Have you lost money in the following STRUCTURED INVESTMENTS? There are many risks associated with these types of investments that are not always fully disclosed. If you have lost money in one of the following structured investments contact the Soreide Law Group today. Call 888-760-6552. There is never any fee unless we recover.

Principal Protected

·                     Equity Appreciation Growth Linked Securities (Basket EAGLES) -– Bank of America

·                     Global Equity Index Linked Basket Certificates of Deposit -- HSBC

·                     Index-Linked Notes -– Citigroup Funding

·                     Index Plus Notes -– Deutsche Bank

·                     Index Powered CDs -– Various Banks

·                     Linked Certificates of Deposit -- HSBC

·                     Market Participation Deposits -– Merrill Lynch

·                     Medium Term Notes -– Index Basket -– Bear Stearns

·                     Principal Protected Notes -– JPMorgan Chase

·                     Principal Protected Bear Notes –- Barclays Bank

·                     Principal Protected International Index Basket Linked Notes -- RBC

·                     Principal Protected Trust Certificates –- Citigroup Funding

·                     Principal Protected Multi Currency Basket Notes -– Merrill Lynch

·                     Return Linked Notes –- Bank of America

·                     World Allocator Certificate of Deposit -– HSBC

·                     100% Principal Protection Notes -- UBS

Principal At Risk

·                     Accelerated Market Participation Securities –- Bear Stearns

·                     Accelerated Return Notes –- Merrill Lynch

·                     Auto-Callable Optimization Securities –- Deutsche Bank

·                     Buffered Return Enhanced Notes –- JPMorgan Chase

·                     Buffered Underlying Securities –- Deutsche Bank

·                     Equity Buffer Notes –- HSBC

·                     Enhanced Yield Securities –- Wachovia

·                     Knock-in Reverse Convertible Notes -- Rabobank

·                     Knock-in Reverse Exchangeable Securities -– ABN Amro Bank

·                     Leverage Index-Linked Notes –- Goldman Sachs International

·                     Leveraged Index Notes –- Merrill Lynch

·                     Reverse Convertible Notes –- Barclays Bank

·                     Outperformance Buffered Return Enhanced Notes –- JP Morgan

·                     Performance Securities with Contingent Protection -– Deutsche Bank

·                     Performance Leveraged Upside Securities –- Morgan Stanley

·                     Strategic Equity Exposure Performance Linked Securities -– Bank of America

·                     SuperTracker Notes –- Barclays Bank

·                     Yield Optimization Notes With Contingent Protection -- UBS

Brand names

·                     AMPS (Accelerated Market Participation Securities): AMPS are non-interest bearing securities linked to an underlying index. At maturity, if the index value is greater than or equal to the initial index value, holders will receive a cash settlement based on the performance of the underlying index. The cash settlement value is usually capped at a specified maximum amount. If the final index value at maturity is less than the initial index level, investors will receive their initial investment less the percentage the index has declined.
The Bear Stearns Companies Inc. (issuer) / Bear Stearns & Co., Inc. (underwriter)

·                     ARES (Accelerated Return Equity Securities): ARES are non-interest bearing, index-linked securities. At maturity, if the index value is greater than the initial index value, holders will receive a cash settlement amount equal to the principal amount of the note plus a multiple of the index return that is usually capped at a pre-determined amount. These securities are not principal-protected. If the index return is negative at maturity, investors will be paid the principal less the percentage the index has decreased.
Credit Suisse First Boston (USA), Inc. (issuer) / Credit Suisse First Boston (underwriter)

·                     ARNs (Accelerated Return Notes): ARNs are equity-linked notes that do not provide interest payments. At maturity, if the price of the underlying stock has increased, investors will receive cash equal to the initial investment plus a redemption amount based on a predetermined calculation that cannot exceed the "capped value." These notes are not principal-protected. If the price of the underlying security has declined, investors will receive cash equivalent to their initial investment, less the percentage the security has decreased.
Merrill Lynch & Co., Inc. (issuer) / Merrill Lynch & Co. (underwriter)

·                     ASTROS (ASseT Return Obligation Securities): ASTROS are principal-protected index-linked notes that do not provide any interest payments before maturity and are not redeemable prior to maturity. At maturity the holder will receive a payment based on the percentage change in the index less an adjustment factor, plus the principlal invested amount.
Wachovia Corporation (Issuer) / Wachovia Securities (Underwriter)

