-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, DrT3ineabN48pT2IUR82ei/Oc82XsivxqkSdX6zURiHUiIBDWzil8Sobfc0J75Kq jM5qPaoJbLKLxlIVo/gAEg== 0001193125-08-021970.txt : 20080207 0001193125-08-021970.hdr.sgml : 20080207 20080206201725 ACCESSION NUMBER: 0001193125-08-021970 CONFORMED SUBMISSION TYPE: FWP PUBLIC DOCUMENT COUNT: 8 FILED AS OF DATE: 20080207 DATE AS OF CHANGE: 20080206 SUBJECT COMPANY: COMPANY DATA: COMPANY CONFORMED NAME: LEHMAN BROTHERS HOLDINGS INC CENTRAL INDEX KEY: 0000806085 STANDARD INDUSTRIAL CLASSIFICATION: SECURITY BROKERS, DEALERS & FLOTATION COMPANIES [6211] IRS NUMBER: 133216325 STATE OF INCORPORATION: DE FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: FWP SEC ACT: 1934 Act SEC FILE NUMBER: 333-134553 FILM NUMBER: 08582906 BUSINESS ADDRESS: STREET 1: LEHMAN BROTHERS STREET 2: 745 SEVENTH AVENUE CITY: NEW YORK STATE: NY ZIP: 10019 BUSINESS PHONE: 2125267000 MAIL ADDRESS: STREET 1: LEHMAN BROTHERS STREET 2: 745 SEVENTH AVENUE CITY: NEW YORK STATE: NY ZIP: 10019 FORMER COMPANY: FORMER CONFORMED NAME: SHEARSON LEHMAN HUTTON HOLDINGS INC DATE OF NAME CHANGE: 19901017 FILED BY: COMPANY DATA: COMPANY CONFORMED NAME: LEHMAN BROTHERS HOLDINGS INC CENTRAL INDEX KEY: 0000806085 STANDARD INDUSTRIAL CLASSIFICATION: SECURITY BROKERS, DEALERS & FLOTATION COMPANIES [6211] IRS NUMBER: 133216325 STATE OF INCORPORATION: DE FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: FWP BUSINESS ADDRESS: STREET 1: LEHMAN BROTHERS STREET 2: 745 SEVENTH AVENUE CITY: NEW YORK STATE: NY ZIP: 10019 BUSINESS PHONE: 2125267000 MAIL ADDRESS: STREET 1: LEHMAN BROTHERS STREET 2: 745 SEVENTH AVENUE CITY: NEW YORK STATE: NY ZIP: 10019 FORMER COMPANY: FORMER CONFORMED NAME: SHEARSON LEHMAN HUTTON HOLDINGS INC DATE OF NAME CHANGE: 19901017 FWP 1 dfwp.htm FREE WRITING PROSPECTUS Free Writing Prospectus
Indicative Terms*
1.
If
the
Index
has
not
closed
at
any
time
during
the
Observation
Period
above
121%-123%¹
or
below
77%-79%¹
of
the
initial value on the
Trade Date:
Holders
will
receive
100%
of
Principal
plus
the
maximum
absolute
value
of
SPX
performance
reached
during
the
Observation
Period
(“Highwater
Mark”
or
“Absolute
Index
Return”).
The
maximum
absolute
value
of
SPX
is
the largest percentage
return (positive or negative) reached from the Trade Date to the
Final Valuation Date.
2.
If
the
Index
has
closed
during
the
Observation
Period
above
121%-123%¹
or
below
77%-79%¹
of
the
initial
value
on
the Trade Date:
Holders will receive 100% of Principal at maturity
Hypothetical Payoff Examples
Return Profile
100%
80%
70%
110%
100%
100%
115%
90%
135%
100%
115%
95%
85%
110%
100%
120%
115%
90%
120%
100%
Payoff at
Maturity
Final
S&P 500
®
Value
Lowest
Value
Reached
Highest
Value
Reached
Initial
S&P 500
®
Value
100%
Principal Protected Absolute Return Barrier Notes with
Contingent Highwater Mark Absolute Return
Linked to the S&P 500
®
Index
Lower Index
Barrier
Upper Index
Barrier
Maximum Upside in Up or Down Market
M-note with Highwater
Mark
Highwater
Mark Hypothetical
Maturity Payoff
Days
* Before you invest, you should read the offering documents for this
transaction in its entirety, as discussed in “The Additional Terms Specific
to the Notes”
5252M0CP0
CUSIP
February 24, 2010
March 1, 2010
Final Valuation Date
Maturity Date
February 29, 2008
Settlement Date
February 26, 2008
Trade Date
Daily –
Exchange Close
The period starting on (and
including) the Trade Date and
ending on (and including) the
Final Valuation Date
Observations
Observation Period
77-79% of initial value¹
Lower Index Barrier
121-123% of initial value¹
Upper Index Barrier
100%
21-23%¹
Principal Protection
Absolute Return Barrier
2 Years
Maturity
S&P 500
®
Index
(“SPX”
or the “Index”)
Underlying Index
The 100% Principal Protected
Absolute Return Barrier Notes
with Contingent Highwater
Mark
Absolute Return Linked to the
S&P 500
®
Index (the “Notes”)
provide an opportunity to
potentially hedge your exposure to
equity securities, as represented by
the S&P 500
®
Index while
benefiting from moderately
positive or negative returns of the
Index.
