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S 08/07/12 25% CONTIN BARRIER- 13%CPN 30% CAP INITIAL LEVEL-07/15/11 MS:21 09 2515A1-A7-6 SG MARKET PLUS SPX 6/20/12 74% CONTIN BARRIER-0%CPN ,UNCAPPED INITIAL LEVEL-03/16/11 SPX: 1256.88 78423A-L3-4 SG MARKET PLUS SPX 02/07/13 75% CONTIN BARRIER- 6.25%CPN ,UNCAPPED INITIAL LEVEL-08/03/11 SPX:1
NTRACT BUY USD SELL INR CONTRACT RATE : 48.700000000 TRADE 9/19/11 VALUE 12/09/11 (ID: OINRPR-AA-8) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL SGD CONTRACT RATE : 1.265700000 TRADE 9/19/11 VALUE 12/09/11 (ID: OSGDPR-AA-5) CIT GROUP INC 144A 7% MAY 02 2017 DTD 06/15/2011 (ID: 125581-GA-0) BARCLAYS BANK PLC
S 08/07/12 25% CONTIN BARRIER- 13%CPN 30% CAP INITIAL LEVEL-07/15/11 MS:21 09 2515A1-A7-6 SG MARKET PLUS SPX 6/20/12 74% CONTIN BARRIER-0%CPN ,UNCAPPED INITIAL LEVEL-03/16/11 SPX: 1256.88 78423A-L3-4 SG MARKET PLUS SPX 02/07/13 75% CONTIN BARRIER- 6.25%CPN ,UNCAPPED INITIAL LEVEL-08/03/11 SPX:1
NTRACT BUY USD SELL INR CONTRACT RATE : 48.700000000 TRADE 9/19/11 VALUE 12/09/11 (ID: OINRPR-AA-8) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL SGD CONTRACT RATE : 1.265700000 TRADE 9/19/11 VALUE 12/09/11 (ID: OSGDPR-AA-5) CIT GROUP INC 144A 7% MAY 02 2017 DTD 06/15/2011 (ID: 125581-GA-0) BARCLAYS BANK PLC
S 08/07/12 25% CONTIN BARRIER- 13%CPN 30% CAP INITIAL LEVEL-07/15/11 MS:21 09 2515A1-A7-6 SG MARKET PLUS SPX 6/20/12 74% CONTIN BARRIER-0%CPN ,UNCAPPED INITIAL LEVEL-03/16/11 SPX: 1256.88 78423A-L3-4 SG MARKET PLUS SPX 02/07/13 75% CONTIN BARRIER- 6.25%CPN ,UNCAPPED INITIAL LEVEL-08/03/11 SPX:1
NTRACT BUY USD SELL INR CONTRACT RATE : 48.700000000 TRADE 9/19/11 VALUE 12/09/11 (ID: OINRPR-AA-8) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL SGD CONTRACT RATE : 1.265700000 TRADE 9/19/11 VALUE 12/09/11 (ID: OSGDPR-AA-5) CIT GROUP INC 144A 7% MAY 02 2017 DTD 06/15/2011 (ID: 125581-GA-0) BARCLAYS BANK PLC
EVEL-07/15/11 MS:21.09 2515A1-A7-6 P FIRST REPUBLIC BANK SAN FRAN HSBC MARKET PLUS SPX 05/17/13 33616C-10-0 FRC 100.03 72% KO BARRIER- 0%CPN ,UNCAPPED INITIAL LEVEL-02/14/12 SPX:1350.50 4042K1-XQ-1 P ONEOK PARTNERS L.P 68268N-10-3 OKS 58.20 0.00 4.19% 5,000,000.000 5,001,500.00 5,000,000.0
ONTRACT BUY SGD SELL USD CONTRACT RATE : 1.299700000 TRADE 12/12/11 VALUE 2/06/12 (ID: OSGDPR-AA-5) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL SGD CONTRACT RATE : 1.269500000 TRADE 1/25/12 VALUE 2/06/12 (ID: OSGDPR-AA-5) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL SGD EXCHANGE RATE 1.246400000 DEAL 02/02
DOLLAR GENERAL CORP DUNKIN BRANDS GROUP INC HSBC MARKET PLUS SPX 05/17/13 256677-10-5 DG 30.08 265504-10-0 DNKN 102.72 72% KO BARRIER- 0%CPN ,UNCAPPED INITIAL LEVEL-02/14/12 SPX:1350 50 4042K1-XQ-1 5,000,000.000 5,136,000.00 5,000,000.00 136,000.00 0.00 1.99% 46.20 0.00 91.64 1,000,000.0
CONTRACT BUY SGD SELL USD CONTRACT RATE : 1.246000000 TRADE 2/02/12 VALUE 3/06/12 (ID: OSGDPR-AA-5) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL SGD CONTRACT RATE : 1.249600000 TRADE 2/09/12 VALUE 3/06/12 (ID: OSGDPR-AA-5) CIT GROUP INC 144A 7% MAY 02 2017 DTD 06/15/2011 (ID: 125581-GA-0) BARCLAYS BANK PLC
Entities connected to both UNCAPPED and SGD CONTRACT RATE

JPMorgan Chase
ORGANIZATION
Newark
LOCATION
the Internal Revenue Service
ORGANIZATIONSecurities Investor Protection Corporation
ORGANIZATION
Deutsche Bank
ORGANIZATIONCIT GROUP INC
ORGANIZATION
Paul Morris
PERSONFORD MOTOR CREDIT CO LLC
ORGANIZATIONFELCOR LODGING LP
ORGANIZATION
Paul Barrett
PERSON
FDIC
ORGANIZATION
Ghislaine Maxwell
PERSON
Barclays
ORGANIZATION
Bank of America
ORGANIZATIONCITIGROUP CAPITAL XIII
ORGANIZATIONFX Fwd Contract
ORGANIZATIONGlobal Access Portfolios
ORGANIZATIONJPMorgan Fund
ORGANIZATIONTotal Foreign Exchange
ORGANIZATIONPFD SHS SER 5
ORGANIZATION