Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman...

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Trench Capital Partners LLP 1-3 Fredrick's Place London EC2R 8AE Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com Key Contacts Robert Southey email: Antoine Barbara email: Issuer ISIN Currency Maturity date Issue date Kaupthing Bond AX0000731506 ISK -- 23 5/16/2009 5/16/2007 Kaupthing Bond CAX4342UFS09 CAD 22 23 2/15/2010 2/15/2007 Kaupthing Bond CH0028690557 CHF 22 23 2/12/2010 2/12/2007 Kaupthing Bond CH0029450324 CHF 22 23 2/12/2010 3/26/2007 Kaupthing Bond CH0029917710 CHF 22 23 4/12/2010 4/12/2007 Kaupthing Bond DE000A0E6B87 EUR 22 23 Undated 6/27/2005 Kaupthing Bond DK0030033451 DKK 22 23 6/2/2009 6/23/2006 Kaupthing Bond IS0000007722 ISK 22 23 4/1/2010 4/1/2003 Kaupthing Bond IS0000009173 ISK 22 23 3/22/2014 3/22/2004 Kaupthing Bond IS0000013035 ISK 22 23 6/2/2011 5/2/2006 Kaupthing Bond IS0000015436 ISK 22 23 10/15/2008 10/6/2007 Kaupthing Bond IS0000015451 ISK 22 23 12/15/2008 10/6/2007 Kaupthing Bond IS0000015444 ISK 22 23 11/14/2008 10/6/2007 Kaupthing Bond JP535201A6A6 JPY 22 23 10/20/2009 10/20/2006 Kaupthing Bond JP535201A772 JPY 22 23 7/5/2010 7/5/2007 Kaupthing Bond JP535201B770 JPY 22 23 7/5/2012 7/5/2007 Kaupthing Bond JP535201C778 JPY 22 23 7/5/2012 7/5/2007 Kaupthing Bond US486329AA37 USD 22 23 4/12/2011 4/12/2006 Kaupthing Bond US48632FAA93 USD 22 23 10/4/2011 10/4/2006 Kaupthing Bond US48632FAB76 USD 22 23 10/1/2016 10/4/2006 Kaupthing Bond US48632FAC59 USD 22 23 1/15/2010 10/4/2006 Kaupthing Bond US48632FAE16 USD 22 23 2/28/2015 2/28/2008 Kaupthing Bond US48632GAA76 USD 22 23 10/4/2011 10/4/2006 Kaupthing Bond US48632GAB59 USD 22 23 10/1/2016 10/4/2006 Kaupthing Bond US48632GAC33 USD 22 23 1/15/2010 10/4/2006 Kaupthing Bond US48632GAE98 USD 22 23 2/28/2015 2/28/2008 Kaupthing Bond US48632HAA59 USD 22 23 5/19/2016 5/19/2006 Kaupthing Bond US48632JAA16 USD 22 23 5/19/2016 5/19/2006 Kaupthing Bond USX4342UDN38 USD 22 23 4/12/2011 4/12/2006 Kaupthing Bond XS0178171913 CZK 22 23 10/14/2008 10/14/2003 Kaupthing Bond XS0179319628 EUR 22 23 10/29/2013 10/29/2003 Kaupthing Bond XS0180247131 ISK 22 23 11/10/2008 11/10/2003 Kaupthing Bond XS0183086908 EUR 22 23 12/23/2008 12/23/2003 Kaupthing Bond XS0187935126 ISK 22 23 3/10/2009 3/5/2004 Kaupthing Bond XS0187935472 ISK 22 23 3/10/2009 3/5/2004 Kaupthing Bond XS0189766172 EUR 22 23 4/1/2009 4/1/2004 Kaupthing Bond XS0192870250 EUR 22 23 5/21/2009 5/21/2004 Kaupthing Bond XS0194805429 EUR 22 23 6/30/2014 6/30/2004 Kaupthing Bond XS0194859277 EUR 22 23 6/30/2014 6/30/2004 Kaupthing Bond XS0200056025 EUR 22 23 9/8/2014 9/8/2004 Kaupthing Bond XS0202709266 ISK 22 23 10/6/2009 10/7/2004 Kaupthing Bond XS0206352824 USD 22 23 12/1/2009 12/1/2004 Kaupthing Bond XS0211096739 USD 22 23 2/1/2045 2/1/2005 Kaupthing Bond XS0211361315 EUR 22 23 2/3/2045 2/3/2005 Kaupthing Bond XS0212356363 EUR 22 23 2/9/2017 2/9/2005 Kaupthing Bond XS0215372847 EUR 22 23 5/20/2009 5/20/2005 Kaupthing Bond XS0215427252 EUR 22 23 3/15/2010 3/15/2005 Kaupthing Bond XS0219069050 EUR 22 23 5/20/2012 5/20/2005 Kaupthing Bond XS0219823266 EUR 22 23 5/25/2010 5/25/2005 Kaupthing Bond XS0220416654 EUR 22 23 6/1/2035 6/1/2005 Kaupthing Bond XS0225981470 GBP 22 23 7/28/2011 8/2/2005 Indicative Bid Indicative Offer [email protected]

description

London based specialist broker Trench Capital Partners , February 2015. Specialist brokerage of illiquid distressed and esoteric assets;Lehman Brothers;Kaupthing;Landsbanki;Glitnir; Madoff;Sidepockets

Transcript of Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman...

Page 1: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue date

Kaupthing Bond AX0000731506 ISK -- 23 5/16/2009 5/16/2007

Kaupthing Bond CAX4342UFS09 CAD 22 23 2/15/2010 2/15/2007

Kaupthing Bond CH0028690557 CHF 22 23 2/12/2010 2/12/2007

Kaupthing Bond CH0029450324 CHF 22 23 2/12/2010 3/26/2007

Kaupthing Bond CH0029917710 CHF 22 23 4/12/2010 4/12/2007

Kaupthing Bond DE000A0E6B87 EUR 22 23 Undated 6/27/2005

Kaupthing Bond DK0030033451 DKK 22 23 6/2/2009 6/23/2006

Kaupthing Bond IS0000007722 ISK 22 23 4/1/2010 4/1/2003

Kaupthing Bond IS0000009173 ISK 22 23 3/22/2014 3/22/2004

Kaupthing Bond IS0000013035 ISK 22 23 6/2/2011 5/2/2006

Kaupthing Bond IS0000015436 ISK 22 23 10/15/2008 10/6/2007

Kaupthing Bond IS0000015451 ISK 22 23 12/15/2008 10/6/2007

Kaupthing Bond IS0000015444 ISK 22 23 11/14/2008 10/6/2007

Kaupthing Bond JP535201A6A6 JPY 22 23 10/20/2009 10/20/2006

Kaupthing Bond JP535201A772 JPY 22 23 7/5/2010 7/5/2007

Kaupthing Bond JP535201B770 JPY 22 23 7/5/2012 7/5/2007

Kaupthing Bond JP535201C778 JPY 22 23 7/5/2012 7/5/2007

Kaupthing Bond US486329AA37 USD 22 23 4/12/2011 4/12/2006

Kaupthing Bond US48632FAA93 USD 22 23 10/4/2011 10/4/2006

Kaupthing Bond US48632FAB76 USD 22 23 10/1/2016 10/4/2006

Kaupthing Bond US48632FAC59 USD 22 23 1/15/2010 10/4/2006

Kaupthing Bond US48632FAE16 USD 22 23 2/28/2015 2/28/2008

Kaupthing Bond US48632GAA76 USD 22 23 10/4/2011 10/4/2006

Kaupthing Bond US48632GAB59 USD 22 23 10/1/2016 10/4/2006

Kaupthing Bond US48632GAC33 USD 22 23 1/15/2010 10/4/2006

Kaupthing Bond US48632GAE98 USD 22 23 2/28/2015 2/28/2008

Kaupthing Bond US48632HAA59 USD 22 23 5/19/2016 5/19/2006

Kaupthing Bond US48632JAA16 USD 22 23 5/19/2016 5/19/2006

Kaupthing Bond USX4342UDN38 USD 22 23 4/12/2011 4/12/2006

Kaupthing Bond XS0178171913 CZK 22 23 10/14/2008 10/14/2003

Kaupthing Bond XS0179319628 EUR 22 23 10/29/2013 10/29/2003

Kaupthing Bond XS0180247131 ISK 22 23 11/10/2008 11/10/2003

Kaupthing Bond XS0183086908 EUR 22 23 12/23/2008 12/23/2003

Kaupthing Bond XS0187935126 ISK 22 23 3/10/2009 3/5/2004

Kaupthing Bond XS0187935472 ISK 22 23 3/10/2009 3/5/2004

Kaupthing Bond XS0189766172 EUR 22 23 4/1/2009 4/1/2004

Kaupthing Bond XS0192870250 EUR 22 23 5/21/2009 5/21/2004

Kaupthing Bond XS0194805429 EUR 22 23 6/30/2014 6/30/2004

Kaupthing Bond XS0194859277 EUR 22 23 6/30/2014 6/30/2004

Kaupthing Bond XS0200056025 EUR 22 23 9/8/2014 9/8/2004

Kaupthing Bond XS0202709266 ISK 22 23 10/6/2009 10/7/2004

Kaupthing Bond XS0206352824 USD 22 23 12/1/2009 12/1/2004

Kaupthing Bond XS0211096739 USD 22 23 2/1/2045 2/1/2005

Kaupthing Bond XS0211361315 EUR 22 23 2/3/2045 2/3/2005

Kaupthing Bond XS0212356363 EUR 22 23 2/9/2017 2/9/2005

Kaupthing Bond XS0215372847 EUR 22 23 5/20/2009 5/20/2005

Kaupthing Bond XS0215427252 EUR 22 23 3/15/2010 3/15/2005

Kaupthing Bond XS0219069050 EUR 22 23 5/20/2012 5/20/2005

Kaupthing Bond XS0219823266 EUR 22 23 5/25/2010 5/25/2005

Kaupthing Bond XS0220416654 EUR 22 23 6/1/2035 6/1/2005

Kaupthing Bond XS0225981470 GBP 22 23 7/28/2011 8/2/2005

Indicative Bid

Indicative

Offer

[email protected]

Page 2: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Kaupthing Bond XS0226781242 EUR 22 23 8/17/2012 8/17/2005

Kaupthing Bond XS0227526935 EUR 22 23 9/7/2012 9/7/2005

Kaupthing Bond XS0228543053 EUR 22 23 9/21/2034 9/21/2005

Kaupthing Bond XS0230181363 EUR 22 23 12/15/2015 12/15/2005

Kaupthing Bond XS0231578708 EUR 22 23 10/13/2020 10/13/2005

Kaupthing Bond XS0232537471 EUR 22 23 10/20/2009 10/20/2005

Kaupthing Bond XS0233779692 EUR 22 23 11/30/2010 11/30/2005

Kaupthing Bond XS0234042223 EUR 22 23 11/9/2017 11/9/2005

Kaupthing Bond XS0235769618 EUR 22 23 12/1/2008 12/1/2005

Kaupthing Bond XS0236406863 EUR 22 23 12/15/2030 12/15/2005

Kaupthing Bond XS0236564182 EUR 22 23 11/28/2010 11/28/2005

Kaupthing Bond XS0237049514 EUR 22 23 12/9/2030 12/9/2005

Kaupthing Bond XS0238861032 EUR 22 23 2/1/2016 2/1/2006

Kaupthing Bond XS0239129884 GBP 22 23 1/11/2012 1/11/2006

Kaupthing Bond XS0239221004 ISK 22 23 Undated 12/29/2005

Kaupthing Bond XS0239437949 EUR 22 23 1/3/2014 1/3/2006

Kaupthing Bond XS0240084367 EUR 22 23 1/3/2014 1/3/2006

Kaupthing Bond XS0240792522 CHF 22 23 2/6/2011 2/6/2006

Kaupthing Bond XS0242023991 EUR 22 23 2/7/2014 2/7/2006

Kaupthing Bond XS0242862588 EUR 22 23 4/28/2016 4/28/2006

Kaupthing Bond XS0242953205 EUR 22 23 4/11/2014 3/31/2006

Kaupthing Bond XS0243006334 EUR 22 23 2/15/2018 2/15/2006

Kaupthing Bond XS0243587127 EUR 22 23 12/15/2009 2/15/2006

Kaupthing Bond XS0243587556 EUR 22 23 2/15/2011 2/15/2006

Kaupthing Bond XS0243868998 USD 22 23 12/16/2009 2/16/2006

Kaupthing Bond XS0244628201 SEK 22 23 3/10/2009 2/23/2006

Kaupthing Bond XS0246148679 GBP 22 23 3/2/2011 3/9/2006

Kaupthing Bond XS0247304503 EUR 22 23 4/30/2012 4/28/2006

Kaupthing Bond XS0247304925 USD 22 23 3/20/2009 3/20/2006

Kaupthing Bond XS0249806851 ISK 22 23 4/10/2011 4/10/2006

Kaupthing Bond XS0249806935 ISK 22 23 4/10/2011 4/10/2006

Kaupthing Bond XS0250804241 ISK 22 23 4/7/2011 4/7/2006

Kaupthing Bond XS0253926710 ISK 22 23 Undated 5/10/2006

Kaupthing Bond XS0256895268 EUR 22 23 2/15/2011 6/6/2006

Kaupthing Bond XS0257070879 EUR 22 23 6/7/2016 6/7/2006

Kaupthing Bond XS0258846392 ISK 22 23 6/21/2011 6/21/2006

Kaupthing Bond XS0258846806 ISK 22 23 6/21/2011 6/21/2006

Kaupthing Bond XS0258935658 EUR 22 23 2/15/2011 6/26/2006

Kaupthing Bond XS0262634503 USD 22 23 7/25/2011 7/25/2006

Kaupthing Bond XS0263257650 USD 22 23 8/1/2011 8/1/2006

Kaupthing Bond XS0275835121 EUR 22 23 12/15/2008 12/14/2006

Kaupthing Bond XS0276018719 EUR 22 23 6/29/2012 12/29/2006

Kaupthing Bond XS0279467632 JPY 22 23 12/21/2011 12/21/2006

Kaupthing Bond XS0279632854 JPY 22 23 10/20/2010 12/19/2006

Kaupthing Bond XS0280596551 SKK 22 23 1/4/2027 1/4/2007

Kaupthing Bond XS0281632074 EUR 22 23 2/2/2014 2/2/2007

Kaupthing Bond XS0281993336 EUR 22 23 7/17/2009 1/17/2007

Kaupthing Bond XS0283601341 EUR 22 23 1/24/2012 1/24/2007

Kaupthing Bond XS0283691235 USD 22 23 2/2/2009 2/2/2007

Kaupthing Bond XS0283995453 EUR 22 23 2/1/2012 2/1/2007

Kaupthing Bond XS0284622718 EUR 22 23 1/17/2011 1/29/2007

Page 3: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Kaupthing Bond XS0284890729 EUR 22 23 1/30/2009 1/30/2007