Summary Description
S&P 500
Payoff
1
To be determined on the Trade Date
Term sheet no. 1 to
Prospectus dated May 30, 2006
Prospectus supplement dated May 30, 2006
Preliminary Terms and Conditions dated February 5, 2008
Product supplement no. 970-I dated February 5, 2008
Underlying supplement no. 100 dated January 28, 2008
Registration Statement no. 333-134553
Dated February 6, 2008
Rule 433
LEHMAN
BROTHERS
-
Structured
Investments
Americas

THE ADDITIONAL TERMS SPECIFIC TO THE NOTES
Lehman
Brothers
Holdings
Inc.
has
filed
a
registration
statement
(including
a
base
prospectus)
with
the
U.S.
Securities
and
Exchange Commission, or SEC, for this offering. Before you invest, you should read the Preliminary Terms and Conditions
together with the base prospectus, as supplemented by the MTN prospectus supplement relating to our Series I medium-
term notes of which the Notes are a part, and the more detailed information contained in product supplement no. 970-I
(which supplements the description of the general terms of the Notes) and underlying supplement no. 100 (which describes
the
Index,
including
risk
factors
specific
to
it).
Buyers
should
rely
upon
the
base
prospectus,
the
MTN
prospectus
supplement,
product
supplement
no.
970-I,
underlying
supplement
no.
100,
the
Preliminary
Terms
and
Conditions
,
any
other relevant terms supplement and any relevant free writing prospectus for complete details. The Preliminary Terms and
Conditions,
together
with
the
documents
listed
below,
contains
the
terms
of
the
Notes
and
supersedes
all
prior
or
contemporaneous communications concerning the Notes. To the extent that there are any inconsistencies among the
documents
listed
below,
the
Preliminary
Terms
and
Conditions
shall
supersede
product
supplement
no.
970-I,
which
shall,
likewise, supersede the base prospectus and the MTN prospectus supplement. You should carefully consider, among other
things,
the
matters
set
forth
in
“Risk
Factors”
in
the
accompanying
product
supplement
no.
970-I
and
“Risk
Factors”
in
the
accompanying
underlying
supplement
no.
100,
as
the
Notes
involve
risks
not
associated
with
conventional
debt
securities.
We urge you to consult your investment, legal, tax, accounting and other advisors before you invest in the Notes. You may
get
these
documents
and
other
documents
Lehman
Brothers
Holdings
Inc.
has
filed
for
free
by
searching
the
SEC
online
database
(EDGAR®)
at
www.sec.gov,
with
“Lehman
Brothers
Holdings
Inc.”
as
a
search
term
or
through
the
links
below,
or by calling Lehman Brothers Inc. toll-free at 1-888-603-5847.
You
may
access
these
documents
on
the
SEC
website
at
www.sec.gov
as
follows
(or
if
such
address
has
changed,
by
reviewing our filings for the relevant date on the SEC website):
•
Preliminary Terms and Conditions dated February 5, 2008:
•
Product supplement no. 970-I dated February 5, 2008:
•
Underlying supplement no. 100 dated January 28, 2008:
•
MTN
prospectus
supplement
dated
May
30,
2006:
•
Base
prospectus
dated
May
30,
2006:
Alternatively,
Lehman
Brothers
Inc.
will
arrange
to
send
you
the
prospectus,
Series
I
MTN
prospectus
supplement
and
final
pricing supplement (when completed) if you request them by calling your Lehman Brothers sales representative or 1-888-
603-5847.
