E-mail us: service@prospectnews.com Or call: 212 374 2800
Bank Loans - CLOs - Convertibles - Distressed Debt - Emerging Markets
Green Finance - High Yield - Investment Grade - Liability Management
Preferreds - Private Placements - Structured Products
 

Recent items, highlighted in orange, are $4.00 each. All others are $1.00 each.


Click on the deal summary to see the full details.

Lehman Brothers Holdings Inc. 10.050% due 9/12/2009

Lehman Brothers Holdings Inc. 10.000% due 9/12/2009

Lehman Brothers Holdings Inc. 16.000% due 12/12/2008

Lehman Brothers Holdings Inc. 10.000% due 3/11/2009

Lehman Brothers Holdings Inc. 0.000% due 8/22/2011

Lehman Brothers Holdings Inc. 20.750% due 3/2/2009

Lehman Brothers Holdings Inc. 42.400% due 11/29/2008

Lehman Brothers Holdings Inc. 18.000% due 11/29/2008

Lehman Brothers Holdings Inc. 25.000% due 11/29/2008

Lehman Brothers Holdings Inc. 10.000% due 8/29/2009

Lehman Brothers Holdings Inc. 15.000% due 11/29/2008

Lehman Brothers Holdings Inc. 9.000% due 8/29/2009

Lehman Brothers Holdings Inc. 10.000% due 2/28/2009

Lehman Brothers Holdings Inc. 16.000% due 11/29/2008

Lehman Brothers Holdings Inc. 0.000% due 8/22/2011

Lehman Brothers Holdings Inc. 15.000% due 11/13/2008

Lehman Brothers Holdings Inc. 16.000% due 11/13/2008

Lehman Brothers Holdings Inc. 20.100% due 11/13/2008

Lehman Brothers Holdings Inc. 14.000% due 11/13/2008

Lehman Brothers Holdings Inc. 10.500% due 2/11/2009

Lehman Brothers Holdings Inc. 22.650% due 9/11/2009

Lehman Brothers Holdings Inc. 0.000% due 8/6/2011

Lehman Brothers Holdings Inc. 12.120% due 9/11/2009

Lehman Brothers Holdings Inc. 0.000% due 8/15/2011

Lehman Brothers Holdings Inc. 0.000% due 8/15/2011

Lehman Brothers Holdings Inc. 10% if gold price stays within reference range, payable quarterly due 8/5/2010

Lehman Brothers Holdings Inc. 10% if gold price stays within reference range, payable quarterly due 8/5/2010

Lehman Brothers Holdings Inc. 30.000% due 2/5/2009

Lehman Brothers Holdings Inc. 18.000% due 10/31/2008

Lehman Brothers Holdings Inc. 20.250% due 10/31/2008

Lehman Brothers Holdings Inc. 13.000% due 10/31/2008

Lehman Brothers Holdings Inc. 12.500% due 10/31/2008

Lehman Brothers Holdings Inc. 18.000% due 10/31/2008

Lehman Brothers Holdings Inc. 9.250% due 7/31/2009

Lehman Brothers Holdings Inc. 0.000% due 7/25/2011

Lehman Brothers Holdings Inc. 0.000% due 8/7/2012

Lehman Brothers Holdings Inc. 25.000% due 1/25/2009

Lehman Brothers Holdings Inc. 15.000% due 10/25/2008

Lehman Brothers Holdings Inc. 20.000% due 10/10/2008

Lehman Brothers Holdings Inc. 33.800% due 10/10/2008

Lehman Brothers Holdings Inc. 15.250% due 10/10/2008

Lehman Brothers Holdings Inc. 23.100% due 1/7/2009

Lehman Brothers Holdings Inc. 0.000% due 12/30/2011

Lehman Brothers Holdings Inc. 0.000% due 12/30/2010

Lehman Brothers Holdings Inc. 0.000% due 6/27/2012

Lehman Brothers Holdings Inc. 0.000% due 8/3/2009

Lehman Brothers Holdings Inc. 0.000% due 6/29/2009

Lehman Brothers Holdings Inc. 0.000% due 6/29/2009

Lehman Brothers Holdings Inc. 2.76 times the year-over-year change in the CPI level, where the CPI level is the rate 15 months prior to the start of the interest period and final level is the rate three months prior to start of interest period, minus 1.5%; floor of 0%; reset and payable monthly due 6/30/2013

Lehman Brothers Holdings Inc. 0.000% due 6/30/2011

Lehman Brothers Holdings Inc. 0.000% due 12/31/2009

Lehman Brothers Holdings Inc. 0.000% due 12/31/2009

Lehman Brothers Holdings Inc. 17.500% due 9/30/2008

Lehman Brothers Holdings Inc. 17.000% due 12/30/2008

Lehman Brothers Holdings Inc. 21.500% due 12/30/2008

Lehman Brothers Holdings Inc. 23.000% due 9/30/2008

Lehman Brothers Holdings Inc. 10.000% due 9/30/2008

Lehman Brothers Holdings Inc. 11.500% due 9/30/2008

Lehman Brothers Holdings Inc. 17.500% due 7/1/2009

Lehman Brothers Holdings Inc. 14.000% due 9/30/2008

Lehman Brothers Holdings Inc. 0.000% due 7/2/2012

Lehman Brothers Holdings Inc. 0.000% due 12/30/2010

Lehman Brothers Holdings Inc. 26.900% due 12/27/2008

Lehman Brothers Holdings Inc. 16.800% due 12/31/2008

Lehman Brothers Holdings Inc. 24.000% due 9/27/2008

Lehman Brothers Holdings Inc. 0.000% due 6/24/2010

Lehman Brothers Holdings Inc. 18% per year for first year; beginning Jan. 14, 2009, 15 times the spread of the 30-year CMS rate over the two-year CMS rate with a floor of 0% and a cap of 18% per year; payable quarterly due 7/14/2023

Lehman Brothers Holdings Inc. three times the year-over-year change in the CPI level, where the CPI level is the rate 15 months prior to the start of the interest period and final level is the rate three months prior to start of interest period, minus 1.5%; floor of 0%; reset and payable monthly due 6/30/2013

Lehman Brothers Holdings Inc. 0.000% due 6/24/2011

Lehman Brothers Holdings Inc. 14% per year until June 26, 2009; thereafter, 20 times spread of 30-year CMS rate over two-year CMS rate; floor of 0%, cap of 20% per year; payable quarterly due 6/26/2023

Lehman Brothers Holdings Inc. 9% per year for first year; beginning June 26, 2009, 20 times the spread of the 30-year CMS rate over the two-year CMS rate with a floor of 0% and a cap of 20% per year; payable quarterly due 6/26/2023

Lehman Brothers Holdings Inc. 0.000% due 7/29/2011

Lehman Brothers Holdings Inc. 0.000% due 6/13/2011

Lehman Brothers Holdings Inc. 13.000% due 9/11/2008

Lehman Brothers Holdings Inc. 10.000% due 6/11/2009

Lehman Brothers Holdings Inc. 20.500% due 9/11/2008

Lehman Brothers Holdings Inc. 14.000% due 9/11/2008

Lehman Brothers Holdings Inc. 20.700% due 9/6/2008

Lehman Brothers Holdings Inc. 13% for first year; after that, 50 times spread of 30-year CMS rate over 10-year CMS rate; floor of 0%; cap of 25%; reset and payable quarterly due 6/26/2023

Lehman Brothers Holdings Inc. 0.000% due 6/5/2010

Lehman Brothers Holdings Inc. 14.750% due 6/3/2009

Lehman Brothers Holdings Inc. 27.000% due 11/30/2008

Lehman Brothers Holdings Inc. 17.750% due 12/2/2008

Lehman Brothers Holdings Inc. 19.150% due 9/4/2008

Lehman Brothers Holdings Inc. 0.000% due 5/28/2010

Lehman Brothers Holdings Inc. 16.000% due 11/30/2008

Lehman Brothers Holdings Inc. 30.000% due 8/30/2008

Lehman Brothers Holdings Inc. 15.000% due 8/30/2008

Lehman Brothers Holdings Inc. 25.000% due 8/30/2008

Lehman Brothers Holdings Inc. 13.000% due 11/30/2008

Lehman Brothers Holdings Inc. 15.250% due 8/30/2008

Lehman Brothers Holdings Inc. 15.000% due 8/30/2008

Lehman Brothers Holdings Inc. 23.000% due 11/30/2008

Lehman Brothers Holdings Inc. 0.000% due 11/30/2009

Lehman Brothers Holdings Inc. 0.000% due 5/31/2011

Lehman Brothers Holdings Inc. 12.800% due 11/30/2008

Lehman Brothers Holdings Inc. 0.000% due 5/30/2013

Lehman Brothers Holdings Inc. 0.000% due 5/29/2012

Lehman Brothers Holdings Inc. 3.000% due 5/27/2010

Lehman Brothers Holdings Inc. 10% per year multiplied by the proportion of days on which the 30-year CMS rate is greater than or equal to the two-year CMS rate; payable quarterly due 6/12/2023

Lehman Brothers Holdings Inc. 10.000% due 11/22/2008

Lehman Brothers Holdings Inc. 0.000% due 6/18/2009

Lehman Brothers Holdings Inc. 6% per year multiplied by proportion of days on which spread of 10-year CMS rate over two-year CMS rate is between zero bps and 140 bps, inclusive; payable monthly due 6/2/2011

Lehman Brothers Holdings Inc. 0.000% due 11/30/2011

Lehman Brothers Holdings Inc. 0.000% due 11/23/2012

Lehman Brothers Holdings Inc. 0.000% due 5/21/2012

Lehman Brothers Holdings Inc. 0.000% due 5/21/2010

Lehman Brothers Holdings Inc. 13.000% due 11/20/2008

Lehman Brothers Holdings Inc. 0.000% due 5/17/2010

Lehman Brothers Holdings Inc. 0.000% due 5/19/2009

Lehman Brothers Holdings Inc. 18.000% due 8/16/2008

Lehman Brothers Holdings Inc. 18.350% due 11/16/2008

Lehman Brothers Holdings Inc. 0.000% due 5/17/2010

Lehman Brothers Holdings Inc. 14.250% due 8/15/2008

Lehman Brothers Holdings Inc. base rate times proportion of days on which six-month Libor is at least 0% and not more than 7%; base rate is 8% for first five years and 20% beginning on May 19, 2013; payable quarterly due 5/19/2023

Lehman Brothers Holdings Inc. 40 times spread of 10-year CMS rate over two-year CMS rate; floor of 0%; cap of 11%; reset and payable quarterly due 6/2/2023

