Lehman Brothers Financial SA (LEHNQ)

[jwnoble3]

RE: JPK

It is a trust security largely w/GS securities underlying and LEH i-rate swap (see below)..

QUANTUMONLINE.COM SECURITY DESCRIPTION: Lehman ABS Corp., Floating Rate Corporate Backed Trust Certificates, Goldman Sachs Capital I Securities-Backed Series 2004-6, Class A-1, price to the public $25 per certificate. The underlying securities are the 6.345% Capital Securities due 2/15/2034 issued by Goldman Sachs Capital I, a subsidiary of Goldman Sachs Group Inc. (NYSE: GS) and an interest rate swap between the trust and Lehman Brothers Special Financing Inc. The certificates pay an initial interest rate of 3.50% ($0.875) per annum