·                     BASES (Basket Adjusting Structured Equity Securities): BASES are principal-protected, non-interest bearing, callable notes based on the performance of a basket of 10 equally-weighted stocks. At maturity, each holder receives the greater of (1) the principal amount and (2) the alternative redemption amount based on the performance of the basket.
Lehman Brothers Holdings Inc. (issuer) / Lehman Brothers (underwriter)

·                     BOXES (Basket Opportunity eXchangeablE Securities): BOXES are index-linked, callable, exchangeable notes that accrue interest. Interest is not paid until maturity. These securities are not principal protected. At maturity, holders will receive a cash amount based on the closing prices of the underlying stocks in the index plus the accrued but unpaid base and supplemental coupon amounts. The base coupon will be equal to the distribution, if any, of the stocks comprising the index; to the extent the index is not adjusted to reflect such payments. The annual supplemental coupon is accrued annually based on a predetermined rate.
Morgan Stanley (issuer) / Morgan Stanley (underwriter)

·                     BRIDGES (BRoad InDex Guarded Equity linked Securities): BRIDGES are principal protected securities linked to an underlying index or basket of stocks. These securities do not provide interest payments. At maturity, holders will receive the initial offering price plus a supplemental redemption amount if the final average index/basket value is greater than the initial index/basket value. The final average index/basket value will be the arithmetic average of each index/basket value on the specified determination dates set forth for each issue of BRIDGES. If the average value of the underlying index/basket declines, holders will receive their principal investment only.
Morgan Stanley (issuer) / Morgan Stanley (underwriter)

·                     BULS (Bullish Underlying Linked Securities): BULS are index-linked notes that do not pay interest. At maturity, if the closing index is greater than the initial index, investors will receive cash equal to 70% of the index appreciation. These notes provide principal protection up to a 25% decline in the underlying index. For each percentage point that the index declines below 25%, the security loses a predetermined percentage off the principal amount.
UBS AG (issuer) / UBS Warburg, UBS PaineWebber Inc. (underwriter)

·                     CPIS (Consumer Price Indexed Securities): CPIS are notes that trade as a bond, but do not pay interest and are not principal-protected. At maturity, each CPIS holder will receive an amount based on the cumulative percentage increase, if any, in the CPI on the three-month lagged basis over the term of the note, calculated in accordance with a predetermined formula published in the prospectus. If inflation is negative or zero over the term of the note, payment at maturity will equal zero. Increases in the inflation rate, however; can signify a large difference in the payout at maturity.
J.P. Morgan Chase & Co. (issuer) / J.P. Morgan (underwriter)

·                     CPS (Contingent Protected Securities): CPS are notes based on an underlying index that usually trade as a bond but have no coupon. Holders of the notes have principal-protection and the chance to participate in the appreciation of the underlying index as long as this index does not fall below the "Loss of Protection Trigger." If this occurs, during the term of the note, investors are not assured of receiving their investment amount and could receive zero.
Credit Suisse First Boston (USA), Inc. (issuer) / Credit Suisse First Boston (underwriter)

·                     CYCLES (Capital Protected Equity Performance Linked Securities): CYCLES are unsecured senior notes linked to an underlying index or basket of stocks or indices. At maturity, holders receive the principal amount of the notes and a final interest payment. In addition, holders may receive a supplemental redemption amount, depending upon the performance of the underlying index or basket of stocks or indices.
Bank of America (Issuer) / Bank of America Securities LLC (Underwriter)

·                     Comps (commodity Indexed Preferred Securities): Comps are preferred principal-at-risk securities that make quarterly dividend payments. At maturity, holders will receive a payment linked to the performance of a commodity or commodity index.
J.P. Morgan Chase & Co. (issuer) / J.P. Morgan (underwriter)

·                     Convertible Notes: This is a generic term used by multiple issuers. Convertible notes are generally linked to an underlying security and may be callable by the issuer or exchangeable by the investor. At maturity, these notes are paid either in cash or in shares of the underlying security. The structure of Convertible Notes will vary from issuer to issuer, but their par value is generally $1,000 and they trade as bonds.

