Document:

Form of senior debt secuirty - medium-term note

 Exhibit 4.01 
 LEHMAN BROTHERS HOLDINGS INC. 
 100% Principal Protection Notes Linked to a Global Index Basket Due August 31, 2011

  

			
	Number R-1	 	$16,946,020
	ISIN US52522L8899	 	CUSIP 52522L889

 See Reverse for Certain Definitions 
 THIS SECURITY (THIS “SECURITY”) IS A GLOBAL SECURITY WITHIN THE MEANING OF THE INDENTURE HEREINAFTER REFERRED TO AND IS REGISTERED IN
THE NAME OF A DEPOSITORY OR A NOMINEE THEREOF. UNLESS AND UNTIL IT IS EXCHANGED IN WHOLE OR IN PART FOR SECURITIES IN CERTIFICATED FORM, THIS SECURITY MAY NOT BE TRANSFERRED EXCEPT AS A WHOLE BY THE DEPOSITORY TO A NOMINEE OF THE DEPOSITORY OR BY A
NOMINEE OF THE DEPOSITORY TO SUCH DEPOSITORY OR ANOTHER NOMINEE OF THE DEPOSITORY OR BY THE DEPOSITORY OR ANY SUCH NOMINEE TO A SUCCESSOR DEPOSITORY OR A NOMINEE OF SUCH SUCCESSOR DEPOSITORY. UNLESS THIS SECURITY IS PRESENTED BY AN AUTHORIZED
REPRESENTATIVE OF THE DEPOSITORY TO LEHMAN BROTHERS HOLDINGS INC. OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE OR PAYMENT, AND ANY SECURITY ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS REQUESTED BY AN
AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY), ANY TRANSFER, PLEDGE OR OTHER USE HEREOF FOR VALUE OR OTHERWISE
BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN. 
 LEHMAN BROTHERS
HOLDINGS INC., a corporation duly organized and existing under the laws of the State of Delaware (hereinafter called the “Company”), for value received, hereby promises to pay to CEDE & CO. or registered assigns, at the
office or agency of the Company in the Borough of Manhattan, The City of New York, on the Maturity Date, in such coin or currency of the United States of America at the time of payment shall be legal tender for the payment of public and private
debts, for each $10 principal amount of the Securities represented hereby, an amount equal to the Payment at Maturity. THE SECURITIES REPRESENTED HEREBY SHALL NOT BEAR ANY INTEREST. 
 Any amount payable on the Maturity Date hereon will be paid only upon presentation and surrender of this Security. 
 REFERENCE IS HEREBY MADE TO THE FURTHER PROVISIONS OF THIS SECURITY SET FORTH ON THE REVERSE HEREOF WHICH FURTHER PROVISIONS SHALL FOR ALL PURPOSES HAVE
THE SAME EFFECT AS IF SET FORTH AT THIS PLACE. 
  

 Each Basket Index is a mark of the sponsor of such Basket Index and has been licensed for use by the
Company. The Securities, linked to the performance of the Basket Indices, are not sponsored, endorsed, sold or promoted by the sponsors of the Basket Indices and the sponsors of the Basket Indices make no representation regarding the advisability of
investing in the Securities. 
 This Security shall not be valid or become obligatory for any purpose until the certificate of
authentication hereon shall have been signed by the Trustee under the Indenture referred to on the reverse hereof. 
  

 IN WITNESS WHEREOF, Lehman Brothers Holdings Inc. has caused this instrument to be signed by its
Chairman of the Board, its President, its Vice Chairman, its Chief Financial Officer, one of its Vice Presidents or its Treasurer, by manual or facsimile signature under its corporate seal, attested by its Secretary or one of its Assistant
Secretaries by manual or facsimile signature. 
  

							
	Dated: August 31, 2007	 	LEHMAN BROTHERS HOLDINGS INC.	 	
				
	[SEAL]	 	By:	 	  
	 	
		 		 	Vice President	 	
				
		 	Attest:	 	  
	 	
		 		 	Assistant Secretary	 	

  
 TRUSTEE’S CERTIFICATE OF
AUTHENTICATION 
 This is one of the Securities of the series designated therein referred to in the within-mentioned Indenture. 
  

			
	CITIBANK, N.A.
	as Trustee
		
	By:	 	  

		 	    Authorized Officer

 Reverse of Security 
 This Security is one of a duly authorized series of Securities of the Company designated as 100% Principal Protection Notes Linked to a Global Index Basket Due August 31, 2011 (herein called the
“Securities”). The Company may, without the consent of the holders of the Securities, create and issue additional securities ranking equally with the Securities and otherwise similar in all respects so that such additional
securities shall be consolidated and form a single series with the Securities; provided that no additional securities can be issued if an Event of Default has occurred with respect to the Securities. This series of Securities is one of an indefinite
number of series of debt securities of the Company, issued and to be issued under an indenture, dated as of September 1, 1987, as amended (herein called the “Indenture”), duly executed and delivered by the Company and Citibank,
N.A., as trustee (herein called the “Trustee”, which term includes any successor trustee under the Indenture), to which Indenture and all indentures supplemental thereto reference is hereby made for a description of the rights,
limitations of rights, obligations, duties and immunities thereunder of the Company, the Trustee and the Holders of the Securities. 
 The
Payment at Maturity, at the request of the Trustee, shall be determined by the Calculation Agent pursuant to the Calculation Agency Agreement. The Trustee shall fully rely on the determination by the Calculation Agent of the Payment at Maturity and
shall have no duty to make any such determination. The Calculation Agent will provide written notice to the Trustee at its New York office, on which notice the Trustee may conclusively rely, of the Payment at Maturity on or prior to 11:00 a.m. on
the Business Day preceding the Maturity Date. 
 All calculations with respect to the Basket Ending Level and the Basket Return (including
each Index Return) will be rounded to the nearest one hundred-thousandth, with five one-millionths rounded upward (e.g., .876545 would be rounded to .87655); all dollar amounts related to determination of the Additional Amount payable at
maturity, if any, per $10 principal amount Security will be rounded to the nearest ten-thousandth, with five one hundred-thousandths rounded upward (e.g., .76545 would be rounded up to .7655); and all dollar amounts paid on the aggregate
principal amount of Securities per Holder will be rounded to the nearest cent, with one-half cent rounded upward. 
 This Security is not
subject to any sinking fund. 
 If an Event of Default with respect to the Securities shall occur and be continuing, the amounts payable on
all of the Securities may be declared due and payable in the manner and with the effect provided in the Indenture. The amount payable to the Holder hereof upon any acceleration permitted under the Indenture will be equal to $10.00, plus the
Additional Amount. The Additional Amount will be calculated as though the date of acceleration were the Maturity Date and the third Business Day immediately preceding the date of acceleration were the Final Valuation Date. If the maturity of the
Securities is accelerated because of an Event of Default, the Company shall, or shall cause the Calculation Agent to, provide written notice to the Trustee at its New York office, on which notice the Trustee may conclusively rely, and to The
Depository Trust Company of the cash amount due with respect to the Securities as promptly as possible and in no event later than two Business Days after the date of acceleration. 
  

 The Indenture contains provisions permitting the Company and the Trustee, with the consent of the
holders of not less than 66 2/3% in aggregate principal amount of each series of Securities at the time
Outstanding to be affected (each series voting as a class), evidenced as in the Indenture provided, to execute supplemental indentures adding any provisions to, or changing in any manner or eliminating any of the provisions of the Indenture or of
any supplemental indenture or modifying in any manner the rights of the holders of the Securities of all such series; provided, however, that no such supplemental indenture shall, among other things, (i) change the fixed
maturity of any Security, or reduce the principal amount thereof, or reduce the rate or extend the time of payment of interest thereon, if any, or reduce any premium payable on redemption, or make the principal thereof, or premium, if any, or
interest thereon, if any, payable in any coin or currency other than that hereinabove provided, without the consent of the holder of each Security so affected, or (ii) change the place of payment on any Security, or impair the right to
institute suit for payment on any Security, or reduce the aforesaid percentage of Securities, the holders of which are required to consent to any such supplemental indenture, without the consent of the holders of each Security so affected. It is
also provided in the Indenture that, prior to any declaration accelerating the maturity of any series of Securities, the holders of a majority in aggregate principal amount of the Securities of such series Outstanding may on behalf of the holders of
all the Securities of such series waive any past default or Event of Default under the Indenture with respect to such series and its consequences, except a default in the payment of interest, if any, or the principal of, or premium, if any, on any
of the Securities of such series, or in the payment of any sinking fund installment or analogous obligation with respect to Securities of such series. Any such consent or waiver by the Holder of this Security shall be conclusive and binding upon
such Holder and upon all future holders and owners of this Security and any Securities which may be issued in exchange or substitution hereof, irrespective of whether or not any notation thereof is made upon this Security or such other Securities.

 No reference herein to the Indenture and no provision of this Security or of the Indenture shall alter or impair the obligation of
the Company, which is absolute and unconditional, to pay the principal amount with respect to this Security. 
 The Securities are issuable
in denominations of $10 and any whole multiples of $10. 
 The Company, the Trustee, and any agent of the Company or of the Trustee may deem
and treat the registered holder (the “Holder”) hereof as the absolute owner of this Security (whether or not this Security shall be overdue and notwithstanding any notation of ownership or other writing hereon), for the purpose of
receiving payment hereof, or on account hereof, and for all other purposes and neither the Company nor the Trustee nor any agent of the Company or of the Trustee shall be affected by any notice to the contrary. All such payments made to or upon the
order of such registered holder shall, to the extent of the sum or sums paid, effectually satisfy and discharge liability for moneys payable on this Security. 
 No recourse for the payment of the principal of, premium, if any, or interest on this Security, or for any claim based hereon or otherwise in respect hereof, and no recourse under or upon any obligation, covenant or
agreement of the Company in the Indenture or any indenture supplemental thereto or in any Security, or because of the creation of any indebtedness represented thereby, shall be had against any incorporator, stockholder, officer or director, as such,
past, present or future, of the Company or of any successor corporation, either directly or through the Company or any successor corporation, whether by virtue of any constitution, statute or rule of law or by the enforcement of any assessment or
penalty or otherwise, all such liability being, by the acceptance hereof and as part of the consideration for the issue hereof, expressly waived and released. 

