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SEC Follow Up Exhibits Part C SEC_OEA_FCIC_001760-2501

SEC Follow Up Exhibits Part C SEC_OEA_FCIC_001760-2501

SEC Follow Up Exhibits Part C SEC_OEA_FCIC_001760-2501

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Summary of Citigroup Credit Default Swap Transactions<br />

November 17, 2008 - November 21, 2008<br />

Entity<br />

Add to Buy<br />

Side<br />

Bearish (Benefit if Probability<br />

of Citigroup Default Increases )<br />

Reduce Sell<br />

Side Total Rank Share CShr<br />

Bullish (Benefit if Probability<br />

of Citigroup Default Decreases ) Net Bearish<br />

Reduce Buy Add to Sell<br />

Side<br />

Side Total Rank Total Rank<br />

PIM4866 102 0.0% 100.0% 2,000,000 2,000,000 47 2,000,000 83 93<br />

PIM6009 103 0.0% 100.0% 200,000 200,000 84 200,000 48 94<br />

PIM6160 104 0.0% 100.0% 2,000,000 2,000,000 48 2,000,000 84 95<br />

PIM6169 105 0.0% 100.0% 300,000 300,000 78 300,000 55 96<br />

PIM6230 106 0.0% 100.0% 400,000 400,000 70 400,000 60 97<br />

PIM6320 107 0.0% 100.0% 100,000 100,000 90 100,000 40 98<br />

PIM6400 108 0.0% 100.0% 700,000 700,000 62 700,000 68 99<br />

PIM6888 109 0.0% 100.0% 100,000 100,000 91 100,000 41 100<br />

PROVINZIAL RHEINLAND LEBENSICHNG AG 110 0.0% 100.0% 300,000 300,000 79 300,000 56 101<br />

PURSUIT 111 0.0% 100.0% 35,000,000 35,000,000 16 35,000,000 110 102<br />

QIC:QUEENSLD INVEST CORP ACT IN ITS CAP 112 0.0% 100.0% 150,000 150,000 87 150,000 44 103<br />

SATELLITE CREDIT OPPORTUNITIES FUND LTD. 113 0.0% 100.0% 5,000,000 5,000,000 38 5,000,000 101 106<br />

STICHTING BEDRIJFSTAKPENS VOOR DE MEDIA 114 0.0% 100.0% 300,000 300,000 80 300,000 57 110<br />

THE CONUS FUND 115 0.0% 100.0% 10,000,000 10,000,000 27 10,000,000 106 111<br />

TRICADIA DISTRESSED AND SPCL MTR FD LT 116 0.0% 100.0% 1,500,000 1,500,000 50 1,500,000 79 115<br />

DRAFT Page 3 of 3 CONFIDENTIAL

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