4308865
ISIN CH0043088654
Symbol LBBCC
Derivate Solutions Sales Switzerland
Lehman Brothers International (Europe), Zurich Branch
Phone +41 44 287 88 88
Bonus Certificates on the Standard and Poor's 500
Index in USD
BASISWERT
Index
Börse
Bloomberg
ISIN
S&P 500 Index*
Chicago Board Options
Exchange
SPX Index
US78378X1072
PRODUKTBEDINGUNGEN
Emissionsvolumen
USD 1’500’000
Währung
USD
Nennwert
USD 1’000
Emissionspreis
100% des Nennwertes
Basiswert Levels
Bloomberg Ticker
Referenzpreis
(RP)
Strike Price
(in % des RP)
Barrier Price
(in % des RP)
SPX Index
USD 1257.76
USD 1383.54 (110%)
USD 628.88 (50%)
Fixierungstag
25.07.2008
Schlussfixierungstag
25.07.2011
Liberierungstag
04.08.2008
Rückzahlungstag
04.08.2011
RÜCKZAHLUNG
Sofern die Zertifikate nicht vorher zurückgenommen oder annulliert werden oder ein Barrier Event eingetreten ist, bezahlt der Emittent dem
Inhaber der Zertifikate am Rückzahlungstag einen Betrag in USD, berechnet zum Schlussfixierungstag, wie im Pricing Supplement näher
umschrieben.
EMITTENT
Emittent
Lehman Brothers Treasury Co. B.V., Netherlands, Amsterdam (not rated)
Garantiegeber
Lehman Brothers Holdings Inc., USA, New York, incorporated under the laws of Delaware
(Moody’s: A1 / Standard & Poor’s: A / Fitch A+)
HANDELS- / SETTLEMENT-BEDINGUNGEN
Mindestkauf
USD 1'000 (1 Zertifikat)
Kleinste Stückelung
USD 1'000 (1 Zertifikat)
Form
Die Zertifikate sind in einem Globalzertifikat verbrieft.
Clearing
SIS SegaInterSettle
Börsenkotierung
Die Kotierung wird im Hauptsegment der SWX Swiss Exchange beantragt.
Letzter Handelstag: 25.07.2011, 17 Uhr
SONSTIGE BEDINGUNGEN
Berechnungsstelle
Lehman Brothers International (Europe)
Anwendbares Recht
Englisch (die Garantie unterliegt dem Recht von New York)
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Gerichtsstand
Die Gerichte Englands
RISIKOFAKTOREN
Die in diesem Termsheet genannten Zertifikate qualifizieren nicht als Anteile einer kollektiven Kapitalanlage im Sinne des Bundesgesetzes
über die kollektiven Kapitalanlagen (KAG) und sind daher weder registriert bei noch überwacht von der Eidgenössischen Bankenkommission
(EBK).
Käufer der Zertifikate sollten sich bewusst sein, dass sie insbesondere:
•
dem Kreditrisiko des Emittenten bzw. Garantiegebers und
•
dem Risiko eines Verlustes des gesamten zum Kauf der Zertifikate eingesetzten Kapitals ausgesetzt sind.
VERKAUFSBESCHRÄNKUNGEN
USA, US persons, EEA
* Index Disclaimer:
"Standard & Poor's®", "S&P®”, and "S&P 500®”, are trademarks of The McGraw-Hill Companies, Inc. and have been licensed for
use by Lehman Brothers Holdings Inc. The Securities are not sponsored, endorsed, sold or promoted by Standard & Poor's and
Standard & Poor's makes no representation regarding the advisability of investing in the Securities.
The Securities not sponsored, endorsed, sold or promoted by Standard & Poor's, a division of McGraw-Hill, Inc. ("S&P”). S&P
makes no representation or warranty, express or implied, to the owners of the Securities or any member of the public regarding the
advisability of investing in securities generally or in the Securities particularly or the ability of the S&P 500 Index to track general
stock market performance. S&P's only relationship to the Licensee is the licensing of certain trademarks and trade names of S&P
and of the S&P 500 Index which is determined, composed and calculated by S&P without regard to the Licensee or the Securities.