 As provided in the Indenture and subject to certain limitations therein set forth, the transfer of this
Security is registrable in the Security Register, upon surrender of this Security for registration of transfer at the Corporate Trust Office or agency in a Place of Payment for this Security, duly endorsed by, or accompanied by a written instrument
of transfer in form satisfactory to the Company and the Security Registrar duly executed by, the Holder hereof or such Holder’s attorney duly authorized in writing, and thereupon one or more new Securities of this series or of like tenor and of
authorized denominations and for the same aggregate principal amount, will be issued to the designated transferee or transferees. 
 The
Company agrees, and by acceptance of beneficial ownership interest in the Securities of this series, each Holder of such Securities will be deemed to have agreed, for United States federal income tax purposes, (i) to treat the Securities of
this series as indebtedness that is subject to Treas. Reg. Sec. 1.1275-4 (the “Contingent Payment Regulations”) and (ii) to be bound by the Company’s determination of the “comparable yield” and “projected payment
schedule,” within the meaning of the Contingent Payment Regulations, with respect to the Securities of this series. The Company has determined that the comparable yield is an annual rate of 5.5550% compounded semiannually. Based on the
comparable yield, the projected payment schedule per $10 Security is $12.45 due at maturity. 
 THE INDENTURE AND THIS SECURITY SHALL BE
GOVERNED BY AND CONSTRUED IN ACCORDANCE WITH THE LAWS OF THE STATE OF NEW YORK. 
 Definitions 
 Set forth below are definitions of the terms used in this Security. 
 “Additional Amount”, as calculated by the Calculation Agent, per $10 principal amount Security paid at maturity shall equal $10 x the Basket Return x the Participation Rate; provided that the
Additional Amount will not be less than zero. 
 “Basket” shall mean the basket of three indices to which the Securities
are linked. The Basket consists of the S&P 500® Index (SPX), the Dow Jones EURO STOXX 50® Index (SX5E) and the Nikkei
225SM Index (NKY) or any Successor Index to Such Basket Indices. 
 “Basket Closing Level”, as calculated by the Calculation Agent, is calculated as follows: 
 Basket Starting Level x [1 + (the sum of (Index Return x Index Weighting) for all Basket Indices)] 
 “Basket Ending
Level,” as calculated by the Calculation Agent, is equal to the Basket Closing Level on the Final Valuation Date. 
 “Basket Index” refers to each of the S&P 500® Index, the Dow Jones EURO STOXX 50® Index and the
Nikkei 225SM Index or any Successor Index to any of the foregoing. 
 “Basket Return” as calculated by the Calculation Agent, is calculated as follows: 
 Basket Ending Level –Basket Starting Level 
 Basket Starting Level 
 “Basket Starting Level” shall be set equal to 100 on the Trade Date. 

 “Business Day”, notwithstanding any provision in the Indenture, shall mean any day that
is not a Saturday or Sunday and that is not a day on which banking institutions in the City of New York are authorized or obligated by law to close. 
 “Calculation Agency Agreement” shall mean the Calculation Agency Agreement, dated as of December 21, 2006 between the Company and the Calculation Agent, as amended from time to time, or any
successor calculation agency agreement. 
 “Calculation Agent” shall mean the person that has entered into an agreement
with the Company providing for, among other things, the determination of the Payment at Maturity, which term shall, unless the context otherwise requires, include its successors and assigns. The initial Calculation Agent shall be Lehman Brothers
Inc. 
 “Closing Price” of a security, on any particular day, means the last reported sales price for that security on the
Relevant Exchange at the scheduled weekday closing time of the regular trading session of the Relevant Exchange. If, however, the security is not listed or traded on a bulletin board, then the Closing Price of the security will be determined using
the average execution price per share that an affiliate of the Company pays or receives upon the purchase or sale of the security used to hedge the Company’s obligations under the Securities. 
 “Company” shall have the meaning set forth on the face of this Security. 
 “Final Valuation Date” shall mean August 26, 2011; provided, however, that if the Final Valuation Date is not a
Trading Day or if there is a Market Disruption Event on such day, with respect to a Basket Index, the Calculation Agent will: 
  

	 	•	 	 with respect to each Basket Index for which such day is a Trading Day and for which a Market Disruption Event has not occurred, determine the closing
level of such Basket Index for use in calculating the Basket Index Ending Level by reference to the closing level of such Basket Index on that Trading Day; and 

  

	 	•	 	 with respect to each Basket Index for which such day is not a Trading Day or for which a Market Disruption Event has occurred, determine the closing
level of such Basket Index for use in calculating the Basket Index Ending Level by reference to the closing level of such Basket Index on the next Trading Day for such Basket Index on which there is not a Market Disruption Event; provided,
however, if a Market Disruption Event with respect to such Basket Index occurs on each of the eight Trading Days following the originally scheduled Final Valuation Date, then the Calculation Agent shall determine the Closing Level of such Basket
Index for use in calculating the Basket Index Ending Level in accordance with the formula for and method of calculating the closing index level of such Basket Index last in effect prior to commencement of the Market Disruption Event (or prior to the
non-Trading Day), using the closing price (or, if trading in the relevant securities has been materially suspended or materially limited, its good faith estimate of the closing price that would have prevailed but for such suspension or limitation or
non-Trading Day) on such eighth scheduled Trading Day of each security most recently included in the Basket Index. 

 “Holder” shall have the meaning set forth on the reverse of this Security. 
 “Indenture” shall
have the meaning set forth on the reverse of this Security. 
  

 “Index Closing Level”, as determined by the Calculation Agent, shall mean, with respect
to any Trading Day, the closing level of any Basket Index or any Successor Index, as the case may be, at the regular official weekday close of the principal trading session of the Relevant Exchange or market for the Index or the Successor Index, as
the case may be, on such day, or as determined by the Calculation Agent pursuant to the Calculation Agency Agreement as described below under “Discontinuation of a Basket Index; Alteration of Method of Calculation.” 
 “Index Return,” as calculated by the Calculation Agent, is calculated as follows for each Basket Index: 
 Index Ending Level –Index Starting Level 
 Index Starting Level 
 “Index Starting Level” is the closing level of the Basket Index on August 28, 2007.
The Index Starting Level for each of the three indices is as follows: 
  

			
	 S&P 500® Index
	  	1,432.36
	 Dow Jones EURO STOXX 50® Index
	  	4,170.68
	 Nikkei 225SM Index
	  	16,287.49

 “Index Ending Level” shall equal the Index closing level of a Basket Index on
the Final Valuation Date. 
 “Index Weightings” shall mean the weighting for the Basket Indices (each an “Index
Weighting”). The Index Weightings of the three Basket Indices are as follows: 
  

				
	 S&P 500® Index
	  	33.34	%
	 Dow Jones EURO STOXX 50® Index
	  	33.33	%
	 Nikkei 225SM Index
	  	33.33	%

 “Market Disruption Event”, with respect to any of the Basket Indices (or any
Successor Index) shall mean any of the following events has occurred on any day as determined by the Calculation Agent: 
 (1)     a suspension, absence or material limitation of trading of stocks then constituting 20% or more of the level of such Basket Index (or the relevant Successor Index) on the Relevant Exchanges for such securities at
any time during the one hour period preceding the close of the principal trading session on such Relevant Exchange; 
 (2)     a breakdown or failure in the price and trade reporting systems of the primary market of any Relevant Exchange as a result of which the reported trading prices for stocks then constituting 20% or more of the
level of such Basket Index (or the relevant Successor Index) at any time during the one hour period preceding the close of the principal trading session on such Relevant Exchange are materially inaccurate; 
 (3)     a suspension, absence or material limitation of trading on any major securities exchange for trading in futures or options
contracts or exchange traded funds related to such Basket Index (or the relevant Successor Index) at any time during the one hour period preceding the close of, the principal trading session on such exchange; or 
  

 (4)     a decision to permanently discontinue trading in the relevant futures or
options contracts or exchange traded funds; 
 in each case as determined by the Calculation Agent in its sole discretion. 
 For the purpose of determining whether a Market Disruption Event exists at any time, if trading in a security included in a Basket Index is materially
suspended or materially limited at that time, then the relevant percentage contribution of that security to the level of such Basket Index shall be based on a comparison of: 
 (1)     the portion of the level of such Basket Index attributable to that security relative to 
 (2)     the overall level of such Basket Index, 
 in each case immediately before that suspension or limitation. 
 For purposes of determining whether a
Market Disruption Event has occurred: 
 (1)     a limitation on the hours or number of days of trading will not
constitute a Market Disruption Event if it results from an announced change in the regular business hours of the Relevant Exchange or market; 
 (2)     limitations pursuant to the rules of any Relevant Exchange similar to NYSE Rule 80B (or any applicable rule or regulation enacted or promulgated by any other self-regulatory organization or any government agency
of scope similar to NYSE Rule 80B as determined by the Calculation Agent in its sole discretion) on trading during significant market fluctuations will constitute a suspension, absence or material limitation of trading; 
 (3)     a suspension of trading in futures or options contracts on the Basket Index by the primary securities market trading in such
contracts by reason of (i) a price change exceeding limits set by such exchange or market, (ii) an imbalance of orders relating to such contracts, or (iii) a disparity in bid and ask quotes relating to such contracts, will, in each
such case, constitute a suspension, absence or material limitation of trading in futures or options contracts related to the Basket Index; and 
 (4)     a suspension, absence or material limitation of trading on any Relevant Exchange or on the primary market on which futures or options contracts related to the Basket Index are traded will not include any time
when such market is itself closed for trading under ordinary circumstances. 
  

 “Maturity Date” shall mean August 31, 2011, unless that day is not a Business Day,
in which case the amount equal to the Payment at Maturity that would otherwise be made on the scheduled Maturity Date will instead be due on the next succeeding Business Day following such scheduled Maturity Date, with the same effect as if paid on
the scheduled Maturity Date; provided, that if due to a non-Trading Day or a Market Disruption Event, the Final Valuation Date is postponed so that it falls less than three Business Days prior to the scheduled Maturity Date, the Maturity Date will
be the third Business Day following the Final Valuation Date, as postponed. 
 “NYSE” shall mean The New York Stock
Exchange, Inc. 
 “Participation Rate” shall be equal to 105%. 
 “Payment at Maturity”, as calculated by the Calculation Agent, shall equal a cash payment per $10 principal amount Security of $10 plus
the Additional Amount (which may be zero). 
 “Place of Payment” shall mean the place or places where the Payment at
Maturity on the Securities is payable. 
 “Relevant Exchange” shall mean, for any security (or any combination thereof)
then included in any Basket Index or any Successor Index, the primary exchange, quotation system (which includes bulletin board services) or other market of trading for such security. 
 “Securities” shall have the meaning set forth on the reverse of this Security. 
 “Security” shall have the meaning set forth on the face of this Security. 
 “Successor Index” shall mean an S&P 500® Index Successor Index, a Dow
Jones EURO STOXX 50® Index Successor Index and an Nikkei 225SM Index Successor Index, each as
specified under “Discontinuation of a Basket Index; Alteration of Method of Calculation” with respect to each Basket Index. 
 “Trade Date” shall mean August 28, 2007. 
 “Trading Day” means a day, as determined by the
Calculation Agent, on which trading is generally conducted on (i) the Relevant Exchanges for securities included in the Basket Indices (or the relevant Successor Indices) and (ii) the exchanges on which futures or options contracts related
to the Basket Indices are traded, other than a day on which trading is scheduled to close prior to its regular weekday closing time. 
 “Trustee” shall have the meaning set forth on the reverse of this Security. 
 All terms used but not defined in
this Security are used herein as defined in the Calculation Agency Agreement or the Indenture. 
 Calculation Agent 
 The Calculation Agent will determine, among other things, the Basket Ending Level, the Basket Return, the Index Return for each Basket Index, the
Additional Amount, if any, and the amount that we will pay you at maturity, as well as whether the Basket Ending Level is equal to or greater than the Basket Starting Level and, if the Securities bear interest, the amount of interest payable, if
any, on any Interest Payment Date. The Calculation Agent will also be 

 
responsible for determining whether a Market Disruption Event has occurred, whether any of the Basket Indices has been discontinued, whether there has been a
material change in the method of calculation of any of the Basket Indices and, if the Securities bear interest, whether a day is an Interest Payment Date. All calculations, determinations and adjustments made by the Calculation Agent will be at the
sole discretion of the Calculation Agent and will, in the absence of manifest error, be conclusive for all purposes and binding on Holders and on the Company. The Company may appoint a different Calculation Agent from time to time after the date of
the original issue of the Securities without the Holders’ consent and without notifying Holders. 
  