100%
Principal Protected Absolute Return Barrier Notes with
Contingent Highwater Mark Absolute Return
Linked to the S&P 500
®
Index
LEHMAN
BROTHERS
-
Structured
Investments
Americas

Select Risk Factors
100%
Principal Protected Absolute Return Barrier Notes with
Contingent Highwater Mark Absolute Return
Linked to the S&P 500
®
Index
LEHMAN
BROTHERS
-
Structured
Investments
Americas
An investment in the Notes involves significant risks. Investing in the Notes is not equivalent to investing directly
in
any
of
the
stocks
included
in
the
Index.
These
risks
are
explained
in
more
detail
in
the
“Risk
Factors”
section
of
product
supplement
no.
970-I
and
in
the
“Risk
Factors”
section
of
underlying
supplement
no.
100
and
in
the
“Risk
Factors”
section
of
the
MTN
prospectus
supplement.
You
should
reach
an
investment
decision
only
after
you
have
carefully
considered
with
your
advisors
the
suitability
of
an
investment
in
the
Notes
in
light
of
your
particular circumstances.
No
Principal
Protection
Unless
You
Hold
the
Notes
To
Maturity:
The
Notes
are
not
designed
to
be
short-term
trading
instruments. You will receive at least the minimum payment of 100%
of the principal amount of your Notes if you hold your Notes to
maturity. If you sell your Notes in the secondary market prior to maturity, you will not receive principal protection. YOU SHOULD
BE WILLING TO HOLD YOUR NOTES TO MATURITY.
Market
Risk:
Amounts
payable
on
the
Notes,
as
well
as
their
market
value,
will
depend
on
(i)
the
Absolute
Index
Return
and
(ii)
whether the Index closing level is above the Upper Index Barrier
or below the Lower Index Barrier at any time during the
Observation Period. As a result, the market value of the Notes at any time during the term of the Notes will depend on (i) the then
current Index closing level, (ii) the expected volatility of the
Index and (iii) the historical closing levels of the Index during the
Observation Period.  IF THE INDEX CLOSES EITHER ABOVE THE UPPER INDEX BARRIER OR BELOW THE LOWER
INDEX BARRIER ON ANY TRADING DAY DURING THE OBSERVATION PERIOD, THE PERFORMANCE OF THE INDEX
AFTER THAT TRADING DAY WILL BE ENTIRELY IRRELEVANT TO YOUR RETURN, AND YOU WILL RECEIVE ONLY
THE FULL PRINCIPAL AMOUNT OF YOUR NOTES ON THE MATURITY DATE.
The
Notes
Might
Not
Pay
More
Than
the
Principal
Amount:
You
may
receive
a
lower
return
on
your
investment
than
you
would
receive by investing in any of the stocks underlying the Index or contracts related to the Index. If the Index closing level is above the
Upper Index Barrier or below the Lower Index Barrier during the Observation Period, you will receive only the principal amount of
your Notes.
The
Absolute
Return
Barrier
Limits
Your
Potential
Return:
The
appreciation
potential
of
the
Notes
is
limited
to
the
Absolute
Return Barrier percentage of 21.00%
to 23.00%
(to be determined on the Trade Date), regardless of the performance of the
Index.
The appreciation potential of the Notes is limited to the Absolute Return Barrier.
No
Interest
or
Dividend
Payments
or
Voting
Rights:
As
a
holder
of
the
Notes,
you
will
not
receive
interest
payments,
and
you
will not have voting rights or rights to receive cash dividends or other distributions or other rights that holders of stocks underlying
the Index would have.
Certain
Built-in
Costs
are
Likely
to
Adversely
Affect
the
Value
of
the
Notes
Prior
to
Maturity:
While
the
payment
at
maturity
of the Notes is based on the full principal amount of your Notes, the original issue price of the Notes includes the agent’s commission
and
the
cost
of
hedging
our
obligations
under
the
Notes
through
one
or
more
of
our
affiliates,
which
includes
our
affiliates’
expected
cost of providing such hedge as well as the profit our affiliates expect to realize in consideration for assuming the risks inherent in
providing such hedge. As a result, the price, if any, at which Lehman Brothers Inc. will be willing to purchase Notes from you in
secondary market transactions, if at all, is likely to be lower than the original issue price, and any sale prior to the Maturity Date
could result in a substantial loss to you. The Notes are not designed to be short-term trading instruments. YOU SHOULD BE
WILLING TO HOLD YOUR NOTES TO MATURITY.