Kaupthing Bond XS0286259287 EUR 22 23 2/7/2022 2/7/2007

Kaupthing Bond XS0286413629 USD 22 23 2/2/2009 2/15/2007

Kaupthing Bond XS0286929780 EUR 22 23 3/2/2013 3/2/2007

Kaupthing Bond XS0286996037 EUR 22 23 2/19/2013 2/19/2007

Kaupthing Bond XS0287354640 EUR 22 23 2/15/2017 2/15/2007

Kaupthing Bond XS0287518186 AUD 22 23 2/16/2012 2/16/2007

Kaupthing Bond XS0287535511 EUR 22 23 2/23/2017 2/23/2007

Kaupthing Bond XS0289020934 EUR 22 23 3/30/2011 3/30/2007

Kaupthing Bond XS0289039363 EUR 22 23 4/6/2013 4/6/2007

Kaupthing Bond XS0289327404 JPY 22 23 3/7/2012 3/7/2007

Kaupthing Bond XS0291853959 EUR 22 23 4/4/2012 4/4/2007

Kaupthing Bond XS0294786867 EUR 22 23 5/4/2011 5/4/2007

Kaupthing Bond XS0294887541 EUR 22 23 11/18/2012 5/18/2007

Kaupthing Bond XS0295119779 USD 22 23 2/2/2009 4/13/2007

Kaupthing Bond XS0295406754 EUR 22 23 3/30/2011 4/5/2007

Kaupthing Bond XS0296254849 EUR 22 23 11/30/2012 5/31/2007

Kaupthing Bond XS0296261208 EUR 22 23 10/30/2012 4/30/2007

Kaupthing Bond XS0296872939 EUR 22 23 10/20/2008 4/20/2007

Kaupthing Bond XS0296916140 EUR 22 23 5/31/2012 5/7/2007

Kaupthing Bond XS0296942658 EUR 22 23 4/24/2012 4/24/2007

Kaupthing Bond XS0297487992 CZK 22 23 4/23/2009 4/23/2007

Kaupthing Bond XS0298020503 EUR 22 23 10/27/2010 4/27/2007

Kaupthing Bond XS0300619268 EUR 22 23 5/10/2012 5/10/2007

Kaupthing Bond XS0300731006 EUR 22 23 5/21/2010 5/22/2007

Kaupthing Bond XS0301691589 JPY 22 23 5/21/2011 5/21/2007

Kaupthing Bond XS0303267768 EUR 22 23 5/29/2017 5/29/2007

Kaupthing Bond XS0303417595 EUR 22 23 6/14/2017 6/14/2007

Kaupthing Bond XS0304084030 USD 22 23 6/14/2022 6/14/2007

Kaupthing Bond XS0306243865 JPY 22 23 6/18/2009 6/18/2007

Kaupthing Bond XS0306556563 EUR 22 23 7/13/2027 7/13/2007

Kaupthing Bond XS0306851998 EUR 22 23 6/29/2009 6/29/2007

Kaupthing Bond XS0308617363 HUF 22 23 7/6/2009 7/6/2007

Kaupthing Bond XS0308617520 ISK 22 23 7/2/2010 7/2/2007

Kaupthing Bond XS0308636157 EUR 22 23 Undated 7/6/2007

Kaupthing Bond XS0309095262 BGN 22 23 7/18/2017 7/18/2007

Kaupthing Bond XS0309777935 JPY 22 23 7/12/2009 7/12/2007

Kaupthing Bond XS0310951313 EUR 22 23 7/20/2012 7/20/2007

Kaupthing Bond XS0312859092 ISK 22 23 2/15/2024 8/21/2007

Kaupthing Bond XS0313144379 EUR 22 23 11/8/2013 11/8/2007

Kaupthing Bond XS0314566141 EUR 22 23 2/13/2009 8/13/2007

Kaupthing Bond XS0316012581 EUR 22 23 3/30/2011 8/13/2007

Kaupthing Bond XS0317986049 EUR 22 23 3/30/2011 8/24/2007

Kaupthing Bond XS0320029944 EUR 22 23 3/30/2011 9/17/2007

Kaupthing Bond XS0321417064 EUR 22 23 12/27/2010 9/25/2007

Kaupthing Bond XS0323341643 EUR 22 23 3/30/2011 9/28/2007

Kaupthing Bond XS0325191137 USD 22 23 10/23/2009 10/23/2007

Kaupthing Bond XS0325670882 MXN 22 23 10/9/2012 10/16/2007

Kaupthing Bond XS0326049276 EUR 22 23 12/12/2012 10/12/2007

Kaupthing Bond XS0326368379 USD 22 23 Undated 10/31/2007

Kaupthing Bond XS0326410833 EUR 22 23 12/24/2009 10/24/2007

Page 4: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Kaupthing Bond XS0328364533 CHF 22 23 11/6/2008 11/6/2007

Kaupthing Bond XS0329669187 CZK 22 23 11/9/2009 11/9/2007

Kaupthing Bond XS0335247499 EUR 22 23 12/18/2017 12/18/2007

Kaupthing Bond XS0335960653 SKK 22 23 12/19/2008 12/19/2007

Kaupthing Bond XS0337482482 EUR 22 23 17/12/2008 19/12/2007

Kaupthing Bond XS0336916373 EUR 22 23 1/3/2011 1/3/2008

Kaupthing Bond XS0345886351 EUR 22 23 2/11/2011 2/11/2008

Kaupthing Bond XS0349858984 ISK 22 23 10/7/2045 13/3/2008

Kaupthing Bond XS0349859016 ISK 22 23 10/7/2031 13/3/2008

Kaupthing Bond XS0350800073 USD 22 23 9/10/2015 3/10/2008

Kaupthing Bond XS0356634872 EUR 22 23 10/2/2011 4/2/2008

Kaupthing Bond XS0356635093 EUR 22 23 10/2/2010 4/2/2008

Kaupthing Bond XS0356637206 EUR 22 23 4/2/2011 4/2/2008

Kaupthing Bond XS0362407339 USD 22 23 03/11/2008 06/05/2008

Kaupthing Bond XS0364362714 EUR 22 23 5/13/2013 5/13/2008

Kaupthing Bond XS0368372925 EUR 22 23 06/12/2013 6/12/2008

Kaupthing Bond XS0368682281 USD 22 23 9/10/2015 6/6/2008

Kaupthing Bond XS0371036913 EUR 22 23 5/6/2009 6/20/2008

Landsbanki Bond CAX47695AA36 CAD 7 9 18/01/2010 n.a.

Landsbanki Bond CH0024121821 CHF 7 9 14/02/2011 n.a.

Landsbanki Bond CH0029086623 CHF 7 9 07/12/2010 n.a.

Landsbanki Bond IS0000005478 ISK 7 9 01/05/2011 n.a.

Landsbanki Bond IS0000008910 ISK 7 9 01/09/2013 n.a.

Landsbanki Bond IS0000008936 ISK 7 9 15/08/2013 n.a.

Landsbanki Bond IS0000009264 ISK 7 9 30/03/2014 n.a.

Landsbanki Bond IS0000009272 ISK 7 9 15/08/2013 n.a.

Landsbanki Bond IS0000010734 ISK 7 9 17/03/2010 n.a.

Landsbanki Bond IS0000010742 ISK 7 9 17/03/2010 n.a.

Landsbanki Bond IS0000012367 ISK 7 9 06/05/2013 n.a.

Landsbanki Bond IS0000012490 ISK 7 9 11/04/2011 n.a.

Landsbanki Bond IS0000013043 ISK 7 9 01/06/2011 n.a.

Landsbanki Bond IS0000017200 ISK 7 9 05/11/2008 n.a.

Landsbanki Bond IS0000017614 ISK 7 9 01/04/2009 n.a.

Landsbanki Bond IS0000017937 ISK 7 9 04/05/2009 n.a.

Landsbanki Bond IS0000017945 ISK 7 9 03/05/2010 n.a.

Landsbanki Bond

US5150X0AA94 /

US5150X1AA77 USD 7 9 25/08/2011 n.a.

Landsbanki Bond

US5150X0AB77 /

US5150X1AB50 USD 7 9 25/08/2009 n.a.

Landsbanki Bond

US5150X1AD17 /

US5150X0AD34 EUR 7 9 28/04/2010 n.a.

Landsbanki Bond

US5150X4AA17 /

US5150X5AA81 USD 7 9 19/10/2017 n.a.

Landsbanki Bond XS0071930845 USD 7 9 16/12/2011 n.a.

Landsbanki Bond XS0128513164 EUR 7 9 27/04/2026 n.a.

Landsbanki Bond XS0172848193 EUR 7 9 17/07/2013 n.a.

Landsbanki Bond XS0172848193 EUR 7 9 17/07/2013 n.a.

Landsbanki Bond XS0175734382 EUR 7 9 03/09/2018 n.a.

Landsbanki Bond XS0177143418 EUR 7 9 02/10/2013 n.a.

Landsbanki Bond XS0179351357 EUR 7 9 31/10/2013 n.a.

Landsbanki Bond XS0180249426 EUR 7 9 31/10/2013 n.a.

Landsbanki Bond XS0182213735 JPY 7 9 18/12/2033 n.a.

Landsbanki Bond XS0185035739 CAD 7 9 29/01/2009 n.a.

Page 5: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Landsbanki Bond XS0187674816 EUR 7 9 10/03/2009 n.a.

Landsbanki Bond XS0187674816 EUR 7 9 10/03/2009 n.a.

Landsbanki Bond XS0188829575 CZK 7 9 31/03/2009 n.a.

Landsbanki Bond XS0201251369 EUR 7 9 Perpetual n.a.

Landsbanki Bond XS0202002944 JPY 7 9 15/10/2019 n.a.

Landsbanki Bond XS0202249164 CZK 7 9 06/10/2009 n.a.

Landsbanki Bond XS0202478607 EUR 7 9 05/10/2009 n.a.

Landsbanki Bond XS0204161144 CZK 7 9 03/11/2009 n.a.

Landsbanki Bond XS0204161144 CZK 7 9 03/11/2009 n.a.

Landsbanki Bond XS0204161144 CZK 7 9 03/11/2009 n.a.

Landsbanki Bond XS0205362337 EUR 7 9 11/11/2014 n.a.

Landsbanki Bond XS0208211911 EUR 7 9 21/12/2009 n.a.

Landsbanki Bond XS0208636687 JPY 7 9 22/12/2014 n.a.

Landsbanki Bond XS0210834379 EUR 7 9 24/03/2009 n.a.

Landsbanki Bond XS0210834619 EUR 7 9 24/03/2009 n.a.

Landsbanki Bond XS0211225486 JPY 7 9 03/02/2020 n.a.

Landsbanki Bond XS0212598451 EUR 7 9 18/02/2015 n.a.

Landsbanki Bond XS0213064289 CZK 7 9 01/03/2010 n.a.

Landsbanki Bond XS0213408551 CZK 7 9 03/03/2010 n.a.

Landsbanki Bond XS0214644576 EUR 7 9 16/03/2015 n.a.

Landsbanki Bond XS0215360248 EUR 7 9 23/03/2015 n.a.

Landsbanki Bond XS0215361212 EUR 7 9 23/03/2010 n.a.

Landsbanki Bond XS0215796458 EUR 7 9 23/09/2015 n.a.

Landsbanki Bond XS0217988947 SKK 7 9 27/04/2010 n.a.

Landsbanki Bond XS0218678026 SKK 7 9 10/05/2010 n.a.

Landsbanki Bond XS0222154691 EUR 7 9 20/06/2012 n.a.

Landsbanki Bond XS0226867710 EUR 7 9 18/08/2015 n.a.

Landsbanki Bond XS0227512711 EUR 7 9 17/08/2012 n.a.

Landsbanki Bond XS0230606989 PLN 7 9 30/09/2010 n.a.

Landsbanki Bond XS0231945386 EUR 7 9 19/10/2010 n.a.

Landsbanki Bond XS0231945386 EUR 7 9 19/10/2010 n.a.

Landsbanki Bond XS0231945386 EUR 7 9 19/10/2010 n.a.

Landsbanki Bond XS0234372877 JPY 7 9 31/10/2008 n.a.

Landsbanki Bond XS0234911849 EUR 7 9 10/11/2008 n.a.

Landsbanki Bond XS0234964293 EUR 7 9 09/12/2009 n.a.

Landsbanki Bond XS0234992153 EUR 7 9 28/10/2013 n.a.

Landsbanki Bond XS0235579322 EUR 7 9 30/11/2035 n.a.

Landsbanki Bond XS0238912470 EUR 7 9 22/12/2025 n.a.

Landsbanki Bond XS0240939560 SEK 7 9 19/01/2009 n.a.

Landsbanki Bond XS0241561413 EUR 7 9 15/03/2021 n.a.

Landsbanki Bond XS0242045887 EUR 7 9 03/02/2014 n.a.

Landsbanki Bond XS0243607255 USD 7 9 22/02/2016 n.a.

Landsbanki Bond XS0244143961 EUR 7 9 Perpetual n.a.

Landsbanki Bond XS0244177274 JPY 7 9 14/02/2011 n.a.

Landsbanki Bond XS0244508643 EUR 7 9 23/02/2016 n.a.

Landsbanki Bond XS0247063620 EUR 7 9 16/03/2011 n.a.

Landsbanki Bond XS0264216754 EUR 7 9 11/08/2011 n.a.

Landsbanki Bond XS0265937788 EUR 7 9 29/08/2011 n.a.

Landsbanki Bond XS0275158862 EUR 7 9 23/11/2016 n.a.

Landsbanki Bond XS0275751880 EUR 7 9 21/11/2018 n.a.

Landsbanki Bond XS0276787008 EUR 7 9 01/12/2016 n.a.

Page 6: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Landsbanki Bond XS0278714885 EUR 7 9 12/12/2011 n.a.

Landsbanki Bond XS0280879775 EUR 7 9 29/12/2008 n.a.

Landsbanki Bond XS0281202142 EUR 7 9 29/12/2008 n.a.