 Discontinuation of a Basket Index; Alteration of Method of Calculation 
 S&P 500® Index 
 If S&P discontinues publication of the S&P 500® Index and S&P or another entity publishes a successor or substitute index that the Calculation Agent determines, in its sole discretion, to be comparable to the discontinued S&P
500® Index (an “S&P 500® Index Successor Index”), then the Index Closing Level for such Basket Index will be
determined by reference to the level of such S&P 500® Index Successor Index at the close of trading on the Relevant Exchange or market for the S&P 500® Index Successor Index on the Final Valuation Date. Upon any selection by the Calculation Agent of an S&P 500® Index Successor Index, the Calculation
Agent will cause written notice thereof to be promptly furnished to the Trustee, to the Company and to the Holders. 
 If S&P
discontinues publication of the S&P 500® Index prior to, and such discontinuation is continuing on the Final Valuation Date,
and the Calculation Agent determines, in its sole discretion, that no S&P 500® Index Successor Index is available at such time, or the Calculation Agent has previously selected an
S&P 500® Index Successor Index and publication of such S&P 500® Index Successor Index is discontinued prior to, and such
discontinuation is continuing on the Final Valuation Date, or if S&P (or the publisher of any S&P 500® Index Successor Index) fails to calculate and publish an Index Closing Level
for the S&P 500® Index (or any S&P 500® Index Successor
Index) on any date when it would ordinarily do so in accordance with its customary practice, then the Calculation Agent will determine the Index Closing Level for such date. The Index Closing Level will be computed by the Calculation Agent in
accordance with the formula for and method of calculating the S&P 500® Index or S&P 500® Index Successor Index, as applicable, last in effect prior to such discontinuation or failure to calculate or publish an Index Closing Level for the S&P 500® Index or S&P 500® Index Successor Index, as applicable, using the Closing Price (or, if
trading in the relevant securities has been materially suspended or materially limited, its good faith estimate of the Closing Price that would have prevailed but for such suspension or limitation) at the close of the principal trading session on
such date of each security most recently composing the S&P 500® Index or S&P 500® Index Successor Index, as applicable. 
 If at any time the method of
calculating the S&P 500® Index or an S&P 500® Index Successor
Index, or the level thereof, is changed in a material respect, or if the S&P 500® Index or an S&P 500® Index Successor Index is in any other way modified so that the S&P 500® Index or such S&P 500® Index Successor Index does not, in the opinion of the Calculation Agent, fairly represent the level of the S&P 500® Index or such S&P 500® Index Successor Index had such changes or modifications not been
made, then the Calculation Agent will, at the close of business in New York City on each date on which the S&P 500® Index
Closing Level is to be determined, make such calculations and adjustments as, in the good faith judgment of the Calculation Agent, may be necessary in order to arrive at a level of a stock index comparable to the S&P 500® Index or such S&P 500® Index Successor Index, as the case may be, as
if such changes or modifications had not been made, and the Calculation Agent will calculate the Index Closing Level with reference to the S&P 500® Index or such S&P 500® Index Successor Index, as adjusted. Accordingly, if the method of calculating the S&P 500® Index or a Successor S&P 500® Index is modified so that the level of the S&P 500® Index or such S&P 500® Index Successor Index is a fraction of what it
would have been if there had been no such modification (e.g., due to a split in the Index), then the Calculation Agent will adjust its calculation of the S&P 500® 
Index or such S&P 500® Index Successor Index in order to arrive at a level of the S&P 500® Index or such S&P 500® Index Successor Index as if there had been no such modification
(e.g., as if such split had not occurred). 
  

 Dow Jones EURO STOXX 50® Index 
 If STOXX Limited
discontinues publication of the Dow Jones EURO STOXX 50® Index and STOXX Limited or another entity publishes a successor or
substitute index that the Calculation Agent determines, in its sole discretion, to be comparable to the discontinued Dow Jones EURO STOXX 50® Index (an “Dow Jones EURO STOXX 50® Index Successor Index”), then the Index Closing
Level for such Basket Index will be determined by reference to the level of such Dow Jones EURO STOXX 50® Index Successor Index
at the close of trading on the Relevant Exchange or market for the Dow Jones EURO STOXX 50® Index Successor Index on the Final
Valuation Date. Upon any selection by the Calculation Agent of an Dow Jones EURO STOXX 50® Index Successor Index, the Calculation
Agent will cause written notice thereof to be promptly furnished to the Trustee, to the Company and to the Holders. 
 If STOXX Limited discontinues publication of the Dow Jones EURO STOXX 50® Index prior to, and
such discontinuation is continuing on the Final Valuation Date, and the Calculation Agent determines, in its sole discretion, that no Dow Jones EURO STOXX 50® Index Successor Index is available at such time, or the Calculation Agent has previously selected an Dow Jones EURO STOXX 50® Index Successor Index and publication of such Dow Jones EURO STOXX 50® Index Successor Index is
discontinued prior to, and such discontinuation is continuing on the Final Valuation Date, or if STOXX Limited (or the publisher of any Dow Jones EURO STOXX 50® Index Successor Index) fails to calculate and publish an Index Closing Level for the Dow Jones EURO STOXX 50® Index Index (or any Dow Jones EURO STOXX 50® Index Successor Index) on any date when it would
ordinarily do so in accordance with its customary practice, then the Calculation Agent will determine the Index Closing Level for such date. The Index Closing Level will be computed by the Calculation Agent in accordance with the formula for and
method of calculating the Dow Jones EURO STOXX 50® Index or Dow Jones EURO STOXX 50® Index Successor Index, as applicable, last in effect prior to such discontinuation or failure to calculate or publish an Index Closing Level for the Dow
Jones EURO STOXX 50® Index or Dow Jones EURO STOXX 50®
Index Successor Index, as applicable, using the Closing Price (or, if trading in the relevant securities has been materially suspended or materially limited, its good faith estimate of the Closing
Price that would have prevailed but for such suspension or limitation) at the close of the principal trading session on such date of each security most recently composing the Dow Jones EURO STOXX 50® Index or Dow Jones EURO STOXX 50® Index Successor Index, as applicable. 
 If at any time the method of calculating the Dow Jones EURO STOXX 50® Index or an Dow Jones EURO STOXX 50® Index Successor Index, or the level thereof, is changed in a material respect, or if the Dow Jones EURO STOXX 50® Index or an Dow Jones EURO STOXX 50® Index Successor Index is in any other way modified so that the Dow Jones EURO STOXX 50® Index or
such Dow Jones EURO STOXX 50® Index Successor Index does not, in the opinion of the Calculation Agent, fairly represent the level
of the Dow Jones EURO STOXX 50® Index or such Dow Jones EURO STOXX 50® Index Successor Index had such changes or modifications not been made, then the Calculation Agent will, at the close of business in New York City on each
date on which the Index Closing Level is to be determined, make such calculations and adjustments as, in the good faith judgment of the Calculation Agent, may be necessary in order to arrive at a level of a stock index comparable to the Dow Jones
EURO STOXX 50® Index or such Dow Jones EURO STOXX 50® 
Index Successor Index, as the case 

 
may be, as if such changes or modifications had not been made, and the Calculation Agent will calculate the Index Closing Level with reference to the Dow
Jones EURO STOXX 50® Index or such Dow Jones EURO STOXX 50®
Index Successor Index, as adjusted. Accordingly, if the method of calculating the Dow Jones EURO STOXX 50® Index or an Dow Jones EURO STOXX 50® Index Successor Index is modified so that the level of the
Dow Jones EURO STOXX 50® Index or such Dow Jones EURO STOXX 50® Index Successor Index is a fraction of what it would have been if there had been no such modification (e.g., due to a split in the Index), then the
Calculation Agent will adjust its calculation of the Dow Jones EURO STOXX 50® Index or such Dow Jones EURO STOXX 50® Index Successor Index in order to arrive at a level of the Dow Jones EURO STOXX 50® Index or such Dow Jones EURO STOXX 50® Index Successor Index as if there had been no such modification (e.g., as if such split had not occurred). 
 Nikkei 225SM Index 
 If Nikkei Inc. discontinues publication of the Nikkei 225SM Index and Nikkei Inc. or another entity publishes a successor or substitute index that the Calculation Agent determines, in its sole discretion, to be comparable to the discontinued
Nikkei 225SM Index (a “Nikkei 225SM Index Successor
Index”), then the Index Closing Level for such Basket Index will be determined by reference to the level of such Nikkei 225SM Index Successor Index at
the close of trading on the Relevant Exchange or market for the Nikkei 225SM Index Successor Index on the Final Valuation Date. Upon any selection by the
Calculation Agent of an Nikkei 225SM Index Successor Index, the Calculation Agent will cause written notice thereof to be promptly furnished to the
Trustee, to the Company and to the Holders. 
 If Nikkei Inc. discontinues publication of the
Nikkei 225SM Index prior to, and such discontinuation is continuing on the Final Valuation Date, and the Calculation Agent determines, in its sole
discretion, that no Nikkei 225SM Index Successor Index is available at such time, or the Calculation Agent has previously selected an Nikkei 225SM Index Successor Index and publication of such Nikkei 225SM Index
Successor Index is discontinued prior to, and such discontinuation is continuing on the Final Valuation Date, or if Nikkei Inc. (or the publisher of any Nikkei 225SM Index Successor Index) fails to calculate and publish an Index Closing Level for the Nikkei 225SM Index (or any Nikkei 225SM Index Successor Index) on any date when it would ordinarily do so in accordance with its customary practice, then the Calculation Agent will determine the
Index Closing Level for such date. The Index Closing Level will be computed by the Calculation Agent in accordance with the formula for and method of calculating the Nikkei 225SM Index or Nikkei 225SM Index Successor Index, as applicable, last in effect prior to such discontinuation or failure to
calculate or publish an Index Closing Level for the Nikkei 225SM Index or Nikkei 225SM Index Successor Index, as applicable, using the Closing Price (or, if trading in the relevant securities has been materially suspended or materially limited, its good faith estimate of the Closing Price that would
have prevailed but for such suspension or limitation) at the close of the principal trading session on such date of each security most recently composing the Nikkei 225SM Index or Nikkei 225SM Index Successor Index, as applicable.