·                     EAGLES (Equity Appreciation Growth Linked Securities): EAGLES are principal protected index-linked notes that pay no interest over the life of the security. At maturity, holders will receive the principal amount plus a supplemental redemption amount based on the performance of the underlying index. This structure has a minimum return provision built into the supplemental redemption amount. (Similar to MPS)
Bank of America (issuer) / Bank of America Securities, LLC (underwriter)

·                     EAS (Enhanced Appreciation Securities): EAS are index-linked notes that pay no interest over the life of the security. At maturity, if the underlying index has increased, investors will receive a cash payment equal to their initial investment plus a specified multiple of the index return with a predetermined capped value. If over the term of the note, the underlying index decreases, investors will be paid back their initial investment less the percentage decline of the underlying index.
UBS AG (issuer) / UBS Warburg (underwriter)

·                     ELIPS (Equity-linked securities with Lock-In Protection: ELIPS are mandatory exchangeable notes linked to an underlying security that do not provide interest payments or principal protection. The securities are exchangeable for the underlying stock at specified exchange periods, subject to a minimum exchange amount. At maturity, holders will receive the greater of the initial exchange ratio or the lock-in value.
Morgan Stanley (issuer) / Morgan Stanley (underwriter)

·                     ELKS (Equity Linked Term Notes): ELKS are equity-linked securities that can trade as either a stock or a bond. These securities pay a fixed interest rate over the term of the note. At maturity, investors will receive either the principal amount of their initial investment in cash or a fixed number of shares of the underlying stock if that stock has traded below a specified level during the term of the note.
Citigroup Global Markets Holdings Inc. (issuer) / Citigroup (underwriter)

·                     ERNs (Enhanced Return Notes):
Merrill Lynch & Co., Inc. (issuer) / Merrill Lynch & Co. (underwriter)

·                     Equity Linked Term Notes: This is a generic term used to describe structured products linked to an underlying stock, a basket of stocks, or an index representing a group of stocks. At maturity, holders will receive cash or shares of the underlying stock. Structures vary from issuer to issuer.

·                     Exchangeable Notes: This is a generic term used by multiple issuers. Exchangeable Notes are usually linked to an underlying security. This structure offers investors the option of exchanging their notes for shares of the underlying security. The structure of an Exchangeable Note may vary greatly from issuer to issuer.

·                     GOALs (Geld Oder Aktien Lieferung [translation: "Cash or Share Delivery"]): GOALs is a type of Equity Linked Term Notes.
UBS AG (issuer) / UBS Warburg (underwriter)

·                     HITS (High Income Trigger Securities): HITS are senior unsecured debt that pays an annual fixed coupon rate. HITS are based on an underlying stock and are not principal protected. At maturity the HITS will pay either (i) an amount of cash equal to the principal amount of the HITS, or (ii) a number of shares of the underlying stock, if the trading price of the underlying stock decreases to or below the trigger price over the term of the HITS.
Morgan Stanley (issuer) / Morgan Stanley (underwriter)

·                     HOLDRS (Holding Company Depositary Receipts): HOLDRS are depositary receipts representing ownership of a basket of industry-specific stocks. These securities represent the investor's individual and undivided beneficial ownership interest in the specified underlying securities including voting and dividend rights.
Merrill Lynch & Co., Inc. (issuer) / Merrill Lynch & Co. (underwriter)

·                     Index Capped Quarterly Observation Notes: These are index-linked notes that do not provide interest or principal protection. At maturity, holders will receive the greater of 10 percent or par times an "additional amount." The additional amount is calculated by the sum of the quarterly capped index returns for each of the 20 quarterly valuation periods (over five years). There is no protection should the index returns decline over the term of the security.
J.P. Morgan Chase & Co. (issuer) / JPMorgan (underwriter)

·                     Index Linked Notes: This is a generic term used to describe a structured product linked to an underlying index. At maturity, issuer usually pays principal plus a redemption amount linked to the performance of the underlying index. Index Linked Notes structures will vary from issuer to issuer.

