Questions frequently asked by market participants, including investors and the media, regarding Lehman Brothers’ current situation

Zurich, September 17, 2008. SSPA, the Swiss Structured Products Association, regrets the events surrounding Lehman Brothers. The Lehman Brothers’ situation should be viewed as a one-off and we do not expect it to affect other issuers’ structured products.

According to information in our possession, Lehman Brothers’ outstanding products in the Swiss market currently number 83, 46 thereof capital protected products, 11 participation products, 23 yield enhancement products and three others. Our initial analysis shows that the sum of CHF 650 million in outstanding products circulated in the media is exaggerated.