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
Total -1,957,419,175 -471,388,060 -2,428,807,235 606,530,000 1,822,277,235 2,428,807,235 0
bear bull netbull
ALADDIN RELATIVE VALUE CREDIT MAS FD LTD -3,000,000 -3,000,000 45 0.1% 0.1% 114 -3,000,000 31 1 45 -
AURELIUS CAPITAL 48 0.0% 0.1% 10,000,000 10,000,000 25 10,000,000 104 2 - 25 (Net Bullish
AUTONOMY MASTER FUND LIMITED -10,000,000 -10,000,000 28 0.4% 0.5% 102 -10,000,000 16 3 28 -
BANCA IMI S.P.A 49 0.0% 0.5% 5,000,000 5,000,000 31 5,000,000 94 4 - 31
BANCO BILBAO VIZCAYA ARGENTARIA, S.A. -40,000,000 -40,000,000 13 1.6% 2.2% 93 -40,000,000 4 5 13 -
BANK OF AMERICA, N.A. -28,300,000 -5,500,000 -33,800,000 14 1.4% 3.6% 71,000,000 71,000,000 9 37,200,000 111 6 14 9 (Net Bullish
BANK OF NOVA SCOTIA TORONTO 50 0.0% 3.6% 5,000,000 5,000,000 32 5,000,000 95 7 - 32
BARCELONA INKA 51 0.0% 3.6% 350,000 350,000 71 350,000 58 8 - 71
BARCLAYS BANK PLC -156,079,650 -40,000,000 -196,079,650 5 8.1% 11.6% 5,000,000 191,162,500 196,162,500 5 82,850 37 9 5 5
BEAR, STEARNS INTERNATIONAL LTD -3,258,060 -3,258,060 44 0.1% 11.8% 113 -3,258,060 30 10 44 -
BLACK DIAMOND OFFSHORE, LTD -225,000 -225,000 47 0.0% 11.8% 116 -225,000 33 11 47 -
BLUE MTN CREDIT ALTS. MASTER FUND L.P. -20,000,000 -20,000,000 22 0.8% 12.6% 20,000,000 20,000,000 20 0 34 12 22 20
BLUEBAY FUND:BLUEBAY INVESTT GR LIBOR FD 52 0.0% 12.6% 150,000 150,000 85 150,000 42 13 - 85
BLUEBAY INVESTMENT GRADE BOND FUND 53 0.0% 12.6% 7,000,000 7,000,000 28 7,000,000 102 14 - 28 (Net Bullish
BLUECREST MULTI STRATEGY CREDIT MSTR FD 54 0.0% 12.6% 5,000,000 5,000,000 33 5,000,000 96 15 - 33
BNP PARIBAS -227,313,275 -40,000,000 -267,313,275 2 11.0% 23.6% 25,000,000 235,510,000 260,510,000 2 -6,803,275 18 16 2 2
CALYON -10,000,000 -10,000,000 29 0.4% 24.0% 103 -10,000,000 17 17 29 -
CEDAR HILL CAPITAL PARTNERS -10,000,000 -10,000,000 30 0.4% 24.4% 10,000,000 10,000,000 24 0 35 18 30 24
CHEYNE LONG/SHORT STRUCTURED CREDIT FUND -31,000,000 -31,000,000 16 1.3% 25.7% 41,000,000 41,000,000 15 10,000,000 103 19 16 15 (Net Bullish
CQS ABS MASTER FUND LIMITED -5,000,000 -5,000,000 35 0.2% 25.9% 107 -5,000,000 23 20 35 -
CREDIT SUISSE INTERNATIONAL -75,000,000 -75,000,000 9 3.1% 29.0% 15,000,000 157,156,250 172,156,250 8 97,156,250 115 21 9 8 (Net Bullish
DEKA BANK, FRANKFURT -12,560,000 -12,560,000 26 0.5% 29.5% 100 -12,560,000 13 22 26 -
DEUTSCHE BANK AG -315,000,000 -82,000,000 -397,000,000 1 16.3% 16.3% 78,630,000 204,500,000 283,130,000 1 -113,870,000 2 23 1 1
DISCOVERY ATLAS MASTER FUND -5,000,000 -5,000,000 36 0.2% 16.6% 108 -5,000,000 24 24 36 -
DOUBLE BLACK DIAMOND OFFSHORE LDC -4,775,000 -4,775,000 42 0.2% 16.7% 111 -4,775,000 27 25 42 -
DWS CREDIT OPPORTUNITIES -5,010,000 -5,010,000 34 0.2% 17.0% 106 -5,010,000 22 26 34 -
ES CAPITALIZACAO -10,270,500 -10,270,500 27 0.4% 17.4% 101 -10,270,500 14 27 27 -
ES RENDA -5,385,750 -5,385,750 33 0.2% 17.6% 105 -5,385,750 21 28 33 -