Landsbanki Bond XS0282198810 EUR 7 9 31/01/2010 n.a.

Landsbanki Bond XS0283692639 SKK 7 9 31/01/2010 n.a.

Landsbanki Bond XS0283696382 EUR 7 9 30/01/2017 n.a.

Landsbanki Bond XS0288742439 EUR 7 9 01/03/2011 n.a.

Landsbanki Bond XS0288926750 JPY 7 9 07/03/2012 n.a.

Landsbanki Bond XS0293554795 EUR 7 9 30/11/2012 n.a.

Landsbanki Bond XS0295023666 EUR 7 9 19/11/2010 n.a.

Landsbanki Bond XS0295611924 EUR 7 9 11/05/2012 n.a.

Landsbanki Bond XS0296877904 EUR 7 9 20/10/2008 n.a.

Landsbanki Bond XS0296940959 EUR 7 9 24/04/2012 n.a.

Landsbanki Bond XS0301055595 EUR 7 9 18/05/2012 n.a.

Landsbanki Bond XS0302086334 EUR 7 9 31/05/2013 n.a.

Landsbanki Bond XS0302361497 EUR 7 9 18/06/2010 n.a.

Landsbanki Bond XS0303099104 EUR 7 9 05/06/2023 n.a.

Landsbanki Bond XS0303270390 EUR 7 9 06/06/2017 n.a.

Landsbanki Bond XS0305069790 EUR 7 9 16/01/2010 n.a.

Landsbanki Bond XS0305792326 EUR 7 9 18/11/2008 n.a.

Landsbanki Bond XS0305792755 EUR 7 9 18/11/2008 n.a.

Landsbanki Bond XS0310086201 EUR 7 9 16/07/2009 n.a.

Landsbanki Bond XS0310631675 USD 7 9 10/07/2009 n.a.

Landsbanki Bond XS0318580031 EUR 7 9 06/09/2010 n.a.

Landsbanki Bond XS0324319929 EUR 7 9 15/10/2008 n.a.

Landsbanki Bond XS0325430816 EUR 7 9 22/10/2015 n.a.

Landsbanki Bond XS0325810728 EUR 7 9 08/05/2009 n.a.

Landsbanki Bond XS0329074586 USD 7 9 09/11/2010 n.a.

Landsbanki Bond XS0329577737 ISK 7 9 20/12/2012 n.a.

Landsbanki Bond XS0330517193 EUR 7 9 15/11/2010 n.a.

Landsbanki Bond XS0332812261 USD 7 9 03/12/2008 n.a.

Landsbanki Bond XS0334066734 EUR 7 9 11/12/2008 n.a.

Landsbanki Bond XS0335533310 EUR 7 9 18/12/2008 n.a.

Landsbanki Bond XS0336628234 EUR 7 9 27/12/2010 n.a.

Landsbanki Bond XS0336864557 EUR 7 9 23/12/2010 n.a.

Landsbanki Bond XS0337005390 ISK 7 9 18/06/2009 n.a.

Landsbanki Bond XS0337583164 EUR 7 9 n.a.

Landsbanki Bond XS0340055325 EUR 7 9 n.a.

Landsbanki Bond XS0345947757 EUR 7 9 19/08/2009 n.a.

Landsbanki Bond XS0346402976 USD 7 9 19/02/2009 n.a.

Landsbanki Bond XS0348885152 EUR 7 9 28/03/2009 n.a.

Landsbanki Bond XS0352549272 EUR 7 9 19/03/2015 n.a.

Landsbanki Bond XS0354616988 ISK 7 9 01/04/2009 n.a.

Landsbanki Bond XS0355467589 USD 7 9 28/03/2038 n.a.

Landsbanki Bond XS0356634013 EUR 7 9 02/04/2010 n.a.

Landsbanki Bond XS0356634369 EUR 7 9 02/04/2011 n.a.

Landsbanki Bond XS0357345544 EUR 7 9 15/06/2018 n.a.

Landsbanki Bond XS0362371717 CHF 7 9 07/05/2009 n.a.

Landsbanki Bond XS0370779257 ISK 7 9 19/06/2008 n.a.

Landsbanki Bond XS0371191569 ISK 7 9 20/06/2008 n.a.

Landsbanki Bond XS0371643643 ISK 7 9 23/06/2008 n.a.

Page 7: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Landsbanki Bond XS0371934455 ISK 7 9 25/06/2008 n.a.

Landsbanki Bond XS0372540293 ISK 7 9 27/06/2008 n.a.

Landsbanki Bond XS0372653658 ISK 7 9 30/06/2008 n.a.

Landsbanki Bond XS0372870328 ISK 7 9 01/07/2008 n.a.

Landsbanki Bond XS0373150282 ISK 7 9 02/07/2008 n.a.

Landsbanki Bond XS0373451565 ISK 7 9 03/07/2008 n.a.

Landsbanki Bond XS0373653350 ISK 7 9 04/07/2008 n.a.

Landsbanki Bond XS0373999811 ISK 7 9 07/07/2008 n.a.

Landsbanki Bond XS0374182185 ISK 7 9 08/07/2008 n.a.

Landsbanki Bond XS0374389525 ISK 7 9 09/07/2008 n.a.

Landsbanki Bond XS0374902376 ISK 7 9 10/07/2008 n.a.

Landsbanki Bond XS0375078739 ISK 7 9 11/07/2008 n.a.

Landsbanki Bond XS0375213708 ISK 7 9 15/07/2008 n.a.

Landsbanki Bond XS0375214698 ISK 7 9 14/07/2008 n.a.

Landsbanki Bond XS0376072665 ISK 7 9 16/07/2008 n.a.

Landsbanki Bond XS0376400429 ISK 7 9 17/07/2008 n.a.

Landsbanki Bond XS0376674551 ISK 7 9 18/07/2008 n.a.

Landsbanki Bond XS0376821012 ISK 7 9 21/07/2008 n.a.

Landsbanki Bond XS0377322903 ISK 7 9 22/07/2008 n.a.

Landsbanki Bond XS0386099633 EUR 7 9 18/08/2015 n.a.

Landsbanki Bond XS0386100662 EUR 7 9 18/02/2015 n.a.

Glitnir Bond XS0126936300 EUR 28 29 6.4.2011 n.a.

Glitnir Bond XS0120851927 EUR 28 29 15.12.2010 n.a.

Glitnir Bond XS0120500201 EUR 28 29 15.12.2015 n.a.

Glitnir Bond XS0176284700 EUR 28 29 16.10.2008 n.a.

Glitnir Bond XS0178805940 USD 28 29 28.10.2008 n.a.

Glitnir Bond XS0180291469 EUR 28 29 12.11.2008 n.a.

Glitnir Bond XS0180994039 EUR 28 29 25.11.2013 n.a.

Glitnir Bond XS0184596806 CAD 28 29 23.1.2009 n.a.

Glitnir Bond XS0184845955 EUR 28 29 26.1.2009 n.a.

Glitnir Bond XS0180851601 EUR 28 29 30.1.2009 n.a.

Glitnir Bond XS0187051841 GBP 28 29 10.3.2009 n.a.

Glitnir Bond XS0191051720 EUR 28 29 7.12.2009 n.a.

Glitnir Bond XS0196987340 HKD 28 29 21.7.2009 n.a.

Glitnir Bond XS0204876402 ISK 28 29 13.9.2009 n.a.

Glitnir Bond XS0198303736 EUR 28 29 20.9.2010 n.a.

Glitnir Bond XS0200687019 EUR 28 29 15.10.2010 n.a.

Glitnir Bond XS0203295562 EUR 28 29 21.10.2014 n.a.

Glitnir Bond XS0207127597 ISK 28 29 11.11.2009 n.a.

Glitnir Bond XS0207127837 ISK 28 29 11.11.2009 n.a.

Glitnir Bond XS0205768129 EUR 28 29 16.11.2009 n.a.

Glitnir Bond XS0206017799 EUR 28 29 25.11.2009 n.a.

Glitnir Bond XS0205609596 EUR 28 29 26.11.2009 n.a.

Glitnir Bond XS0207396655 EUR 28 29 14.12.2011 n.a.

Glitnir Bond XS0202445341 EUR 28 29 15.12.2009 n.a.

Glitnir Bond XS0209612109 ISK 28 29 16.12.2009 n.a.

Glitnir Bond XS0209612448 ISK 28 29 16.12.2009 n.a.

Glitnir Bond XS0208141019 USD 28 29 4.1.2012 n.a.

Glitnir Bond XS0210555578 EUR 28 29 27.1.2010 n.a.

Glitnir Bond XS0205691826 EUR 28 29 15.2.2011 n.a.

Glitnir Bond XS0212729908 EUR 28 29 15.2.2013 n.a.

Page 8: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Glitnir Bond XS0215219659 ISK 28 29 21.2.2010 n.a.

Glitnir Bond XS0212991201 GBP 28 29 24.2.2010 n.a.

Glitnir Bond XS0213269094 USD 28 29 2.3.2015 n.a.

Glitnir Bond XS0217876126 ISK 28 29 3.3.2010 n.a.

Glitnir Bond CH0020652522 CHF 28 29 11.3.2009 n.a.

Glitnir Bond XS0210981592 EUR 28 29 31.3.2012 n.a.

Glitnir Bond XS0215426957 CZK 28 29 1.4.2010 n.a.

Glitnir Bond XS0223403873 ISK 28 29 11.4.2010 n.a.

Glitnir Bond XS0212463011 EUR 28 29 15.4.2010 n.a.

Glitnir Bond XS0218388451 USD 28 29 11.5.2010 n.a.

Glitnir Bond XS0219566196 EUR 28 29 30.11.2009 n.a.

Glitnir Bond XS0220252018 USD 28 29 19.5.2010 n.a.

Glitnir Bond XS0219212544 USD 28 29 30.5.2010 n.a.

Glitnir Bond XS0218318326 EUR 28 29 10.6.2010 n.a.

Glitnir Bond XS0215070243 EUR 28 29 15.6.2011 n.a.

Glitnir Bond XS0222469685 GBP 28 29 23.6.2010 n.a.

Glitnir Bond XS0218459146 EUR 28 29 29.6.2011 n.a.

Glitnir Bond XS0221463861 EUR 28 29 29.6.2011 n.a.

Glitnir Bond XS0223126854 USD 28 29 30.6.2015 n.a.

Glitnir Bond XS0223893602 HKD 28 29 6.7.2009 n.a.

Glitnir Bond XS0220686793 EUR 28 29 15.7.2010 n.a.

Glitnir Bond XS0222239682 EUR 28 29 26.7.2012 n.a.

Glitnir Bond XS0225361848 JPY 28 29 26.7.2010 n.a.

Glitnir Bond XS0222838129 EUR 28 29 30.6.2010 n.a.

Glitnir Bond XS0223983932 EUR 28 29 29.7.2011 n.a.

Glitnir Bond XS0225993483 GBP 28 29 28.7.2011 n.a.

Glitnir Bond XS0226300837 JPY 28 29 3.8.2009 n.a.

Glitnir Bond XS0227324471 CZK 28 29 19.8.2010 n.a.

Glitnir Bond XS0226185477 CZK 28 29 22.8.2010 n.a.

Glitnir Bond XS0227800421 EUR 28 29 22.8.2012 n.a.

Glitnir Bond XS0228328083 JPY 28 29 26.8.2010 n.a.

Glitnir Bond XS0228745609 EUR 28 29 27.3.2013 n.a.

Glitnir Bond XS0227610309 EUR 28 29 15.9.2015 n.a.

Glitnir Bond XS0230601675 EUR 28 29 29.9.2010 n.a.

Glitnir Bond XS0230928243 EUR 28 29 31.3.2010 n.a.

Glitnir Bond XS0229753826 EUR 28 29 4.10.2011 n.a.

Glitnir Bond US464586AA40 / USX40262KT76USD 28 29 15.10.2008 n.a.

Glitnir Bond US464586AB23 / USX40262KU40USD 28 29 15.10.2010 n.a.

Glitnir Bond XS0232486380 EUR 28 29 4.11.2010 n.a.

Glitnir Bond XS0232521475 NZD 28 29 14.10.2008 n.a.

Glitnir Bond XS0227292330 EUR 28 29 30.12.2011 n.a.

Glitnir Bond XS0231432328 EUR 28 29 31.10.2015 n.a.

Glitnir Bond XS0233548451 JPY 28 29 6.5.2009 n.a.

Glitnir Bond XS0236007067 ISK 28 29 16.11.2010 n.a.

Glitnir Bond XS0230478538 EUR 28 29 18.11.2011 n.a.

Glitnir Bond XS0226996444 EUR 28 29 21.11.2011 n.a.

Glitnir Bond XS0226456092 EUR 28 29 28.11.2011 n.a.

Glitnir Bond XS0230186321 EUR 28 29 28.11.2011 n.a.

Glitnir Bond XS0226622362 EUR 28 29 30.11.2011 n.a.

Glitnir Bond XS0236047287 EUR 28 29 30.11.2011 n.a.

Glitnir Bond XS0229850515 EUR 28 29 14.3.2012 n.a.

Page 9: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Glitnir Bond XS0226642634 EUR 28 29 16.12.2010 n.a.

Glitnir Bond US46458KAC99 USD 28 29 22.12.2008 n.a.

Glitnir Bond US46458KAD72 USD 28 29 22.12.2010 n.a.

Glitnir Bond US46458KAE55 USD 28 29 22.12.2012 n.a.

Glitnir Bond US46458KAF21 USD 28 29 22.12.2015 n.a.

Glitnir Bond XS0235423828 EUR 28 29 9.1.2012 n.a.

Glitnir Bond XS0239154304 GBP 28 29 11.1.2012 n.a.

Glitnir Bond CH0024023068 CHF 28 29 30.1.2009 n.a.

Glitnir Bond XS0243838496 EUR 28 29 15.8.2016 n.a.

Glitnir Bond XS0244896717 ISK 28 29 10.2.2011 n.a.

Glitnir Bond XS0244886320 ISK 28 29 10.2.2011 n.a.

Glitnir Bond XS0244492384 CAD 28 29 13.2.2009 n.a.

Glitnir Bond CH0024331339 CHF 28 29 20.2.2009 n.a.

Glitnir Bond XS0245047278 EUR 28 29 23.2.2011 n.a.

Glitnir Bond XS0245973937 USD 28 29 17.3.2016 n.a.

Glitnir Bond XS0243437406 EUR 28 29 31.12.2013 n.a.