·                     LASERS (Leading Stockmarket Return Securities): LASERS are non-interest bearing index-linked notes. At maturity, investors will be paid a cash amount equal to their initial investment plus an index return amount that could be positive, negative or zero. Because the index return can be negative, holders may receive less than their initial investment.
Citigroup Global Markets Holdings Inc. (issuer) / Citigroup (underwriter)

·                     LUNARS (Leveraged Upside Indexed Accelerated Return Securities): LUNARS are senior unsecured debt securities linked to an underlying Index. The Notes are not principal-protected, nor do they pay any interest. At maturity, the amount the holder receives will be based on the percentage change in the level of the Index from the Index starting level relative to the Index ending level.
Wachovia Corporation (Issuer) / Wachovia Securities (Underwriter)

·                     MERITS (Medium term Equity Related Investment Securities): MERITS are principal-protected, callable notes that bear no interest. The notes are linked to the performance of an underlying index or basket of securities. At maturity, holders will receive cash equal to their initial investment plus a return based on the performance of the underlying index or basket. If the underlying security decreases in value over the term of the note, investors will receive their initial investment only. (See Optimizer Notes)
Canadian Imperial Bank of Commerce (issuer) / CIBC World Markets (underwriter)

·                     MITTS (Market Index Target-Term Securities): MITTS are principal-protected, index-linked notes. At maturity, each holder receives cash equal to the principal amount plus a supplemental redemption amount (reduced by an annual adjustment factor) if the value of the underlying index increases over the term of the note. If the underlying index decreases over the term of the note, holders will receive the principal only.
Merrill Lynch & Co., Inc. (issuer) / Merrill Lynch & Co. (underwriter)

·                     MPS (Market Participation Securities with Minimum Protection Return): MPS are principal protected notes that usually do not provide interest payments. At maturity, holders will receive the principal amount plus an index-linked payment based on the quarterly performance amounts of the underlying index over the term of the note. This structure provides for a minimum protection return. Should the index linked return be less than the minimum protection return, investors will receive the minimum protection return.(Similar to EAGLES)
Morgan Stanley (issuer) / Morgan Stanley (underwriter)

·                     MRN (Market Recovery Notes): MRN are index-linked securities that do not provide interest payments. At maturity, investors will receive a cash payment based on the performance of the underlying index. If the value of the underlying index increases over the term of the note, the cash payment will equal a predetermined multiple of the index percentage increase, not to exceed a maximum amount. If the underlying index decreases over the term of the note, holders will receive cash equal to principal investment less the percentage decrease of the index. The redemption amount is entirely dependant on the performance of the index.
Merrill Lynch & Co., Inc. (issuer) / Merrill Lynch & Co. (underwriter)

·                     Optimizer Notes: These are principal-protected notes with no coupon linked to an underlying basket of stocks. At maturity, holders will receive the principal amount plus a basket return amount determined by utilizing a semi-annual performance selection mechanism over the term of the note. The basket return can be positive or zero. (See MERITS)
Canadian Imperial Bank of Commerce (issuer) / CIBC World Markets (underwriter)

·                     PACERS (Premium Mandatory Callable Equity-Linked Securities): PACERS are callable equity-linked notes. No interest will be paid on the PACERS and they are not principal-protected. At maturity, if not called prior to the maturity date, the PACERS will deliver to the holder:

i. A number of shares of the underlying stock, in the event the final stock price decreases below a predetermined value or;
ii. The principal amount in cash;

The PACERS are callable if the underlying stock share price is greater than or equal to the initial share price during and three-day trading period of a pre-established Call Determination Period. If called, the payment will be the principal amount plus a pre-established mandatory call premium to be paid in cash.
Citigroup Funding Inc. (Issuer) / Citigroup (Underwriter)

·                     PERKS (Performance Equity Return linked Securities): PERKS are medium-term notes that pay interest semi-annually. Under this structure, principal is not protected. At maturity, investors will receive a cash payment based on the value of the underlying index, subject to a predetermined maximum payment. The structure also contains a multiplier that protects investors from an index decline up to a specified percentage.
Morgan Stanley (issuer) / Morgan Stanley (underwriter)

·                     PERQS (Performance Equity Linked Redemption Quarterly Pay Securities): PERQS are Equity Linked Term Notes. (See ELKS).
Morgan Stanley (issuer) / Morgan Stanley (underwriter)

·                     PISTONS (Portfolio Income Strategic Opportunity Notes): PISTONS are index-linked securities that are not principal-protected. These securities pay a monthly fixed interest rate over the term of the Note. At maturity, if the PISTONS have not been redeemed on a prior date, investors will receive for each PISTONS an amount equal to the net investment value of the PISTONS determined on the fifth trading day prior to the maturity date.
Citigroup Funding Inc. (Issuer) / Citigroup (Underwriter)

·                     PLUS (Performance Leveraged Upside Securities): PLUS are non-interest bearing securities based on an underlying index. Principal investment is not protected. At maturity, holders will receive cash based on the value of the underlying index plus a supplemental amount, subject to a maximum payment, if the index exceeds a specified level.
Morgan Stanley (issuer) / Morgan Stanley (underwriter)

·                     PPN (Principal Protected Notes): PPN is a generic term used by issuers when a structured product offers protection of initial principal. Other than the principal protection aspect of these securities, structures vary by issuer.