S&P has no obligation to take the needs of the Licensee or the owners of the Securities into consideration in determining,
composing or calculating the S&P 500 Index. S&P is not responsible for and has not participated in the determination of the timing
of, prices at, or quantities of the Securities to be issued or in the determination or calculation of the equation by which the
Securities is to be converted into cash. S&P has no obligation or liability in connection with the administration, marketing or trading
of the Securities.
S&P DOES NOT GUARANTEE THE ACCURACY AND/OR THE COMPLETENESS OF THE S&P 500 INDEX OR ANY DATA
INCLUDED THEREIN AND S&P SHALL HAVE NO LIABILITY FOR ANY ERRORS, OMISSIONS, OR INTERRUPTIONS
THEREIN. S&P MAKES NO WARRANTY, EXPRESS OR IMPLIED, AS TO RESULTS TO BE OBTAINED BY LICENSEE,
OWNERS OF THE SECURITIES, OR ANY OTHER PERSON OR ENTITY FROM THE USE OF THE S&P 500 INDEX OR ANY
DATA INCLUDED THEREIN. S&P MAKES NO EXPRESS OR IMPLIED WARRANTIES, AND EXPRESSLY DISCLAIMS ALL
WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE WITH RESPECT TO THE S&P
500 INDEX OR ANY DATA INCLUDED THEREIN. WITHOUT LIMITING ANY OF THE FOREGOING, IN NO EVENT SHALL S&P
HAVE ANY LIABILITY FOR ANY SPECIAL, PUNITIVE, INDIRECT, OR CONSEQUENTIAL DAMAGES (INCLUDING LOST
PROFITS), EVEN IF NOTIFIED OF THE POSSIBILITY OF SUCH DAMAGES.
Zürich, 4.8.2008
Dieses Inserat stellt keinen Emissionsprospekt im Sinne von Art. 652a bzw. 1156 OR dar. Der Kotierungsprospekt mit den allein
massgeblichen Bedingungen in englischer Sprache und weitere Informationen können beim Lead Manager, c/o Lehman Brothers
International (Europe), Zurich Branch, Talstrasse 82, 8001 Zürich bezogen werden.
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Valor 4308865
ISIN CH0043088654
Symbol LBBCC
Derivate Solutions Sales Switzerland
Lehman Brothers International (Europe), Zurich Branch
Phone +41 44 287 88 88
Bonus Certificates on the Standard and Poor's 500
Index in USD
SOUS-JACENT
Index
Bourse
Bloomberg
ISIN
S&P 500 Index*
Chicago Board Options
Exchange
SPX Index
US78378X1072
CONDITIONS GENERALES DU PRODUIT
Taille
USD 1’500’000
Devise
USD
Coupure
USD 1’000
Prix d’émission
100% de la Coupure
Sous-Jacent Levels
Bloomberg Ticker
Prix de Référence
(RP)
Prix d’Exercice
(en % de RP)
Prix Barrière
(en % de RP)
SPX Index
USD 1257.76
USD 1383.54 (110%)
USD 628.88 (50%)
Date de Détermination du
Prix d’Exercice
25.07.2008
Date d’Évaluation
25.07.2011
Date d’Émission
04.08.2008
Date d’Échéance
04.08.2011
REMBOURSEMENT DES CERTIFICATS
A moins que les certificats aient été remboursés antérieurement ou annulés ou un Barrier Event a eu place, l’émetteur devra payer au
porteur des certificats à la Date d’Echéance un montant en USD par Certificat déterminé par l’Agent de Calcul à la Date d’Evaluation,
comme décrit plus précisément dans le Pricing Supplement.
INFORMATIONS RELATIVES À L’ÉMETTEUR
Émetteur
Lehman Brothers Treasury Co. B.V., Netherlands, Amsterdam (not rated)
Garant
Lehman Brothers Holdings Inc., USA, New York, incorporated under the laws of Delaware
(Moody’s: A1 / Standard & Poor’s: A / Fitch A+)
NÉGOCE / LIQUIDITÉ
Volume Minimal de
Souscription
USD 1'000 (1 Certificat)
Volume Minimal de Négoce
USD 1'000 (1 Certificat)
Forme
Les Certificats seront en tout temps représentés par un Titre Global.
