-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, BcswmwhCloE64bt61v1/jF4tInkcOpbwkpmrmu56ew/VvvII530twlGGNzX5fhjr OklyA5rHyaQcOoRw92LxJQ== 0001104659-07-002185.txt : 20070112 0001104659-07-002185.hdr.sgml : 20070112 20070111192816 ACCESSION NUMBER: 0001104659-07-002185 CONFORMED SUBMISSION TYPE: FWP PUBLIC DOCUMENT COUNT: 2 FILED AS OF DATE: 20070112 DATE AS OF CHANGE: 20070111 SUBJECT COMPANY: COMPANY DATA: COMPANY CONFORMED NAME: LEHMAN BROTHERS HOLDINGS INC CENTRAL INDEX KEY: 0000806085 STANDARD INDUSTRIAL CLASSIFICATION: SECURITY BROKERS, DEALERS & FLOTATION COMPANIES [6211] IRS NUMBER: 133216325 STATE OF INCORPORATION: DE FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: FWP SEC ACT: 1934 Act SEC FILE NUMBER: 333-134553 FILM NUMBER: 07526824 BUSINESS ADDRESS: STREET 1: LEHMAN BROTHERS STREET 2: 745 SEVENTH AVENUE CITY: NEW YORK STATE: NY ZIP: 10019 BUSINESS PHONE: 2125267000 MAIL ADDRESS: STREET 1: LEHMAN BROTHERS STREET 2: 745 SEVENTH AVENUE CITY: NEW YORK STATE: NY ZIP: 10019 FORMER COMPANY: FORMER CONFORMED NAME: SHEARSON LEHMAN HUTTON HOLDINGS INC DATE OF NAME CHANGE: 19901017 FILED BY: COMPANY DATA: COMPANY CONFORMED NAME: LEHMAN BROTHERS HOLDINGS INC CENTRAL INDEX KEY: 0000806085 STANDARD INDUSTRIAL CLASSIFICATION: SECURITY BROKERS, DEALERS & FLOTATION COMPANIES [6211] IRS NUMBER: 133216325 STATE OF INCORPORATION: DE FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: FWP BUSINESS ADDRESS: STREET 1: LEHMAN BROTHERS STREET 2: 745 SEVENTH AVENUE CITY: NEW YORK STATE: NY ZIP: 10019 BUSINESS PHONE: 2125267000 MAIL ADDRESS: STREET 1: LEHMAN BROTHERS STREET 2: 745 SEVENTH AVENUE CITY: NEW YORK STATE: NY ZIP: 10019 FORMER COMPANY: FORMER CONFORMED NAME: SHEARSON LEHMAN HUTTON HOLDINGS INC DATE OF NAME CHANGE: 19901017 FWP 1 a07-1018_27fwp.htm FILING UNDER SECURITIES ACT RULES 163/433 OF FREE WRITING PROSPECTUSES

Filed Pursuant to Rule 433
Registration No. 333-134553

Final Note Terms
10Yr Capped Libor Floater

Lehman Brothers Holdings Inc. 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 dated May 30, 2006, the prospectus supplement dated May 30, 2006 for its Medium Term Notes, Series I, and other documents Lehman Brothers Holdings Inc. has filed with the SEC for more complete information about Lehman Brothers Holdings Inc. and this offering.  Buyers should rely upon the prospectus, prospectus supplement and any relevant free writing prospectus for complete details.  You may get these documents and other documents Lehman Brothers Holdings Inc. has filed for free by searching the SEC online database (EDGAR®) at www.sec.gov, with “Lehman Brothers Holdings Inc.” as a search term.  Alternatively, Lehman Brothers Inc. or any other dealer participating in the offering will arrange to send you the prospectus, prospectus supplement and final pricing supplement (when completed) if you request it by calling your Lehman Brothers sales representative, such other dealer or 1-888-603-5847.

Issuer:

Lehman Brothers Holdings (A1/A+/A+)

 

 

Underwriter(s):

Lehman Brothers

 

 

Issue Type:

US MTN

 

 

Principal Amount:

$100,000,000

 

 

CUSIP:

52517PS28

 

 

Trade Date:

January 11, 2007

 

 

Issue Date:

January 26, 2007

 

 

Maturity Date:

January 26, 2017

 

 

Issue Price:

100.0%

 

 

Interest Rate:

3mo USD LIBOR + 58bps, subject to:

 

Cap:

7.00%

 

Floor:

0.00%

 

All values input into formulas for the Interest Rate and intermediate calculations expressed as a percentage rounded to five decimal places and any Interest Rate expressed as a percentage rounded to three decimal places.

Interest Payment Dates:

Quarterly on January 26th, April 26th, July 26th, and October 26th, commencing April 26, 2007.

 

 

Interest Reset Dates:

Quarterly on January 26th, April 26th, July 26th, and October 26th, commencing April 26th, 2007, for the interest period commencing on such Interest Reset Date to but excluding the next succeeding Interest Payment Date (determined on the Interest Determination Date preceding that Interest Reset Date)

 



 

Interest Determination Dates:

Two London Business Days prior to the related Interest Reset Dates

 

 

Initial Interest Rate:

Determined two London Business Days prior to the Issue Date, for the period commencing on the Issue Date to but excluding the first Interest Payment Date.

 

 

Reference Rate:

3 month USD LIBOR setting as of 11:00 am London time as published on Telerate page 3750 on the relevant Interest Determination Date.

 

 

Minimum Denomination:

$1,000 and integral multiples of $1,000

 

 

Day Count Convention:

30/360

 

 

Business Day Convention:

Modified Following New York and London Business Days with no adjustment for period end dates.

 


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