Lehman Brothers Holdings Inc. 0.000% due 5/12/2010

Lehman Brothers Holdings Inc. 12.000% due 8/29/2008

Lehman Brothers Holdings Inc. 0.000% due 5/7/2010

Lehman Brothers Holdings Inc. 15.000% due 8/7/2008

Lehman Brothers Holdings Inc. 25.000% due 8/7/2008

Lehman Brothers Holdings Inc. 15.000% due 8/7/2008

Lehman Brothers Holdings Inc. 0.000% due 5/8/2009

Lehman Brothers Holdings Inc. 0.000% due 5/5/2010

Lehman Brothers Holdings Inc. 0.000% due 4/21/2010

Lehman Brothers Holdings Inc. 0.000% due 5/5/2009

Lehman Brothers Holdings Inc. 10% per year multiplied by the proportion of days on which the 30-year CMS rate is greater than or equal to the two-year CMS rate; payable quarterly due 5/19/2023

Lehman Brothers Holdings Inc. 0.000% due 10/30/2009

Lehman Brothers Holdings Inc. 0.000% due 4/29/2011

Lehman Brothers Holdings Inc. 0.000% due 4/29/2011

Lehman Brothers Holdings Inc. 10.200% due 10/30/2008

Lehman Brothers Holdings Inc. 20.000% due 7/30/2008

Lehman Brothers Holdings Inc. 25.000% due 10/30/2008

Lehman Brothers Holdings Inc. 18.000% due 7/30/2008

Lehman Brothers Holdings Inc. 12.800% due 4/30/2009

Lehman Brothers Holdings Inc. 14.500% due 7/30/2008

Lehman Brothers Holdings Inc. 13.500% due 10/30/2008

Lehman Brothers Holdings Inc. 14.000% due 7/30/2008

Lehman Brothers Holdings Inc. 13.750% due 10/30/2008

Lehman Brothers Holdings Inc. 2.250% due 4/30/2010

Lehman Brothers Holdings Inc. 9.550% due 4/29/2009

Lehman Brothers Holdings Inc. 0.000% due 10/28/2009

Lehman Brothers Holdings Inc. 0.000% due 10/28/2009

Lehman Brothers Holdings Inc. 16.650% due 7/28/2008

Lehman Brothers Holdings Inc. 0.000% due 5/21/2009

Lehman Brothers Holdings Inc. 0.000% due 4/21/2010

Lehman Brothers Holdings Inc. 0.000% due 4/21/2010

Lehman Brothers Holdings Inc. 15.350% due 10/21/2008

Lehman Brothers Holdings Inc. 11.000% due 10/18/2008

Lehman Brothers Holdings Inc. 0.000% due 4/20/2009

Lehman Brothers Holdings Inc. 9% per year multiplied by the proportion of days on which six-month Libor is at least 0% and not more than 7%; payable quarterly due 4/24/2023

Lehman Brothers Holdings Inc. 18.700% due 10/14/2008

Lehman Brothers Holdings Inc. 17.800% due 10/14/2008

Lehman Brothers Holdings Inc. 10.250% due 10/9/2008

Lehman Brothers Holdings Inc. 22.000% due 7/9/2008

Lehman Brothers Holdings Inc. 22.000% due 10/9/2008

Lehman Brothers Holdings Inc. 10.000% due 10/9/2008

Lehman Brothers Holdings Inc. 14.000% due 7/9/2008

Lehman Brothers Holdings Inc. 9.000% due 10/7/2008

Lehman Brothers Holdings Inc. 10 times spread of 30-year CMS rate over two-year CMS rate; floor of 0%; reset and payable quarterly due 4/21/2023

Lehman Brothers Holdings Inc. 0.000% due 10/6/2009

Lehman Brothers Holdings Inc. 0.000% due 10/6/2009

Lehman Brothers Holdings Inc. 10% per year multiplied by the proportion of days on which the 30-year CMS rate is greater than or equal to the two-year CMS rate; payable quarterly due 4/21/2023

Lehman Brothers Holdings Inc. 11% for first year; beginning April 10, 2009, 50 times spread of 30-year CMS rate over 10-year CMS rate; floor of 0%; cap of 25% per year; reset and payable quarterly due 4/10/2023

Lehman Brothers Holdings Inc. 0.000% due 3/31/2010

Lehman Brothers Holdings Inc. 0.000% due 9/30/2009

Lehman Brothers Holdings Inc. 0.000% due 3/31/2011

Lehman Brothers Holdings Inc. 0.000% due 3/31/2010

Lehman Brothers Holdings Inc. 0.000% due 9/30/2009

Lehman Brothers Holdings Inc. 0.000% due 9/30/2009

Lehman Brothers Holdings Inc. 0.000% due 9/30/2009

Lehman Brothers Holdings Inc. 15.000% due 6/30/2008

Lehman Brothers Holdings Inc. 10.000% due 9/30/2008

Lehman Brothers Holdings Inc. 20.000% due 6/30/2008

Lehman Brothers Holdings Inc. 23.000% due 9/30/2008

Lehman Brothers Holdings Inc. 16.000% due 6/30/2008

Lehman Brothers Holdings Inc. 15.000% due 9/30/2008

Lehman Brothers Holdings Inc. 0.000% due 4/1/2013

Lehman Brothers Holdings Inc. 0.000% due 3/28/2013

Lehman Brothers Holdings Inc. 21.250% due 9/28/2008

Lehman Brothers Holdings Inc. 18.000% due 5/30/2008

Lehman Brothers Holdings Inc. 0.000% due 3/28/2012

Lehman Brothers Holdings Inc. 0.000% due 3/28/2012

Lehman Brothers Holdings Inc. 0.000% due 9/24/2009

Lehman Brothers Holdings Inc. 0.000% due 9/17/2009

Lehman Brothers Holdings Inc. 0.000% due 3/21/2011

Lehman Brothers Holdings Inc. 0.000% due 3/19/2011

Lehman Brothers Holdings Inc. 0.000% due 9/20/2012

Lehman Brothers Holdings Inc. 0.000% due 3/20/2012

Lehman Brothers Holdings Inc. 0.000% due 3/22/2010

Lehman Brothers Holdings Inc. 10% for first year; beginning March 31, 2009, 50 times spread of 30-year CMS rate over 10-year CMS rate; floor of 0%; cap of 25% per year; reset and payable quarterly due 3/31/2023

Lehman Brothers Holdings Inc. 25.750% due 6/16/2008

Lehman Brothers Holdings Inc. 13.000% due 9/14/2008

Lehman Brothers Holdings Inc. 9.25% per year multiplied by the proportion of days on which six-month Libor is at least 0% and not more than 7%; payable quarterly due 3/27/2023

Lehman Brothers Holdings Inc. 8% for first six months; beginning Sept. 17, 2008, 50 times spread of 30-year CMS rate over 10-year CMS rate; floor of 0%; capped at 20% per year; reset and payable quarterly due 3/17/2023

Lehman Brothers Holdings Inc. 36.400% due 9/11/2008

Lehman Brothers Holdings Inc. 14.500% due 9/11/2008

Lehman Brothers Holdings Inc. 0.000% due 3/10/2010

Lehman Brothers Holdings Inc. 0.000% due 3/8/2010

Lehman Brothers Holdings Inc. 0.000% due 3/8/2010

Lehman Brothers Holdings Inc. 23.150% due 9/6/2008

Lehman Brothers Holdings Inc. 21.150% due 9/4/2008

Lehman Brothers Holdings Inc. 25.200% due 3/6/2009

Lehman Brothers Holdings Inc. 0.000% due 8/31/2009

Lehman Brothers Holdings Inc. 0.000% due 3/1/2010

Lehman Brothers Holdings Inc. 0.000% due 2/23/2011

Lehman Brothers Holdings Inc. 11% until March 17, 2009; thereafter, 11% times proportion of days on which the spread of the 30-year CMS rate over 10-year CMS rate is at least 0%; payable quarterly with a floor of 0% due 3/17/2028

Lehman Brothers Holdings Inc. 8.8% multiplied by the proportion of days on which the spread of the 30-year CMS rate over two-year CMS rate is at least 0%; payable quarterly with a floor of 0% due 2/27/2023

Lehman Brothers Holdings Inc. 0.000% due 3/1/2010

Lehman Brothers Holdings Inc. 0.000% due 2/26/2010

Lehman Brothers Holdings Inc. 0.000% due 2/26/2010

Lehman Brothers Holdings Inc. 0.000% due 8/31/2009

Lehman Brothers Holdings Inc. 24.000% due 5/29/2008

Lehman Brothers Holdings Inc. 25.000% due 5/29/2008

Lehman Brothers Holdings Inc. 15.450% due 5/29/2008

Lehman Brothers Holdings Inc. 13.750% due 2/27/2009

Lehman Brothers Holdings Inc. 15.000% due 5/29/2008

Lehman Brothers Holdings Inc. 14.500% due 8/29/2008

Lehman Brothers Holdings Inc. 11.500% due 8/29/2008

Lehman Brothers Holdings Inc. 15.000% due 8/29/2008

Lehman Brothers Holdings Inc. 13.000% due 8/29/2008

Lehman Brothers Holdings Inc. 12.750% due 5/29/2008

Lehman Brothers Holdings Inc. 10% for first year; beginning March 13, 2009, 50 times spread of 30-year CMS rate over 10-year CMS rate; floor of 0%; capped at 25% per year; reset and payable quarterly due 3/13/2023

Lehman Brothers Holdings Inc. 0.000% due 2/28/2012

Lehman Brothers Holdings Inc. 0.000% due 2/28/2010

Lehman Brothers Holdings Inc. 0.000% due 2/21/2013

Lehman Brothers Holdings Inc. 0.000% due 2/27/2013

Lehman Brothers Holdings Inc. 8% times proportion of days in quarter on which six-month Libor is at least 0% and less than or equal to 7%; 3.125% times the proportion of days on which six-month Libor is greater than 7%; reset and payable quarterly due 3/10/2023

Lehman Brothers Holdings Inc. 0.000% due 2/27/2011

Lehman Brothers Holdings Inc. 0.000% due 3/1/2011

Lehman Brothers Holdings Inc. 0.000% due 3/2/2009

Lehman Brothers Holdings Inc. 0.000% due 2/25/2038

Lehman Brothers Holdings Inc. 0.000% due 2/25/2038

Lehman Brothers Holdings Inc. 0.000% due 2/25/2038

Lehman Brothers Holdings Inc. 9.25% times proportion of days in quarter on which six-month Libor is at least 0% and not more than 7%; reset and payable quarterly due 3/10/2023