 If at any time the method of calculating the
Nikkei 225SM Index or an Nikkei 225SM Index Successor Index,
or the level thereof, is changed in a material respect, or if the Nikkei 225SM Index or an Nikkei 225SM
 Index Successor Index is in any other way modified so that the Nikkei 225SM Index or such Nikkei 225SM Index Successor Index does not, in the opinion of the Calculation Agent, fairly represent the level of the Nikkei 225SM Index or such Nikkei 225SM Index Successor Index had such changes or modifications not
been made, then the Calculation Agent will, at the close of business in New York City on each date on which the 

 
Index Closing Level is to be determined, make such calculations and adjustments as, in the good faith judgment of the Calculation Agent, may be necessary in
order to arrive at a level of a stock index comparable to the Nikkei 225SM Index or such Nikkei 225SM Index Successor Index, as the case may be, as if such changes or modifications had not been made, and the Calculation Agent will calculate the Index Closing Level with reference to
the Nikkei 225SM Index or such Nikkei 225SM Index Successor
Index, as adjusted. Accordingly, if the method of calculating the Nikkei 225SM Index or an Nikkei 225SM
 Index Successor Index is modified so that the level of the Nikkei 225SM Index or such Nikkei 225SM Index Successor Index is a fraction of what it would have been if there had been no such modification (e.g., due to a split in the Index), then the
Calculation Agent will adjust its calculation of the Nikkei 225SM Index or such Nikkei 225SM Index Successor Index in order to arrive at a level of the Nikkei 225SM Index or such Nikkei 225SM Index Successor Index as if there had been no such modification (e.g., as if such split had not occurred). 

  

 The following abbreviations, when used in the inscription on the face of the within Security, shall be
construed as though they were written out in full according to applicable laws or regulations: 
  

							
	TEN COM -	    	as tenants in common	    	UNIF GIFT MIN ACT - _________ Custodian  _________
		    		    	                     (Cust)                  
        (Minor)

	TEN ENT -	    	as tenants by the entireties	    	under Uniform Gifts to Minors
	JT TEN -	    	as joint tenants with right of	    	Act	  	  

		    	Survivorship and not as tenants in common	    		  	(State)

 Additional abbreviations may also be used though not in the above list. 
                                       
                   
 FOR VALUE RECEIVED, the
undersigned hereby sells, assigns and transfers unto 
 PLEASE INSERT SOCIAL SECURITY OR OTHER 
 IDENTIFYING NUMBER OF ASSIGNEE 
  

			
	 	 	
	 	 	
	 	 	

  
  
  

	
	 

 (Name and Address of Assignee, including zip code, must be printed or typewritten.) 
  
  

	
	 

 the within Security, and all rights thereunder, hereby irrevocably constituting and appointing 
  
  

	
	 

 to transfer the said Security on the books of the Company, with full power of substitution in the premises.

 Dated: 
 __________________________________________ 
 NOTICE: The signature to this assignment must correspond with the name as it appears
upon the face of the within Security in every particular, without alteration or enlargement or any change whatever. 
 Signature(s) Guaranteed: 

 

	
	  

 THE SIGNATURE(S) SHOULD BE GUARANTEED BY AN ELIGIBLE GUARANTOR INSTITUTION (BANKS, STOCKBROKERS, SAVINGS AND LOAN
ASSOCIATIONS AND CREDIT UNIONS WITH MEMBERSHIP IN AN APPROVED MEDALLION SIGNATURE GUARANTEE PROGRAM), PURSUANT TO S.E.C. RULE 17Ad-15.Form of senior debt secuirty - medium-term note

 Exhibit 4.02 
 LEHMAN BROTHERS HOLDINGS INC. 
 100% Principal Protection Notes Linked to an International Index Basket Due August 31,
2011 
  

			
	Number R-1	 	$8,238,780
	ISIN US52522L1860	 	CUSIP 52522L186

 See Reverse for Certain Definitions 
 THIS SECURITY (THIS “SECURITY”) IS A GLOBAL SECURITY WITHIN THE MEANING OF THE INDENTURE HEREINAFTER REFERRED TO AND IS REGISTERED IN
THE NAME OF A DEPOSITORY OR A NOMINEE THEREOF. UNLESS AND UNTIL IT IS EXCHANGED IN WHOLE OR IN PART FOR SECURITIES IN CERTIFICATED FORM, THIS SECURITY MAY NOT BE TRANSFERRED EXCEPT AS A WHOLE BY THE DEPOSITORY TO A NOMINEE OF THE DEPOSITORY OR BY A
NOMINEE OF THE DEPOSITORY TO SUCH DEPOSITORY OR ANOTHER NOMINEE OF THE DEPOSITORY OR BY THE DEPOSITORY OR ANY SUCH NOMINEE TO A SUCCESSOR DEPOSITORY OR A NOMINEE OF SUCH SUCCESSOR DEPOSITORY. UNLESS THIS SECURITY IS PRESENTED BY AN AUTHORIZED
REPRESENTATIVE OF THE DEPOSITORY TO LEHMAN BROTHERS HOLDINGS INC. OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE OR PAYMENT, AND ANY SECURITY ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS REQUESTED BY AN
AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY), ANY TRANSFER, PLEDGE OR OTHER USE HEREOF FOR VALUE OR OTHERWISE
BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN. 
 LEHMAN BROTHERS
HOLDINGS INC., a corporation duly organized and existing under the laws of the State of Delaware (hereinafter called the “Company”), for value received, hereby promises to pay to CEDE & CO. or registered assigns, at the
office or agency of the Company in the Borough of Manhattan, The City of New York, on the Maturity Date, in such coin or currency of the United States of America at the time of payment shall be legal tender for the payment of public and private
debts, for each $10 principal amount of the Securities represented hereby, an amount equal to the Payment at Maturity. THE SECURITIES REPRESENTED HEREBY SHALL NOT BEAR ANY INTEREST. 
 Any amount payable on the Maturity Date hereon will be paid only upon presentation and surrender of this Security. 
 REFERENCE IS HEREBY MADE TO THE FURTHER PROVISIONS OF THIS SECURITY SET FORTH ON THE REVERSE HEREOF WHICH FURTHER PROVISIONS SHALL FOR ALL PURPOSES HAVE
THE SAME EFFECT AS IF SET FORTH AT THIS PLACE. 

 Each Basket Index is a mark of the sponsor of such Basket Index and has been licensed for use by the
Company. The Securities, linked to the performance of the Basket Indices, are not sponsored, endorsed, sold or promoted by the sponsors of the Basket Indices and the sponsors of the Basket Indices make no representation regarding the advisability of
investing in the Securities. 
 This Security shall not be valid or become obligatory for any purpose until the certificate of
authentication hereon shall have been signed by the Trustee under the Indenture referred to on the reverse hereof. 

 IN WITNESS WHEREOF, Lehman Brothers Holdings Inc. has caused this instrument to be signed by its
Chairman of the Board, its President, its Vice Chairman, its Chief Financial Officer, one of its Vice Presidents or its Treasurer, by manual or facsimile signature under its corporate seal, attested by its Secretary or one of its Assistant
Secretaries by manual or facsimile signature. 
  

							
	Dated: August 31, 2007	 		 	
			
	[SEAL]	 	LEHMAN BROTHERS HOLDINGS INC.	 	
				
		 	By:	 	  
	 	
		 		 	Vice President	 	
				
		 	Attest:	 	  
	 	
		 		 	Assistant Secretary	 	

  
 TRUSTEE’S CERTIFICATE OF
AUTHENTICATION 
 This is one of the Securities of the series designated therein referred to in the within-mentioned Indenture. 
  

			
	CITIBANK, N.A.
	as Trustee
		
	By:	 	  

		 	    Authorized Officer

 Reverse of Security 
 This Security is one of a duly authorized series of Securities of the Company designated as 100% Principal Protection Notes Linked to an International Index Basket Due August 31, 2011 (herein called the
“Securities”). The Company may, without the consent of the holders of the Securities, create and issue additional securities ranking equally with the Securities and otherwise similar in all respects so that such additional
securities shall be consolidated and form a single series with the Securities; provided that no additional securities can be issued if an Event of Default has occurred with respect to the Securities. This series of Securities is one of an indefinite
number of series of debt securities of the Company, issued and to be issued under an indenture, dated as of September 1, 1987, as amended (herein called the “Indenture”), duly executed and delivered by the Company and Citibank,
N.A., as trustee (herein called the “Trustee”, which term includes any successor trustee under the Indenture), to which Indenture and all indentures supplemental thereto reference is hereby made for a description of the rights,
limitations of rights, obligations, duties and immunities thereunder of the Company, the Trustee and the Holders of the Securities. 
 The
Payment at Maturity, at the request of the Trustee, shall be determined by the Calculation Agent pursuant to the Calculation Agency Agreement. The Trustee shall fully rely on the determination by the Calculation Agent of the Payment at Maturity and
shall have no duty to make any such determination. The Calculation Agent will provide written notice to the Trustee at its New York office, on which notice the Trustee may conclusively rely, of the Payment at Maturity on or prior to 11:00 a.m. on
the Business Day preceding the Maturity Date. 
 All calculations with respect to the Basket Ending Level and the Basket Return (including
each Index Return) will be rounded to the nearest one hundred-thousandth, with five one-millionths rounded upward (e.g., .876545 would be rounded to .87655); all dollar amounts related to determination of the Additional Amount payable at
maturity, if any, per $10 principal amount Security will be rounded to the nearest ten-thousandth, with five one hundred-thousandths rounded upward (e.g., .76545 would be rounded up to .7655); and all dollar amounts paid on the aggregate
principal amount of Securities per Holder will be rounded to the nearest cent, with one-half cent rounded upward. 
 This Security is not
subject to any sinking fund. 
 If an Event of Default with respect to the Securities shall occur and be continuing, the amounts payable on
all of the Securities may be declared due and payable in the manner and with the effect provided in the Indenture. The amount payable to the Holder hereof upon any acceleration permitted under the Indenture will be equal to $10.00, plus the
Additional Amount. The Additional Amount will be calculated as though the date of acceleration were the Maturity Date and the third Business Day immediately preceding the date of acceleration were the Final Valuation Date. If the maturity of the
Securities is accelerated because of an Event of Default, the Company shall, or shall cause the Calculation Agent to, provide written notice to the Trustee at its New York office, on which notice the Trustee may conclusively rely, and to The
Depository Trust Company of the cash amount due with respect to the Securities as promptly as possible and in no event later than two Business Days after the date of acceleration. 