Glitnir Bond XS0248858440 EUR 28 29 5.4.2009 n.a.

Glitnir Bond XS0241422723 EUR 28 29 6.4.2012 n.a.

Glitnir Bond XS0244218136 EUR 28 29 13.4.2012 n.a.

Glitnir Bond XS0245437495 EUR 28 29 26.4.2012 n.a.

Glitnir Bond XS0254624082 ISK 28 29 12.5.2011 n.a.

Glitnir Bond XS0254624595 ISK 28 29 12.5.2011 n.a.

Glitnir Bond US379308AA70 USD 28 29 15.6.2011 n.a.

Glitnir Bond US37930EAA47 USD 28 29 28.7.2011 n.a.

Glitnir Bond US37930EAB20 USD 28 29 28.7.2011 n.a.

Glitnir Bond US37930EAC03 USD 28 29 28.7.2011 n.a.

Glitnir Bond US37930EAD85 USD 28 29 28.7.2011 n.a.

Glitnir Bond US37930EAE68 GBP 28 29 28.7.2016 n.a.

Glitnir Bond US37930EAF34 USD 28 29 28.7.2011 n.a.

Glitnir Bond XS0262870065 USD 28 29 28.7.2011 n.a.

Glitnir Bond XS0264740944 EUR 28 29 16.8.2016 n.a.

Glitnir Bond XS0264836387 EUR 28 29 21.8.2011 n.a.

Glitnir Bond XS0265328509 AUD 28 29 20.9.2013 n.a.

Glitnir Bond XS0265471994 EUR 28 29 24.8.2011 n.a.

Glitnir Bond XS0267121225 ISK 28 29 6.9.2011 n.a.

Glitnir Bond XS0269358064 CZK 28 29 5.10.2011 n.a.

Glitnir Bond XS0271356338 EUR 28 29 13.10.2008 n.a.

Glitnir Bond XS0272097691 SEK 28 29 20.10.2011 n.a.

Glitnir Bond XS0285498654 EUR 28 29 1.8.2014 n.a.

Glitnir Bond XS0286414601 ISK 28 29 2.2.2012 n.a.

Glitnir Bond XS0286413892 ISK 28 29 2.2.2012 n.a.

Glitnir Bond XS0284757308 EUR 20 29 5.2.2010 n.a.

Glitnir Bond XS0289019761 GBP 28 29 5.3.2012 n.a.

Glitnir Bond XS0290382364 AUD 28 29 28.2.2012 n.a.

Glitnir Bond XS0293897210 JPY 28 29 26.3.2012 n.a.

Glitnir Bond XS0292692547 EUR 28 29 23.9.2010 n.a.

Glitnir Bond XS0298283184 SEK 28 29 27.4.2010 n.a.

Glitnir Bond XS0292065546 EUR 28 29 30.10.2012 n.a.

Glitnir Bond XS0302200059 EUR 28 29 24.5.2011 n.a.

Glitnir Bond XS0304200719 PLN 28 29 2.1.2009 n.a.

Glitnir Bond XS0309406105 JPY 28 29 6.7.2009 n.a.

Page 10: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Glitnir Bond XS0310795355 CAD 28 29 30.10.2008 n.a.

Glitnir Bond XS0324644599 EUR 28 29 10.10.2008 n.a.

Glitnir Bond XS0325224169 JPY 28 29 16.10.2009 n.a.

Glitnir Bond XS0325287596 GBP 28 29 15.12.2012 n.a.

Glitnir Bond XS0321790296 EUR 28 29 30.4.2013 n.a.

Glitnir Bond XS0327897491 ISK 28 29 28.10.2009 n.a.

Glitnir Bond XS0336519961 ISK 28 29 17.12.2009 n.a.

Glitnir Bond XS0337049091 ISK 28 29 18.6.2009 n.a.

Glitnir Bond XS0335117528 EUR 28 29 15.1.2010 n.a.

Glitnir Bond XS0337023021 EUR 28 29 19.12.2014 n.a.

Glitnir Bond US37930EAH99 USD 28 29 19.12.2012 n.a.

Glitnir Bond US37930EAG17 USD 28 29 10.1.2013 n.a.

Glitnir Bond XS0354289257 USD 28 29 18.3.2018 n.a.

Glitnir Bond XS0356469493 ISK 28 29 30.3.2009 n.a.

Glitnir Bond XS0357315638 ISK 28 29 3.6.2009 n.a.

Glitnir Bond XS0356938661 USD 28 29 20.4.2010 n.a.

Glitnir Bond XS0354610866 EUR 28 29 21.9.2009 n.a.

Glitnir Bond XS0354722745 EUR 28 29 20.3.2009 n.a.

Glitnir Bond XS0355752519 EUR 28 29 26.3.2009 n.a.

Glitnir Bond XS0359497558 ISK 28 29 21.1.2009 n.a.

Glitnir Bond XS0362829243 ISK 28 29 3.6.2009 n.a.

Glitnir Bond XS0364867167 ISK 28 29 15.6.2009 n.a.

Glitnir Bond US37930JAA34 USD 28 29 21.1.2011 n.a.

Glitnir Bond US37930JAB17 USD 28 29 18.1.2012 n.a.

Glitnir Bond US37930JAC99 USD 28 29 20.4.2010 n.a.

Glitnir Bond US37930JAD7 USD 28 29 28.6.2017 n.a.

Glitnir Bond US37930JAE55 USD 28 29 25.9.2012 n.a.

Glitnir Bond AU300ISLB028 AUD 28 29 15.11.2010 n.a.

Glitnir Bond IS0000014793 ISK 28 29 2.5.2014 n.a.

Glitnir Bond IS0000014801 ISK 28 29 2.5.2017 n.a.

Glitnir Bond IS0000006435 ISK 28 29 15.12.2010 n.a.

Glitnir Bond IS0000001881 ISK 28 29 25.5.2019 n.a.

Glitnir Bond IS0000016152 ISK 28 29 1.12.2008 n.a.

Glitnir Bond IS0000016194 ISK 28 29 6.1.2009 n.a.

Glitnir Bond IS0000016079 ISK 28 29 4.5.2009 n.a.

Glitnir Bond IS0000016111 ISK 28 29 2.2.2009 n.a.

Glitnir Bond IS0000010924 ISK 28 29 30.6.2010 n.a.

Glitnir Bond IS0000010965 ISK 28 29 1.6.2010 n.a.

Glitnir Bond IS0000009199 ISK 28 29 10.3.2009 n.a.

Glitnir Bond IS0000009728 ISK 28 29 25.8.2009 n.a.

Glitnir Bond IS0000006328 ISK 28 29 15.12.2008 n.a.

Glitnir Bond IS0000002095 ISK 28 29 1.8.2010 n.a.

Glitnir Bond IS0000002129 ISK 28 29 1.8.2015 n.a.

Glitnir Bond IS0000007912 ISK 28 29 10.5.2009 n.a.

Glitnir Bond NO0010248669 NOK 28 29 17.12.2009 n.a.

Glitnir Bond XS0131565490 JPY 28 29 25.6.1931 n.a.

Glitnir Bond XS0221640070 EUR 28 29 16.6.1945 n.a.

Glitnir Bond US379308AB53 USD 28 29 14.9.2016 n.a.

Glitnir Bond IS0000017689 ISK 28 29 1.4.2013 n.a.

Alpine - 5,25% 11-16 AT0000A0PJJ0 EUR 5.75 6.25 n.a. n.a.

Alpine - 5,25% 10-15 AT0000A0JDG2 EUR 30 35 n.a. n.a.

Page 11: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

ALPINE - 6% 12-17 AT0000A0V834 EUR 85 90 n.a. n.a.

Argentinian Republic ARARGE03E154 USD n.a. n.a. n.a. n.a.

Argentinian Republic ARARGE03E097 USD 2 5 n.a. n.a.

Argentinian Republic ARARGE03E113 USD 2.5 5 n.a. n.a.

A-Tec 5.75% - '10 AT0000499272 EUR n.a. n.a. n.a. n.a.

A-Tec 2.75% - '14 AT0000A05CS2 EUR n.a. n.a. n.a. n.a.

A-Tec 8.75% - '14 AT0000A0F795 EUR n.a. n.a. n.a. n.a.

Birtish Airways Preferred GB0056794497 EUR 19 20 n.a. n.a.

Cuban Trade Finance (Short/Long term) n.a. EUR 88 90 n.a. n.a.

Cuban Letters of Credit n.a. EUR n.a. n.a. n.a. n.a.

Dana Gas - 7.5%, flat, '49 XS0325413218 EUR n.a. n.a. n.a. n.a.

Depfa - '22s XS0221106676 EUR n.a. n.a. n.a. n.a.

ECM Real Estate - 9/10/2011 XS031964598 EUR 6 8 n.a. n.a.

ECM Real Estate -30/3/2012 CZ000000021 EUR 6 8 n.a. n.a.

IKB - Capital Raising DE0007490724 EUR n.a. n.a. n.a. n.a.

IKB - Hybrid DE000A0AMCG6 EUR 15 20 n.a. n.a.

Intralot S.A. XS0277614615 EUR n.a. n.a. n.a. n.a.

IVG '17s DE000A0LNA87 EUR n.a. n.a. n.a. n.a.

JinkoSolar '16s US47759TAA88 EUR 27 28 n.a. n.a.

JoWood AT0000A05TV0 EUR 1 2 n.a. n.a.

Kommunal - '19s XS0214564972 EUR 27.5 28.5 n.a. n.a.

Orca Capital GMBH   - 6.125 21/1/17 XS0478864225 EUR 92 93 n.a. n.a.

Pescanova '15s XS0482733945 EUR n.a. n.a. n.a. n.a.

Pescanova '17s XS0617215099 EUR 5 8 n.a. n.a.

Pescanova '19s XS0746573897 EUR 3 7 n.a. n.a.

Petroplus Fin  4 16/10/15 CH0105325853 EUR 32 36 n.a. n.a.

QCELLS 1⅜ '12 DE000A0LMY64 EUR 20 21 n.a. n.a.

QCELLS '15s DE000A1E8HF6 EUR n.a. n.a. n.a. n.a.

QCELLS 5¾ '14 DE000A1AGZ06 EUR n.a. n.a. n.a. n.a.

Reclamation Group XS0241718336 EUR n.a. n.a. n.a. n.a.

Republic of Cyprus 4 5/8   3/2/2020 XS0483954144 EUR 72 80 n.a. n.a.

Republic of Cyprus 4 5/8   3/2/2020  XS0483954144 EUR n.a. n.a. n.a. n.a.

SIC Processing DE000A1H3HQ1 EUR n.a. n.a. n.a. n.a.

SicPro '16s DE000A1H3HQ1 EUR 72 80 n.a. n.a.

SNS - 3.4%, '19 Senior XS0205874315 EUR n.a. 95 n.a. n.a.

SNS - 3.4%, '19 Senior XS0205235491 EUR n.a. 95 n.a. n.a.

SNS - Sub XS0310904155 EUR 70 71 n.a. n.a.

SNS - Sub 08/18 XS0363514893 EUR n.a. n.a. n.a. n.a.

SNS - Sub 10/20 XS0552743048 EUR n.a. n.a. n.a. n.a.

SNSSNS 11 ¼ 11/29/49 XS0468954523 EUR 65 66 n.a. n.a.

SNSSNS 6.258 07/29/49 XS0310904155 EUR n.a. n.a. n.a. n.a.

Solarworld - '16 XS0641270045 EUR n.a. n.a. n.a. n.a.

Solarworld - '17 XS0478864225 EUR 3 6 n.a. n.a.

Talvivaara - '13 Convert XS0363895912 EUR n.a. n.a. n.a. n.a.

Talvivaara - '15 Convert XS0568692635 EUR n.a. n.a. n.a. n.a.

Talvivaara - '17 Senior Unsecured FI4000041702 EUR n.a. n.a. n.a. n.a.

Hypo Alpe Adria Junior Sub - 2014 AT0000327382 EUR 0 0 28/10/2014 27/10/1999

VideoCon Industries '15's XS0566786546 EUR n.a. n.a. n.a. n.a.

Nakheel XS0958183401 USD 100 101 n.a. n.a.

BTA Equity GDR ´s (Global Depositary Receipt)US05574Y2090 USD 1 2 n.a. n.a.

Sulzon XS1081332527 EUR 16/07/2019 14/07/2014

Page 12: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Parmalat XS0089553365 USD 5 6

PARMALATCAP9.375P PREF C KYG693264064 GBP 1 5

PARMALAT BRAZ10.2P240305 XS0074477364 EUR 1 5

PARMALAT 9.125P 180205 XS0073339433 EUR 1 5

Lehman Brothers UK Capital XS0215349357

Lehman Brothers UK Capital XS0229269856

Lehman Brothers UK Capital XS0282978666

Lehman Brothers UK Capital XS0243852562

Lehman Brothers UK Capital XS0229269856

Lehman Brothers UK Capital XS0301813522

Lehman Brothers Treasury Co. B.V. XS0320100323 USD Call desk Call desk 14-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0290596161 EUR Call desk Call desk 15-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0319739537 SGD Call desk Call desk 15-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0319817788 USD Call desk Call desk 15-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0320033466 USD Call desk Call desk 15-Sep-2008

Lehman Brothers Treasury Co. B.V. CH0039308686 USD Call desk Call desk 16-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0154706153 EUR Call desk Call desk 16-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0228314885 JPY Call desk Call desk 16-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0260439210 AUD Call desk Call desk 16-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0291463221 JPY Call desk Call desk 16-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0350116330 HKD Call desk Call desk 16-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0350116843 HKD Call desk Call desk 16-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0378248529 HKD Call desk Call desk 17-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0320521429 USD Call desk Call desk 18-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0369673073 USD Call desk Call desk 18-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0383076493 HKD Call desk Call desk 18-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0359370722 JPY Call desk Call desk 19-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0371594762 USD Call desk Call desk 19-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0378981806 HKD Call desk Call desk 19-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0268077780 USD Call desk Call desk 22-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0290556454 JPY Call desk Call desk 22-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0311685209 USD Call desk Call desk 22-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0320033540 USD Call desk Call desk 23-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0290770378 JPY Call desk Call desk 24-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0290976157 JPY Call desk Call desk 24-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0291657004 JPY Call desk Call desk 24-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0291905858 JPY Call desk Call desk 24-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0292220455 JPY Call desk Call desk 24-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0321317603 EUR Call desk Call desk 24-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0321795170 CHF Call desk Call desk 24-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0360517105 JPY Call desk Call desk 24-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0361311102 JPY Call desk Call desk 24-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0380276971 HKD Call desk Call desk 24-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0261613474 AUD Call desk Call desk 25-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0380268952 HKD Call desk Call desk 25-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0380275908 HKD Call desk Call desk 25-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0384984018 HKD Call desk Call desk 26-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0384984281 HKD Call desk Call desk 26-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0322064840 EUR Call desk Call desk 27-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0322265157 USD Call desk Call desk 28-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0268033908 EUR Call desk Call desk 29-Sep-2008