Lehman Brothers Holdings Inc. 9% until March 7, 2009, then 9% times proportion of days on which six-month Libor is at least 0% and not more than 7%; payable quarterly due 3/7/2023

Lehman Brothers Holdings Inc. 0.000% due 2/25/2010

Lehman Brothers Holdings Inc. 0.000% due 8/25/2010

Lehman Brothers Holdings Inc. 0.000% due 2/24/2010

Lehman Brothers Holdings Inc. 0.000% due 2/22/2010

Lehman Brothers Holdings Inc. 10.25% multiplied by the proportion of days on which the spread of the 30-year CMS rate over 10-year CMS rate is at least 0%; payable quarterly with a floor of 0% due 3/3/2023

Lehman Brothers Holdings Inc. 0.000% due 2/19/2010

Lehman Brothers Holdings Inc. 19.750% due 2/19/2009

Lehman Brothers Holdings Inc. 0.000% due 2/20/2009

Lehman Brothers Holdings Inc. 0.000% due 2/17/2009

Lehman Brothers Holdings Inc. 0.000% due 2/16/2010

Lehman Brothers Holdings Inc. 0.000% due 2/14/2012

Lehman Brothers Holdings Inc. 0.000% due 2/14/2012

Lehman Brothers Holdings Inc. 0.000% due 2/12/2010

Lehman Brothers Holdings Inc. 0.000% due 2/12/2010

Lehman Brothers Holdings Inc. 0.000% due 2/14/2011

Lehman Brothers Holdings Inc. 0.000% due 8/13/2009

Lehman Brothers Holdings Inc. 0.000% due 8/13/2009

Lehman Brothers Holdings Inc. 0.000% due 8/13/2009

Lehman Brothers Holdings Inc. 0.000% due 8/13/2009

Lehman Brothers Holdings Inc. 0.000% due 8/13/2009

Lehman Brothers Holdings Inc. 10.000% due 8/13/2008

Lehman Brothers Holdings Inc. 16.000% due 8/13/2008

Lehman Brothers Holdings Inc. 16.000% due 8/13/2008

Lehman Brothers Holdings Inc. 8.4% until Feb. 22, 2009, then 8.4% times proportion of days on which six-month Libor is at least 0% and not more than 6.5%; payable quarterly due 2/22/2023

Lehman Brothers Holdings Inc. 18.000% due 5/12/2008

Lehman Brothers Holdings Inc. 0.000% due 8/10/2009

Lehman Brothers Holdings Inc. 19.100% due 5/8/2008

Lehman Brothers Holdings Inc. 0.000% due 2/11/2010

Lehman Brothers Holdings Inc. 0.000% due 8/6/2008

Lehman Brothers Holdings Inc. 0.000% due 2/7/2012

Lehman Brothers Holdings Inc. 0.000% due 2/7/2012

Lehman Brothers Holdings Inc. 10% multiplied by the proportion of days on which the spread of the 30-year CMS rate over the two-year CMS rate is greater than or equal to 0.1% due 2/25/2028

Lehman Brothers Holdings Inc. 8.375% times proportion of days in quarter on which six-month Libor is at least 0% and not more than 7%; payable quarterly due 2/27/2023

Lehman Brothers Holdings Inc. 0.000% due 2/1/2011

Lehman Brothers Holdings Inc. 9.5% for first year; beginning Feb. 27, 2009, 50 times the spread of the 30-year CMS rate over the 10-year CMS rate; minimum of 0% and maximum rate of 20%; payable quarterly due 2/27/2023

Lehman Brothers Holdings Inc. 9% multiplied by the proportion of days on which the spread of the 30-year CMS rate over two-year CMS rate is at least 0%; payable quarterly with a floor of 0% due 2/27/2023

Lehman Brothers Holdings Inc. 0.000% due 7/31/2009

Lehman Brothers Holdings Inc. 0.000% due 1/29/2010

Lehman Brothers Holdings Inc. 0.000% due 7/31/2009

Lehman Brothers Holdings Inc. 0.000% due 1/31/2011

Lehman Brothers Holdings Inc. 13.700% due 4/30/2008

Lehman Brothers Holdings Inc. 15.300% due 1/30/2009

Lehman Brothers Holdings Inc. 14.750% due 7/31/2008

Lehman Brothers Holdings Inc. 13.350% due 4/30/2008

Lehman Brothers Holdings Inc. 15.250% due 7/31/2008

Lehman Brothers Holdings Inc. 20.000% due 4/30/2008

Lehman Brothers Holdings Inc. 14.250% due 7/31/2008

Lehman Brothers Holdings Inc. 18.000% due 7/31/2008

Lehman Brothers Holdings Inc. 20.000% due 4/30/2008

Lehman Brothers Holdings Inc. 16.000% due 7/31/2008

Lehman Brothers Holdings Inc. 19.200% due 4/30/2008

Lehman Brothers Holdings Inc. 13.550% due 1/30/2009

Lehman Brothers Holdings Inc. 0.000% due 1/31/2011

Lehman Brothers Holdings Inc. 8.02% multiplied by the proportion of days on which the spread of the 30-year CMS rate over the two-year CMS rate is at least zero; payable due 1/31/2023

Lehman Brothers Holdings Inc. 0.000% due 7/30/2009

Lehman Brothers Holdings Inc. 8.75% per year times proportion of days on which six-month Libor is at least 0% and not more than 7%; payable quarterly due 2/14/2023

Lehman Brothers Holdings Inc. 8.75% per year until Feb. 6, 2009; thereafter, 8.75% times proportion of days on which six-month Libor is at least 0% and not more than 6.5%; payable quarterly due 2/14/2023

Lehman Brothers Holdings Inc. 10.000% due 4/30/2008

Lehman Brothers Holdings Inc. 12.000% due 4/30/2008

Lehman Brothers Holdings Inc. 0.000% due 1/25/2013

Lehman Brothers Holdings Inc. 9.30% up to Aug. 12, 2008; after that Libor plus 640 bps multiplied by the proportion of days on which three-month Libor is 3% or less or the Sifma to Libor ratio is 77% or less; capped at the lower of 17% and 1.9 times Libor plus 200 bps due 2/12/2038

Lehman Brothers Holdings Inc. 0.000% due 1/28/2011

Lehman Brothers Holdings Inc. 0.000% due 1/28/2010

Lehman Brothers Holdings Inc. 40.038% due 4/30/2008

Lehman Brothers Holdings Inc. 8% per year until Feb. 6, 2013, then 9% per year until Feb. 6, 2018, then 10% per year until maturity, multiplied by the proportion of days on which six-month Libor is at least 0% and not more than 7%; payable quarterly due 2/6/2023

Lehman Brothers Holdings Inc. 16.000% due 4/22/2008

Lehman Brothers Holdings Inc. 7.25% multiplied by an interest accrual factor equal to the proportion of days on which three-month Libor is 2% or less or the Sifma to Libor ratio is 74% or less due 2/12/2012

Lehman Brothers Holdings Inc. 20.100% due 4/17/2008

Lehman Brothers Holdings Inc. 6% per year multiplied by the proportion of days on which six-month Libor is at least 0% and not more than 6%; payable quarterly due 1/30/2013

Lehman Brothers Holdings Inc. 21.250% due 2/20/2008

Lehman Brothers Holdings Inc. 9.5% for first year; beginning Jan. 30, 2009, 50 times the spread of the 30-year CMS rate over the 10-year CMS rate; minimum of 0%; payable quarterly due 1/30/2023

Lehman Brothers Holdings Inc. 0.000% due 1/14/2010

Lehman Brothers Holdings Inc. 8.25% per year multiplied by the proportion of days on which six-month Libor is at least 0% and not more than 7%; payable quarterly due 1/30/2023

Lehman Brothers Holdings Inc. 22.900% due 7/14/2008

Lehman Brothers Holdings Inc. 0.000% due 1/11/2009

Lehman Brothers Holdings Inc. 17.000% due 4/11/2008

Lehman Brothers Holdings Inc. 0.000% due 1/11/2011

Lehman Brothers Holdings Inc. 0.000% due 1/11/2012

Lehman Brothers Holdings Inc. 0.000% due 1/11/2010

Lehman Brothers Holdings Inc. 8.75% per year multiplied by the proportion of days on which six-month Libor is at least 0% and not more than 7%; payable quarterly due 1/24/2023

Lehman Brothers Holdings Inc. 7.500% due 1/21/2009

Lehman Brothers Holdings Inc. 8% multiplied by the proportion of days on which the spread of the 30-year CMS rate over the 10-year CMS rate is at least 0.0%; payable quarterly with a floor of 0% due 1/24/2023

Lehman Brothers Holdings Inc. 17.250% due 7/9/2008

Lehman Brothers Holdings Inc. 13.850% due 7/9/2008

Lehman Brothers Holdings Inc. 17.750% due 7/9/2008

Lehman Brothers Holdings Inc. 7.0% to Dec. 28, 2012; 9% until Dec. 28, 2017; 12% until maturity date; during the interest period, the coupon will be multiplied by the proportion of days for which the 30-year CMS rate is higher than the two-year CMS rate due 12/28/2022

Lehman Brothers Holdings Inc. 0.000% due 6/29/2009

Lehman Brothers Holdings Inc. 0.000% due 6/30/2010

Lehman Brothers Holdings Inc. 0.000% due 3/30/2012

Lehman Brothers Holdings Inc. 0.000% due 12/28/2009

Lehman Brothers Holdings Inc. 0.000% due 12/31/2010

Lehman Brothers Holdings Inc. 0.000% due 12/28/2009

Lehman Brothers Holdings Inc. 0.000% due 6/30/2009

Lehman Brothers Holdings Inc. 0.000% due 6/30/2009

Lehman Brothers Holdings Inc. 24.250% due 3/31/2008

Lehman Brothers Holdings Inc. 20.000% due 3/31/2008

Lehman Brothers Holdings Inc. 16.500% due 6/30/2008

Lehman Brothers Holdings Inc. 21.150% due 3/31/2008

Lehman Brothers Holdings Inc. 17.000% due 6/30/2008

Lehman Brothers Holdings Inc. 15.000% due 6/30/2008

Lehman Brothers Holdings Inc. 14.650% due 6/30/2008

Lehman Brothers Holdings Inc. 21.500% due 3/31/2008

Lehman Brothers Holdings Inc. 17.500% due 3/31/2008

Lehman Brothers Holdings Inc. 18.000% due 6/30/2008

Lehman Brothers Holdings Inc. 2.000% due 12/31/2012

Lehman Brothers Holdings Inc. 0.000% due 12/19/2011

Lehman Brothers Holdings Inc. 14.850% due 3/24/2008

Lehman Brothers Holdings Inc. 7.0% to Dec. 28, 2012; 9% until Dec. 28, 2017; 12% until maturity date; during the interest period, the coupon will be multiplied by the proportion of days for which the 30-year CMS rate is higher than the two-year CMS rate due 12/28/2022

