FWP 1 a06-17316_23fwp.htm FILING UNDER SECURITIES ACT RULES 163/433 OF FREE WRITING PROSPECTUSES

Filed Pursuant to Rule 433
Registration No. 333-134533
August 24, 2006

Lehman Brothers Holdings Inc.

3M LIBOR Floating Rate Notes due August 21, 2009

 

Issuer:

 

Lehman Brothers Holdings Inc.

 

 

 

Ratings:

 

A1/A+/A+

 

 

 

Principal Amount:

 

$100,000,000 (re-opening to become fungible with the outstanding
$850,000,000 Floating Rate Notes due August 21, 2009, issued on
August 21, 2006, so that the aggregate principal amount
outstanding after the issue of these Notes will be $950,000,000)

 

 

 

Security Type:

 

Senior Medium Term Notes

 

 

 

Legal Format:

 

SEC Registered

 

 

 

Issue Price:

 

100% of principal amount (plus accrued interest from August 21, 2006)

 

 

 

Settlement Date:

 

August 29, 2006

 

 

 

Maturity Date:

 

August 21, 2009

 

 

 

Coupon:

 

3-month LIBOR (Telerate Page 3750) plus 0.10%

 

 

 

Interest Payment Dates:

 

Quarterly on the 21st of each November, February, May and August,
commencing on November 21, 2006

 

 

 

Interest Determination Dates:

 

Two London business days prior to the first day of the relevant interest period

 

 

 

Day Count :

 

Actual/360

 

 

 

Business Day Convention:

 

Modified Following, Adjusted

 

 

 

CUSIP:

 

52517PK83

 

 

 

Denominations:

 

$1,000

 

 

 

Underwriters:

 

Lehman Brothers 98% (bookrunner)

 

 

ING Financial Markets LLC 1%

 

 

Mellon Financial Markets, LLC 1%

The issuer has filed a registration statement (including a prospectus) with the U.S. Securities and Exchange Commission (SEC) for this offering.  Before you invest, you should read the prospectus for this offering in that registration statement, and other documents the issuer has filed with the SEC for more complete information about the issuer and this offering.  You may get these documents for free by searching the SEC online database (EDGAR®) at www.sec.gov.  Alternatively, you may obtain a copy of the prospectus from Lehman Brothers Inc. by calling 1-888-603-5847.