Page 13: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0268789939 GBP Call desk Call desk 29-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0322031591 USD Call desk Call desk 29-Sep-2008

Lehman Brothers Treasury Co. B.V. 52519VAD8 USD Call desk Call desk 30-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0323826221 USD Call desk Call desk 30-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0381368280 HKD Call desk Call desk 30-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0381368363 HKD Call desk Call desk 30-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0381371664 HKD Call desk Call desk 30-Sep-2008

Lehman Brothers Treasury Co. B.V. XS0262585374 AUD Call desk Call desk 2-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0322469403 SGD Call desk Call desk 2-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0381364966 HKD Call desk Call desk 2-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0381438919 HKD Call desk Call desk 2-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0352986813 HKD Call desk Call desk 3-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0381855781 HKD Call desk Call desk 3-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0382187945 HKD Call desk Call desk 3-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0382188083 HKD Call desk Call desk 3-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0382188166 HKD Call desk Call desk 3-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0270328858 USD Call desk Call desk 6-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0323619600 CHF Call desk Call desk 8-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0323619782 CHF Call desk Call desk 8-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0324723203 USD Call desk Call desk 8-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0382588001 HKD Call desk Call desk 8-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0382588340 HKD Call desk Call desk 8-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0323643063 USD Call desk Call desk 9-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0323869205 USD Call desk Call desk 9-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0375559753 USD Call desk Call desk 9-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0180383662 USD Call desk Call desk 10-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0374062528 USD Call desk Call desk 10-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0374191251 USD Call desk Call desk 10-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0383457453 HKD Call desk Call desk 10-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0384213442 HKD Call desk Call desk 10-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0385755979 JPY Call desk Call desk 10-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0374326105 USD Call desk Call desk 13-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0295438369 EUR Call desk Call desk 14-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0383378071 USD Call desk Call desk 15-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0383554655 HKD Call desk Call desk 15-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0383554812 HKD Call desk Call desk 15-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0177644621 EUR Call desk Call desk 16-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0324583607 USD Call desk Call desk 16-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0386289929 JPY Call desk Call desk 16-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0271187634 USD Call desk Call desk 17-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0294645535 JPY Call desk Call desk 17-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0294646426 JPY Call desk Call desk 17-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0325077864 USD Call desk Call desk 17-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0326402731 USD Call desk Call desk 17-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0377054381 USD Call desk Call desk 17-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0231644260 USD Call desk Call desk 20-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0264130369 AUD Call desk Call desk 20-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0271188285 AUD Call desk Call desk 20-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0325790276 USD Call desk Call desk 20-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0359724472 USD Call desk Call desk 22-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0384368485 USD Call desk Call desk 22-Oct-2008

Page 14: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. US52519VAR78 USD Call desk Call desk 23-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0326172557 USD Call desk Call desk 23-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0326172631 GBP Call desk Call desk 23-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0356499052 USD Call desk Call desk 23-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0232035534 CHF Call desk Call desk 24-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0232035880 EUR Call desk Call desk 24-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0232037159 USD Call desk Call desk 24-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0271522442 JPY Call desk Call desk 24-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0326264750 EUR Call desk Call desk 24-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0326490843 USD Call desk Call desk 24-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0328465306 GBP Call desk Call desk 25-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0137335468 USD Call desk Call desk 26-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0324841153 USD Call desk Call desk 26-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0327847553 HKD Call desk Call desk 27-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0328210496 HKD Call desk Call desk 29-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0327234380 USD Call desk Call desk 30-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0327235783 AUD Call desk Call desk 30-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0378451917 USD Call desk Call desk 30-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0378452303 USD Call desk Call desk 30-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0378480692 USD Call desk Call desk 30-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0379577397 USD Call desk Call desk 30-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0272349332 USD Call desk Call desk 31-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0272577809 EUR Call desk Call desk 31-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0386716269 HKD Call desk Call desk 31-Oct-2008

Lehman Brothers Treasury Co. B.V. XS0251155205 USD Call desk Call desk 2-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0272915116 USD Call desk Call desk 3-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0273083096 USD Call desk Call desk 3-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0304593857 EUR Call desk Call desk 3-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0327847801 USD Call desk Call desk 3-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0329337850 HKD Call desk Call desk 3-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0297488883 HKD Call desk Call desk 5-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0273584382 USD Call desk Call desk 6-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0328586358 USD Call desk Call desk 6-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0329714074 HKD Call desk Call desk 6-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0328209480 JPY Call desk Call desk 7-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0382037975 USD Call desk Call desk 7-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0363204602 USD Call desk Call desk 9-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0273904044 GBP Call desk Call desk 10-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0326046504 USD Call desk Call desk 10-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0330074344 USD Call desk Call desk 10-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0381626679 USD Call desk Call desk 12-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0382626967 USD Call desk Call desk 12-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0273921568 HKD Call desk Call desk 13-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0329628829 USD Call desk Call desk 13-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0330867846 HKD Call desk Call desk 13-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0274497279 GBP Call desk Call desk 14-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0329714231 USD Call desk Call desk 14-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0329714314 EUR Call desk Call desk 14-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0329804735 USD Call desk Call desk 14-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0274445120 CHF Call desk Call desk 17-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0330074930 USD Call desk Call desk 17-Nov-2008

Page 15: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0330421834 HKD Call desk Call desk 17-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0331039569 USD Call desk Call desk 17-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0331400456 USD Call desk Call desk 17-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0331661172 HKD Call desk Call desk 17-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0331195932 USD Call desk Call desk 19-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0235648747 USD Call desk Call desk 20-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0330867689 USD Call desk Call desk 21-Nov-2008

Lehman Brothers Treasury Co. B.V. CH0039308660 CHF Call desk Call desk 22-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0234972981 CHF Call desk Call desk 24-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0271794363 SEK Call desk Call desk 24-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0271795840 SEK Call desk Call desk 24-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0329609449 USD Call desk Call desk 24-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0330206789 USD Call desk Call desk 24-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0331399856 EUR Call desk Call desk 24-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0331399930 USD Call desk Call desk 24-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0332546448 HKD Call desk Call desk 24-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0332547099 USD Call desk Call desk 24-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0364513787 USD Call desk Call desk 24-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0332136380 USD Call desk Call desk 26-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0332185676 USD Call desk Call desk 26-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0275536307 USD Call desk Call desk 28-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0275725611 USD Call desk Call desk 28-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0275726007 USD Call desk Call desk 28-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0276148508 HKD Call desk Call desk 28-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0333308632 USD Call desk Call desk 28-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0332848372 USD Call desk Call desk 30-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0275924578 USD Call desk Call desk 1-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0275925112 USD Call desk Call desk 1-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0276121307 EUR Call desk Call desk 1-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0276139341 USD Call desk Call desk 1-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0276149738 USD Call desk Call desk 1-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0276286993 HKD Call desk Call desk 1-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0301886247 USD Call desk Call desk 1-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0301979331 USD Call desk Call desk 1-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0332134179 USD Call desk Call desk 1-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0332762904 USD Call desk Call desk 1-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0334090106 HKD Call desk Call desk 1-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0334223699 HKD Call desk Call desk 1-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0180580226 USD Call desk Call desk 3-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0180580572 HKD Call desk Call desk 3-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0332762227 HKD Call desk Call desk 3-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0334088118 GBP Call desk Call desk 3-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0334090288 USD Call desk Call desk 3-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0276437521 USD Call desk Call desk 4-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0276444147 USD Call desk Call desk 4-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0276598538 USD Call desk Call desk 5-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0276599346 USD Call desk Call desk 5-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0276600292 USD Call desk Call desk 5-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0276793311 USD Call desk Call desk 5-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0334702072 USD Call desk Call desk 5-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0158383454 EUR Call desk Call desk 6-Dec-2008

Page 16: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0277181243 USD Call desk Call desk 8-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0304977910 USD Call desk Call desk 8-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0334923322 HKD Call desk Call desk 8-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0368097951 USD Call desk Call desk 11-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0368098173 USD Call desk Call desk 11-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0368098256 HKD Call desk Call desk 11-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0303176456 JPY Call desk Call desk 12-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0335742663 USD Call desk Call desk 12-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0334656617 USD Call desk Call desk 13-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0336129589 USD Call desk Call desk 14-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0336130835 USD Call desk Call desk 14-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0278216691 EUR Call desk Call desk 15-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0336250732 HKD Call desk Call desk 15-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0335127089 JPY Call desk Call desk 18-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0335346556 EUR Call desk Call desk 18-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0336644199 USD Call desk Call desk 18-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0335623491 USD Call desk Call desk 19-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0336928030 HKD Call desk Call desk 19-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0225522365 USD Call desk Call desk 20-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0226116746 USD Call desk Call desk 20-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0336336531 USD Call desk Call desk 20-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0336336960 USD Call desk Call desk 20-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0121110455 EUR Call desk Call desk 22-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0183025609 USD Call desk Call desk 22-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0207884379 USD Call desk Call desk 22-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0336249643 USD Call desk Call desk 22-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0337406036 USD Call desk Call desk 22-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0368700109 HKD Call desk Call desk 22-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0336416309 USD Call desk Call desk 24-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0336573406 USD Call desk Call desk 24-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0308085330 USD Call desk Call desk 26-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0372823673 USD Call desk Call desk 26-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0337617327 USD Call desk Call desk 28-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0121503774 EUR Call desk Call desk 29-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0122516296 EUR Call desk Call desk 29-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0122516379 USD Call desk Call desk 29-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0280241851 USD Call desk Call desk 29-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0307390608 USD Call desk Call desk 29-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0336927818 USD Call desk Call desk 29-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0337553258 USD Call desk Call desk 29-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0373182566 JPY Call desk Call desk 29-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0208110055 EUR Call desk Call desk 30-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0230752882 EUR Call desk Call desk 30-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0238679079 CHF Call desk Call desk 30-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0238681307 CHF Call desk Call desk 30-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0165668459 USD Call desk Call desk 31-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0337553761 USD Call desk Call desk 31-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0338330672 HKD Call desk Call desk 31-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0281184498 HKD Call desk Call desk 5-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0293784525 EUR Call desk Call desk 5-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0335143102 NZD Call desk Call desk 5-Jan-2009

Page 17: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0338329740 USD Call desk Call desk 5-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0338524795 USD Call desk Call desk 5-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0338676629 USD Call desk Call desk 5-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0238861115 JPY Call desk Call desk 6-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0306849158 JPY Call desk Call desk 6-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0338525099 USD Call desk Call desk 7-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0352110554 USD Call desk Call desk 7-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0373609378 ILS Call desk Call desk 8-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0280904714 EUR Call desk Call desk 9-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0293784871 EUR Call desk Call desk 9-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0308982650 SGD Call desk Call desk 9-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0240010248 EUR Call desk Call desk 11-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0281423235 USD Call desk Call desk 12-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0309364262 USD Call desk Call desk 12-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0310309785 USD Call desk Call desk 12-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0324461838 USD Call desk Call desk 12-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0338765133 HKD Call desk Call desk 12-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0338801623 USD Call desk Call desk 12-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0339221912 HKD Call desk Call desk 12-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0367651782 CHF Call desk Call desk 12-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0280903740 JPY Call desk Call desk 13-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0304635286 CZK Call desk Call desk 13-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0308527612 AUD Call desk Call desk 13-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0338685299 EUR Call desk Call desk 14-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0339762162 USD Call desk Call desk 14-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0281959311 EUR Call desk Call desk 16-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0338846057 USD Call desk Call desk 16-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0338846131 USD Call desk Call desk 16-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0339760117 USD Call desk Call desk 16-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0281953207 HKD Call desk Call desk 19-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0281969112 HKD Call desk Call desk 19-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0281980432 EUR Call desk Call desk 19-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0282034460 EUR Call desk Call desk 19-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0281979269 USD Call desk Call desk 20-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0271893694 EUR Call desk Call desk 22-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0282579290 JPY Call desk Call desk 22-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0339560889 USD Call desk Call desk 22-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0340114353 USD Call desk Call desk 22-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0341733110 HKD Call desk Call desk 22-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0340113629 USD Call desk Call desk 23-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0340648145 USD Call desk Call desk 23-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0340348852 USD Call desk Call desk 25-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0340349074 USD Call desk Call desk 25-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0342144416 USD Call desk Call desk 25-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0282763035 USD Call desk Call desk 26-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0282764199 USD Call desk Call desk 26-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0283189016 USD Call desk Call desk 26-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0283189875 USD Call desk Call desk 26-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0311755697 JPY Call desk Call desk 26-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0340649036 USD Call desk Call desk 26-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0341175866 USD Call desk Call desk 26-Jan-2009

Page 18: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0341731338 USD Call desk Call desk 28-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0342399754 USD Call desk Call desk 29-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0342989554 USD Call desk Call desk 29-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0283944899 EUR Call desk Call desk 30-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0284490629 USD Call desk Call desk 30-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0342399598 USD Call desk Call desk 30-Jan-2009

Lehman Brothers Treasury Co. B.V. XS0284084802 USD Call desk Call desk 2-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0341731767 USD Call desk Call desk 2-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0343799044 USD Call desk Call desk 2-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0284731840 GBP Call desk Call desk 5-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0344102164 HKD Call desk Call desk 6-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0313893215 EUR Call desk Call desk 7-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0123410838 EUR Call desk Call desk 9-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0185349916 EUR Call desk Call desk 9-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0285457114 USD Call desk Call desk 9-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0285460845 HKD Call desk Call desk 9-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0339537804 USD Call desk Call desk 9-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0161241681 EUR Call desk Call desk 10-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0243990446 JPY Call desk Call desk 10-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0314479337 USD Call desk Call desk 10-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0315548700 JPY Call desk Call desk 10-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0315559061 USD Call desk Call desk 10-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0345814874 HKD Call desk Call desk 11-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0381855518 USD Call desk Call desk 11-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0285759121 EUR Call desk Call desk 12-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0345278062 USD Call desk Call desk 12-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0369868590 HKD Call desk Call desk 12-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0343590831 USD Call desk Call desk 13-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0343590914 HKD Call desk Call desk 13-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0285837455 USD Call desk Call desk 14-Feb-2009

