Tips on writing a cover letter for Lehman Bros.?

I am writing a cover letter for an investment bank (Lehman). I know a lot about the bank (divisions, revenue, awards, transactions the bank has brokered, etc) but I do not know how to put it into the letter. I have written all the parts about me and how I fit in the firm, I just dont know how to show them that I know them inside out. Any suggestions as to what may be the best way to show I have done my homework?

If you know the company inside out you can relate your own experiences and attributes to them. you do not want to bombard them with an essay so keep it brief in each paragraph.

So firstly start with why your interested in the company
(I am interested in the position you have available as...........and the awards your company is renown for meets my expectations in work ethics)

After extensive research i discovered.......something about the revenue, transaction the bank has brokered and then relate an example off a similar experience you have encountered.

Now you finish up with saying how you will adapt to their company and what you can offer them through your personal attributes and experience.

Finish up by saying....
You would be grateful if given the opportunity to discuss in further detail this wonderful opportunity that they have available.

(if you are feeling bold and brave it might be an idea to say.......
I can appreciate that this is position is very appealing and the response will be in high volumes however, you are the right candidate as your enthusiasm to help expand and maintain the standards to deliver on a continuous basis striving for the company and helping to expand and reach exceptional levels which they would expect with regards any off their employees.