Lehman Brothers Holdings Inc. 0.000% due 6/30/2009

Lehman Brothers Holdings Inc. 0.000% due 12/23/2009

Lehman Brothers Holdings Inc. 0.000% due 9/15/2008

Lehman Brothers Holdings Inc. 9% for first six months; beginning June 28, 2008, 50 times the spread of the 30-year CMS rate over the 10-year CMS rate; minimum of 0%; payable quarterly due 12/28/2022

Lehman Brothers Holdings Inc. 0.000% due 12/14/2009

Lehman Brothers Holdings Inc. 9.25% per year multiplied by the proportion of days on which six-month Libor is at least 0% and not more than 7%; payable quarterly due 1/3/2023

Lehman Brothers Holdings Inc. 0.000% due 6/18/2009

Lehman Brothers Holdings Inc. 19.500% due 6/12/2008

Lehman Brothers Holdings Inc. 11.300% due 6/12/2008

Lehman Brothers Holdings Inc. 33.500% due 3/12/2008

Lehman Brothers Holdings Inc. 0.000% due 12/7/2009

Lehman Brothers Holdings Inc. 0.000% due 12/11/2011

Lehman Brothers Holdings Inc. 0.000% due 12/10/2010

Lehman Brothers Holdings Inc. 9.350% due 8/8/2008

Lehman Brothers Holdings Inc. 0.000% due 12/7/2009

Lehman Brothers Holdings Inc. 0.000% due 12/5/2011

Lehman Brothers Holdings Inc. 17.100% due 5/30/2008

Lehman Brothers Holdings Inc. 22.800% due 5/30/2008

Lehman Brothers Holdings Inc. 0.000% due 11/30/2009

Lehman Brothers Holdings Inc. 0.000% due 11/30/2009

Lehman Brothers Holdings Inc. 0.000% due 11/30/2009

Lehman Brothers Holdings Inc. 0.000% due 5/29/2009

Lehman Brothers Holdings Inc. 0.000% due 11/30/2009

Lehman Brothers Holdings Inc. 0.000% due 5/29/2009

Lehman Brothers Holdings Inc. 0.000% due 5/29/2009

Lehman Brothers Holdings Inc. 28.700% due 5/30/2008

Lehman Brothers Holdings Inc. 10.500% due 11/28/2008

Lehman Brothers Holdings Inc. 10.050% due 11/28/2008

Lehman Brothers Holdings Inc. 9.500% due 11/28/2008

Lehman Brothers Holdings Inc. 18.000% due 2/29/2008

Lehman Brothers Holdings Inc. 9.5% until Dec. 28, 2008; 50 times the spread of the 30-year CMS rate over the 10-year CMS rate after that; minimum of 0%; payable quarterly due 12/28/2022

Lehman Brothers Holdings Inc. 0.000% due 11/29/2011

Lehman Brothers Holdings Inc. 0.000% due 6/1/2009

Lehman Brothers Holdings Inc. 0.000% due 11/30/2010

Lehman Brothers Holdings Inc. 0.000% due 11/30/2009

Lehman Brothers Holdings Inc. 0.000% due 5/31/2011

Lehman Brothers Holdings Inc. 0.000% due 5/31/2011

Lehman Brothers Holdings Inc. 0.000% due 11/16/2009

Lehman Brothers Holdings Inc. 0.000% due 11/14/2012

Lehman Brothers Holdings Inc. 9% multiplied by the proportion of days on which the spread of the 30-year CMS rate over the 10-year CMS rate is at least 0.1%; payable quarterly with a floor of 0% due 12/12/2022

Lehman Brothers Holdings Inc. 0.000% due 11/29/2010

Lehman Brothers Holdings Inc. 0.000% due 5/26/2011

Lehman Brothers Holdings Inc. 0.000% due 5/29/2009

Lehman Brothers Holdings Inc. 10.600% due 5/26/2008

Lehman Brothers Holdings Inc. 8.9% per year multiplied by the proportion of days on which six-month Libor is at least 0% and not more than 7%; payable quarterly due 12/7/2008

Lehman Brothers Holdings Inc. 8.21% per year multiplied by the proportion of days on which six-month Libor is at least 0% and not more than 6%; payable semiannually due 11/29/2013

Lehman Brothers Holdings Inc. 9.25% per year multiplied by the proportion of days on which six-month Libor is at least 0% and not more than 7%; payable quarterly due 12/5/2022

Lehman Brothers Holdings Inc. 0.000% due 11/16/2011

Lehman Brothers Holdings Inc. 0.000% due 5/16/2011

Lehman Brothers Holdings Inc. 0.000% due 11/14/2012

Lehman Brothers Holdings Inc. 0.000% due 11/16/2009

Lehman Brothers Holdings Inc. 0.000% due 11/14/2012

Lehman Brothers Holdings Inc. 0.000% due 11/13/2009

Lehman Brothers Holdings Inc. 10.6% up to but excluding Nov. 19, 2008; after that, the base interest rate will be equal to three-month Libor plus 600 basis points plus 8 times the difference between 65% of three-month Libor and the Sifma rate; payments in each interest period are capped at an annual rate of the lesser of 17% and 1.9 times Libor plus 125 bps; amounts above the cap are carried forward to be paid on future interest payment dates, subject to the same cap due 11/19/2037

Lehman Brothers Holdings Inc. 0.000% due 5/6/2009

Lehman Brothers Holdings Inc. 10.150% due 5/7/2008

Lehman Brothers Holdings Inc. 13.000% due 2/7/2008

Lehman Brothers Holdings Inc. 11.500% due 5/7/2008

Lehman Brothers Holdings Inc. 14.600% due 2/7/2008

Lehman Brothers Holdings Inc. 0.000% due 11/2/2010

Lehman Brothers Holdings Inc. 16.550% due 4/30/2008

Lehman Brothers Holdings Inc. 0.000% due 11/2/2011

Lehman Brothers Holdings Inc. 0.000% due 11/2/2011

Lehman Brothers Holdings Inc. 0.000% due 10/30/2009

Lehman Brothers Holdings Inc. 0.000% due 4/30/2009

Lehman Brothers Holdings Inc. 0.000% due 10/24/2008

Lehman Brothers Holdings Inc. 0.000% due 1/30/2009

Lehman Brothers Holdings Inc. 0.000% due 5/1/2009

Lehman Brothers Holdings Inc. 0.000% due 11/1/2010

Lehman Brothers Holdings Inc. 0.000% due 10/31/2012

Lehman Brothers Holdings Inc. 0.000% due 4/30/2009

Lehman Brothers Holdings Inc. 0.000% due 4/30/2009

Lehman Brothers Holdings Inc. 0.000% due 4/30/2009

Lehman Brothers Holdings Inc. 0.000% due 4/30/2009

Lehman Brothers Holdings Inc. 0.000% due 4/30/2009

Lehman Brothers Holdings Inc. 17.450% due 1/31/2008

Lehman Brothers Holdings Inc. 14.350% due 4/30/2008

Lehman Brothers Holdings Inc. 10.500% due 4/30/2008

Lehman Brothers Holdings Inc. 13.600% due 4/30/2008

Lehman Brothers Holdings Inc. 11.750% due 4/30/2008

Lehman Brothers Holdings Inc. 18.050% due 1/31/2008

Lehman Brothers Holdings Inc. 10.850% due 1/31/2008

Lehman Brothers Holdings Inc. 18.700% due 4/30/2008

Lehman Brothers Holdings Inc. 10.050% due 1/31/2008

Lehman Brothers Holdings Inc. 12.500% due 4/30/2008

Lehman Brothers Holdings Inc. 0.000% due 10/30/2009

Lehman Brothers Holdings Inc. 30.250% due 1/30/2008

Lehman Brothers Holdings Inc. 0.000% due 11/1/2010

Lehman Brothers Holdings Inc. 0.000% due 11/15/2010

Lehman Brothers Holdings Inc. 0.000% due 10/26/2010

Lehman Brothers Holdings Inc. 2.400% due 10/30/2012

Lehman Brothers Holdings Inc. 0.000% due 10/25/2011

Lehman Brothers Holdings Inc. 6.000% due 10/4/2010

Lehman Brothers Holdings Inc. 51.350% due 1/17/2008

Lehman Brothers Holdings Inc. 0.000% due 10/10/2008

Lehman Brothers Holdings Inc. 11.500% due 4/14/2008

Lehman Brothers Holdings Inc. 19.250% due 10/12/2008

Lehman Brothers Holdings Inc. 19.000% due 4/15/2008

Lehman Brothers Holdings Inc. 1.000% due 8/17/2014

Lehman Brothers Holdings Inc. 0.000% due 10/13/2009

Lehman Brothers Holdings Inc. 0.000% due 10/13/2009

Lehman Brothers Holdings Inc. 17.250% due 4/11/2008

Lehman Brothers Holdings Inc. 11.150% due 4/11/2008

Lehman Brothers Holdings Inc. 16.550% due 4/11/2008

Lehman Brothers Holdings Inc. 14.000% due 4/11/2008

Lehman Brothers Holdings Inc. 6.000% due 10/4/2010

Lehman Brothers Holdings Inc. 13.500% due 4/10/2008

Lehman Brothers Holdings Inc. 16.300% due 4/10/2008

Lehman Brothers Holdings Inc. 0.000% due 10/11/2010

Lehman Brothers Holdings Inc. 27.500% due 1/9/2008

Lehman Brothers Holdings Inc. 26.350% due 1/9/2008

Lehman Brothers Holdings Inc. 14.550% due 11/7/2007

Lehman Brothers Holdings Inc. 0.000% due 10/3/2010

Lehman Brothers Holdings Inc. 0.000% due 10/3/2010

Lehman Brothers Holdings Inc. 9.5% per year multiplied by the proportion of days on which six-month Libor is at least 0% and no more than 7%; floor of 0%; payable quarterly due 10/17/2022

