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

Transcription

1 Korrektur / Correction EMITTENT / ÉMETTEUR Emittent / Émetteur Garantiegeber / Garant (Moody s: A2 / Standard & Poor s: A / Fitch A+) 1/1

2 BASISWERT Index Börse Bloomberg ISIN S&P 500 Index* Chicago Board Options Exchange SPX Index US78378X1072 PRODUKTBEDINGUNGEN Emissionsvolumen USD Währung USD Nennwert USD Emissionspreis 100% des Nennwertes Basiswert Levels Bloomberg Ticker Referenzpreis (RP) Strike Price (in % des RP) Barrier Price (in % des RP) SPX Index USD USD (110%) USD (50%) Fixierungstag Schlussfixierungstag Liberierungstag Rückzahlungstag 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 Garantiegeber (Moody s: A1 / Standard & Poor s: A / Fitch A+) HANDELS- / SETTLEMENT-BEDINGUNGEN Mindestkauf Kleinste Stückelung Form Clearing Börsenkotierung USD 1'000 (1 Zertifikat) USD 1'000 (1 Zertifikat) Die Zertifikate sind in einem Globalzertifikat verbrieft. SIS SegaInterSettle Die Kotierung wird im Hauptsegment der SWX Swiss Exchange beantragt. Letzter Handelstag: , 17 Uhr SONSTIGE BEDINGUNGEN Berechnungsstelle Anwendbares Recht Lehman Brothers International (Europe) Englisch (die Garantie unterliegt dem Recht von New York) 1/2

3 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. Dieses Inserat stellt keinen Emissionsprospekt im Sinne von Art. 652a bzw 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. 2/2

4 SOUS-JACENT Index Bourse Bloomberg ISIN S&P 500 Index* Chicago Board Options Exchange SPX Index US78378X1072 CONDITIONS GENERALES DU PRODUIT Taille USD Devise USD Coupure USD 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 USD (110%) USD (50%) Date de Détermination du Prix d Exercice Date d Évaluation Date d Émission Date d Échéance 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 Garant (Moody s: A1 / Standard & Poor s: A / Fitch A+) NÉGOCE / LIQUIDITÉ Volume Minimal de Souscription Volume Minimal de Négoce Forme Clearing Cotation USD 1'000 (1 Certificat) USD 1'000 (1 Certificat) Les Certificats seront en tout temps représentés par un Titre Global. SIS SegaInterSettle Une demande de quotation sur le segment principal du SWX Swiss Exchange sera demandée. Dernier jour de négoce: , 17 heures AUTRES CONDITIONS 1/2

5 Agent de Calcul Lois en Vigueur For Juridique RISQUES Lehman Brothers International (Europe) Loi anglaise (la garantie est régie par la loi de l Etat de New-York) Angleterre 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. 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. 2/2