29.03.2013 Views

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

SHOW MORE
SHOW LESS

You also want an ePaper? Increase the reach of your titles

YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.

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

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!