SEC Follow Up Exhibits Part C SEC_OEA_FCIC_001760-2501

Summary of Citigroup Credit Default Swap Transactions
November 17, 2008 - November 21, 2008
Entity
Add to Buy
Side
Bearish (Benefit if Probability
of Citigroup Default Increases )
Reduce Sell
Side Total Rank Share CShr
Bullish (Benefit if Probability
of Citigroup Default Decreases ) Net Bearish
Reduce Buy Add to Sell
Side
Side Total Rank Total Rank
BANK OF NOVA SCOTIA TORONTO 50 0.0% 100.0% 5,000,000 5,000,000 32 5,000,000 95 7
BARCELONA INKA 51 0.0% 100.0% 350,000 350,000 71 350,000 58 8
BLUEBAY FUND:BLUEBAY INVESTT GR LIBOR FD 52 0.0% 100.0% 150,000 150,000 85 150,000 42 13
BLUEBAY INVESTMENT GRADE BOND FUND 53 0.0% 100.0% 7,000,000 7,000,000 28 7,000,000 102 14
BLUECREST MULTI STRATEGY CREDIT MSTR FD 54 0.0% 100.0% 5,000,000 5,000,000 33 5,000,000 96 15
FOND BVOE SEGMENT UNTERFONDS W 55 0.0% 100.0% 600,000 600,000 63 600,000 65 29
GENERAL ELECTRIC PENSION TRUST 56 0.0% 100.0% 15,000,000 15,000,000 22 15,000,000 107 34
HALBIS US CREDIT ALPHA MASTER FD LTD 57 0.0% 100.0% 5,000,000 5,000,000 34 5,000,000 97 36
HPK-INVESTMENT GRADE CORPORATES 58 0.0% 100.0% 300,000 300,000 72 300,000 49 37
ICM BUSINESS TRUST 59 0.0% 100.0% 2,500,000 2,500,000 44 2,500,000 85 39
ING 60 0.0% 100.0% 10,000,000 10,000,000 26 10,000,000 105 40
INTERN KAPIT MBH (PRV-C) 61 0.0% 100.0% 150,000 150,000 86 150,000 43 41
IONIC CAPITAL MASTER FUND LTD 62 0.0% 100.0% 22,500,000 22,500,000 18 22,500,000 108 42
JMG 63 0.0% 100.0% 5,000,000 5,000,000 35 5,000,000 98 43
KAMUNTING STREET MASTER FUND LTD 64 0.0% 100.0% 5,000,000 5,000,000 36 5,000,000 99 46
LEHMAN BROTHERS CREDIT ARBITRAGE FUND 65 0.0% 100.0% 5,000,000 5,000,000 37 5,000,000 100 49
MARINER-TRICADIA CRD STRAT MASTER FD LTD 66 0.0% 100.0% 3,500,000 3,500,000 41 3,500,000 90 52
NORGES BANK - INVESTMENT MANAGEMENT #1 67 0.0% 100.0% 25,000,000 25,000,000 17 25,000,000 109 58
PAULSON CREDIT OPPORTUNITIES MASTER LTD 68 0.0% 100.0% 70,000,000 70,000,000 10 70,000,000 114 59
PIM1338 69 0.0% 100.0% 300,000 300,000 73 300,000 50 60
PIM1356 70 0.0% 100.0% 500,000 500,000 65 500,000 61 61
PIM1357 71 0.0% 100.0% 2,500,000 2,500,000 45 2,500,000 86 62
PIM1358 72 0.0% 100.0% 1,300,000 1,300,000 51 1,300,000 78 63
PIM1422 73 0.0% 100.0% 500,000 500,000 66 500,000 62 64
PIM1628 74 0.0% 100.0% 700,000 700,000 61 700,000 67 65
PIM1833 75 0.0% 100.0% 1,000,000 1,000,000 55 1,000,000 73 66
PIM1941 76 0.0% 100.0% 800,000 800,000 59 800,000 69 67
PIM2071 77 0.0% 100.0% 200,000 200,000 81 200,000 45 68
PIM2086 78 0.0% 100.0% 1,100,000 1,100,000 54 1,100,000 75 69
PIM2136 79 0.0% 100.0% 900,000 900,000 57 900,000 71 70
PIM2224 80 0.0% 100.0% 1,000,000 1,000,000 56 1,000,000 74 71
PIM2232 81 0.0% 100.0% 2,700,000 2,700,000 43 2,700,000 88 72
PIM2307 82 0.0% 100.0% 1,200,000 1,200,000 52 1,200,000 76 73
PIM2355 83 0.0% 100.0% 100,000 100,000 88 100,000 38 74
PIM2400 84 0.0% 100.0% 100,000 100,000 89 100,000 39 75
PIM2466 85 0.0% 100.0% 600,000 600,000 64 600,000 66 76
PIM2660 86 0.0% 100.0% 500,000 500,000 67 500,000 63 77
PIM2679 87 0.0% 100.0% 900,000 900,000 58 900,000 72 78
PIM2687 88 0.0% 100.0% 300,000 300,000 74 300,000 51 79
PIM2739 89 0.0% 100.0% 200,000 200,000 82 200,000 46 80
PIM2755 90 0.0% 100.0% 300,000 300,000 75 300,000 52 81
PIM2809 91 0.0% 100.0% 1,600,000 1,600,000 49 1,600,000 80 82
PIM2879 92 0.0% 100.0% 300,000 300,000 76 300,000 53 83
PIM2909 93 0.0% 100.0% 2,800,000 2,800,000 42 2,800,000 89 84
PIM2958 94 0.0% 100.0% 800,000 800,000 60 800,000 70 85
PIM3689 95 0.0% 100.0% 500,000 500,000 68 500,000 64 86
PIM3691 96 0.0% 100.0% 300,000 300,000 77 300,000 54 87
PIM3706 97 0.0% 100.0% 200,000 200,000 83 200,000 47 88
PIM4632 98 0.0% 100.0% 400,000 400,000 69 400,000 59 89
PIM4690 99 0.0% 100.0% 4,800,000 4,800,000 39 4,800,000 92 90
PIM4692 100 0.0% 100.0% 1,200,000 1,200,000 53 1,200,000 77 91
PIM4807 101 0.0% 100.0% 2,500,000 2,500,000 46 2,500,000 87 92
DRAFT Page 2 of 3 CONFIDENTIAL