·                     PROPELS (Protected Performance Equity Linked Securities): PROPELS are principal-protected, medium-term notes linked to an underlying index. This structure is not designed to pay interest. At maturity, holders will receive cash consisting of the principal amount plus a supplemental redemption, if any, based on the performance of the underlying index. If the ending value of the index is lower than the starting value, holders will only receive the principal amount.
Morgan Stanley (issuer) / Morgan Stanley (underwriter)

·                     PRUDENTS (Prudential Research Universe Diversified Equity NoTeS): PRUDENTS are principal-protected notes that do not pay interest. These notes are linked to a basket of common stocks that have been selected by the Prudential Securities Investment Policy Committee based on recommendations from Prudential Securities Equity Research Department. At maturity, holders will receive cash equal to their principal investment plus an alternative redemption amount, if any, based on the performance of the basket of stocks.
Lehman Brothers Holdings (issuer) / Lehman Brothers-Prudential Securities (co-underwriters)

·                     Progros (Protected Growth Investing): Progros are principal-protected securities linked to various underlying growth assets such as stocks, bonds, mutual funds, indexes, and cash.
Merrill Lynch & Co., Inc. (issuer) / Merrill Lynch & Co. (underwriter)

·                     RANGERS (Risk Adjusting Equity Range Securities): RANGERS are interest-bearing notes linked to an underlying security. At maturity, holders will receive a cash disbursement equal to principal plus any accrued but unpaid coupon payments providing the underlying equity did not fall below a specified threshold value at any time during the measurement period. If this occurs, holders will receive the alternative redemption amount, plus any accrued but unpaid coupon payments.
Lehman Brothers Holdings Inc. (issuer) / Lehman Brothers (underwriter)

·                     RAPIDS (Return Accelerated PortfolIo Debt Securities): RAPIDS are structured notes with a return linked to the performance of a portfolio of stocks. This structure provides diversification with limited risk.
Lehman Brothers Holdings Inc. (issuer) / Lehman Brothers (underwriter)

·                     Reverse Exchangeable Securities: These are linked to an underlying stock. These notes pay a coupon but are not principal protected. At maturity, if the underlying stock has increased, holders will receive cash equal to the principal amount plus the percentage increase in the underlying stock on the determination date. If the underlying stock has decreased in value, holders will receive shares of the underlying stock based on a predetermined exchange ratio (which will have a value less than par).
ABN AMRO Bank N.V. (issuer) / ABN AMRO Incorporated (underwriter)

·                     SEQUINS (Select Equity Indexed Notes): SEQUINS are callable equity-linked notes with a coupon greater than the underlying stock's current dividend yield. Interest is paid quarterly. At maturity, holders will receive shares of the underlying stock based on a pre-determined exchange ratio.
Citigroup Global Markets Holdings Inc. (issuer) / Citigroup (underwriter)

·                     SHIELDS (Structured HybrId Equity Linked Securities): SHIELDS are principal-protected notes that do not pay interest. The notes are callable, albeit at a generous call rate. At maturity, if the notes are not called, holders will receive a cash payment equal to the principal amount plus a supplemental redemption amount based on the performance of the underlying index. If at maturity the index' ending value is less than its starting value, investors will receive cash equal to the principal investment only.
ABN AMRO Bank N.V. (issuer) / ABN AMRO Incorporated (underwriter)

·                     SPARQS (Stock Participation Accreting Redemption Quarterly-pay Securities): SPARQS are interest-bearing, callable notes linked to an underlying stock that are not principal-protected. At maturity, providing the notes have not been called, holders will receive shares of the underlying stock based upon a predetermined exchange ratio. (See STRIDES)
Morgan Stanley (issuer) / Morgan Stanley (underwriter)

