LONDON (Dow Jones)--Lancashire Holdings Ltd (LRE.LN), said Tuesday that it purchased 115,000 common shares at a price of 539.82 pence per share MAIN FACTS: -The lowest price and the highest price paid for these shares were 538.0 pence and 541.0 pence, respectively. -All the purchased shares will be cancelled. -Shares at 0720 GMT up 1 pence, or 0.19%, at GBP540 pence, valuing the company at GBP837.27 million. -By Razak Musah Baba, Dow Jones Newswires; 44-20-7842-9275; [email protected] (END) Dow Jones Newswires July 27, 2010 03:23 ET (07:23 GMT)