FOND BVOE SEGMENT UNTERFONDS W 55 0.0% 17.6% 600,000 600,000 63 600,000 65 29 - 63
FORE CONVERTIBLE MASTER FUND, LTD. -32,800,000 -32,800,000 15 1.4% 18.9% 16,400,000 16,400,000 21 -16,400,000 12 30 15 21
FORE ERISA FUND, LTD. -7,200,000 -7,200,000 31 0.3% 19.2% 3,600,000 3,600,000 40 -3,600,000 29 31 31 40
FORE MULTI STRATEGY MASTER FUND,LTD. -20,000,000 -20,000,000 23 0.8% 20.1% 10,000,000 10,000,000 23 -10,000,000 15 32 23 23
GENERAL AMERICAN LIFE INSURANCE COMPANY -27,000,000 -27,000,000 17 1.1% 21.2% 94 -27,000,000 5 33 17 -
GENERAL ELECTRIC PENSION TRUST 56 0.0% 21.2% 15,000,000 15,000,000 22 15,000,000 107 34 - 22 (Net Bullish
GOLDMAN SACHS -160,600,000 -40,000,000 -200,600,000 4 8.3% 29.4% 56,500,000 125,000,000 181,500,000 7 -19,100,000 11 35 4 7
HALBIS US CREDIT ALPHA MASTER FD LTD 57 0.0% 29.4% 5,000,000 5,000,000 34 5,000,000 97 36 - 34
HPK-INVESTMENT GRADE CORPORATES 58 0.0% 29.4% 300,000 300,000 72 300,000 49 37 - 72
HSBC BANK -62,600,000 -62,600,000 10 2.6% 32.0% 67,100,000 67,100,000 11 4,500,000 91 38 10 11
ICM BUSINESS TRUST 59 0.0% 32.0% 2,500,000 2,500,000 44 2,500,000 85 39 - 44
ING 60 0.0% 32.0% 10,000,000 10,000,000 26 10,000,000 105 40 - 26 (Net Bullish
INTERN KAPIT MBH (PRV-C) 61 0.0% 32.0% 150,000 150,000 86 150,000 43 41 - 86
IONIC CAPITAL MASTER FUND LTD 62 0.0% 32.0% 22,500,000 22,500,000 18 22,500,000 108 42 - 18 (Net Bullish
JMG 63 0.0% 32.0% 5,000,000 5,000,000 35 5,000,000 98 43 - 35
JNL -20,000,000 -20,000,000 24 0.8% 32.8% 98 -20,000,000 9 44 24 -
JPMORGAN CHASE BANK -151,400,000 -30,000,000 -181,400,000 6 7.5% 40.3% 10,000,000 173,258,060 183,258,060 6 1,858,060 81 45 6 6
KAMUNTING STREET MASTER FUND LTD 64 0.0% 40.3% 5,000,000 5,000,000 36 5,000,000 99 46 - 36
KBC FIN. PRODUCTS (CAYMAN ISLANDS)LTD. -5,000,000 -5,000,000 37 0.2% 40.5% 109 -5,000,000 25 47 37 -
KEYBANK NATIONAL ASSOCIATION -20,000,000 -20,000,000 25 0.8% 41.3% 99 -20,000,000 10 48 25 -
LEHMAN BROTHERS CREDIT ARBITRAGE FUND 65 0.0% 41.3% 5,000,000 5,000,000 37 5,000,000 100 49 - 37
MAGNETAR -50,000,000 -50,000,000 11 2.1% 43.4% 92 -50,000,000 3 50 11 -
MARATHON -50,000,000 -50,000,000 12 2.1% 45.5% 55,000,000 55,000,000 13 5,000,000 93 51 12 13
MARINER-TRICADIA CRD STRAT MASTER FD LTD 66 0.0% 45.5% 3,500,000 3,500,000 41 3,500,000 90 52 - 41
MERRILL LYNCH INTERNATIONAL -27,000,000 -27,000,000 18 1.1% 46.6% 20,300,000 20,300,000 19 -6,700,000 19 53 18 19
METLIFE INSURANCE COMPANY OF CONNECTICUT -22,000,000 -22,000,000 21 0.9% 47.5% 97 -22,000,000 8 54 21 -
MORGAN STANLEY -31,000,000 -76,000,000 -107,000,000 8 4.4% 51.9% 41,000,000 170,313,275 211,313,275 4 104,313,275 116 55 8 4 (Net Bullish
NATIONAL BANK OF CANADA -5,500,000 -5,500,000 32 0.2% 52.1% 104 -5,500,000 20 56 32 -
NOMURA INTERNATIONAL PLC -5,000,000 -5,000,000 38 0.2% 52.3% 45,000,000 45,000,000 14 40,000,000 112 57 38 14 (Net Bullish
DRAFT Page 1 of 2 CONFIDENTIAL