·                     SRNs (Strategic Return Notes): SRNs are exchangeable notes linked to an underlying index that are not principal-protected. These notes are exchangeable for cash during specified periods over the term of the security. At maturity, if the notes have not been exchanged, and the value of the underlying index has increased, holders will receive cash payments equal to the initial investment plus a return equal to the percentage increase of the index, less an index adjustment factor. If the index has decreased, however, holders will receive less, and possibly significantly less, than the original public offering price.
Merrill Lynch & Co., Inc. (issuer) / Merrill Lynch & Co. (underwriter)

·                     STRIDES (Stock Return Income Debt Securities): STRIDES are callable interest bearing securities linked to an underlying stock. At maturity, if the issue has not been called, holders will receive shares of the underlying stock based on a predetermined share multiplier. (See SPARQS)
Merrill Lynch & Co., Inc. (issuer) / Merrill Lynch & Co. (underwriter)

·                     SUNS (Stock Upside Note Securities): SUNS are callable, non-interest bearing, principal-protected notes linked to an underlying index. At maturity, holders will receive cash equal to the principal investment plus a return equal to the percentage increase of the underlying index. If the value of the index remains the same or declines, holders will receive their principal only.
Lehman Brothers Holdings Inc. (issuer) / Lehman Brothers (underwriter)

·                     TARGETS (Targeted Growth Enhanced Terms Securities): TARGETS are linked to an underlying stock and provide quarterly interest payments greater than the current dividend yield of that stock. The securities are subject to an accelerated maturity based on a 'list of accelerated events' described in the prospectus. These securities are not principal-protected. At maturity, investors will receive cash equal to the principal amount plus a stock return payment that may be positive, negative, or zero. The stock return amount is directly related to the performance of the underlying stock. It is a compounded value of periodic capped returns for each stated reset period (monthly).
TARGETS Trust (issuer) / Citigroup (underwriter)

·                     TEES (Targeted Efficient Equity Securities): TEES are index-linked notes with no coupon. Most issues of this structure are not principal-protected. Payment at maturity is highly dependent upon the performance of the underlying index. If the closing index value at maturity is greater than the initial index value, holders will receive their principal investment plus a capped payment per unit directly related to the percentage increase of the underlying index. If the closing index value is less than the initial index value, holders will receive their initial investment less the percentage decrease of the underlying index.
Wachovia Corporation (issuer) / Wachovia Securities (underwriter)

·                     TIERS (Trust Investment Enhanced Return Securities): TIERS are principal-protected, minimum return trust certificates based upon the performance of an underlying index. These certificates do not provide interest income. At maturity, however, holders will receive the principal investment plus a return based on the performance of the underlying index, subject to both a minimum amount and a monthly appreciation cap.
TIERS Principal-Protected Minimum Return Asset Backed Certificates Trust (issuer)/Citigroup (underwriter)

·                     Toprs (Trust Originated Preferred Securities): Toprs are undivided preferred beneficial interests in the assets of an underlying statutory business trust. These securities are callable, interest-bearing, and principal protected.
TDS Capital (issuer) / Merrill Lynch & Co. (underwriter)

·                     TRACERS (Corporate Bond TRACERS Units): TRACERS are undivided beneficial interests in an underlying trust that provide a monthly coupon. The trust is comprised of multiple securities. As the securities in the trust mature, holders will receive payments based on these maturities that in return reduce the principal amount. The initial principal investment will also be reduced each time there is a distribution of principal on an underlying security held in the trust.
MS Structured Asset Corp. (issuer) / Morgan Stanley (underwriter)

·                     Trigger CAPITALS (Covered Asset Participation Target exchangeable Securities): CAPITALS are index or equity-linked unsecured debt securities. The Notes provide 100% principal protection and pay cash at maturity unless a "trigger event" occurs, where the final stock price multiplied by the share multiplier is less than the initial stock price, in which case holders will lose some or all of their principal. On the maturity date, if no trigger event has occurred, holders will receive a payment equal to the principal amount plus any accrued but unpaid interest.
Wachovia Corporation (Issuer) / Wachovia Securities (Underwriter)

·                     YEELDS (Yield Enhancing Equity Linked Debt Securities): YEELDS are coupon bearing notes linked to an underlying stock. The notes are not principal protected. At maturity, holders will receive principal plus an alternative redemption amount that is directly related to the performance of the underlying stock. This amount can be positive, negative, or zero. The maximum payment is usually capped. The issuer has the option to redeem these securities in cash or shares of the underlying stock at maturity .
Lehman Brothers Holdings Inc. (issuer) / Lehman Brothers (underwriter)