Lehman Brothers Treasury Co. B.V. CH0036891106 CHF Call desk Call desk 16-Feb-2009

Lehman Brothers Treasury Co. B.V. CH0036891114 CHF Call desk Call desk 16-Feb-2009

Lehman Brothers Treasury Co. B.V. CH0036891122 CHF Call desk Call desk 16-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0242973906 JPY Call desk Call desk 16-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0284882114 EUR Call desk Call desk 16-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0345791999 USD Call desk Call desk 16-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0160491584 EUR Call desk Call desk 17-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0243988978 JPY Call desk Call desk 17-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0286242390 USD Call desk Call desk 17-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0316388445 USD Call desk Call desk 17-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0316405637 USD Call desk Call desk 17-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0347451618 USD Call desk Call desk 17-Feb-2009

Lehman Brothers Treasury Co. B.V. US52519VAW63 USD Call desk Call desk 19-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0286778476 EUR Call desk Call desk 19-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0344101356 USD Call desk Call desk 19-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0344101513 HKD Call desk Call desk 19-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0186852728 USD Call desk Call desk 20-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0198737735 USD Call desk Call desk 20-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0161241418 EUR Call desk Call desk 21-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0162196140 EUR Call desk Call desk 21-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0286994099 USD Call desk Call desk 23-Feb-2009

Page 19: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0287237761 USD Call desk Call desk 23-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0287869050 USD Call desk Call desk 23-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0315799709 USD Call desk Call desk 23-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0348324988 HKD Call desk Call desk 23-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0348406876 USD Call desk Call desk 23-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0244568035 JPY Call desk Call desk 24-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0347383274 USD Call desk Call desk 25-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0348919746 AUD Call desk Call desk 25-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0384213871 HKD Call desk Call desk 25-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0346438145 HKD Call desk Call desk 26-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0346438228 USD Call desk Call desk 26-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0349154152 USD Call desk Call desk 26-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0288138729 CHF Call desk Call desk 27-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0161760441 EUR Call desk Call desk 28-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0163036071 EUR Call desk Call desk 28-Feb-2009

Lehman Brothers Treasury Co. B.V. XS0288569972 USD Call desk Call desk 2-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0288760761 EUR Call desk Call desk 2-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0288802605 USD Call desk Call desk 2-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0348407411 HKD Call desk Call desk 2-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0245046544 EUR Call desk Call desk 3-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0289701962 USD Call desk Call desk 3-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0349856343 USD Call desk Call desk 4-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0349511872 USD Call desk Call desk 5-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0349512094 HKD Call desk Call desk 5-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0349512250 HKD Call desk Call desk 5-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0351201651 HKD Call desk Call desk 6-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0213629487 EUR Call desk Call desk 9-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0245637748 JPY Call desk Call desk 9-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0289723263 EUR Call desk Call desk 9-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0289748682 GBP Call desk Call desk 9-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0350571377 USD Call desk Call desk 11-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0351506257 SGD Call desk Call desk 11-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0124186981 EUR Call desk Call desk 12-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0124187104 USD Call desk Call desk 12-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0188371024 USD Call desk Call desk 12-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0349550771 USD Call desk Call desk 12-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0350119359 HKD Call desk Call desk 12-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0352912371 USD Call desk Call desk 12-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0162150071 EUR Call desk Call desk 13-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0290363497 JPY Call desk Call desk 13-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0352088875 CHF Call desk Call desk 13-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0312058752 USD Call desk Call desk 14-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0354225954 USD Call desk Call desk 14-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0286128771 USD Call desk Call desk 15-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0286129159 EUR Call desk Call desk 15-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0246674138 JPY Call desk Call desk 16-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0290557692 USD Call desk Call desk 16-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0290694925 USD Call desk Call desk 16-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0352089410 USD Call desk Call desk 18-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0246862998 JPY Call desk Call desk 19-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0247650087 JPY Call desk Call desk 19-Mar-2009

Page 20: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0291396959 EUR Call desk Call desk 19-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0242396249 USD Call desk Call desk 20-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0237611495 JPY Call desk Call desk 23-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0247651721 JPY Call desk Call desk 23-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0291251808 JPY Call desk Call desk 23-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0291974664 USD Call desk Call desk 23-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0292198420 EUR Call desk Call desk 23-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0351359368 HKD Call desk Call desk 23-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0351359442 USD Call desk Call desk 23-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0175976983 USD Call desk Call desk 24-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0214408840 EUR Call desk Call desk 24-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0248497595 AUD Call desk Call desk 24-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0353258832 USD Call desk Call desk 24-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0143892023 USD Call desk Call desk 25-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0353507212 USD Call desk Call desk 25-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0125538974 USD Call desk Call desk 26-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0125559111 EUR Call desk Call desk 26-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0144646386 USD Call desk Call desk 26-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0247757049 JPY Call desk Call desk 26-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0292337309 USD Call desk Call desk 26-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0353875528 USD Call desk Call desk 26-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0353875791 USD Call desk Call desk 26-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0246082043 EUR Call desk Call desk 27-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0163560690 EUR Call desk Call desk 28-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0354643016 USD Call desk Call desk 28-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0354645227 USD Call desk Call desk 28-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0249400044 USD Call desk Call desk 30-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0293664461 USD Call desk Call desk 30-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0354310046 USD Call desk Call desk 30-Mar-2009

Lehman Brothers Treasury Co. B.V. XS0125559467 EUR Call desk Call desk 4-Apr-2009

Lehman Brothers Treasury Co. B.V. XS0248302845 USD Call desk Call desk 6-Apr-2009

Lehman Brothers Treasury Co. B.V. XS0248499617 JPY Call desk Call desk 6-Apr-2009

Lehman Brothers Treasury Co. B.V. XS0249034603 JPY Call desk Call desk 6-Apr-2009

Lehman Brothers Treasury Co. B.V. XS0249435776 JPY Call desk Call desk 7-Apr-2009

Lehman Brothers Treasury Co. B.V. XS0249774711 CZK Call desk Call desk 7-Apr-2009

Lehman Brothers Treasury Co. B.V. XS0270249807 GBP Call desk Call desk 13-Apr-2009

Lehman Brothers Treasury Co. B.V. XS0248142894 EUR Call desk Call desk 14-Apr-2009

Lehman Brothers Treasury Co. B.V. XS0294244032 AUD Call desk Call desk 14-Apr-2009

Lehman Brothers Treasury Co. B.V. XS0294545156 GBP Call desk Call desk 14-Apr-2009

Lehman Brothers Treasury Co. B.V. XS0322153270 CHF Call desk Call desk 15-Apr-2009

Lehman Brothers Treasury Co. B.V. XS0295277684 USD Call desk Call desk 16-Apr-2009

Lehman Brothers Treasury Co. B.V. XS0295278146 HKD Call desk Call desk 16-Apr-2009

Lehman Brothers Treasury Co. B.V. XS0324983450 SGD Call desk Call desk 16-Apr-2009

Lehman Brothers Treasury Co. B.V. XS0295258627 CHF Call desk Call desk 17-Apr-2009

Lehman Brothers Treasury Co. B.V. XS0126892172 EUR Call desk Call desk 20-Apr-2009

Lehman Brothers Treasury Co. B.V. XS0251375233 USD Call desk Call desk 20-Apr-2009

Lehman Brothers Treasury Co. B.V. XS0281973148 USD Call desk Call desk 20-Apr-2009

Lehman Brothers Treasury Co. B.V. XS0326026068 SGD Call desk Call desk 23-Apr-2009

Lehman Brothers Treasury Co. B.V. XS0358410164 USD Call desk Call desk 23-Apr-2009

Lehman Brothers Treasury Co. B.V. XS0250113841 CHF Call desk Call desk 24-Apr-2009

Lehman Brothers Treasury Co. B.V. XS0358446275 USD Call desk Call desk 24-Apr-2009

Page 21: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0146656417 USD Call desk Call desk 26-Apr-2009

Lehman Brothers Treasury Co. B.V. XS0251658885 EUR Call desk Call desk 27-Apr-2009

Lehman Brothers Treasury Co. B.V. XS0296545576 GBP Call desk Call desk 27-Apr-2009

Lehman Brothers Treasury Co. B.V. XS0296792582 USD Call desk Call desk 27-Apr-2009

Lehman Brothers Treasury Co. B.V. XS0296830267 USD Call desk Call desk 27-Apr-2009

Lehman Brothers Treasury Co. B.V. XS0297918301 GBP Call desk Call desk 27-Apr-2009

Lehman Brothers Treasury Co. B.V. XS0326538120 SGD Call desk Call desk 27-Apr-2009

Lehman Brothers Treasury Co. B.V. XS0326608519 SGD Call desk Call desk 27-Apr-2009

Lehman Brothers Treasury Co. B.V. XS0246449440 USD Call desk Call desk 28-Apr-2009

Lehman Brothers Treasury Co. B.V. XS0251995709 JPY Call desk Call desk 28-Apr-2009

Lehman Brothers Treasury Co. B.V. XS0361039067 USD Call desk Call desk 29-Apr-2009

Lehman Brothers Treasury Co. B.V. XS0283951597 USD Call desk Call desk 30-Apr-2009

Lehman Brothers Treasury Co. B.V. XS0297127861 AUD Call desk Call desk 30-Apr-2009

Lehman Brothers Treasury Co. B.V. XS0325550472 CHF Call desk Call desk 30-Apr-2009

Lehman Brothers Treasury Co. B.V. XS0327261946 USD Call desk Call desk 30-Apr-2009

Lehman Brothers Treasury Co. B.V. XS0327465190 USD Call desk Call desk 30-Apr-2009

Lehman Brothers Treasury Co. B.V. XS0361471997 USD Call desk Call desk 30-Apr-2009

Lehman Brothers Treasury Co. B.V. XS0297515446 USD Call desk Call desk 1-May-2009

Lehman Brothers Treasury Co. B.V. XS0166737659 EUR Call desk Call desk 2-May-2009

Lehman Brothers Treasury Co. B.V. XS0126892255 EUR Call desk Call desk 4-May-2009

Lehman Brothers Treasury Co. B.V. XS0297908849 AUD Call desk Call desk 4-May-2009

Lehman Brothers Treasury Co. B.V. XS0297915117 AUD Call desk Call desk 4-May-2009

Lehman Brothers Treasury Co. B.V. XS0251416367 USD Call desk Call desk 5-May-2009

Lehman Brothers Treasury Co. B.V. XS0252767792 USD Call desk Call desk 5-May-2009

Lehman Brothers Treasury Co. B.V. XS0297490277 EUR Call desk Call desk 5-May-2009

Lehman Brothers Treasury Co. B.V. XS0297906801 GBP Call desk Call desk 5-May-2009

Lehman Brothers Treasury Co. B.V. XS0297907791 EUR Call desk Call desk 5-May-2009

Lehman Brothers Treasury Co. B.V. XS0298317347 EUR Call desk Call desk 5-May-2009

Lehman Brothers Treasury Co. B.V. XS0298318667 USD Call desk Call desk 5-May-2009

Lehman Brothers Treasury Co. B.V. XS0298437244 GBP Call desk Call desk 5-May-2009

Lehman Brothers Treasury Co. B.V. XS0298442160 USD Call desk Call desk 5-May-2009

Lehman Brothers Treasury Co. B.V. XS0362181934 USD Call desk Call desk 5-May-2009

Lehman Brothers Treasury Co. B.V. XS0328587679 USD Call desk Call desk 6-May-2009

Lehman Brothers Treasury Co. B.V. XS0362361593 HKD Call desk Call desk 6-May-2009

Lehman Brothers Treasury Co. B.V. XS0298614552 EUR Call desk Call desk 7-May-2009

Lehman Brothers Treasury Co. B.V. XS0298886556 USD Call desk Call desk 8-May-2009

Lehman Brothers Treasury Co. B.V. XS0298931956 GBP Call desk Call desk 8-May-2009

Lehman Brothers Treasury Co. B.V. XS0362182155 USD Call desk Call desk 8-May-2009

Lehman Brothers Treasury Co. B.V. XS0250879763 USD Call desk Call desk 10-May-2009

Lehman Brothers Treasury Co. B.V. XS0299411222 EUR Call desk Call desk 10-May-2009

Lehman Brothers Treasury Co. B.V. XS0298612697 AUD Call desk Call desk 11-May-2009

Lehman Brothers Treasury Co. B.V. XS0299369511 AUD Call desk Call desk 11-May-2009

Lehman Brothers Treasury Co. B.V. XS0299665249 USD Call desk Call desk 11-May-2009

Lehman Brothers Treasury Co. B.V. XS0300476214 HKD Call desk Call desk 11-May-2009

Lehman Brothers Treasury Co. B.V. XS0300516969 USD Call desk Call desk 11-May-2009

Lehman Brothers Treasury Co. B.V. XS0300878799 USD Call desk Call desk 11-May-2009

Lehman Brothers Treasury Co. B.V. XS0251909478 CHF Call desk Call desk 12-May-2009

Lehman Brothers Treasury Co. B.V. XS0251909635 CHF Call desk Call desk 12-May-2009

Lehman Brothers Treasury Co. B.V. XS0285864939 USD Call desk Call desk 12-May-2009

Lehman Brothers Treasury Co. B.V. XS0274127009 EUR Call desk Call desk 13-May-2009

Lehman Brothers Treasury Co. B.V. XS0329430044 USD Call desk Call desk 13-May-2009

Page 22: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0329714157 SGD Call desk Call desk 13-May-2009

Lehman Brothers Treasury Co. B.V. DE000A0TU1P4 USD Call desk Call desk 14-May-2009

Lehman Brothers Treasury Co. B.V. XS0297730847 CHF Call desk Call desk 14-May-2009

Lehman Brothers Treasury Co. B.V. XS0299661099 AUD Call desk Call desk 14-May-2009

Lehman Brothers Treasury Co. B.V. XS0329713423 AUD Call desk Call desk 14-May-2009

Lehman Brothers Treasury Co. B.V. XS0364226299 HKD Call desk Call desk 15-May-2009

Lehman Brothers Treasury Co. B.V. XS0362747353 USD Call desk Call desk 16-May-2009

Lehman Brothers Treasury Co. B.V. XS0364549112 USD Call desk Call desk 16-May-2009