Lehman Brothers Holdings Inc. 0.000% due 10/31/2008

Lehman Brothers Holdings Inc. 0.000% due 1/7/2008

Lehman Brothers Holdings Inc. 9% multiplied by the proportion of days on which the spread of the 30-year CMS rate over the 10-year CMS rate is at least 0.1%; payable quarterly with a floor of 0% due 10/17/2022

Lehman Brothers Holdings Inc. 0.000% due 10/4/2010

Lehman Brothers Holdings Inc. 0.000% due 10/4/2010

Lehman Brothers Holdings Inc. 0.000% due 4/2/2009

Lehman Brothers Holdings Inc. Libor plus 3% per year multiplied by the proportion of days on which three-month Libor is at least 0% and no more than 7.2%; floor of 0%; payable quarterly due 10/10/2017

Lehman Brothers Holdings Inc. 0.000% due 3/30/2009

Lehman Brothers Holdings Inc. 7.82% multiplied by the proportion of days on which the spread of the 30-year CMS rate over the two-year CMS rate is equal to or greater than zero; payable quarterly due 9/28/2022

Lehman Brothers Holdings Inc. 0.000% due 9/28/2009

Lehman Brothers Holdings Inc. 7.6% times the proportion of days on which the 10-year CMS rate is higher than the two-year CMS rate; payable quarterly due 9/28/2017

Lehman Brothers Holdings Inc. 0.000% due 9/28/2010

Lehman Brothers Holdings Inc. 0.000% due 9/30/2010

Lehman Brothers Holdings Inc. 0.000% due 9/28/2012

Lehman Brothers Holdings Inc. 0.000% due 8/3/2012

Lehman Brothers Holdings Inc. 0.000% due 3/31/2009

Lehman Brothers Holdings Inc. 14.350% due 9/28/2008

Lehman Brothers Holdings Inc. 10.200% due 3/28/2008

Lehman Brothers Holdings Inc. 13.250% due 9/28/2008

Lehman Brothers Holdings Inc. 23.750% due 12/28/2007

Lehman Brothers Holdings Inc. 9.000% due 3/28/2008

Lehman Brothers Holdings Inc. 9.650% due 3/28/2008

Lehman Brothers Holdings Inc. 10.000% due 3/28/2008

Lehman Brothers Holdings Inc. 13.200% due 3/28/2008

Lehman Brothers Holdings Inc. 15.100% due 12/28/2007

Lehman Brothers Holdings Inc. 13.150% due 3/28/2008

Lehman Brothers Holdings Inc. 14.500% due 3/28/2008

Lehman Brothers Holdings Inc. 13.500% due 12/28/2007

Lehman Brothers Holdings Inc. 0.000% due 12/29/2008

Lehman Brothers Holdings Inc. 0.000% due 3/28/2011

Lehman Brothers Holdings Inc. 0.000% due 9/28/2009

Lehman Brothers Holdings Inc. 9% multiplied by an interest accrual factor equal to the proportion of days on which the spread of the 30-year CMS rate over the 10-year CMS rate is greater than or equal to 0%; payable quarterly due 10/17/2022

Lehman Brothers Holdings Inc. 6.3% multiplied by the proportion of days for which the six-month Libor is at least 0% and no greater than 6%; floor of 0% due 10/18/2010

Lehman Brothers Holdings Inc. 10.000% due 9/24/2008

Lehman Brothers Holdings Inc. 0.000% due 9/19/2008

Lehman Brothers Holdings Inc. 0.000% due 12/20/2007

Lehman Brothers Holdings Inc. 11.5% through Sept. 26, 2008; 50 times the spread of the 30-year CMS rate over the 10-year CMS rate after that; minimum of 0%; payable quarterly due 9/26/2022

Lehman Brothers Holdings Inc. 12% through March 28, 2008; 50 times the spread of the 30-year CMS rate over the 10-year CMS rate after that; minimum of 0%; payable quarterly due 9/28/2022

Lehman Brothers Holdings Inc. 21.200% due 12/13/2007

Lehman Brothers Holdings Inc. 16.050% due 3/12/2008

Lehman Brothers Holdings Inc. 12.500% due 3/12/2008

Lehman Brothers Holdings Inc. 9.250% due 3/12/2008

Lehman Brothers Holdings Inc. 21.650% due 12/12/2007

Lehman Brothers Holdings Inc. 0.000% due 12/14/2007

Lehman Brothers Holdings Inc. 20.950% due 3/4/2008

Lehman Brothers Holdings Inc. 0.000% due 8/31/2010

Lehman Brothers Holdings Inc. 0.000% due 8/31/2012

Lehman Brothers Holdings Inc. 0.000% due 8/31/2012

Lehman Brothers Holdings Inc. 0.000% due 8/31/2012

Lehman Brothers Holdings Inc. 0.000% due 8/31/2010

Lehman Brothers Holdings Inc. 0.000% due 8/31/2011

Lehman Brothers Holdings Inc. 19.250% due 2/29/2008

Lehman Brothers Holdings Inc. 11.000% due 2/29/2008

Lehman Brothers Holdings Inc. 16.250% due 2/29/2008

Lehman Brothers Holdings Inc. 12.100% due 8/31/2008

Lehman Brothers Holdings Inc. 19.000% due 11/30/2007

Lehman Brothers Holdings Inc. 18.000% due 11/30/2007

Lehman Brothers Holdings Inc. 12.050% due 2/29/2008

Lehman Brothers Holdings Inc. 15.050% due 11/30/2007

Lehman Brothers Holdings Inc. 18.000% due 11/30/2007

Lehman Brothers Holdings Inc. 17.700% due 11/30/2007

Lehman Brothers Holdings Inc. 14.850% due 8/31/2008

Lehman Brothers Holdings Inc. 0.000% due 8/31/2010

Lehman Brothers Holdings Inc. 0.000% due 8/30/2012

Lehman Brothers Holdings Inc. 0.000% due 3/5/2009

Lehman Brothers Holdings Inc. 10.000% due 2/29/2008

Lehman Brothers Holdings Inc. 11.000% due 2/29/2008

Lehman Brothers Holdings Inc. 16.800% due 2/29/2008

Lehman Brothers Holdings Inc. 14.000% due 2/29/2008

Lehman Brothers Holdings Inc. 11.550% due 2/29/2008

Lehman Brothers Holdings Inc. 12.050% due 2/28/2008

Lehman Brothers Holdings Inc. 0.000% due 12/10/2007

Lehman Brothers Holdings Inc. 14.550% due 2/27/2008

Lehman Brothers Holdings Inc. 12.150% due 2/23/2008

Lehman Brothers Holdings Inc. 0.000% due 8/22/2010

Lehman Brothers Holdings Inc. 18.500% due 11/23/2007

Lehman Brothers Holdings Inc. 8.500% due 8/25/2008

Lehman Brothers Holdings Inc. 13.800% due 8/16/2008

Lehman Brothers Holdings Inc. 10.83% up to but excluding Aug. 21, 2008; thereafter, three-month Libor plus 5.6% plus 8 times the difference between 65% of three-month Libor and the average BMA municipal swap index due 8/21/2037

Lehman Brothers Holdings Inc. 1.000% due 8/17/2014

Lehman Brothers Holdings Inc. 0.000% due 8/15/2010

Lehman Brothers Holdings Inc. 24.300% due 2/15/2008

Lehman Brothers Holdings Inc. 15.750% due 2/14/2008

Lehman Brothers Holdings Inc. 0.000% due 11/10/2008

Lehman Brothers Holdings Inc. 0.000% due 8/13/2009

Lehman Brothers Holdings Inc. 11% through Aug. 29, 2008; 50 times the spread of the 30-year CMS rate over the 10-year CMS rate after that; minimum of 0%; payable quarterly due 8/29/2022

Lehman Brothers Holdings Inc. 16.000% due 11/8/2007

Lehman Brothers Holdings Inc. 22.000% due 11/8/2007

Lehman Brothers Holdings Inc. 9% plus 10 times the difference between 65% of three-month Libor and the average BMA municipal swap index due 8/30/2017

Lehman Brothers Holdings Inc. 8% multiplied by the proportion of days for which the six-month Libor is at least 0% and no more than 8% until the maturity date; floor of 0% due 8/23/2022

Lehman Brothers Holdings Inc. 14.000% due 8/7/2008

Lehman Brothers Holdings Inc. 0.000% due 8/9/2010

Lehman Brothers Holdings Inc. 14.000% due 8/3/2008

Lehman Brothers Holdings Inc. 9.350% due 8/8/2008

Lehman Brothers Holdings Inc. 15.700% due 8/2/2008

Lehman Brothers Holdings Inc. 0.000% due 2/1/2008

Lehman Brothers Holdings Inc. 0.000% due 8/2/2010

Lehman Brothers Holdings Inc. 0.000% due 7/30/2010

Lehman Brothers Holdings Inc. 0.000% due 1/30/2009

Lehman Brothers Holdings Inc. 0.000% due 7/31/2010

Lehman Brothers Holdings Inc. 0.000% due 7/30/2010

Lehman Brothers Holdings Inc. 0.000% due 7/31/2012

Lehman Brothers Holdings Inc. 2.000% due 10/31/2012

Lehman Brothers Holdings Inc. 21.000% due 10/31/2007

Lehman Brothers Holdings Inc. 15.700% due 1/31/2008

Lehman Brothers Holdings Inc. 13.500% due 7/31/2008

Lehman Brothers Holdings Inc. 15.800% due 1/31/2008

Lehman Brothers Holdings Inc. 25.000% due 10/31/2007

Lehman Brothers Holdings Inc. 44.200% due 10/31/2007

Lehman Brothers Holdings Inc. 15.250% due 1/31/2008

Lehman Brothers Holdings Inc. 15.000% due 1/31/2008

Lehman Brothers Holdings Inc. 14.400% due 10/31/2007

Lehman Brothers Holdings Inc. 12.250% due 1/31/2008

Lehman Brothers Holdings Inc. 8.02% times the proportion of days on which the spread of the 30-year CMS rate over the two-year CMS rate is at least zero; payable quarterly due 7/31/2022

Lehman Brothers Holdings Inc. 21.800% due 10/31/2007

Lehman Brothers Holdings Inc. 0.000% due 9/26/2008

Lehman Brothers Holdings Inc. 9.250% due 7/25/2008

Lehman Brothers Holdings Inc. 0.000% due 7/28/2008

Lehman Brothers Holdings Inc. 11.750% due 10/24/2007

Lehman Brothers Holdings Inc. 10% through July 30, 2008; 40 times the spread of the 10-year CMS rate over the two-year CMS rate after that; minimum of 0%; maximum of 25%; payable quarterly due 7/30/2022

