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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

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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 />

NORGES BANK - INVESTMENT MANAGEMENT #1 67 0.0% 52.3% 25,000,000 25,000,000 17 25,000,000 109 58 - 17 (Net Bullish<br />

PAULSON CREDIT OPPORTUNITIES MASTER LTD 68 0.0% 52.3% 70,000,000 70,000,000 10 70,000,000 114 59 - 10 (Net Bullish<br />

PIM1338 69 0.0% 52.3% 300,000 300,000 73 300,000 50 60 - 73<br />

PIM1356 70 0.0% 52.3% 500,000 500,000 65 500,000 61 61 - 65<br />

PIM1357 71 0.0% 52.3% 2,500,000 2,500,000 45 2,500,000 86 62 - 45<br />

PIM1358 72 0.0% 52.3% 1,300,000 1,300,000 51 1,300,000 78 63 - 51<br />

PIM1422 73 0.0% 52.3% 500,000 500,000 66 500,000 62 64 - 66<br />

PIM1628 74 0.0% 52.3% 700,000 700,000 61 700,000 67 65 - 61<br />

PIM1833 75 0.0% 52.3% 1,000,000 1,000,000 55 1,000,000 73 66 - 55<br />

PIM1941 76 0.0% 52.3% 800,000 800,000 59 800,000 69 67 - 59<br />

PIM2071 77 0.0% 52.3% 200,000 200,000 81 200,000 45 68 - 81<br />

PIM2086 78 0.0% 52.3% 1,100,000 1,100,000 54 1,100,000 75 69 - 54<br />

PIM2136 79 0.0% 52.3% 900,000 900,000 57 900,000 71 70 - 57<br />

PIM2224 80 0.0% 52.3% 1,000,000 1,000,000 56 1,000,000 74 71 - 56<br />

PIM2232 81 0.0% 52.3% 2,700,000 2,700,000 43 2,700,000 88 72 - 43<br />

PIM2307 82 0.0% 52.3% 1,200,000 1,200,000 52 1,200,000 76 73 - 52<br />

PIM2355 83 0.0% 52.3% 100,000 100,000 88 100,000 38 74 - 88<br />

PIM2400 84 0.0% 52.3% 100,000 100,000 89 100,000 39 75 - 89<br />

PIM2466 85 0.0% 52.3% 600,000 600,000 64 600,000 66 76 - 64<br />

PIM2660 86 0.0% 52.3% 500,000 500,000 67 500,000 63 77 - 67<br />

PIM2679 87 0.0% 52.3% 900,000 900,000 58 900,000 72 78 - 58<br />

PIM2687 88 0.0% 52.3% 300,000 300,000 74 300,000 51 79 - 74<br />

PIM2739 89 0.0% 52.3% 200,000 200,000 82 200,000 46 80 - 82<br />

PIM2755 90 0.0% 52.3% 300,000 300,000 75 300,000 52 81 - 75<br />

PIM2809 91 0.0% 52.3% 1,600,000 1,600,000 49 1,600,000 80 82 - 49<br />

PIM2879 92 0.0% 52.3% 300,000 300,000 76 300,000 53 83 - 76<br />

PIM2909 93 0.0% 52.3% 2,800,000 2,800,000 42 2,800,000 89 84 - 42<br />

PIM2958 94 0.0% 52.3% 800,000 800,000 60 800,000 70 85 - 60<br />

PIM3689 95 0.0% 52.3% 500,000 500,000 68 500,000 64 86 - 68<br />

PIM3691 96 0.0% 52.3% 300,000 300,000 77 300,000 54 87 - 77<br />

PIM3706 97 0.0% 52.3% 200,000 200,000 83 200,000 47 88 - 83<br />

PIM4632 98 0.0% 52.3% 400,000 400,000 69 400,000 59 89 - 69<br />