 The Indenture contains provisions permitting the Company and the Trustee, with the consent of the
holders of not less than 66 2/3% in aggregate principal amount of each series of Securities at the time
Outstanding to be affected (each series voting as a class), evidenced as in the Indenture provided, to execute supplemental indentures adding any provisions to, or changing in any manner or eliminating any of the provisions of the Indenture or of
any supplemental indenture or modifying in any manner the rights of the holders of the Securities of all such series; provided, however, that no such supplemental indenture shall, among other things, (i) change the fixed
maturity of any Security, or reduce the principal amount thereof, or reduce the rate or extend the time of payment of interest thereon, if any, or reduce any premium payable on redemption, or make the principal thereof, or premium, if any, or
interest thereon, if any, payable in any coin or currency other than that hereinabove provided, without the consent of the holder of each Security so affected, or (ii) change the place of payment on any Security, or impair the right to
institute suit for payment on any Security, or reduce the aforesaid percentage of Securities, the holders of which are required to consent to any such supplemental indenture, without the consent of the holders of each Security so affected. It is
also provided in the Indenture that, prior to any declaration accelerating the maturity of any series of Securities, the holders of a majority in aggregate principal amount of the Securities of such series Outstanding may on behalf of the holders of
all the Securities of such series waive any past default or Event of Default under the Indenture with respect to such series and its consequences, except a default in the payment of interest, if any, or the principal of, or premium, if any, on any
of the Securities of such series, or in the payment of any sinking fund installment or analogous obligation with respect to Securities of such series. Any such consent or waiver by the Holder of this Security shall be conclusive and binding upon
such Holder and upon all future holders and owners of this Security and any Securities which may be issued in exchange or substitution hereof, irrespective of whether or not any notation thereof is made upon this Security or such other Securities.

 No reference herein to the Indenture and no provision of this Security or of the Indenture shall alter or impair the obligation of
the Company, which is absolute and unconditional, to pay the principal amount with respect to this Security. 
 The Securities are issuable
in denominations of $10 and any whole multiples of $10. 
 The Company, the Trustee, and any agent of the Company or of the Trustee may deem
and treat the registered holder (the “Holder”) hereof as the absolute owner of this Security (whether or not this Security shall be overdue and notwithstanding any notation of ownership or other writing hereon), for the purpose of
receiving payment hereof, or on account hereof, and for all other purposes and neither the Company nor the Trustee nor any agent of the Company or of the Trustee shall be affected by any notice to the contrary. All such payments made to or upon the
order of such registered holder shall, to the extent of the sum or sums paid, effectually satisfy and discharge liability for moneys payable on this Security. 
 No recourse for the payment of the principal of, premium, if any, or interest on this Security, or for any claim based hereon or otherwise in respect hereof, and no recourse under or upon any obligation, covenant or
agreement of the Company in the Indenture or any indenture supplemental thereto or in any Security, or because of the creation of any indebtedness represented thereby, shall be had against any incorporator, stockholder, officer or director, as such,
past, present or future, of the Company or of any successor corporation, either directly or through the Company or any successor corporation, whether by virtue of any constitution, statute 

 
or rule of law or by the enforcement of any assessment or penalty or otherwise, all such liability being, by the acceptance hereof and as part of the
consideration for the issue hereof, expressly waived and released. 
 As provided in the Indenture and subject to certain limitations
therein set forth, the transfer of this Security is registrable in the Security Register, upon surrender of this Security for registration of transfer at the Corporate Trust Office or agency in a Place of Payment for this Security, duly endorsed by,
or accompanied by a written instrument of transfer in form satisfactory to the Company and the Security Registrar duly executed by, the Holder hereof or such Holder’s attorney duly authorized in writing, and thereupon one or more new Securities
of this series or of like tenor and of authorized denominations and for the same aggregate principal amount, will be issued to the designated transferee or transferees. 
 The Company agrees, and by acceptance of beneficial ownership interest in the Securities of this series, each Holder of such Securities will be deemed to have agreed, for United States federal income tax purposes,
(i) to treat the Securities of this series as indebtedness that is subject to Treas. Reg. Sec. 1.1275-4 (the “Contingent Payment Regulations”) and (ii) to be bound by the Company’s determination of the “comparable
yield” and “projected payment schedule,” within the meaning of the Contingent Payment Regulations, with respect to the Securities of this series. The Company has determined that the comparable yield is an annual rate of 5.5550%
compounded semiannually. Based on the comparable yield, the projected payment schedule per $10 Security is $12.45 due at maturity. 
 THE
INDENTURE AND THIS SECURITY SHALL BE GOVERNED BY AND CONSTRUED IN ACCORDANCE WITH THE LAWS OF THE STATE OF NEW YORK. 
 Definitions 
 Set forth below are definitions of the terms used in this Security. 
 “Additional Amount”, as calculated by the Calculation Agent, per $10 principal amount Security paid at maturity shall equal $10 x the Basket Return x the Participation Rate; provided that the
Additional Amount will not be less than zero. 
 “Basket” shall mean the basket of six indices to which the Securities are
linked. The Basket consists of the Dow Jones EURO STOXX 50® Index, the FTSE 100 Index®, the Nikkei 225SM Index, the Swiss Market Index®, the
S&P®/ASX 200 Index and the MSCI Emerging Markets IndexSM or any Successor Index of such
Basket Indices. 
 “Basket Closing Level”, as calculated by the Calculation Agent, is calculated as
follows: 
 Basket Starting Level x [1 + (the sum of (Index Return x Index Weighting) for all Basket Indices)] 
 “Basket Ending Level,” as calculated by the Calculation Agent, is equal to the Basket Closing Level on the Final Valuation Date.

 “Basket Index” refers to each of the Dow Jones EURO STOXX 50® Index, the FTSE 100 Index®, the Nikkei 225SM Index, the Swiss Market Index®, the S&P®/ASX 200 Index
and the MSCI Emerging Markets IndexSM or any Successor Index to any of the foregoing. 
 “Basket Return” as calculated by the Calculation Agent, is calculated as follows: 
  

					
		  	 Basket Ending Level –Basket Starting Level
 Basket Starting Level
	 	

 “Basket Starting Level” equals 100. 
 “Business Day”, notwithstanding any provision in the Indenture, shall mean any day that is not a Saturday or Sunday and that is not a
day on which banking institutions in the City of New York are authorized or obligated by law to close. 
 “Calculation Agency
Agreement” shall mean the Calculation Agency Agreement, dated as of December 21, 2006 between the Company and the Calculation Agent, as amended from time to time, or any successor calculation agency agreement. 
 “Calculation Agent” shall mean the person that has entered into an agreement with the Company providing for, among other things, the
determination of the Payment at Maturity, which term shall, unless the context otherwise requires, include its successors and assigns. The initial Calculation Agent shall be Lehman Brothers Inc. 
 “Closing Price” of a security, on any particular day, means the last reported sales price for that security on the Relevant Exchange at
the scheduled weekday closing time of the regular trading session of the Relevant Exchange. If, however, the security is not listed or traded on a bulletin board, then the Closing Price of the security will be determined using the average execution
price per share that an affiliate of the Company pays or receives upon the purchase or sale of the security used to hedge the Company’s obligations under the Securities. 
 “Company” shall have the meaning set forth on the face of this Security. 
 “Final Valuation Date” shall mean August 26, 2011; provided, however, that if the Final Valuation Date is not a
Trading Day or if there is a Market Disruption Event on such day, with respect to a Basket Index, the Calculation Agent will: 
  

	 	•	 	 with respect to each Basket Index for which such day is a Trading Day and for which a Market Disruption Event has not occurred, determine the closing
level of such Basket Index for use in calculating the Basket Index Ending Level by reference to the closing level of such Basket Index on that Trading Day; and 

  

	 	•	 	 with respect to each Basket Index for which such day is not a Trading Day or for which a Market Disruption Event has occurred, determine the closing
level of such Basket Index for use in calculating the Basket Index Ending Level by reference to the closing level of such Basket Index on the next Trading Day for such Basket Index on which there is not a Market Disruption Event; provided,
however, if a Market Disruption Event with respect to such Basket Index occurs on each of the eight Trading Days following the originally scheduled Final Valuation Date, then the Calculation Agent shall determine the Closing Level of such Basket
Index for use in calculating the Basket Index Ending Level in 

 
accordance with the formula for and method of calculating the closing index level of such Basket Index last in effect prior to commencement of the Market
Disruption Event (or prior to the non-Trading Day), using the closing price (or, if trading in the relevant securities has been materially suspended or materially limited, its good faith estimate of the closing price that would have prevailed but
for such suspension or limitation or non-Trading Day) on such eighth scheduled Trading Day of each security most recently included in the Basket Index. 
 “Holder” shall have the meaning set forth on the reverse of this Security. 
 “Indenture” shall have the meaning set forth on the reverse of this Security. 
 “Index Closing
Level”, as determined by the Calculation Agent, shall mean, with respect to any Trading Day, the closing level of any Basket Index or any Successor Index, as the case may be, at the regular official weekday close of the principal trading
session of the Relevant Exchange or market for the Index or the Successor Index, as the case may be, on such day, or as determined by the Calculation Agent pursuant to the Calculation Agency Agreement as described below under “Discontinuation
of a Basket Index; Alteration of Method of Calculation.” 
 “Index Return,” as calculated by the Calculation Agent, is
calculated as follows for each Basket Index: 
  

					
		  	 Index Ending Level –Index Starting Level
 Index Starting Level
	 	

 “Index Starting Level” is the closing level of the Basket Index on
August 28, 2007. The Index Starting Level for each of the six indices is as follows: 
  

			
	Dow Jones EURO STOXX 50® Index	  	4,170.68
	The FTSE 100 Index® 	  	6,102.20
	The Nikkei 225SM Index	  	16,287.49
	The Swiss Market Index®	  	8,714.69
	The S&P®/ASX 200 Index	  	6,176.30
	The MSCI Emerging Markets IndexSM	  	1,050.40

