SEC Follow Up Exhibits Part C SEC_OEA_FCIC_001760-2501

BNP Paribas Securities Corp.
Top Non-Proprietary
no proprietary
abuy_16 asel_16 netb_16 cnet_16 ssel_16 sbuy_16
11/18/08 -10,000,000 0 -10,000,000 -10,000,000
11/19/08 -27,000,000 10,000,000 -17,000,000 -27,000,000
11/20/08 0 10,000,000 10,000,000 -17,000,000
11/21/08 -40,000,000 60,000,000 20,000,000 3,000,000
11/22/08 -85,000,000 105,000,000 20,000,000 23,000,000
Barclays
abuy_9 sbuy_9 asel_9 ssel_9 netb_9 cnet_9
11/17/08 -25,000,000 15,000,000 -10,000,000 -10,000,000
11/18/08 25,000,000 -20,000,000 5,000,000 -5,000,000
11/19/08 -26,500,000 40,000,000 -10,000,000 3,500,000 -1,500,000
11/20/08 -65,000,000 5,000,000 40,000,000 -20,000,000 -21,500,000
11/21/08 -30,000,000 15,000,000 -15,000,000 -36,500,000
Bank of America
Trade Date abuy_6 asel_6 ssel_6 sbuy_6 netb_6 cnet_6
11/17/2008 0 0
11/18/08 -5,000,000 5,000,000 0 0
11/19/08 16,000,000 -5,000,000 11,000,000 11,000,000
11/20/08 5,000,000 5,000,000 16,000,000
11/21/08 -10,000,000 50,000,000 40,000,000 56,000,000
Credit Suisse
Sum of Notionmove
TD abuy_21 asel_21 ssel_21 sbuy_21 netb_21 cnet_21
11/17/2008 0 0
11/18/2008 0 0
11/19/08 10,000,000 10,000,000 10,000,000
11/20/08 -35,000,000 37,300,000 2,300,000 12,300,000
11/21/08 -45,000,000 109,000,000 15,000,000 79,000,000 91,300,000
HSBC 38
abuy_38 asel_38 sbuy_38 ssel_38 netb_38 cnet_38
11/17/2008 0 0
11/18/08 -15,500,000 10,000,000 -5,500,000 -5,500,000
11/19/08 -2,100,000 7,100,000 5,000,000 -500,000
11/20/08 -35,000,000 40,000,000 5,000,000 4,500,000
11/21/08 -15,000,000 25,000,000 10,000,000 14,500,000
JP Morgan 45
abuy_45 asel_45 sbuy_45 ssel_45 netb_45 cnet_45
11/17/08 -2,300,000 -2,300,000 -2,300,000
11/18/08 27,000,000 27,000,000 24,700,000
11/19/08 -110,000,000 60,000,000 -50,000,000 -25,300,000
11/20/08 -30,000,000 30,000,000 0 -25,300,000
11/21/08 -120,000,000 45,000,000 -75,000,000 -100,300,000
Magnetar 50
abuy_50 asel_50 sbuy_50 ssel_50 netb_50 cnet_50
11/17/08 0 0
11/18/08 0 0
11/19/08 0 0
11/20/08 0 0
11/21/08 -50000000 15000000 -35,000,000 -35,000,000
Morgan Stanle 55
55
abuy_55 asel_55 sbuy_55 ssel_55 netb_55 cnet_55
11/17/08 10000000 10,000,000 10,000,000
11/18/2008 0 10,000,000
11/19/08 -5000000 10000000 -10000000 -5,000,000 5,000,000
11/20/08 -16000000 25000000 -35000000 -26,000,000 -21,000,000
11/21/08 -10000000 145250000 135,250,000 114,250,000
112
Royal bank scotland
abuy_112 asel_112 sbuy_112 ssel_112 netb_112 cnet_112
11/17/08 0 0