Lehman Brothers Holdings Inc. 24.800% due 10/20/2007

Lehman Brothers Holdings Inc. 0.000% due 7/23/2009

Lehman Brothers Holdings Inc. 0.000% due 7/21/2009

Lehman Brothers Holdings Inc. 8.75% plus 10 times the difference between 65% of three-month Libor and the average BMA municipal swap index due 8/1/2017

Lehman Brothers Holdings Inc. 17.000% due 7/12/2008

Lehman Brothers Holdings Inc. 17.000% due 7/10/2008

Lehman Brothers Holdings Inc. 0.000% due 7/13/2010

Lehman Brothers Holdings Inc. 14.250% due 1/11/2008

Lehman Brothers Holdings Inc. 13.000% due 7/11/2008

Lehman Brothers Holdings Inc. 30.000% due 10/5/2007

Lehman Brothers Holdings Inc. 11% through July 18, 2008; 50 times the spread of the 30-year CMS rate over the 10-year CMS rate after that; payable quarterly due 7/18/2022

Lehman Brothers Holdings Inc. 0.000% due 8/29/2008

Lehman Brothers Holdings Inc. 0.000% due 6/30/2008

Lehman Brothers Holdings Inc. 0.000% due 6/29/2010

Lehman Brothers Holdings Inc. 1.985% due 6/29/2012

Lehman Brothers Holdings Inc. 1.923% due 6/29/2012

Lehman Brothers Holdings Inc. 0.000% due 12/29/2008

Lehman Brothers Holdings Inc. 20.000% due 9/29/2007

Lehman Brothers Holdings Inc. 9.250% due 6/29/2008

Lehman Brothers Holdings Inc. 10.000% due 6/29/2008

Lehman Brothers Holdings Inc. 15.500% due 9/29/2007

Lehman Brothers Holdings Inc. 17.800% due 9/29/2007

Lehman Brothers Holdings Inc. 10.000% due 12/29/2007

Lehman Brothers Holdings Inc. 9.000% due 12/29/2007

Lehman Brothers Holdings Inc. 13.500% due 12/29/2007

Lehman Brothers Holdings Inc. 31.200% due 9/29/2007

Lehman Brothers Holdings Inc. 0.000% due 8/29/2008

Lehman Brothers Holdings Inc. 0.000% due 6/28/2010

Lehman Brothers Holdings Inc. 0.000% due 6/30/2009

Lehman Brothers Holdings Inc. 8.15% per year multiplied by the proportion of days on which the 30-year CMS rate is equal to or greater than the two-year CMS rate; payable quarterly due 6/29/2022

Lehman Brothers Holdings Inc. 0.000% due 6/29/2010

Lehman Brothers Holdings Inc. 0.000% due 6/29/2010

Lehman Brothers Holdings Inc. 13.500% due 12/27/2007

Lehman Brothers Holdings Inc. 14.250% due 9/29/2007

Lehman Brothers Holdings Inc. 17.200% due 12/27/2007

Lehman Brothers Holdings Inc. 0.000% due 6/30/2008

Lehman Brothers Holdings Inc. 11.500% due 9/26/2007

Lehman Brothers Holdings Inc. 13.550% due 6/26/2008

Lehman Brothers Holdings Inc. 14.000% due 12/29/2007

Lehman Brothers Holdings Inc. 17.100% due 6/30/2008

Lehman Brothers Holdings Inc. 37.400% due 9/25/2007

Lehman Brothers Holdings Inc. 12.000% due 6/28/2008

Lehman Brothers Holdings Inc. 13.300% due 12/25/2007

Lehman Brothers Holdings Inc. 9.050% due 6/25/2008

Lehman Brothers Holdings Inc. L+58, capped at 7% due 1/26/2017

Lehman Brothers Holdings Inc. 0.000% due 12/22/2008

Lehman Brothers Holdings Inc. 0.000% due 12/21/2010

Lehman Brothers Holdings Inc. 0.000% due 6/18/2010

Lehman Brothers Holdings Inc. 10% multiplied by the proportion of days for which six-month Libor is at least 0% and less than or equal to 7% during the life of the notes due 7/10/2022

Lehman Brothers Holdings Inc. 14.800% due 6/18/2008

Lehman Brothers Holdings Inc. 0.000% due 5/29/2009

Lehman Brothers Holdings Inc. 13.250% due 6/13/2008

Lehman Brothers Holdings Inc. 10.000% due 6/13/2008

Lehman Brothers Holdings Inc. 0.000% due 9/13/2008

Lehman Brothers Holdings Inc. 10.7% through June 20, 2017; after that, interest is 10.7% multiplied by the proportion of days for which six-month Libor is 0% and greater and 6.30% or less until the maturity date. due 6/20/2017

Lehman Brothers Holdings Inc. 10.750% due 12/12/2007

Lehman Brothers Holdings Inc. 11% through June 22, 2009; 50 times the spread of the 30-year CMS rate over the 10-year CMS rate after that; payable quarterly due 6/22/2022

Lehman Brothers Holdings Inc. 9.000% due 6/12/2008

Lehman Brothers Holdings Inc. 1.250% due 6/13/2012

Lehman Brothers Holdings Inc. Six-month Libor plus 275 basis points through June 19, 2008; after that, interest is six-month Libor plus 275 basis points multiplied by the proportion of days for which six-month Libor is 0% and greater and 6.25% or less up to but excluding June 19, 2015 and 0% and greater and 7.25% or less from June 19, 2015 up to but excluding the maturity date. due 7/19/2017

Lehman Brothers Holdings Inc. 18.000% due 12/8/2007

Lehman Brothers Holdings Inc. 8.5% through June 15, 2010; 50 times the spread of the 30-year CMS rate over the 10-year CMS rate after that; payable quarterly due 6/15/2022

Lehman Brothers Holdings Inc. 21.510% due 9/7/2007

Lehman Brothers Holdings Inc. 20.000% due 9/7/2007

Lehman Brothers Holdings Inc. 8.25% for each day six-month Libor stays within the specified range of 0% to 7%, inclusive during the interest period until maturity date; payable quarterly due 6/20/2022

Lehman Brothers Holdings Inc. 0.000% due 6/6/2010

Lehman Brothers Holdings Inc. 8.000% due 6/7/2008

Lehman Brothers Holdings Inc. 0.000% due 6/8/2010

Lehman Brothers Holdings Inc. 8.4% to June 20, 2008; after that, 8.4% multiplied by the proportion of days for which the 30-year CMS rate is higher than the two-year CMS rate due 6/20/2022

Lehman Brothers Holdings Inc. 25.600% due 8/30/2007

Lehman Brothers Holdings Inc. 0.000% due 11/30/2010

Lehman Brothers Holdings Inc. 0.000% due 6/1/2010

Lehman Brothers Holdings Inc. 10.500% due 5/30/2008

Lehman Brothers Holdings Inc. 10.500% due 11/30/2007

Lehman Brothers Holdings Inc. 0.000% due 11/28/2008

Lehman Brothers Holdings Inc. 0.000% due 5/29/2009

Lehman Brothers Holdings Inc. 17.000% due 11/30/2007

Lehman Brothers Holdings Inc. 19.000% due 11/30/2007

Lehman Brothers Holdings Inc. 16.500% due 11/30/2007

Lehman Brothers Holdings Inc. 9.000% due 5/31/2008

Lehman Brothers Holdings Inc. 17.500% due 11/30/2007

Lehman Brothers Holdings Inc. 6.8% multiplied by the proportion of days on which the 10-year CMT rate is within the accrual range of 4.15% to 5.05%; payable quarterly due 5/31/2009

Lehman Brothers Holdings Inc. 8.09% multiplied by the proportion of days on which the spread of the 30-year CMS rate over the two-year CMS rate is equal to or greater than zero; payable quarterly due 5/31/2022

Lehman Brothers Holdings Inc. 10% through June 20, 2008; 50 times the spread of the 30-year CMS rate over the 10-year CMS rate after that; payable quarterly due 6/20/2022

Lehman Brothers Holdings Inc. 35.800% due 8/24/2007

Lehman Brothers Holdings Inc. 0.000% due 8/24/2007

Lehman Brothers Holdings Inc. 15.700% due 11/30/2007

Lehman Brothers Holdings Inc. 0.000% due 11/24/2010

Lehman Brothers Holdings Inc. 21.200% due 8/22/2007

Lehman Brothers Holdings Inc. 9.000% due 6/2/2008

Lehman Brothers Holdings Inc. 10.375% through Nov. 24, 2008; 50 times the spread of the 30-year CMS rate over the 10-year CMS rate after that; payable quarterly due 5/24/2024

Lehman Brothers Holdings Inc. 8% to May 24, 2008; after that, 8% multiplied by the proportion of days for which the 30-year CMS rate is higher than the two-year CMS rate due 5/24/2022

Lehman Brothers Holdings Inc. 11% through Dec. 13, 2007; 50 times the spread of the 30-year CMS rate over the 10-year CMS rate after that; payable quarterly due 6/13/2022

Lehman Brothers Holdings Inc. 10.75% through May 23, 2009; 50 times the spread of the 30-year CMS rate over the 10-year CMS rate after that; payable quarterly due 5/23/2022

Lehman Brothers Holdings Inc. 17.000% due 11/15/2007

Lehman Brothers Holdings Inc. 0.000% due 5/15/2010

Lehman Brothers Holdings Inc. 0.000% due 5/15/2012

Lehman Brothers Holdings Inc. 0.000% due 5/9/2011

Lehman Brothers Holdings Inc. 8.7% interest up to but excluding May 22, 2008. After that the coupon will be 8.7% plus 10 times the difference between 65% of three-month Libor and the average BMA municipal swap index, capped at 10.5% due 5/22/2017

Lehman Brothers Holdings Inc. 9.275% plus 10 times the difference between 65% of three-month Libor and the average BMA municipal swap index, capped at 11.34% due 5/17/2022

Lehman Brothers Holdings Inc. 1.000% due 5/14/2012

Lehman Brothers Holdings Inc. 0.000% due 8/10/2007

Lehman Brothers Holdings Inc. 11.000% due 5/9/2008

Lehman Brothers Holdings Inc. 8.5% multiplied by an interest accrual factor equal to the proportion of days on which the spread of the 30-year CMS rate over the 10-year CMS rate is greater than or equal to 0%; payable quarterly due 5/23/2022

