LONDON (Dow Jones)--Lancashire Holdings Limited (LRE.LN) said Friday it purchased 115,000 Common Shares at a price of 537.26 pence per share ($8.39 per share at the current exchange rate). MAIN FACTS: -The lowest price and the highest price paid for these shares were 535.5 pence and 538.0 pence, respectively. -All the purchased shares will be cancelled. -Shares at 0739 GMT unchanged at 537.0 pence. By Iain Packham, Dow Jones Newswires; 44-20-7842-9269; [email protected] (END) Dow Jones Newswires July 30, 2010 03:40 ET (07:40 GMT)