Dealer
Incentives:
We
and
our
affiliates
act
in
various
capacities
with
respect
to
the
Notes.
Lehman
Brothers
Inc.
and
others
of
our
affiliates may act as principals, agents or dealers in connection with the Notes. Such affiliates, including the sales representatives, will
derive compensation from the distribution of the Notes and such compensation may serve as an incentive to sell the Notes instead
of
other investments. The Preliminary Terms and Conditions describes the amount of compensation we will pay per $1,000 principal
amount Note to the principals, agents and dealers in connection with the distribution of the Notes.

Lack of Liquidity:
The Notes will not be listed on any securities exchange. Lehman
Brothers Inc. intends to offer to purchase the
Notes in the secondary market but is not required to do so. Even
if there is a secondary market, it may not provide enough liquidity
to allow you to trade or sell your Notes easily. Because other dealers are not likely to make a secondary market for the Notes, the
price
at
which
you
may
be
able
to
trade
your
Notes
is
likely
to
depend
on
the
price,
if
any,
at
which
Lehman
Brothers
Inc.
is
willing
to buy the Notes. If you are an employee of Lehman Brothers Holdings Inc. or one of our affiliates, you may not be able to
purchase the Notes from us and your ability to sell or trade your Notes in the secondary market may be limited.
Potential
Conflicts:
We
and
our
affiliates
play
a
variety
of
roles
in
connection
with
the
issuance
of
the
Notes,
including
acting
as
calculation agent and hedging our obligations under the Notes. In performing these duties, the calculation agent and other affiliates
of ours have economic interests that are potentially adverse to your interests as an investor in the Notes.
We
Are
One
of
the
Companies
That
Make
Up
the
S&P
500
®
Index:
We
are
one
of
the
companies
that
make
up
the
S&P
500®
Index. We will not have any obligation to consider your interests as a holder of the Notes in taking any corporate action that might
affect the level of the S&P 500
®
Index and the value of the Notes.
We
Cannot
Control
Actions
by
the
Other
Companies
Whose
Stocks
or
Other
Equity
Securities
are
Represented
in
the
S&P
500
®
Index:
We
are
not
affiliated
with
any
of
the
other
companies
whose
stock
is
represented
in
the
S&P
500
®
Index.
As
a
result,
we will have no ability to control the actions of such companies, including actions that could affect the value of the stocks
underlying the Index or your Notes. None of the money you pay us
will go to any of the companies represented in the S&P 500
®
Index, and none of those companies will be involved in the offering of the Notes in any way. Neither those companies nor we will
have any obligation to consider your interests as a holder of the Notes in taking any corporate actions that might affect the value of
your Notes.
We and our Affiliates and Agents May Publish Research, Express Opinions or Provide Recommendations that are
Inconsistent with Investing in or Holding the Notes. Any Such Research, Opinions or Recommendations Could Affect the
Index
closing
level
or
the
Value
of
the
Notes:
We,
our
affiliates
and
our
agents
publish
research
from
time
to
time
on
financial
markets and other matters that may influence the value of the Notes, and we, our affiliates and our agents may from time to time
express opinions or provide recommendations that are inconsistent with purchasing or holding the Notes. We, our affiliates and our
agents may have published research or other opinions that are inconsistent with the investment view implicit in the Notes. Any
research, opinions or recommendations expressed by us, our affiliates or our agents may not be consistent with each other and may
be modified from time to time without notice. Investors should make their own independent investigation of the merits of investing
in the Notes.
Many Economic and Market Factors Will Impact the Value of the Notes:
In addition to the Index closing level on any trading
day and the historical performance of the Index during the Observation Period, the value of the Notes will be affected by a number
of economic and market factors that may either offset or magnify
each other and which are set out in more detail in product
supplement no. 970-I.
Tax Treatment:
You should consider the tax consequences of investing in the Notes and you should consult your own tax advisor
about your own tax situation before investing in the Notes.
Creditworthiness of Issuer:
An investment in the Notes will be subject to the credit risk of Lehman Brothers Holdings Inc., and
the actual and perceived creditworthiness of Lehman Brothers Holdings Inc. may affect the market value of the Notes.
LEHMAN
BROTHERS
-
Structured
Investments
Americas
100%
Principal Protected Absolute Return Barrier Notes with
Contingent Highwater Mark Absolute Return
Linked to the S&P 500
®
Index
Select Risk Factors (cont.)
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