 “Index Ending Level” shall equal the Index Closing Level of a Basket Index on
the Final Valuation Date. 
 “Index Weightings” shall mean the weighting for the Basket Indices (each an “Index
Weighting”). The Index Weightings of the six Basket Indices are as follows: 
  

				
	 Dow Jones EURO STOXX 50® Index
	  	35.00	%
	 The FTSE 100 Index®
	  	25.00	%
	 The Nikkei 225SM Index
	  	25.00	%
	 The Swiss Market Index®
	  	5.00	%
	 The S&P®/ASX 200 Index
	  	5.00	%
	 The MSCI Emerging Markets IndexSM
	  	5.00	%

 “Market Disruption Event”, with respect to any of the Basket Indices (or any Successor
Index) shall mean any of the following events has occurred on any day: 
 (1)    a suspension, absence or material
limitation of trading of stocks then constituting 20% or more of the level of such Basket Index (or the relevant Successor Index) on the Relevant Exchanges for such securities at any time during the one hour period preceding the close of the
principal trading session on such Relevant Exchange; 
 (2)    a breakdown or failure in the price and trade reporting
systems of the primary market of any Relevant Exchange as a result of which the reported trading prices for stocks then constituting 20% or more of the level of such Basket Index (or the relevant Successor Index) at any time during the one hour
period preceding the close of the principal trading session on such Relevant Exchange are materially inaccurate; 
 (3)    a suspension, absence or material limitation of trading on any major securities exchange for trading in futures or options contracts or exchange traded funds related to such Basket Index (or the relevant Successor
Index) at any time during the one hour period preceding the close of, the principal trading session on such exchange; or 
 (4)    a decision to permanently discontinue trading in the relevant futures or options contracts or exchange traded funds; 
 in each case as determined by the Calculation Agent in its sole discretion. 
 For the purpose of determining whether a Market
Disruption Event exists at any time, if trading in a security included in a Basket Index is materially suspended or materially limited at that time, then the relevant percentage contribution of that security to the level of such Basket Index shall
be based on a comparison of: 
 (1)    the portion of the level of such Basket Index attributable to that security
relative to 
 (2)    the overall level of such Basket Index, 
 in each case immediately before that suspension or limitation. 
 For purposes of determining whether a Market Disruption Event has occurred: 
 (1)    a limitation on the hours
or number of days of trading will not constitute a Market Disruption Event if it results from an announced change in the regular business hours of the Relevant Exchange or market; 
 (2)    limitations pursuant to the rules of any Relevant Exchange similar to NYSE Rule 80B (or any applicable rule or regulation
enacted or promulgated by any other self-regulatory organization or any government agency of scope similar to NYSE Rule 80B as determined by the Calculation Agent in its sole discretion) on trading during significant market fluctuations will
constitute a suspension, absence or material limitation of trading; 

 (3)    a suspension of trading in futures or options contracts on the Basket Index
by the primary securities market trading in such contracts by reason of (i) a price change exceeding limits set by such exchange or market, (ii) an imbalance of orders relating to such contracts, or (iii) a disparity in bid and ask
quotes relating to such contracts, will, in each such case, constitute a suspension, absence or material limitation of trading in futures or options contracts related to the Basket Index; and 
 (4)    a suspension, absence or material limitation of trading on any Relevant Exchange or on the primary market on which futures or
options contracts related to the Basket Index are traded will not include any time when such market is itself closed for trading under ordinary circumstances. 
 “Maturity Date” shall mean August 31, 2011, unless that day is not a Business Day, in which case the amount equal to the Payment at Maturity that would otherwise be made on the scheduled Maturity
Date will instead be due on the next succeeding Business Day following such scheduled Maturity Date, with the same effect as if paid on the scheduled Maturity Date; provided, that if due to a non-Trading Day or a Market Disruption Event, the Final
Valuation Date is postponed so that it falls less than three Business Days prior to the scheduled Maturity Date, the Maturity Date will be the third Business Day following the Final Valuation Date, as postponed. 
 “NYSE” shall mean The New York Stock Exchange, Inc. 
 “Participation Rate” shall be equal to 102%. 
 “Payment at Maturity”, as
calculated by the Calculation Agent, shall equal a cash payment per $10 principal amount Security of $10 plus the Additional Amount (which may be zero). 
 “Place of Payment” shall mean the place or places where the Payment at Maturity on the Securities is payable. 
 “Relevant Exchange” shall mean, for any security (or any combination thereof) then included in any Basket Index or any Successor Index, the primary exchange, quotation system (which includes bulletin
board services) or other market of trading for such security. 
 “Securities” shall have the meaning set forth on the
reverse of this Security. 
 “Security” shall have the meaning set forth on the face of this Security. 
 “Successor Index” shall mean an Dow Jones EURO STOXX 50® 
Index Successor Index, an FTSE 100 Index® Successor Index, a Nikkei 225SM Index Successor Index, an Swiss Market Index® Successor Index, an S&P®/ASX 200 Index
Successor Index and an MSCI Emerging Markets IndexSM Successor Index, each as specified under “Discontinuation of a Basket Index; Alteration of Method
of Calculation” with respect to each Basket Index. 
 “Trade Date” shall mean August 28,
2007. 

 “Trading Day” means a day, as determined by the Calculation Agent, on which trading is
generally conducted on (i) the Relevant Exchanges for securities included in the Basket Indices (or the relevant Successor Indices) and (ii) the exchanges on which futures or options contracts related to the Basket Indices are traded,
other than a day on which trading is scheduled to close prior to its regular weekday closing time. 
 “Trustee” shall have the
meaning set forth on the reverse of this Security. 
 All terms used but not defined in this Security are used herein as defined in the
Calculation Agency Agreement or the Indenture. 
 Calculation Agent 
 The Calculation Agent will determine, among other things, the Basket Ending Level, the Basket Return, the Index Return for each Basket Index, the Additional Amount, if any, and the amount that we will pay you at
maturity, as well as whether the Basket Ending Level is equal to or greater than the Basket Starting Level. The Calculation Agent will also be responsible for determining whether a Market Disruption Event has occurred, whether any of the Basket
Indices has been discontinued, whether there has been a material change in the method of calculation of any of the Basket Indices. All calculations, determinations and adjustments made by the Calculation Agent will be at the sole discretion of the
Calculation Agent and will, in the absence of manifest error, be conclusive for all purposes and binding on Holders and on the Company. The Company may appoint a different Calculation Agent from time to time after the date of the original issue of
the Securities without the Holders’ consent and without notifying Holders. 
 Discontinuation of a Basket Index; Alteration of Method of Calculation

 Dow Jones EURO STOXX 50® Index 
 If STOXX Limited discontinues publication of the Dow Jones EURO STOXX 50® Index and STOXX Limited or another entity publishes a successor or substitute index that the Calculation Agent determines, in its
sole discretion, to be comparable to the discontinued Dow Jones EURO STOXX 50® Index (such index being referred to herein as an
“Dow Jones EURO STOXX 50® Index Successor Index”), then the Index Closing Level for such Basket Index will be
determined by reference to the level of such Dow Jones EURO STOXX 50® Index Successor Index at the close of trading on the
Relevant Exchange or market for the Dow Jones EURO STOXX 50® Index Successor Index on the Final Valuation Date. Upon any
selection by the Calculation Agent of an Dow Jones EURO STOXX 50® Index Successor Index, the Calculation Agent will cause written
notice thereof to be promptly furnished to the Trustee, to the Company and to the Holders. 
 If
STOXX Limited discontinues publication of the Dow Jones EURO STOXX 50® Index prior to, and such discontinuation is continuing on
the Final Valuation Date, and the Calculation Agent determines, in its sole discretion, that no Dow Jones EURO STOXX 50® Index
Successor Index is available at such time, or the Calculation Agent has previously selected an Dow Jones EURO STOXX 50® Index
Successor Index and publication of such Dow Jones EURO STOXX 50® Index Successor Index is discontinued prior to, and such
discontinuation is continuing onthe Final Valuation Date, or if STOXX Limited (or the publisher of any Dow Jones 

 
EURO STOXX 50® Index Successor Index)
fails to calculate and publish an Index Closing Level for the Dow Jones EURO STOXX 50® Index Index (or any Dow Jones EURO STOXX
50® Index Successor Index) on any date when it would ordinarily do so in accordance with its customary practice, then the
Calculation Agent will determine the Index Closing Level for such date. The Index Closing Level will be computed by the Calculation Agent in accordance with the formula for and method of calculating the Dow Jones EURO STOXX 50® Index or Dow Jones EURO STOXX 50® Index Successor Index, as applicable, last in effect prior to such discontinuation or failure to calculate or publish an Index Closing Level for the Dow Jones EURO STOXX 50® Index or Dow Jones EURO STOXX 50® Index Successor Index, as applicable, using the Closing Price (or, if trading in the relevant securities has been materially suspended or materially limited, its good faith estimate of the Closing Price that would have prevailed but for
such suspension or limitation) at the close of the principal trading session on such date of each security most recently composing the Dow Jones EURO STOXX 50® Index or Dow Jones EURO STOXX 50® Index Successor Index, as applicable. 

 If at any time the method of calculating the Dow Jones EURO STOXX 50® Index or an Dow Jones EURO STOXX 50® Index Successor Index, or the level thereof, is changed in a material respect, or if the Dow Jones EURO STOXX 50® Index or an Dow Jones EURO STOXX 50® Index Successor Index is in any other way modified so that
the Dow Jones EURO STOXX 50® Index or such Dow Jones EURO STOXX 50® Index Successor Index does not, in the opinion of the Calculation Agent, fairly represent the level of the Dow Jones EURO STOXX 50® Index or such Dow Jones EURO STOXX 50® Index Successor Index had such changes or modifications not been made, then the Calculation Agent will, at the close of business in New York City on each date on which the Index Closing Level is to be determined, make
such calculations and adjustments as, in the good faith judgment of the Calculation Agent, may be necessary in order to arrive at a level of a stock index comparable to the Dow Jones EURO STOXX 50® Index or such Dow Jones EURO STOXX 50® Index Successor Index, as the case may be, as if such changes or modifications had not been made, and the Calculation Agent will calculate the Index Closing Level with reference to the Dow Jones EURO STOXX 50® Index or such Dow Jones EURO STOXX 50® Index Successor Index, as adjusted. Accordingly, if the method of calculating the Dow Jones EURO STOXX 50® Index or an
Dow Jones EURO STOXX 50® Index Successor Index is modified so that the level of the Dow Jones EURO STOXX 50® Index or such Dow Jones EURO STOXX 50® Index Successor Index is a fraction of what it would have been if there had been no such modification (e.g., due to a split in the Index), then the Calculation Agent will adjust its calculation of the Dow Jones
EURO STOXX 50® Index or such Dow Jones EURO STOXX 50® 
Index Successor Index in order to arrive at a level of the Dow Jones EURO STOXX 50® Index or such Dow Jones EURO STOXX 50® Index Successor Index as if there had been no such modification (e.g., as
if such split had not occurred). 
 FTSE 100 Index® 
 If FTSE discontinues publication of the FTSE 100 Index® and FTSE or another entity publishes a successor or substitute index that the Calculation Agent determines, in its sole discretion, to be comparable to the discontinued FTSE 100 Index® (such index being referred to herein as an “FTSE 100 Index® Successor Index”), then any Index Closing Level will be determined by reference to the level of such FTSE 100 Index ® Successor Index at the close of trading on the relevant exchange or market for the FTSE 100 Index® Successor Index on the Final Valuation Date. Upon any selection by the Calculation Agent of an FTSE 100 Index® Successor
Index, the Calculation Agent will cause written notice thereof to be promptly furnished to the Trustee, to the Company and to the Holders. 