Lehman Brothers Holdings Inc. 11.750% due 5/8/2008

Lehman Brothers Holdings Inc. 8.4% interest up to but excluding May 23, 2008. After that the coupon will be 8.4% plus 10 times the difference between 65% of three-month Libor and the average BMA municipal swap index; floor of zero due 5/23/2017

Lehman Brothers Holdings Inc. 11.600% due 5/1/2008

Lehman Brothers Holdings Inc. 0.000% due 4/30/2010

Lehman Brothers Holdings Inc. 0.000% due 4/30/2008

Lehman Brothers Holdings Inc. 11.600% due 5/1/2008

Lehman Brothers Holdings Inc. 9.500% due 5/1/2008

Lehman Brothers Holdings Inc. 9.000% due 5/3/2008

Lehman Brothers Holdings Inc. 10% through May 23, 2008; 50 times the spread of the 30-year CMS rate over the 10-year CMS rate after that; payable quarterly; capped at 25% due 5/23/2022

Lehman Brothers Holdings Inc. 0.000% due 4/30/2010

Lehman Brothers Holdings Inc. 0.000% due 4/30/2009

Lehman Brothers Holdings Inc. 13.250% due 4/27/2008

Lehman Brothers Holdings Inc. 19.000% due 10/27/2007

Lehman Brothers Holdings Inc. 15.500% due 10/27/2007

Lehman Brothers Holdings Inc. 16.000% due 10/27/2007

Lehman Brothers Holdings Inc. 7.92% multiplied by the proportion of days on which the spread of the 30-year CMS rate over the two-year CMS rate is equal to or greater than zero; payable quarterly due 4/30/2022

Lehman Brothers Holdings Inc. 8.25% to May 10, 2008; after that, 8.25% multiplied by the proportion of days for which the 30-year CMS rate is higher than the two-year CMS rate due 5/10/2022

Lehman Brothers Holdings Inc. 8% multiplied by an interest accrual factor equal to the proportion of days on which the spread of the 30-year CMS rate over the 10-year CMS rate is greater than or equal to 0.0%; payable quarterly due 4/30/2022

Lehman Brothers Holdings Inc. 0.000% due 4/26/2012

Lehman Brothers Holdings Inc. 0.000% due 5/1/2008

Lehman Brothers Holdings Inc. 12.500% due 10/24/2007

Lehman Brothers Holdings Inc. 7.250% due 10/25/2007

Lehman Brothers Holdings Inc. 10.375% due 4/20/2008

Lehman Brothers Holdings Inc. 9% through April 26, 2008; 50 times the spread of the 30-year CMS rate over the 10-year CMS rate after that; payable quarterly due 4/26/2022

Lehman Brothers Holdings Inc. 11.250% due 4/23/2008

Lehman Brothers Holdings Inc. 0.000% due 4/16/2008

Lehman Brothers Holdings Inc. 9.65% interest up to but excluding April 17, 2008. After that the coupon will be three-month Libor plus 4.3% plus eight times the difference between 65% of three month Libor and the average BMA municipal swap index; The difference can be negative; coupon capped at the lesser of 17% and 1.9 times three month Libor plus 25 basis points due 4/17/2037

Lehman Brothers Holdings Inc. 0.000% due 10/8/2008

Lehman Brothers Holdings Inc. 0.000% due 10/2/2007

Lehman Brothers Holdings Inc. 8% to April 27, 2010; after that, 8% multiplied by the proportion of days for which the 30-year Constant Maturity Swap (CMS) rate is higher than the 2-year CMS rate due 4/27/2022

Lehman Brothers Holdings Inc. 7.9% for first three years; beginning April 27, 2010, 7.9% multiplied by the proportion of days for which the 30-year Constant Maturity Swap (CMS) rate is higher than the 2-year CMS rate due 4/27/2022

Lehman Brothers Holdings Inc. 10% through April 25, 2008; 50 times the spread of the 30-year CMS rate over the 10-year CMS rate after that; payable quarterly due 4/25/2022

Lehman Brothers Holdings Inc. 12.000% due 10/7/2007

Lehman Brothers Holdings Inc. 0.000% due 10/2/2007

Lehman Brothers Holdings Inc. 0.000% due 3/30/2009

Lehman Brothers Holdings Inc. 7% for each day six-month Libor stays within the specified range until April 20, 2012; 7.5% for each day six-month Libor stays within the range from April 20, 2012 until April 20, 2017; 12% for each day six-month Libor stays within the range from April 20, 2017 until maturity date; payable quarterly due 4/20/2022

Lehman Brothers Holdings Inc. 0.000% due 3/31/2011

Lehman Brothers Holdings Inc. 0.000% due 3/31/2010

Lehman Brothers Holdings Inc. 10.100% due 3/28/2008

Lehman Brothers Holdings Inc. 13.500% due 3/28/2008

Lehman Brothers Holdings Inc. 11.550% due 3/29/2008

Lehman Brothers Holdings Inc. 10.300% due 3/29/2008

Lehman Brothers Holdings Inc. 1.000% due 3/29/2014

Lehman Brothers Holdings Inc. 0.000% due 3/28/2008

Lehman Brothers Holdings Inc. 12.650% due 3/22/2008

Lehman Brothers Holdings Inc. 9% multiplied by an interest accrual factor equal to the proportion of days on which the spread of the 30-year CMS rate over the two-year CMS rate is 0.1% or greater due 3/28/2022

Lehman Brothers Holdings Inc. 0.000% due 9/14/2008

Lehman Brothers Holdings Inc. 8% annually plus 10 multiplied by the spread of 65% of adjusted Libor minus the average BMA rate; floor of 0% due 3/28/2017

Lehman Brothers Holdings Inc. 20.000% due 8/15/2007

Lehman Brothers Holdings Inc. 8.000% due 3/9/2008

Lehman Brothers Holdings Inc. 20.000% due 2/24/2008

Lehman Brothers Holdings Inc. 0.000% due 9/12/2007

Lehman Brothers Holdings Inc. 10% through March 28, 2008; 50 times the spread of the 30-year CMS rate over the 10-year CMS rate after that; payable quarterly due 3/28/2022

Lehman Brothers Holdings Inc. 4.420% due 12/9/2007

Lehman Brothers Holdings Inc. 0.000% due 9/10/2007

Lehman Brothers Holdings Inc. 0.000% due 4/15/2008

Lehman Brothers Holdings Inc. 0.000% due 8/28/2010

Lehman Brothers Holdings Inc. 0.000% due 8/28/2010

Lehman Brothers Holdings Inc. 0.000% due 2/28/2008

Lehman Brothers Holdings Inc. 15.300% due 8/28/2007

Lehman Brothers Holdings Inc. 8% to March 5, 2009; after that, 8% multiplied by the proportion of days for which the 30-year Constant Maturity Swap (CMS) rate is higher than the 2-year CMS rate due 3/5/2022

Lehman Brothers Holdings Inc. 0.000% due 8/28/2008

Lehman Brothers Holdings Inc. 0.000% due 3/1/2009

Lehman Brothers Holdings Inc. 10% through March 7, 2008; 50 times the spread of the 30-year CMS rate over the 10-year CMS rate after that; payable quarterly due 3/7/2022

Lehman Brothers Holdings Inc. 0.000% due 2/23/2010

Lehman Brothers Holdings Inc. 8.000% due 3/4/2008

Lehman Brothers Holdings Inc. 20.000% due 2/24/2008

Lehman Brothers Holdings Inc. 10.250% due 8/22/2007

Lehman Brothers Holdings Inc. 2.25% for each quarterly interest period that the exchange rate remains within the reference range; payable quarterly due 2/20/2008

Lehman Brothers Holdings Inc. 0.250% due 2/16/2012

Lehman Brothers Holdings Inc. 15.000% due 2/15/2008

Lehman Brothers Holdings Inc. 7.7% for each day six-month Libor stays within the range of 0% to 7%; payable quarterly due 2/22/2022

Lehman Brothers Holdings Inc. 0.000% due 2/13/2009

Lehman Brothers Holdings Inc. 8.4% annually plus 10 multiplied by the spread of 65% of adjusted Libor minus the average BMA rate; floor of 0% due 2/27/2017

Lehman Brothers Holdings Inc. 8.92% until Feb. 16, 2009; after that, 8.92% times proportion of days on which the five-year CMS (constant maturity swap) rate is more than 15 basis points higher than the two-year CMS rate due 2/16/2017

Lehman Brothers Holdings Inc. 8.7% multiplied by proportion of days on which the 30-year CMS rate is higher than the two-year CMS rate due 2/15/2022

Lehman Brothers Holdings Inc. 1.250% due 2/6/2014

Lehman Brothers Holdings Inc. 7% for each day six-month Libor remains within the reference range of 0% to 7% through Feb. 14, 2012; 10% for each day six-month Libor remains within the reference range beginning Feb. 15, 2012; payable quarterly due 2/15/2022

Lehman Brothers Holdings Inc. 6% until Aug. 5, 2007; 2.51% plus 8 multiplied by the spread of the 10-year CMS rate over the two-year CMS rate thereafter due 2/5/2017

Lehman Brothers Holdings Inc. 0.000% due 1/31/2011

Lehman Brothers Holdings Inc. 7% for each day six-month Libor remains within the reference range of 0% to 7% through Feb. 14, 2012; 10% for each day six-month Libor remains within the reference range beginning Feb. 15, 2012; payable quarterly due 2/15/2022

Lehman Brothers Holdings Inc. 0.000% due 1/31/2008

Lehman Brothers Holdings Inc. 0.000% due 4/2/2007

Lehman Brothers Holdings Inc. 0.000% due 5/2/2007

Lehman Brothers Holdings Inc. 0.000% due 1/30/2008

Lehman Brothers Holdings Inc. 0.250% due 1/26/2014

Lehman Brothers Holdings Inc. 11.030% due 1/27/2008

Lehman Brothers Holdings Inc. 7% multiplied by percentage of days in each quarter that the six-month Libor remained within the upper and lower Libor barriers due 1/26/2017

Lehman Brothers Holdings Inc. L+58, capped at 7% due 1/26/2017

Lehman Brothers Holdings Inc. 0.000% due 4/17/2007

Lehman Brothers Holdings Inc. 0.000% due 1/16/2008

Lehman Brothers Holdings Inc. 0.000% due 1/16/2008

Lehman Brothers Holdings Inc. 4.595% due 1/12/2008

Lehman Brothers Holdings Inc. 10% to 1/25/08, then 50 * (30 year CMS rate - 10 year CMS rate), floor of 0% due 1/25/2022