PIM4690 99 0.0% 52.3% 4,800,000 4,800,000 39 4,800,000 92 90 - 39<br />

PIM4692 100 0.0% 52.3% 1,200,000 1,200,000 53 1,200,000 77 91 - 53<br />

PIM4807 101 0.0% 52.3% 2,500,000 2,500,000 46 2,500,000 87 92 - 46<br />

PIM4866 102 0.0% 52.3% 2,000,000 2,000,000 47 2,000,000 83 93 - 47<br />

PIM6009 103 0.0% 52.3% 200,000 200,000 84 200,000 48 94 - 84<br />

PIM6160 104 0.0% 52.3% 2,000,000 2,000,000 48 2,000,000 84 95 - 48<br />

PIM6169 105 0.0% 52.3% 300,000 300,000 78 300,000 55 96 - 78<br />

PIM6230 106 0.0% 52.3% 400,000 400,000 70 400,000 60 97 - 70<br />

PIM6320 107 0.0% 52.3% 100,000 100,000 90 100,000 40 98 - 90<br />

PIM6400 108 0.0% 52.3% 700,000 700,000 62 700,000 68 99 - 62<br />

PIM6888 109 0.0% 52.3% 100,000 100,000 91 100,000 41 100 - 91<br />

PROVINZIAL RHEINLAND LEBENSICHNG AG 110 0.0% 52.3% 300,000 300,000 79 300,000 56 101 - 79<br />

PURSUIT 111 0.0% 52.3% 35,000,000 35,000,000 16 35,000,000 110 102 - 16 (Net Bullish<br />

QIC:QUEENSLD INVEST CORP ACT IN ITS CAP 112 0.0% 52.3% 150,000 150,000 87 150,000 44 103 - 87<br />

RBS GMP -5,000,000 -5,000,000 39 0.2% 52.5% 5,000,000 5,000,000 30 0 36 104 39 30<br />

ROYAL BANK OF CANADA -105,000,000 -50,000,000 -155,000,000 7 6.4% 58.9% 45,000,000 175,000,000 220,000,000 3 65,000,000 113 105 7 3 (Net Bullish<br />

SATELLITE CREDIT OPPORTUNITIES FUND LTD. 113 0.0% 58.9% 5,000,000 5,000,000 38 5,000,000 101 106 - 38 (Net Bullish<br />

SCHRODER STERLING BROAD MKTS BOND FUND -5,000,000 -5,000,000 40 0.2% 59.1% 110 -5,000,000 26 107 40 -<br />

SOCIETE GENERALE, NEW YORK BRANCH -25,000,000 -25,000,000 19 1.0% 60.1% 95 -25,000,000 6 108 19 -<br />

SSSF STERLING BROAD MARKET BOND LIBOR -2,500,000 -2,500,000 46 0.1% 60.2% 115 -2,500,000 32 109 46 -<br />

STICHTING BEDRIJFSTAKPENS VOOR DE MEDIA 114 0.0% 60.2% 300,000 300,000 80 300,000 57 110 - 80<br />

THE CONUS FUND 115 0.0% 60.2% 10,000,000 10,000,000 27 10,000,000 106 111 - 27 (Net Bullish<br />

THE ROYAL BANK OF SCOTLAND PLC -211,900,000 -5,000,000 -216,900,000 3 8.9% 69.2% 56,297,500 56,297,500 12 -160,602,500 1 112 3 12<br />

TRAXIS FUND LP -3,630,000 -3,630,000 43 0.1% 69.3% 112 -3,630,000 28 113 43 -<br />

TRG INFLATION -23,000,000 -23,000,000 20 0.9% 70.3% 96 -23,000,000 7 114 20 -<br />

TRICADIA DISTRESSED AND SPCL MTR FD LT 116 0.0% 70.3% 1,500,000 1,500,000 50 1,500,000 79 115 - 50<br />

UBS AG -5,000,000 -5,000,000 41 0.2% 70.5% 5,000,000 1,879,650 6,879,650 29 1,879,650 82 116 41 29<br />

DRAFT Page 2 of 2 CONFIDENTIAL

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