 If FTSE discontinues publication of the FTSE 100 Index® prior to, and such discontinuance is continuing on the Final Valuation Date, and the Calculation Agent determines, in its sole discretion, that no FTSE 100
Index® Successor Index is available at such time, or the Calculation Agent has previously selected an FTSE 100 Index® Successor Index and publication of such FTSE 100 Index® Successor Index
is discontinued prior to, and such discontinuation is continuing on such Final Valuation Date or other relevant date, or if FTSE (or the publisher of any FTSE 100 Index® 
Successor Index) fails to calculate and publish a closing level for the FTSE 100 Index® (or any FTSE 100 Index® Successor Index) on any date when it would ordinarily do so in accordance with its customary
practice, then the Calculation Agent will determine the Index Closing Level on such date. The Index Closing Level will be computed by the Calculation Agent in accordance with the formula for and method of calculating the FTSE 100 Index® or FTSE 100 Index® Successor Index, as applicable, last in effect prior to such discontinuance or failure to calculate or publish a closing level for the index, using the Closing Price (or, if trading in the relevant securities has been materially suspended
or materially limited, its good faith estimate of the Closing Price that would have prevailed but for such suspension or limitation) at the close of the principal trading session on such date of each security most recently comprising the FTSE 100
Index® or FTSE 100 Index® Successor Index, as applicable. 
 If
at any time the method of calculating the FTSE 100 Index® or a FTSE 100 Index® Successor Index, or the level thereof, is changed in a material respect, or if the FTSE 100 Index® or a FTSE 100 Index® Successor Index
is in any other way modified so that the FTSE 100 Index® or such FTSE 100 Index® Successor Index does not, in the opinion of the Calculation Agent, fairly represent the level of the FTSE 100 Index® or such FTSE 100 Index® Successor
Index had such changes or modifications not been made, then the Calculation Agent will, at the close of business in New York City on each date on which the FTSE 100 Index® 
Closing Level is to be determined, make such calculations and adjustments as, in the good faith judgment of the Calculation Agent, may be necessary in order to arrive at a level of a stock index
comparable to the FTSE 100 Index® or such FTSE 100 Index®
Successor Index, as the case may be, as if such changes or modifications had not been made, and the Calculation Agent will calculate the Index Closing Level with reference to the FTSE 100 Index® or such FTSE 100 Index® Successor Index, as adjusted. Accordingly, if the method of calculating the FTSE 100 Index® or a
FTSE 100 Index® Successor Index is modified so that the level of such FTSE 100 Index® or FTSE or FTSE 100 Index® Successor
Index is a fraction of what it would have been if there had been no such modification (e.g., due to a split in the FTSE 100 Index®), then the Calculation Agent will adjust such FTSE 100
Index in order to arrive at a level of the FTSE 100 Index® or such FTSE 100 Index® Successor Index as if there had been no such modification (e.g., as if such split had not occurred).

 Nikkei 225SM Index 
 If Nikkei Inc. discontinues publication of the Nikkei 225 SM Index and Nikkei Inc. or another entity publishes a successor or substitute index that the Calculation Agent determines, in its sole discretion, to be comparable to the discontinued Index (such index being referred to herein as an
“Nikkei 225 SM Index Successor Index”), then the Index Closing Level for such Basket Index will be determined by reference to the level of such
Nikkei 225SM Index Successor 

 
Index at the close of trading on the Tokyo Stock Exchange (2nd session) or the Relevant Exchange or market for the Nikkei 225SM Index Successor Index on the Final Valuation Date. Upon any selection by the Calculation Agent of Nikkei 225 SM Index Successor Index, the Calculation Agent will cause written notice thereof to be promptly furnished to the Trustee, to the Company and to the Holders. 
 If Nikkei Inc. discontinues publication of the Nikkei 225SM Index prior to, and such discontinuation is continuing on the Final Valuation Date, and the Calculation Agent determines, in its sole discretion, that no Nikkei 225SM Index Successor Index is available at such time, or the Calculation Agent has previously selected a Nikkei 225 SM Index
Successor Index and publication of such Nikkei 225SM Index Successor Index is discontinued prior to, and such discontinuation is continuing on the Final
Valuation Date, or if Nikkei Inc. (or the publisher of any Nikkei 225SM Index Successor Index) fails to calculate and publish an Index Closing Level for
the Nikkei 225SM Index (or any Nikkei 225SM Index Successor
Index) on any date when it would ordinarily do so in accordance with its customary practice, then the Calculation Agent will determine the Index Closing Level for such date. The Index Closing Level will be computed by the Calculation Agent in
accordance with the formula for and method of calculating the Nikkei 225SM Index or Nikkei 225SM Index Successor Index, as applicable, last in effect prior to such discontinuation or failure to calculate or publish an Index Closing Level for the Nikkei 225SM Index or Nikkei 225SM Index Successor Index, as applicable,
using the Closing Price (or, if trading in the relevant securities has been materially suspended or materially limited, its good faith estimate of the Closing Price that would have prevailed but for such suspension or limitation) at the close of the
principal trading session on such date of each security most recently composing the Nikkei 225SM Index or Nikkei 225SM Index Successor Index, as applicable. 
 If at any time the method of calculating the Nikkei 225SM
Index or a Nikkei 225SM Index Successor Index, or the level thereof, is changed in a material respect, or if the Nikkei 225SM Index or a Nikkei 225SM Index Successor Index is in any other way modified so that the
Nikkei 225SM Index or such Nikkei 225SM Index Successor Index
does not, in the opinion of the Calculation Agent, fairly represent the level of the Nikkei 225SM Index or such Nikkei 225SM Index Successor Index had such changes or modifications not been made, then the Calculation Agent will, at the close of business in New York City on each date on which the Index
Closing Level is to be determined, make such calculations and adjustments as, in the good faith judgment of the Calculation Agent, may be necessary in order to arrive at a level of a stock index comparable to the Nikkei 225SM Index or such Nikkei 225SM Index Successor Index, as the case
may be, as if such changes or modifications had not been made, and the Calculation Agent will calculate the Index Closing Level with reference to the Nikkei 225 SM Index or such Nikkei 225SM Index Successor Index, as adjusted. Accordingly, if the method of calculating the Nikkei 225SM Index or a Nikkei 225SM Index Successor Index is modified so
that the level of the Nikkei 225SM Index or such Nikkei 225SM
Index Successor Index is a fraction of what it would have been if there had been no such modification (e.g., due to a split in the Index), then the Calculation Agent will adjust its calculation of the Nikkei 225 SM Index or such Nikkei 225SM Index Successor Index in order to arrive at a level of the
Nikkei 225SM Index or such Nikkei 225SM Index Successor Index
as if there had been no such modification (e.g., as if such split had not occurred). 

 SWISS MARKET INDEX®

 If SWX Swiss Exchange discontinues publication of the Swiss Market Index®,
and the Swiss Market Index® or another entity publishes a successor or substitute index that the Calculation Agent determines, in
its sole discretion, to be comparable to the discontinued Swiss Market Index® (such index being referred to herein as an "Swiss
Market Index® Successor Index"), then any Index Closing Level will be determined by reference to the level of such Swiss Market
Index® Successor Index at the close of trading on the relevant exchange or market for the Swiss Market Index® Successor Index on the Final Valuation Date. Upon any selection by the Calculation Agent of an Swiss Market Index ® Successor Index, the Calculation Agent will cause written notice thereof to be promptly furnished to the Trustee, to the Company and
to the Holders. 
 If SWX Swiss Exchange discontinues publication of the Swiss Market Index® prior to, and such discontinuation is continuing on Final Valuation Date, and the Calculation Agent determines, in its sole
discretion, that no Swiss Market Index® Successor Index is available at such time, or the Calculation Agent has previously
selected a Swiss Market Index® Successor Index and publication of such Swiss Market Index® Successor Index is discontinued prior to, and such discontinuation is continuing on such Final Valuation Date or other relevant date, or if SWX Swiss
Exchange (or the publisher of any Swiss Market Index® Successor Index) fails to calculate and publish a closing level for the SWX
Swiss Exchange Index (or any Swiss Market Index® Successor Index) on any date when it would ordinarily do so in accordance with
its customary practice, then the Calculation Agent will determine the Index Closing Level on such date. The Index Closing Level will be computed by the Calculation Agent in accordance with the formula for and method of calculating the Swiss Market
Index® or Swiss Market Index® Successor Index, as applicable, last in effect prior to such discontinuation or failure to calculate or publish a closing level for the index, using the closing price (or, if trading in the relevant securities has
been materially suspended or materially limited, its good faith estimate of the closing price that would have prevailed but for such suspension or limitation) at the close of the principal trading session on such date of each security most recently
included in the Swiss Market Index® or Swiss Market Index®
Successor Index, as applicable. 
 If at any time the method of calculating the Swiss Market Index® or a Swiss Market Index® Successor Index, or the level thereof, is changed in a material respect, or if the Swiss Market Index® or a Swiss Market Index® Successor
Index is in any other way modified so that the Swiss Market Index® or such Swiss Market Index® Successor Index does not, in the opinion of the Calculation Agent, fairly represent the level of the Swiss Market Index® or such Swiss Market Index® Successor Index had such changes or modifications not been made, then the Calculation Agent will, at the close of business in New York City on each date on which the Swiss Market Index® closing level is to be determined, make such calculations and adjustments as, in the good faith judgment of the Calculation Agent, may be necessary in order
to arrive at a level of a stock index comparable to the Swiss Market Index® or such Swiss Market Index® Successor Index, as the case may be, as if such changes or modifications had not been made, and the Calculation Agent will calculate
the Index Closing Level with reference to the Swiss Market Index® or such Swiss Market Index® Successor Index, as adjusted. Accordingly, if the method of calculating the Swiss Market Index® or a Swiss Market Index® Successor
Index is modified so that the level of such Swiss Market Index® or Swiss Market Index® or Successor Index is a fraction of what it would have been if there had been no such modification (e.g., due to a split in 