Lehman Brothers Treasury Co. B.V. XS0253214646 JPY Call desk Call desk 18-May-2009

Lehman Brothers Treasury Co. B.V. XS0253612534 JPY Call desk Call desk 18-May-2009

Lehman Brothers Treasury Co. B.V. XS0299172725 USD Call desk Call desk 18-May-2009

Lehman Brothers Treasury Co. B.V. XS0300152070 EUR Call desk Call desk 18-May-2009

Lehman Brothers Treasury Co. B.V. XS0300153714 EUR Call desk Call desk 18-May-2009

Lehman Brothers Treasury Co. B.V. XS0300154365 USD Call desk Call desk 18-May-2009

Lehman Brothers Treasury Co. B.V. XS0300155099 EUR Call desk Call desk 18-May-2009

Lehman Brothers Treasury Co. B.V. XS0300339578 EUR Call desk Call desk 18-May-2009

Lehman Brothers Treasury Co. B.V. XS0300349296 AUD Call desk Call desk 18-May-2009

Lehman Brothers Treasury Co. B.V. XS0300349452 GBP Call desk Call desk 18-May-2009

Lehman Brothers Treasury Co. B.V. XS0300349882 USD Call desk Call desk 18-May-2009

Lehman Brothers Treasury Co. B.V. XS0300350203 SGD Call desk Call desk 18-May-2009

Lehman Brothers Treasury Co. B.V. XS0300350625 USD Call desk Call desk 18-May-2009

Lehman Brothers Treasury Co. B.V. XS0300351193 AUD Call desk Call desk 18-May-2009

Lehman Brothers Treasury Co. B.V. XS0300663167 USD Call desk Call desk 18-May-2009

Lehman Brothers Treasury Co. B.V. XS0300691457 AUD Call desk Call desk 18-May-2009

Lehman Brothers Treasury Co. B.V. XS0361915621 HKD Call desk Call desk 18-May-2009

Lehman Brothers Treasury Co. B.V. XS0361915894 USD Call desk Call desk 18-May-2009

Lehman Brothers Treasury Co. B.V. XS0192355302 USD Call desk Call desk 19-May-2009

Lehman Brothers Treasury Co. B.V. XS0216280932 EUR Call desk Call desk 20-May-2009

Lehman Brothers Treasury Co. B.V. XS0363707265 USD Call desk Call desk 20-May-2009

Lehman Brothers Treasury Co. B.V. XS0363707349 USD Call desk Call desk 20-May-2009

Lehman Brothers Treasury Co. B.V. XS0300661542 JPY Call desk Call desk 21-May-2009

Lehman Brothers Treasury Co. B.V. XS0300662607 EUR Call desk Call desk 21-May-2009

Lehman Brothers Treasury Co. B.V. XS0362745498 USD Call desk Call desk 21-May-2009

Lehman Brothers Treasury Co. B.V. XS0362745571 HKD Call desk Call desk 21-May-2009

Lehman Brothers Treasury Co. B.V. XS0365348936 MXN Call desk Call desk 21-May-2009

Lehman Brothers Treasury Co. B.V. XS0254466153 USD Call desk Call desk 22-May-2009

Lehman Brothers Treasury Co. B.V. XS0363956722 USD Call desk Call desk 22-May-2009

Lehman Brothers Treasury Co. B.V. XS0363956995 USD Call desk Call desk 22-May-2009

Lehman Brothers Treasury Co. B.V. XS0331533256 USD Call desk Call desk 23-May-2009

Lehman Brothers Treasury Co. B.V. XS0365855526 USD Call desk Call desk 23-May-2009

Lehman Brothers Treasury Co. B.V. XS0254853947 EUR Call desk Call desk 24-May-2009

Lehman Brothers Treasury Co. B.V. XS0364742469 USD Call desk Call desk 25-May-2009

Lehman Brothers Treasury Co. B.V. XS0253717986 USD Call desk Call desk 26-May-2009

Lehman Brothers Treasury Co. B.V. XS0254532046 USD Call desk Call desk 26-May-2009

Lehman Brothers Treasury Co. B.V. XS0300152666 EUR Call desk Call desk 26-May-2009

Lehman Brothers Treasury Co. B.V. XS0301128061 USD Call desk Call desk 26-May-2009

Lehman Brothers Treasury Co. B.V. XS0301129036 USD Call desk Call desk 26-May-2009

Lehman Brothers Treasury Co. B.V. XS0301129549 EUR Call desk Call desk 26-May-2009

Lehman Brothers Treasury Co. B.V. XS0301130554 EUR Call desk Call desk 26-May-2009

Lehman Brothers Treasury Co. B.V. XS0301337225 USD Call desk Call desk 26-May-2009

Lehman Brothers Treasury Co. B.V. XS0301340872 EUR Call desk Call desk 26-May-2009

Page 23: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0301567227 USD Call desk Call desk 26-May-2009

Lehman Brothers Treasury Co. B.V. XS0301568977 USD Call desk Call desk 26-May-2009

Lehman Brothers Treasury Co. B.V. XS0331399773 USD Call desk Call desk 26-May-2009

Lehman Brothers Treasury Co. B.V. XS0363206722 HKD Call desk Call desk 26-May-2009

Lehman Brothers Treasury Co. B.V. XS0363206995 USD Call desk Call desk 26-May-2009

Lehman Brothers Treasury Co. B.V. XS0301130711 USD Call desk Call desk 27-May-2009

Lehman Brothers Treasury Co. B.V. XS0301336417 HKD Call desk Call desk 27-May-2009

Lehman Brothers Treasury Co. B.V. XS0328873681 CHF Call desk Call desk 27-May-2009

Lehman Brothers Treasury Co. B.V. XS0364868058 USD Call desk Call desk 27-May-2009

Lehman Brothers Treasury Co. B.V. XS0365916252 USD Call desk Call desk 27-May-2009

Lehman Brothers Treasury Co. B.V. XS0193227260 JPY Call desk Call desk 28-May-2009

Lehman Brothers Treasury Co. B.V. XS0301956396 AUD Call desk Call desk 28-May-2009

Lehman Brothers Treasury Co. B.V. XS0366314226 USD Call desk Call desk 28-May-2009

Lehman Brothers Treasury Co. B.V. XS0366401031 USD Call desk Call desk 28-May-2009

Lehman Brothers Treasury Co. B.V. XS0169124509 EUR Call desk Call desk 29-May-2009

Lehman Brothers Treasury Co. B.V. XS0203544027 EUR Call desk Call desk 29-May-2009

Lehman Brothers Treasury Co. B.V. XS0301958178 USD Call desk Call desk 29-May-2009

Lehman Brothers Treasury Co. B.V. XS0302043012 EUR Call desk Call desk 29-May-2009

Lehman Brothers Treasury Co. B.V. XS0302115372 USD Call desk Call desk 29-May-2009

Lehman Brothers Treasury Co. B.V. XS0302117311 USD Call desk Call desk 29-May-2009

Lehman Brothers Treasury Co. B.V. XS0302280499 USD Call desk Call desk 29-May-2009

Lehman Brothers Treasury Co. B.V. XS0302285290 USD Call desk Call desk 29-May-2009

Lehman Brothers Treasury Co. B.V. XS0332612505 USD Call desk Call desk 29-May-2009

Lehman Brothers Treasury Co. B.V. XS0366475076 HKD Call desk Call desk 29-May-2009

Lehman Brothers Treasury Co. B.V. XS0366668464 USD Call desk Call desk 29-May-2009

Lehman Brothers Treasury Co. B.V. XS0366668548 USD Call desk Call desk 29-May-2009

Lehman Brothers Treasury Co. B.V. XS0366859485 USD Call desk Call desk 29-May-2009

Lehman Brothers Treasury Co. B.V. XS0366879913 USD Call desk Call desk 30-May-2009

Lehman Brothers Treasury Co. B.V. XS0366880176 USD Call desk Call desk 30-May-2009

Lehman Brothers Treasury Co. B.V. XS0128700274 EUR Call desk Call desk 31-May-2009

Lehman Brothers Treasury Co. B.V. XS0251195847 GBP Call desk Call desk 1-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0253634850 EUR Call desk Call desk 1-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0253635154 USD Call desk Call desk 1-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0276154738 USD Call desk Call desk 1-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0302370308 USD Call desk Call desk 1-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0302370720 USD Call desk Call desk 1-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0302371538 USD Call desk Call desk 1-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0302504948 EUR Call desk Call desk 1-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0302669196 EUR Call desk Call desk 1-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0302669519 EUR Call desk Call desk 1-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0365870756 USD Call desk Call desk 1-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0365915791 USD Call desk Call desk 2-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0366065687 USD Call desk Call desk 2-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0366074242 USD Call desk Call desk 2-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0364513514 HKD Call desk Call desk 3-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0364513860 USD Call desk Call desk 3-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0366125507 USD Call desk Call desk 3-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0366300357 USD Call desk Call desk 3-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0367878997 HKD Call desk Call desk 3-Jun-2009

Lehman Brothers Treasury Co. B.V. CH0039308652 CHF Call desk Call desk 4-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0302821755 AUD Call desk Call desk 4-Jun-2009

Page 24: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0302906077 USD Call desk Call desk 4-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0366918240 USD Call desk Call desk 4-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0366986593 USD Call desk Call desk 4-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0252899512 EUR Call desk Call desk 5-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0255671967 JPY Call desk Call desk 5-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0303172117 USD Call desk Call desk 5-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0303178825 AUD Call desk Call desk 5-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0365038586 USD Call desk Call desk 5-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0365048387 HKD Call desk Call desk 5-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0366859055 ILS Call desk Call desk 5-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0366859642 USD Call desk Call desk 5-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0302668545 EUR Call desk Call desk 8-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0303759632 USD Call desk Call desk 8-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0367878567 USD Call desk Call desk 8-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0368588777 HKD Call desk Call desk 8-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0368988522 USD Call desk Call desk 8-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0254780611 USD Call desk Call desk 10-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0367878641 USD Call desk Call desk 10-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0303865074 USD Call desk Call desk 11-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0366385085 JPY Call desk Call desk 11-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0369514947 USD Call desk Call desk 11-Jun-2009

Lehman Brothers Treasury Co. B.V. CH0039308694 USD Call desk Call desk 12-Jun-2009

Lehman Brothers Treasury Co. B.V. CH0039308710 USD Call desk Call desk 12-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0303864184 AUD Call desk Call desk 12-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0304471070 USD Call desk Call desk 12-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0256313239 JPY Call desk Call desk 15-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0278222236 EUR Call desk Call desk 15-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0304472474 GBP Call desk Call desk 15-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0304473019 AUD Call desk Call desk 15-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0304565723 USD Call desk Call desk 15-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0305158031 AUD Call desk Call desk 15-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0334693818 USD Call desk Call desk 15-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0366986163 HKD Call desk Call desk 15-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0366986676 HKD Call desk Call desk 15-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0366986833 USD Call desk Call desk 15-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0368588421 HKD Call desk Call desk 15-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0194346135 JPY Call desk Call desk 16-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0256934000 EUR Call desk Call desk 16-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0257807288 EUR Call desk Call desk 16-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0257807874 USD Call desk Call desk 16-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0368366018 JPY Call desk Call desk 16-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0368366109 JPY Call desk Call desk 16-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0368366281 JPY Call desk Call desk 16-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0368574637 JPY Call desk Call desk 16-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0368587969 JPY Call desk Call desk 16-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0368574710 JPY Call desk Call desk 17-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0368575527 JPY Call desk Call desk 17-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0368586482 JPY Call desk Call desk 17-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0368586722 JPY Call desk Call desk 17-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0368587456 JPY Call desk Call desk 17-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0368587613 JPY Call desk Call desk 17-Jun-2009

Page 25: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0368588181 JPY Call desk Call desk 17-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0369337711 USD Call desk Call desk 17-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0305084591 USD Call desk Call desk 18-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0305098971 USD Call desk Call desk 18-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0305099359 GBP Call desk Call desk 18-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0305099789 EUR Call desk Call desk 18-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0305100389 EUR Call desk Call desk 18-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0305100892 EUR Call desk Call desk 18-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0368800669 JPY Call desk Call desk 18-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0368995907 JPY Call desk Call desk 18-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0369674550 USD Call desk Call desk 18-Jun-2009

Lehman Brothers Treasury Co. B.V. DE000A0SG1R9 EUR Call desk Call desk 19-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0305438151 EUR Call desk Call desk 19-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0305438821 USD Call desk Call desk 19-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0368995220 JPY Call desk Call desk 19-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0368995493 JPY Call desk Call desk 19-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0368995659 JPY Call desk Call desk 19-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0368996038 JPY Call desk Call desk 19-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0368996111 JPY Call desk Call desk 19-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0257593037 JPY Call desk Call desk 20-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0279202682 EUR Call desk Call desk 20-Jun-2009

Lehman Brothers Treasury Co. B.V. DE000A0S7D50 EUR Call desk Call desk 22-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0305627043 USD Call desk Call desk 22-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0305886227 HKD Call desk Call desk 22-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0306153015 USD Call desk Call desk 22-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0306693127 USD Call desk Call desk 22-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0323353499 EUR Call desk Call desk 22-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0368700281 HKD Call desk Call desk 22-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0368751433 USD Call desk Call desk 22-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0370358151 USD Call desk Call desk 22-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0168797032 EUR Call desk Call desk 23-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0369744353 JPY Call desk Call desk 23-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0369744601 JPY Call desk Call desk 23-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0369744783 JPY Call desk Call desk 23-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0369744866 JPY Call desk Call desk 23-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0182881093 USD Call desk Call desk 24-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0336414940 SGD Call desk Call desk 24-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0336415327 SGD Call desk Call desk 24-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0369192991 USD Call desk Call desk 24-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0369744510 JPY Call desk Call desk 24-Jun-2009

Lehman Brothers Treasury Co. B.V. DE000A0WDDE2 USD Call desk Call desk 25-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0369515084 HKD Call desk Call desk 25-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0369545313 USD Call desk Call desk 25-Jun-2009

Lehman Brothers Treasury Co. B.V. DE000A0S2A33 EUR Call desk Call desk 26-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0304156986 USD Call desk Call desk 26-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0336616577 USD Call desk Call desk 26-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0129914874 EUR Call desk Call desk 28-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0257988484 EUR Call desk Call desk 28-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0337407943 USD Call desk Call desk 28-Jun-2009

Lehman Brothers Treasury Co. B.V. US52521XAB47 USD Call desk Call desk 29-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0258782720 EUR Call desk Call desk 29-Jun-2009

