Document Mentions (8 shared documents)

EFTA01539038

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N CAPITAL LTD 100.48 8.96% DEC 31 2013 DTD 06/28/2010 02503Y-AF-0 B- /NA FELCOR LODGING LP 10% OCT 01 2014 DTD 10/01/2009 31430Q-BA-4 NA /B2 FORD MOTOR CREDIT CO LLC SR NOTES 7% APR 15 2015 DTD 04/09/2010 345397-VN-0 BB+ /BA1 HCA INC 6 1/2% FEB 15 2016 DTD 2/8/2006 404119-AR-0 B- /B3 CIT GROUP INC 144A 7%

LL FX EUROPEAN STYLE OPTION DEC 12, 2011 @ 1.35 KO @ 1.2775 XEURPB-SD-Z JPY CALL CAD PUT FX EUROPEAN STYLE OPTION AUG 13, 2012 @ 76. KI @ 71 XJPYCA-RC-Z CAD JPY PUT CAD CALL FX EUROPEAN STYLE OPTION AUG 13, 2012 @ 83.25 XJPYPA-YX-Z CAD HSBC MARKET PLUS MXN NOTE 11/2/12 LNKED TO MXN VS USD 25% BUFFE

EFTA01539259

2 mentions1 same-page

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AN CAPITAL LTD 101.02 8.96% DEC 31 2013 DTD 06/28/2010 02503Y-AF-0 B /NA FELCOR LODGING LP 10% OCT 01 2014 DTD 10/01/2009 31430Q-BA-4 NA /B2 FORD MOTOR CREDIT CO LLC SR NOTES 7% APR 15 2015 DTD 04/09/2010 345397-VN-0 BB+ /BA1 HCA INC 6 1/2% FEB 15 2016 DTD 2/8/2006 404119-AR-0 B- /B3 CIT GROUP INC 144A 7%

the Period 12/1/11 to 12/31/11 Price Complementary Structured Strategies JPY CALL CAD PUT FX EUROPEAN STYLE OPTION AUG 13, 2012 @ 76. KI @ 71 XJPYCA-RC-Z CAD JPY PUT CAD CALL FX EUROPEAN STYLE OPTION AUG 13, 2012 @ 83.25 XJPYPA-YX-Z CAD HSBC MARKET PLUS MXN NOTE 11/2/12 LNKED TO MXN VS USD 25% BUFFE

EFTA01539195

2 mentions1 same-page

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EFTA01539325

2 mentions1 same-page

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AN CAPITAL LTD 101.57 8.96% DEC 31 2013 DTD 06/28/2010 02503Y-AF-0 B /NA FELCOR LODGING LP 10% OCT 01 2014 DTD 10/01/2009 31430Q-BA-4 NA /B2 FORD MOTOR CREDIT CO LLC SR NOTES 7% APR 15 2015 DTD 04/09/2010 345397-VN-0 BB+ /BA1 HCA INC EFTA01539354 6 1/2% FEB 15 2016 DTD 2/8/2006 404119-AR-0 B- /B3 CIT GRO

FX EUROPEAN STYLE OPTION JAN 24, 2013 @ 42.5 KO @ 46.5 XBRLPA-GQ-Z JPY JPY CALL CAD PUT FX EUROPEAN STYLE OPTION AUG 13, 2012 @ 76. KI @ 71 XJPYCA-RC-Z CAD JPY PUT CAD CALL FX EUROPEAN STYLE OPTION AUG 13, 2012 @ 83.25 XJPYPA-YX-Z CAD 0.01 832,500,000.00 75,235.82 411,436.90 (336,201.08) 0.05

EFTA01539113

2 mentions1 same-page

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EFTA01539592

2 mentions1 same-page

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47 AS OF 04/01/12 BRASKEM FINANCE LTD 144A 7 3/8% OCT 29 2049 DTD 10/04/2010 HELD BY EUROCLEAR ISIN US10553YAC93 SEDOL B3WJX06 (ID: 10553Y-9A-5) FORD MOTOR CREDIT CO LLC SR NOTES 7% APR 15 2015 DTD 04/09/2010 (ID: 345397-VN-0) SEQUOIA MORTGAGE TRUST SER 2003-1 CL B1 FLOATING RATE APR 20 2033 DTD 02/27/2003 @ 60.00

or the Period 4/1/12 to 4/30/12 Price Complementary Structured Strategies JPY CALL CAD PUT FX EUROPEAN STYLE OPTION AUG 13, 2012 @ 76. KI @ 71 XJPYCA-RC-Z CAD JPY CALL USD PUT FX EUROPEAN STYLE OPTION MAY 22, 2012 @ 81. KI @79 XJPYCA-RZ-Z JPY PUT CAD CALL FX EUROPEAN STYLE OPTION AUG 13, 2012 @ 83.2

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EFTA01539403

2 mentions1 same-page

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ITAL LTD 8.96% DEC 31 2013 DTD 06/28/2010 02503Y-AF-0 B /NA ROYAL BANK SCOTLAND GRP PLC 5.05% JAN 08 2015 DTD 12/08/2004 780097-AP-6 BB+ /BA2 FORD MOTOR CREDIT CO LLC SR NOTES 7% APR 15 2015 DTD 04/09/2010 345397-VN-0 BB+ /BA1 HCA INC 6 1/2% FEB 15 2016 DTD 2/8/2006 404119-AR-0 B- /B3 CIT GROUP INC 144A 7%

or the Period 2/1/12 to 2/29/12 Price Complementary Structured Strategies JPY CALL CAD PUT FX EUROPEAN STYLE OPTION AUG 13, 2012 @ 76. KI @ 71 XJPYCA-RC-Z CAD JPY PUT CAD CALL FX EUROPEAN STYLE OPTION AUG 13, 2012 @ 83.25 XJPYPA-YX-Z CAD HSBC MARKET PLUS MXN NOTE 11/2/12 LNKED TO MXN VS USD 25% BUFFE

EFTA01539497

2 mentions1 same-page

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or the Period 3/1/12 to 3/31/12 Price Complementary Structured Strategies JPY CALL CAD PUT FX EUROPEAN STYLE OPTION AUG 13, 2012 @ 76. KI @ 71 XJPYCA-RC-Z CAD JPY PUT CAD CALL FX EUROPEAN STYLE OPTION AUG 13, 2012 @ 83.25 XJPYPA-YX-Z CAD MXN CALL USD PUT FX EUROPEAN STYLE OPTION JUN 19, 2012 @ 12.565

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