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
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
BNP PARIBAS -227,313,275 -40,000,000 -267,313,275 2 11.0% 27.4% 25,000,000 235,510,000 260,510,000 2 -6,803,275 18 16
THE ROYAL BANK OF SCOTLAND PLC -211,900,000 -5,000,000 -216,900,000 3 8.9% 36.3% 56,297,500 56,297,500 12 -160,602,500 1 112
GOLDMAN SACHS -160,600,000 -40,000,000 -200,600,000 4 8.3% 44.5% 56,500,000 125,000,000 181,500,000 7 -19,100,000 11 35
BARCLAYS BANK PLC -156,079,650 -40,000,000 -196,079,650 5 8.1% 52.6% 5,000,000 191,162,500 196,162,500 5 82,850 37 9
JPMORGAN CHASE BANK -151,400,000 -30,000,000 -181,400,000 6 7.5% 60.1% 10,000,000 173,258,060 183,258,060 6 1,858,060 81 45
ROYAL BANK OF CANADA -105,000,000 -50,000,000 -155,000,000 7 6.4% 66.5% 45,000,000 175,000,000 220,000,000 3 65,000,000 113 105
MORGAN STANLEY -31,000,000 -76,000,000 -107,000,000 8 4.4% 70.9% 41,000,000 170,313,275 211,313,275 4 104,313,275 116 55
CREDIT SUISSE INTERNATIONAL -75,000,000 -75,000,000 9 3.1% 74.0% 15,000,000 157,156,250 172,156,250 8 97,156,250 115 21
HSBC BANK -62,600,000 -62,600,000 10 2.6% 76.5% 67,100,000 67,100,000 11 4,500,000 91 38
MAGNETAR -50,000,000 -50,000,000 11 2.1% 78.6% 92 -50,000,000 3 50
MARATHON -50,000,000 -50,000,000 12 2.1% 80.7% 55,000,000 55,000,000 13 5,000,000 93 51
BANCO BILBAO VIZCAYA ARGENTARIA, S.A. -40,000,000 -40,000,000 13 1.6% 82.3% 93 -40,000,000 4 5
BANK OF AMERICA, N.A. -28,300,000 -5,500,000 -33,800,000 14 1.4% 83.7% 71,000,000 71,000,000 9 37,200,000 111 6
FORE CONVERTIBLE MASTER FUND, LTD. -32,800,000 -32,800,000 15 1.4% 85.0% 16,400,000 16,400,000 21 -16,400,000 12 30
CHEYNE LONG/SHORT STRUCTURED CREDIT FUND -31,000,000 -31,000,000 16 1.3% 86.3% 41,000,000 41,000,000 15 10,000,000 103 19
GENERAL AMERICAN LIFE INSURANCE COMPANY -27,000,000 -27,000,000 17 1.1% 87.4% 94 -27,000,000 5 33
MERRILL LYNCH INTERNATIONAL -27,000,000 -27,000,000 18 1.1% 88.5% 20,300,000 20,300,000 19 -6,700,000 19 53
SOCIETE GENERALE, NEW YORK BRANCH -25,000,000 -25,000,000 19 1.0% 89.6% 95 -25,000,000 6 108
TRG INFLATION -23,000,000 -23,000,000 20 0.9% 90.5% 96 -23,000,000 7 114
METLIFE INSURANCE COMPANY OF CONNECTICUT -22,000,000 -22,000,000 21 0.9% 91.4% 97 -22,000,000 8 54
BLUE MTN CREDIT ALTS. MASTER FUND L.P. -20,000,000 -20,000,000 22 0.8% 92.2% 20,000,000 20,000,000 20 0 34 12
FORE MULTI STRATEGY MASTER FUND,LTD. -20,000,000 -20,000,000 23 0.8% 93.1% 10,000,000 10,000,000 23 -10,000,000 15 32
JNL -20,000,000 -20,000,000 24 0.8% 93.9% 98 -20,000,000 9 44
KEYBANK NATIONAL ASSOCIATION -20,000,000 -20,000,000 25 0.8% 94.7% 99 -20,000,000 10 48
DEKA BANK, FRANKFURT -12,560,000 -12,560,000 26 0.5% 95.2% 100 -12,560,000 13 22
ES CAPITALIZACAO -10,270,500 -10,270,500 27 0.4% 95.7% 101 -10,270,500 14 27
AUTONOMY MASTER FUND LIMITED -10,000,000 -10,000,000 28 0.4% 96.1% 102 -10,000,000 16 3
CALYON -10,000,000 -10,000,000 29 0.4% 96.5% 103 -10,000,000 17 17
CEDAR HILL CAPITAL PARTNERS -10,000,000 -10,000,000 30 0.4% 96.9% 10,000,000 10,000,000 24 0 35 18
FORE ERISA FUND, LTD. -7,200,000 -7,200,000 31 0.3% 97.2% 3,600,000 3,600,000 40 -3,600,000 29 31
NATIONAL BANK OF CANADA -5,500,000 -5,500,000 32 0.2% 97.4% 104 -5,500,000 20 56
ES RENDA -5,385,750 -5,385,750 33 0.2% 97.6% 105 -5,385,750 21 28
DWS CREDIT OPPORTUNITIES -5,010,000 -5,010,000 34 0.2% 97.8% 106 -5,010,000 22 26
CQS ABS MASTER FUND LIMITED -5,000,000 -5,000,000 35 0.2% 98.0% 107 -5,000,000 23 20
DISCOVERY ATLAS MASTER FUND -5,000,000 -5,000,000 36 0.2% 98.3% 108 -5,000,000 24 24
KBC FIN. PRODUCTS (CAYMAN ISLANDS)LTD. -5,000,000 -5,000,000 37 0.2% 98.5% 109 -5,000,000 25 47
NOMURA INTERNATIONAL PLC -5,000,000 -5,000,000 38 0.2% 98.7% 45,000,000 45,000,000 14 40,000,000 112 57
RBS GMP -5,000,000 -5,000,000 39 0.2% 98.9% 5,000,000 5,000,000 30 0 36 104
SCHRODER STERLING BROAD MKTS BOND FUND -5,000,000 -5,000,000 40 0.2% 99.1% 110 -5,000,000 26 107
UBS AG -5,000,000 -5,000,000 41 0.2% 99.3% 5,000,000 1,879,650 6,879,650 29 1,879,650 82 116
DOUBLE BLACK DIAMOND OFFSHORE LDC -4,775,000 -4,775,000 42 0.2% 99.5% 111 -4,775,000 27 25
TRAXIS FUND LP -3,630,000 -3,630,000 43 0.1% 99.6% 112 -3,630,000 28 113
BEAR, STEARNS INTERNATIONAL LTD -3,258,060 -3,258,060 44 0.1% 99.8% 113 -3,258,060 30 10
ALADDIN RELATIVE VALUE CREDIT MAS FD LTD -3,000,000 -3,000,000 45 0.1% 99.9% 114 -3,000,000 31 1
SSSF STERLING BROAD MARKET BOND LIBOR -2,500,000 -2,500,000 46 0.1% 100.0% 115 -2,500,000 32 109
BLACK DIAMOND OFFSHORE, LTD -225,000 -225,000 47 0.0% 100.0% 116 -225,000 33 11
AURELIUS CAPITAL 48 0.0% 100.0% 10,000,000 10,000,000 25 10,000,000 104 2
BANCA IMI S.P.A 49 0.0% 100.0% 5,000,000 5,000,000 31 5,000,000 94 4
DRAFT Page 1 of 3 CONFIDENTIAL