NAL CREDIT FIRST I SUISSE BOSTON -4,000,000 MASCO CORP CUT ZERO COUPON 07/20/2031 OFFSHORE ARRANGING FLIP TO 736F10 FROM 746F10 6,500,000 SCOTTISH POWER PLC BOND 04.0000 07/29/2049 OFFSHORE ARRANGING FLIP TO 736F10 FROM 746FY0 22,896 MASCO CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 5,200 DUKE

-4,000,000 MARK TO MARKET FUNDS PAID BY WIRE WIRE TO CITIBANK MARK TO MARKET FROM 736FY0 TO 746FY0 736FY0 TO 746FY0 USD/EUR MARK TO MARKET SCOTTISH POWER PLC BOND 04.0000 07/29/2049 OFFSHORE ARRANGING FLIP TO 736F10 FROM 746FY0 MARK TO MARKET FROM 746FY0 TO 736FY0 746FY0 TO 736FY0 USD/EUR MARK TO MARK

01 07/26 JOURNAL QUANTITY DESCRIPTION -4,000,000 MASCO CORP CVT ZERO COUPON 07/20/2031 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 6,500,000 SCOTTISH POWER PLC BOND 04.0000 07/29/2049 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 22,896 MASCO CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 5,200 DUKE EN

TO 736FY0 FROM 746FY0 MARK TO MARKET 4,000,000 MASCO CORP CVT ZERO COUPON 07/20/2031 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -6,500,000 SCOTTISH POWER PLC BOND 04.0000 07/29/2049 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET -22,896 MASCO CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746F