Lehman Brothers Holdings Inc. 0.000% due 12/29/2009

Lehman Brothers Holdings Inc. 0.450% due 12/27/2013

Lehman Brothers Holdings Inc. 0.000% due 6/27/2007

Lehman Brothers Holdings Inc. due 6/20/2008

Lehman Brothers Holdings Inc. 0.000% due 12/21/2011

Lehman Brothers Holdings Inc. 0.000% due 12/27/2007

Lehman Brothers Holdings Inc. 0.000% due 6/23/2008

Lehman Brothers Holdings Inc. 0.250% due 12/12/2013

Lehman Brothers Holdings Inc. 0.000% due 12/11/2011

Lehman Brothers Holdings Inc. 0.000% due 3/1/2007

Lehman Brothers Holdings Inc. 6.600% due 5/30/2007

Lehman Brothers Holdings Inc. 5.530% due 11/29/2007

Lehman Brothers Holdings Inc. 0.000% due 11/30/2007

Lehman Brothers Holdings Inc. 0.000% due 11/23/2007

Lehman Brothers Holdings Inc. 0.000% due 3/1/2007

Lehman Brothers Holdings Inc. 0.000% due 5/19/2008

Lehman Brothers Holdings Inc. 0.000% due 11/11/2007

Lehman Brothers Holdings Inc. 0.000% due 2/7/2007

Lehman Brothers Holdings Inc. 0.000% due 10/25/2009

Lehman Brothers Holdings Inc. 0.000% due 5/3/2007

Lehman Brothers Holdings Inc. 0.000% due 1/25/2007

Lehman Brothers Holdings Inc. 0.000% due 4/27/2007

Lehman Brothers Holdings Inc. 0.000% due 4/18/2007

Lehman Brothers Holdings Inc. 1.000% due 10/17/2013

Lehman Brothers Holdings Inc. 0.250% due 10/12/2011

Lehman Brothers Holdings Inc. 0.000% due 12/27/2006

Lehman Brothers Holdings Inc. 0.000% due 10/8/2007

Lehman Brothers Holdings Inc. 0.000% due 12/27/2006

Lehman Brothers Holdings Inc. 0.000% due 12/27/2006

Lehman Brothers Holdings Inc. 13.760% due 9/15/2007

Lehman Brothers Holdings Inc. 10.000% due 3/5/2007

Lehman Brothers Holdings Inc. 9.550% due 2/15/2007

Lehman Brothers Holdings Inc. 20.000% due 8/15/2007

Lehman Brothers Holdings Inc. 0.000% due 8/9/2009

Lehman Brothers Holdings Inc. 0.000% due 8/3/2010

Lehman Brothers Holdings Inc. 2.000% due 8/1/2013

Lehman Brothers Holdings Inc. 0.000% due 1/26/2008

Lehman Brothers Holdings Inc. 8.500% due 8/4/2007

Lehman Brothers Holdings Inc. 7.000% due 7/25/2007

Lehman Brothers Holdings Inc. 0.250% due 6/23/2011

Lehman Brothers Holdings Inc. 1.000% due 6/9/2009

Lehman Brothers Holdings Inc. 1.383% due 6/15/2009

Lehman Brothers Holdings Inc. 2.070% due 6/15/2009

Lehman Brothers Holdings Inc. 3.119% due 6/15/2009

Lehman Brothers Holdings Inc. 0.000% due 5/31/2008

Lehman Brothers Holdings Inc. 3.000% due 5/19/2008

Lehman Brothers Holdings Inc. 15.250% due 5/1/2007

Lehman Brothers Holdings Inc. 7.500% due 4/28/2007

Lehman Brothers Holdings Inc. 5.000% due 4/5/2008

Lehman Brothers Holdings Inc. 0.000% due 3/31/2009

Lehman Brothers Holdings Inc. 1.000% due 3/23/2009

Lehman Brothers Holdings Inc. 20.000% due 3/17/2007

Lehman Brothers Holdings Inc. 0.000% due 3/10/2009

Lehman Brothers Holdings Inc. 3.600% due 3/10/2007

Lehman Brothers Holdings Inc. 3.300% due 3/8/2007

Lehman Brothers Holdings Inc. 2.000% due 3/3/2009

Lehman Brothers Holdings Inc. 0.000% due 6/3/2007

Lehman Brothers Holdings Inc. 0.000% due 8/29/2006

Lehman Brothers Holdings Inc. 20.000% due 8/29/2006

Lehman Brothers Holdings Inc. 5.500% due 8/28/2006

Lehman Brothers Holdings Inc. 9.000% due 2/4/2007

Lehman Brothers Holdings Inc. 0.000% due 1/26/2009

Lehman Brothers Holdings Inc. 28.200% due 7/20/2006

Lehman Brothers Holdings Inc. 0.250% due 1/6/2012

Lehman Brothers Holdings Inc. 0.000% due 12/15/2007

Lehman Brothers Holdings Inc. 7.000% due 12/20/2006

Lehman Brothers Holdings Inc. 26.900% due 12/17/2006

Lehman Brothers Holdings Inc. 1.000% due 12/9/2012

Lehman Brothers Holdings Inc. 0.250% due 12/8/2012

Lehman Brothers Holdings Inc. 0.250% due 12/8/2012

Lehman Brothers Holdings Inc. 18.550% due 5/21/2006

Lehman Brothers Holdings Inc. 0.000% due 11/15/2008

Lehman Brothers Holdings Inc. 3.000% due 11/17/2012

Lehman Brothers Holdings Inc. 6.300% due 5/15/2006

Lehman Brothers Holdings Inc. 0.000% due 10/28/2012

Lehman Brothers Holdings Inc. annual payment based on level of index 15 calendar days earlier; if index is above initial level then coupon is 7.55%, otherwise 0% due 10/13/2015

Lehman Brothers Holdings Inc. 24.250% due 4/5/2006

Lehman Brothers Holdings Inc. 0.250% due 9/26/2008

Lehman Brothers Holdings Inc. 0.000% due 9/29/2008

Lehman Brothers Holdings Inc. 1.000% due 9/7/2012

Lehman Brothers Holdings Inc. 7.000% due 9/8/2006

Lehman Brothers Holdings Inc. 0.250% due 9/6/2012

Lehman Brothers Holdings Inc. 5.850% due 5/26/2006

Lehman Brothers Holdings Inc. 1.250% due 8/5/2012

Lehman Brothers Holdings Inc. 0.000% due 7/29/2008

Lehman Brothers Holdings Inc. 1.000% due 7/21/2009

Lehman Brothers Holdings Inc. 7.000% due 4/14/2006

Lehman Brothers Holdings Inc. 0.000% due 7/7/2008

Lehman Brothers Holdings Inc. 0.250% due 6/29/2012

Lehman Brothers Holdings Inc. 0.750% due 6/21/2010

Lehman Brothers Holdings Inc. 6.000% due 4/6/2007

Lehman Brothers Holdings Inc. 8.000% due 4/6/2006

Lehman Brothers Holdings Inc. 1.250% due 3/22/2012

Lehman Brothers Holdings Inc. 0.250% due 2/4/2012

Lehman Brothers Holdings Inc. 6.500% due 7/20/2006

Lehman Brothers Holdings Inc. 12.000% due 12/29/2005

Lehman Brothers Holdings Inc. 0.000% due 12/28/2011

Lehman Brothers Holdings Inc. 5.000% due 12/14/2005

Lehman Brothers Holdings Inc. 1.000% due 11/19/2011

Lehman Brothers Holdings Inc. 1.000% due 11/18/2009

Lehman Brothers Holdings Inc. 0.250% due 11/12/2011

Lehman Brothers Holdings Inc. 1.600% due 11/5/2011

Lehman Brothers Holdings Inc. 1.000% due 11/3/2011

Lehman Brothers Holdings Inc. 2.875% due 10/8/2005

Lehman Brothers Holdings Inc. 0.250% due 10/6/2011

Lehman Brothers Holdings Inc. 0.250% due 8/23/2011

Lehman Brothers Holdings Inc. 1.000% due 9/16/2010

Lehman Brothers Holdings Inc. 10.850% due 4/14/2005

Lehman Brothers Holdings Inc. 3.520% due 9/24/2005

Lehman Brothers Holdings Inc. 7.000% due 9/11/2005

Lehman Brothers Holdings Inc. 15.100% due 3/10/2005

Lehman Brothers Holdings Inc. 7.500% due 9/3/2005

Lehman Brothers Holdings Inc. 17.000% due 2/24/2005

Lehman Brothers Holdings Inc. 0.750% due 2/11/2011

Lehman Brothers Holdings Inc. 21.680% due 2/7/2005

Lehman Brothers Holdings Inc. 6.000% due 2/4/2005

Lehman Brothers Holdings Inc. 6.000% due 12/23/2004

Lehman Brothers Holdings Inc. 6.000% due 5/25/2005

Lehman Brothers Holdings Inc. 2.500% due 11/7/2004

Lehman Brothers Holdings Inc. 8.250% due 5/15/2004

Lehman Brothers Holdings Inc. 1.600% due 10/9/2010

Lehman Brothers Holdings Inc. 8.250% due 5/15/2004

Lehman Brothers Holdings Inc. 0.250% due 9/30/2010

Lehman Brothers Holdings Inc. 0.250% due 9/25/2010

Lehman Brothers Holdings Inc. 6.000% due 1/8/2005

Lehman Brothers Holdings Inc. 0.250% due 5/13/2010

Lehman Brothers Holdings Inc. 0.250% due 5/8/2010

Lehman Brothers Holdings Inc. 6.000% due 11/8/2004

Lehman Brothers Holdings Inc. 0.250% due 5/1/2010

Lehman Brothers Holdings Inc. 10.000% due 3/21/2004

Lehman Brothers Holdings Inc. 0.625% due 12/11/2007

Lehman Brothers Holdings Inc. 0.250% due 6/20/2009

Lehman Brothers Holdings Inc. 11.570% due 2/11/2009

Lehman Brothers Holdings Inc. 18.200% due 1/27/2009

Lehman Brothers Holdings Inc. 15.000% due 3/22/2009

Lehman Brothers Holdings Inc. 5.000% due 10/1/2008



© 2012 Prospect News.
All content in this database is protected by copyright law in the U.S. and elsewhere. For the use of the person downloading only.
Redistribution and copying are prohibited by law without written permission in advance from Prospect News.
Redistribution or copying includes e-mailing, printing multiple copies, faxing, photocopying or any other form of reproduction.