Clearing
SIS SegaInterSettle
Une demande de quotation sur le segment principal du SWX Swiss Exchange sera demandée.
Dernier jour de négoce: 25.07.2011, 17 heures
Cotation
AUTRES CONDITIONS
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Agent de Calcul
Lehman Brothers International (Europe)
Lois en Vigueur
Loi anglaise (la garantie est régie par la loi de l’Etat de New-York)
For Juridique
Angleterre
RISQUES
Les Certificats mentionnés dans cette Annonce de Cotation ne constituent pas des parts d'un placement collectif au sens de la Loi fédérale
sur les placements collectifs de capitaux (LPCC) et ne sont par conséquent ni enregistrés auprès de la Commission fédérale des banques
(CFB) ni soumis à la surveillance de celle-ci.
Les acheteurs de Certificats doivent être conscients qu’ils sont exposés notamment :
•
•
au risque de crédit de l’Emetteur et du Garant;
au risque de perte de la totalité du capital investi dans l’acquisition des Certificats
RESTRICTIONS DE VENTE
USA, US persons, EEA,
* Index Disclaimer:
"Standard & Poor's®", "S&P®”, and "S&P 500®”, are trademarks of The McGraw-Hill Companies, Inc. and have been licensed for
use by Lehman Brothers Holdings Inc. The Securities are not sponsored, endorsed, sold or promoted by Standard & Poor's and
Standard & Poor's makes no representation regarding the advisability of investing in the Securities.
The Securities not sponsored, endorsed, sold or promoted by Standard & Poor's, a division of McGraw-Hill, Inc. ("S&P”). S&P
makes no representation or warranty, express or implied, to the owners of the Securities or any member of the public regarding the
advisability of investing in securities generally or in the Securities particularly or the ability of the S&P 500 Index to track general
stock market performance. S&P's only relationship to the Licensee is the licensing of certain trademarks and trade names of S&P
and of the S&P 500 Index which is determined, composed and calculated by S&P without regard to the Licensee or the Securities.
S&P has no obligation to take the needs of the Licensee or the owners of the Securities into consideration in determining,
composing or calculating the S&P 500 Index. S&P is not responsible for and has not participated in the determination of the timing
of, prices at, or quantities of the Securities to be issued or in the determination or calculation of the equation by which the
Securities is to be converted into cash. S&P has no obligation or liability in connection with the administration, marketing or trading
of the Securities.
S&P DOES NOT GUARANTEE THE ACCURACY AND/OR THE COMPLETENESS OF THE S&P 500 INDEX OR ANY DATA
INCLUDED THEREIN AND S&P SHALL HAVE NO LIABILITY FOR ANY ERRORS, OMISSIONS, OR INTERRUPTIONS
THEREIN. S&P MAKES NO WARRANTY, EXPRESS OR IMPLIED, AS TO RESULTS TO BE OBTAINED BY LICENSEE,
OWNERS OF THE SECURITIES, OR ANY OTHER PERSON OR ENTITY FROM THE USE OF THE S&P 500 INDEX OR ANY
DATA INCLUDED THEREIN. S&P MAKES NO EXPRESS OR IMPLIED WARRANTIES, AND EXPRESSLY DISCLAIMS ALL
WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE WITH RESPECT TO THE S&P
500 INDEX OR ANY DATA INCLUDED THEREIN. WITHOUT LIMITING ANY OF THE FOREGOING, IN NO EVENT SHALL S&P
HAVE ANY LIABILITY FOR ANY SPECIAL, PUNITIVE, INDIRECT, OR CONSEQUENTIAL DAMAGES (INCLUDING LOST
PROFITS), EVEN IF NOTIFIED OF THE POSSIBILITY OF SUCH DAMAGES.
Zürich, 4.8.2008
Ce document ne constitue pas un prospectus d'émission au sens des art. 652a et 1156 CO. Le prospectus de cotation avec les conditions en
anglais, qui sont seules déterminantes, ainsi que d'autres informations peuvent être obtenus auprès du Preneur Ferme, c/o Lehman Brothers
International (Europe), Succursale de Zurich, Talstrasse 82, 8001 Zurich.
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