 
the Swiss Market Index®), then the Calculation Agent will adjust such Swiss Market Index® in order to arrive at a level of the Swiss Market Index® 
or such Swiss Market Index® Successor Index as if there had been no such
modification (e.g., as if such split had not occurred). 
 S&P®/ASX 200 INDEX 
 If the S&P/ASX Committee discontinues publication of the S&P®/ASX 200 Index and the S&P/ASX Committee or another entity publishes a successor or substitute index that the Calculation Agent determines, in its sole discretion, to be comparable to the
discontinued S&P®/ASX 200 Index (such index being referred to herein as an "S&P®/ASX 200 Index Successor Index"), then
any Index Closing Level will be determined by reference to the level of such S&P®/ASX 200 Index Successor Index at the close of trading on the relevant exchange or market for the
S&P®/ASX 200 Index Successor Index on on the Final Valuation Date. Upon any selection by the Calculation Agent of an S&P®/ASX 200 Index Successor Index, the Calculation Agent will cause written notice thereof to be promptly furnished to the Trustee, to the Company and to the Holders. 
 If the S&P/ASX Committee discontinues publication of the S&P®/ASX 200 Index
Successor Index prior to, and such discontinuation is continuing on the Final Valuation Date, and the Calculation Agent determines, in its sole discretion, that no S&P®/ASX 200 Index
Successor Index is available at such time, or the Calculation Agent has previously selected an S&P®/ASX 200 Index Successor Index and publication of such S&P®/ASX 200 Index Successor Index is discontinued prior to, and such discontinuation is continuing on such Final Valuation Date or other relevant date, or if the S&P/ASX Committee (or the
publisher of any S&P®/ASX 200 Index Successor Index) fails to calculate and publish a closing level for the S&P®/ASX 200
Index (or any S&P®/ASX 200 Index Successor Index) on any date when it would ordinarily do so in accordance with its customary practice, then the Calculation Agent will determine the
Index Closing Level on such date. The Index Closing Level will be computed by the Calculation Agent in accordance with the formula for and method of calculating the S&P®/ASX 200 Index
or S&P®/ASX 200 Index Successor Index, as applicable, last in effect prior to such discontinuation or failure to calculate or publish a closing level for the index, using the closing
price (or, if trading in the relevant securities has been materially suspended or materially limited, its good faith estimate of the closing price that would have prevailed but for such suspension or limitation) at the close of the principal trading
session on such date of each security most recently comprising the S&P®/ASX 200 Index or S&P®/ASX 200 Index Successor
Index, as applicable. 
 If at any time the method of calculating the S&P®/ASX 200 Index or a S&P®/ASX 200 Index Successor Index, or the level thereof, is changed in a material respect, or if the S&P®/ASX 200 Index or a S&P®/ASX 200 Index Successor Index is in any other way modified so that the S&P®/ASX 200 Index or such S&P®/ASX 200 Index Successor Index does not, in the opinion of the Calculation Agent, fairly represent the
level of the S&P®/ASX 200 Index or such S&P®/ASX 200 Index Successor Index had such changes or modifications not been
made, then the Calculation Agent will, at the close of business in New York City on each date on which the S&P®/ASX 200 Index Closing Level is to be determined, make such calculations
and adjustments as, in the good faith judgment of the Calculation Agent, may be necessary in order to arrive at a level of a stock index comparable to the S&P®/ASX 200 Index or such
S&P®/ASX 200 Index Successor Index, as the case may be, as if such changes or modifications had not been 

 
made, and the Calculation Agent will calculate the Index Closing Level with reference to the S&P®
/ASX 200 Index or such S&P®/ASX 200 Index Successor Index, as adjusted. Accordingly, if the method of calculating the S&P®/ASX 200 Index or a S&P®/ASX 200 Index Successor Index is modified so that the level of such S&P®/ASX 200 Index or S&P®/ASX 200 Index Successor Index is a fraction of what it would have been if there had been no such modification (e.g., due to a
split in the S&P®/ASX 200 Index), then the Calculation Agent will adjust such S&P®/ASX 200 Index in order to arrive at a
level of the S&P®/ASX 200 Index or such S&P®/ASX 200 Index Successor Index as if there had been no such modification
(e.g., as if such split had not occurred). 
 MSCI EMERGING MARKETS INDEXSM 
 If MSCI
discontinues publication of the MSCI Emerging Markets IndexSM and MSCI or another entity publishes a successor or substitute index that the Calculation
Agent determines, in its sole discretion, to be comparable to the discontinued Index (such index being referred to herein as an “MSCI Emerging Markets IndexSM Successor Index”), then any Index Closing Level will be determined by reference to the level of such MSCI Emerging Markets IndexSM Successor
Index at the close of trading on the NYSE, the AMEX, the NASDAQ National Market or the relevant exchange or market for the MSCI Emerging Markets IndexSM
Successor Index on the Final Valuation Date. Upon any selection by the Calculation Agent of an MSCI Emerging Markets IndexSM Successor Index, the
Calculation Agent will cause written notice thereof to be promptly furnished to the Trustee, to the Company and to the Holders. 
 If MSCI discontinues publication of the MSCI Emerging Markets IndexSM prior to, and such discontinuation is continuing on
the Final Valuation Date, and the Calculation Agent determines, in its sole discretion, that no MSCI Emerging Markets IndexSM Successor Index is available
at such time, or the Calculation Agent has previously selected a MSCI Emerging Markets IndexSM Successor Index and publication of such MSCI Emerging
Markets IndexSM Successor Index is discontinued prior to, and such discontinuation is continuing on such Final Valuation Date or other relevant date, or if
MSCI (or the publisher of any MSCI Emerging Markets IndexSM Successor Index) fails to calculate and publish a closing level for the MSCI Emerging Markets
IndexSM (or any MSCI Emerging Markets IndexSM Successor
Index) on any date when it would ordinarily do so in accordance with its customary practice, then the Calculation Agent will determine the Index Closing Level for such date. The Index Closing Level will be computed by the Calculation Agent in
accordance with the formula for and method of calculating the MSCI Emerging Markets IndexSM or MSCI Emerging Markets IndexSM Successor Index, as applicable, last in effect prior to such discontinuation, or failure to calculate or publish a closing level for the index, using the closing price (or, if
trading in the relevant securities has been materially suspended or materially limited, its good faith estimate of the closing price that would have prevailed but for such suspension or limitation) at the close of the principal trading session on
such date of each security most recently composing the MSCI Emerging Markets IndexSM or MSCI Emerging Markets IndexSM Successor Index, as applicable. 
 If at any time the method of calculating the MSCI Emerging Markets IndexSM or a MSCI Emerging Markets IndexSM Successor Index, or the level thereof, is changed in a material respect, or if the MSCI
Emerging Markets IndexSM or a MSCI Emerging Markets IndexSM
Successor Index is in any other way modified so that the MSCI Emerging Markets IndexSM or such MSCI Emerging Markets IndexSM Successor Index does not, in the opinion of the 

 
Calculation Agent, fairly represent the level of the MSCI Emerging Markets IndexSM or such MSCI Emerging Markets IndexSM Successor Index had such changes or modifications not been made, then the
Calculation Agent will, at the close of business in New York City on each date on which the MSCI Emerging Markets IndexSM closing level is to be
determined, make such calculations and adjustments as, in the good faith judgment of the Calculation Agent, may be necessary in order to arrive at a level of a stock index comparable to the MSCI Emerging Markets IndexSM or such MSCI Emerging Markets IndexSM Successor Index, as the case may be, as if such
changes or modifications had not been made, and the Calculation Agent will calculate the Index Closing Level with reference to the MSCI Emerging Markets IndexSM or such MSCI Emerging Markets IndexSM Successor Index, as adjusted. Accordingly, if the method of calculating the MSCI Emerging Markets
IndexSM or a MSCI Emerging Markets IndexSM Successor Index is
modified so that the level of the MSCI Emerging Markets IndexSM or such MSCI Emerging Markets IndexSM Successor Index is a fraction of what it would have been if there had been no such modification (e.g., due to a split in the MSCI Emerging Markets IndexSM), then the Calculation Agent will adjust its calculation of the MSCI Emerging Markets IndexSM or such MSCI Emerging Markets IndexSM Successor Index in order to arrive at a level of the MSCI Emerging Markets
IndexSM or such MSCI Emerging Markets IndexSM Successor Index
as if there had been no such modification (e.g., as if such split had not occurred). 

 The following abbreviations, when used in the inscription on the face of the within Security, shall be
construed as though they were written out in full according to applicable laws or regulations: 
  

							
	TEN COM -	    	as tenants in common	    	UNIF GIFT MIN ACT - _________ Custodian  _________
		    		    	                          (Cust)             
     (Minor)

	TEN ENT -	    	as tenants by the entireties	    	under Uniform Gifts to Minors
	JT TEN -	    	as joint tenants with right of	    	Act	  	  

		    	Survivorship and not as tenants in common	    		  	(State)

 Additional abbreviations may also be used though not in the above list. 
                                       
                   
 FOR VALUE RECEIVED, the
undersigned hereby sells, assigns and transfers unto 
 PLEASE INSERT SOCIAL SECURITY OR OTHER 
 IDENTIFYING NUMBER OF ASSIGNEE 
  

			
	 	 	
	 	 	
	 	 	

  
  
  

	
	 

 (Name and Address of Assignee, including zip code, must be printed or typewritten.) 
  
  

	
	 

 the within Security, and all rights thereunder, hereby irrevocably constituting and appointing 
  
  

	
	 

 to transfer the said Security on the books of the Company, with full power of substitution in the premises.

 Dated: 
 __________________________________________ 
 NOTICE: The signature to this assignment must correspond with the name as it appears
upon the face of the within Security in every particular, without alteration or enlargement or any change whatever. 
 Signature(s) Guaranteed: 

__________________________ 
 THE SIGNATURE(S) SHOULD BE GUARANTEED BY AN
ELIGIBLE GUARANTOR INSTITUTION (BANKS, STOCKBROKERS, SAVINGS AND LOAN ASSOCIATIONS AND CREDIT UNIONS WITH MEMBERSHIP IN AN APPROVED MEDALLION SIGNATURE GUARANTEE PROGRAM), PURSUANT TO S.E.C. RULE 17Ad-15.

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