Page 26: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0259010022 USD Call desk Call desk 29-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0305949595 USD Call desk Call desk 29-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0307093491 AUD Call desk Call desk 29-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0307264050 USD Call desk Call desk 29-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0307616937 USD Call desk Call desk 29-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0308389807 USD Call desk Call desk 29-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0337408248 USD Call desk Call desk 29-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0370386442 USD Call desk Call desk 29-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0370386954 HKD Call desk Call desk 29-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0258047165 USD Call desk Call desk 30-Jun-2009

Lehman Brothers Treasury Co. B.V. XS0307616424 EUR Call desk Call desk 2-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0256368308 USD Call desk Call desk 3-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0257595834 JPY Call desk Call desk 3-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0307153493 USD Call desk Call desk 6-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0308098663 USD Call desk Call desk 6-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0308099125 USD Call desk Call desk 6-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0308100402 USD Call desk Call desk 6-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0308102283 AUD Call desk Call desk 6-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0308274140 USD Call desk Call desk 6-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0308390052 USD Call desk Call desk 6-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0308390722 USD Call desk Call desk 6-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0308588838 USD Call desk Call desk 6-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0338526576 USD Call desk Call desk 7-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0338676033 USD Call desk Call desk 7-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0372820737 JPY Call desk Call desk 7-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0372820810 JPY Call desk Call desk 7-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0287032790 EUR Call desk Call desk 9-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0308734242 EUR Call desk Call desk 9-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0308734911 USD Call desk Call desk 9-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0373590685 JPY Call desk Call desk 9-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0257101856 EUR Call desk Call desk 10-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0259811114 EUR Call desk Call desk 10-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0308937514 JPY Call desk Call desk 10-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0308970994 USD Call desk Call desk 10-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0308971539 EUR Call desk Call desk 10-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0308973311 USD Call desk Call desk 10-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0374132677 HKD Call desk Call desk 10-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0374132750 HKD Call desk Call desk 10-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0309436862 EUR Call desk Call desk 13-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0309813839 USD Call desk Call desk 13-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0310083950 AUD Call desk Call desk 13-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0258947745 EUR Call desk Call desk 14-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0259664653 JPY Call desk Call desk 14-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0259959962 USD Call desk Call desk 14-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0260769434 USD Call desk Call desk 14-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0260770010 EUR Call desk Call desk 14-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0373776433 JPY Call desk Call desk 14-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0373826808 JPY Call desk Call desk 14-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0374643509 JPY Call desk Call desk 14-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0151487054 EUR Call desk Call desk 15-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0374643764 JPY Call desk Call desk 15-Jul-2009

Page 27: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0303539273 USD Call desk Call desk 16-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0306096628 GBP Call desk Call desk 16-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0310084339 EUR Call desk Call desk 17-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0310085575 EUR Call desk Call desk 17-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0310085815 USD Call desk Call desk 17-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0339222308 USD Call desk Call desk 17-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0339532755 AUD Call desk Call desk 18-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0308269819 EUR Call desk Call desk 20-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0310476766 SGD Call desk Call desk 20-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0310486641 USD Call desk Call desk 20-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0310793905 USD Call desk Call desk 20-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0310414908 JPY Call desk Call desk 21-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0310487292 JPY Call desk Call desk 21-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0331566181 USD Call desk Call desk 21-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0223590612 CHF Call desk Call desk 22-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0375919718 JPY Call desk Call desk 22-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0172402421 USD Call desk Call desk 23-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0311179252 USD Call desk Call desk 23-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0311484561 USD Call desk Call desk 23-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0376340344 JPY Call desk Call desk 23-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0376340690 JPY Call desk Call desk 23-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0376340930 JPY Call desk Call desk 23-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0376779657 JPY Call desk Call desk 23-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0376779814 JPY Call desk Call desk 23-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0376779905 JPY Call desk Call desk 23-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0311479488 JPY Call desk Call desk 24-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0311482193 EUR Call desk Call desk 24-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0311486269 USD Call desk Call desk 24-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0131585845 EUR Call desk Call desk 26-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0260445530 CHF Call desk Call desk 26-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0310125546 EUR Call desk Call desk 26-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0311740582 AUD Call desk Call desk 27-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0311853195 USD Call desk Call desk 27-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0312172298 USD Call desk Call desk 27-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0312194854 USD Call desk Call desk 27-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0312428609 AUD Call desk Call desk 27-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0312435729 USD Call desk Call desk 27-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0340756898 USD Call desk Call desk 28-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0336151088 EUR Call desk Call desk 29-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0312427460 USD Call desk Call desk 30-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0312461642 USD Call desk Call desk 30-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0312723272 AUD Call desk Call desk 30-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0342399325 USD Call desk Call desk 30-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0241762748 USD Call desk Call desk 31-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0261032238 CHF Call desk Call desk 31-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0284114567 EUR Call desk Call desk 31-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0312723603 USD Call desk Call desk 31-Jul-2009

Lehman Brothers Treasury Co. B.V. XS0344835078 USD Call desk Call desk 5-Aug-2009

Lehman Brothers Treasury Co. B.V. XS0344884019 USD Call desk Call desk 5-Aug-2009

Lehman Brothers Treasury Co. B.V. XS0380728112 AUD Call desk Call desk 5-Aug-2009

Lehman Brothers Treasury Co. B.V. XS0262696874 GBP Call desk Call desk 7-Aug-2009

Page 28: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0313789074 USD Call desk Call desk 7-Aug-2009

Lehman Brothers Treasury Co. B.V. XS0313791567 USD Call desk Call desk 7-Aug-2009

Lehman Brothers Treasury Co. B.V. XS0263098674 JPY Call desk Call desk 10-Aug-2009

Lehman Brothers Treasury Co. B.V. XS0273587302 USD Call desk Call desk 10-Aug-2009

Lehman Brothers Treasury Co. B.V. XS0314157644 USD Call desk Call desk 10-Aug-2009

Lehman Brothers Treasury Co. B.V. XS0314391672 USD Call desk Call desk 10-Aug-2009

Lehman Brothers Treasury Co. B.V. XS0314392647 JPY Call desk Call desk 10-Aug-2009

Lehman Brothers Treasury Co. B.V. XS0314578310 AUD Call desk Call desk 10-Aug-2009

Lehman Brothers Treasury Co. B.V. XS0262163206 USD Call desk Call desk 14-Aug-2009

Lehman Brothers Treasury Co. B.V. XS0309306651 USD Call desk Call desk 14-Aug-2009

Lehman Brothers Treasury Co. B.V. XS0309307113 GBP Call desk Call desk 14-Aug-2009

Lehman Brothers Treasury Co. B.V. XS0265524438 USD Call desk Call desk 15-Aug-2009

Lehman Brothers Treasury Co. B.V. XS0315549690 JPY Call desk Call desk 17-Aug-2009

Lehman Brothers Treasury Co. B.V. XS0264209387 CHF Call desk Call desk 18-Aug-2009

Lehman Brothers Treasury Co. B.V. XS0264242321 EUR Call desk Call desk 18-Aug-2009

Lehman Brothers Treasury Co. B.V. XS0383779906 HKD Call desk Call desk 19-Aug-2009

Lehman Brothers Treasury Co. B.V. XS0383013066 USD Call desk Call desk 21-Aug-2009

Lehman Brothers Treasury Co. B.V. XS0262353831 EUR Call desk Call desk 22-Aug-2009

Lehman Brothers Treasury Co. B.V. XS0317359478 USD Call desk Call desk 23-Aug-2009

Lehman Brothers Treasury Co. B.V. XS0275453438 GBP Call desk Call desk 24-Aug-2009

Lehman Brothers Treasury Co. B.V. XS0315257484 GBP Call desk Call desk 24-Aug-2009

Lehman Brothers Treasury Co. B.V. XS0316455061 USD Call desk Call desk 24-Aug-2009

Lehman Brothers Treasury Co. B.V. XS0316826733 AUD Call desk Call desk 24-Aug-2009

Lehman Brothers Treasury Co. B.V. XS0316829166 JPY Call desk Call desk 24-Aug-2009

Lehman Brothers Treasury Co. B.V. XS0316992154 USD Call desk Call desk 24-Aug-2009

Lehman Brothers Treasury Co. B.V. XS0384213954 USD Call desk Call desk 25-Aug-2009

Lehman Brothers Treasury Co. B.V. XS0382589074 USD Call desk Call desk 26-Aug-2009

Lehman Brothers Treasury Co. B.V. XS0316992824 USD Call desk Call desk 27-Aug-2009

Lehman Brothers Treasury Co. B.V. XS0317181716 EUR Call desk Call desk 27-Aug-2009

Lehman Brothers Treasury Co. B.V. XS0263871674 EUR Call desk Call desk 28-Aug-2009

Lehman Brothers Treasury Co. B.V. XS0278450027 EUR Call desk Call desk 28-Aug-2009

Lehman Brothers Treasury Co. B.V. XS0317366689 GBP Call desk Call desk 28-Aug-2009

Lehman Brothers Treasury Co. B.V. XS0317417003 USD Call desk Call desk 28-Aug-2009

Lehman Brothers Treasury Co. B.V. XS0348936914 EUR Call desk Call desk 28-Aug-2009

Lehman Brothers Treasury Co. B.V. XS0226380334 CHF Call desk Call desk 30-Aug-2009

Lehman Brothers Treasury Co. B.V. XS0264994459 EUR Call desk Call desk 31-Aug-2009

Lehman Brothers Treasury Co. B.V. XS0317742335 JPY Call desk Call desk 1-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0317744380 USD Call desk Call desk 1-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0264195222 USD Call desk Call desk 4-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0314889154 USD Call desk Call desk 4-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0265627751 CHF Call desk Call desk 7-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0302510911 GBP Call desk Call desk 7-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0266551299 JPY Call desk Call desk 8-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0288704264 USD Call desk Call desk 9-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0384062211 JPY Call desk Call desk 10-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0200454188 USD Call desk Call desk 11-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0319000260 JPY Call desk Call desk 11-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0319632575 AUD Call desk Call desk 12-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0319632732 AUD Call desk Call desk 12-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0346438061 USD Call desk Call desk 12-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0260341911 GBP Call desk Call desk 14-Sep-2009

Page 29: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0266686897 JPY Call desk Call desk 14-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0266698801 JPY Call desk Call desk 14-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0266901700 JPY Call desk Call desk 14-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0319612114 USD Call desk Call desk 14-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0319740626 USD Call desk Call desk 14-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0320033110 USD Call desk Call desk 14-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0320102295 AUD Call desk Call desk 14-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0267045705 JPY Call desk Call desk 15-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0289550658 SGD Call desk Call desk 16-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0320520884 USD Call desk Call desk 18-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0320521007 USD Call desk Call desk 18-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0197481897 USD Call desk Call desk 20-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0200049590 USD Call desk Call desk 20-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0201733945 USD Call desk Call desk 20-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0320744724 USD Call desk Call desk 21-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0320745028 AUD Call desk Call desk 21-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0321101007 USD Call desk Call desk 21-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0321712738 HKD Call desk Call desk 21-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0321795840 AUD Call desk Call desk 21-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0349857317 USD Call desk Call desk 22-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0176801537 EUR Call desk Call desk 25-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0189451346 USD Call desk Call desk 25-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0267329307 CHF Call desk Call desk 25-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0321495532 USD Call desk Call desk 25-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0353823130 USD Call desk Call desk 25-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0320876120 USD Call desk Call desk 28-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0321794280 AUD Call desk Call desk 28-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0321980582 USD Call desk Call desk 28-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0322030437 USD Call desk Call desk 28-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0322030940 AUD Call desk Call desk 28-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0322467886 USD Call desk Call desk 28-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0322467969 AUD Call desk Call desk 28-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0322468777 AUD Call desk Call desk 28-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0322498923 HKD Call desk Call desk 28-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0267059755 EUR Call desk Call desk 29-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0200265709 CHF Call desk Call desk 30-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0270184244 USD Call desk Call desk 30-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0293138813 EUR Call desk Call desk 30-Sep-2009

Lehman Brothers Treasury Co. B.V. XS0322470088 USD Call desk Call desk 1-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0322468850 USD Call desk Call desk 2-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0136264214 EUR Call desk Call desk 5-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0266486025 USD Call desk Call desk 5-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0266544831 EUR Call desk Call desk 5-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0268238622 JPY Call desk Call desk 5-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0268244356 JPY Call desk Call desk 5-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0269787858 USD Call desk Call desk 5-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0294545669 USD Call desk Call desk 5-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0319273404 USD Call desk Call desk 5-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0320337685 GBP Call desk Call desk 5-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0323081801 USD Call desk Call desk 5-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0269092366 GBP Call desk Call desk 6-Oct-2009

Page 30: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0323634823 AUD Call desk Call desk 6-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0323635473 AUD Call desk Call desk 6-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0323635713 AUD Call desk Call desk 6-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0324187839 AUD Call desk Call desk 6-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0306772426 USD Call desk Call desk 8-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0323881671 USD Call desk Call desk 9-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0323881754 AUD Call desk Call desk 9-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0323882216 SGD Call desk Call desk 9-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0352062565 CZK Call desk Call desk 9-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0325385259 USD Call desk Call desk 11-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0325385333 USD Call desk Call desk 11-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0324356376 EUR Call desk Call desk 12-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0324461911 AUD Call desk Call desk 12-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0324462133 AUD Call desk Call desk 12-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0323634666 USD Call desk Call desk 13-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0324461671 USD Call desk Call desk 13-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0324464345 USD Call desk Call desk 13-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0324476943 USD Call desk Call desk 13-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0356443852 AUD Call desk Call desk 14-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0324983963 AUD Call desk Call desk 15-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0324984185 AUD Call desk Call desk 15-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0324844256 USD Call desk Call desk 16-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0325080900 USD Call desk Call desk 16-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0325081460 USD Call desk Call desk 16-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0269866306 JPY Call desk Call desk 19-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0270233397 JPY Call desk Call desk 19-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0270986499 GBP Call desk Call desk 19-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0323535418 USD Call desk Call desk 19-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0325197845 USD Call desk Call desk 19-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0325476215 EUR Call desk Call desk 19-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0325557212 USD Call desk Call desk 19-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0325784204 USD Call desk Call desk 19-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0325784626 GBP Call desk Call desk 19-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0325786167 USD Call desk Call desk 19-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0325786084 HKD Call desk Call desk 22-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0325786324 USD Call desk Call desk 22-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0325841368 USD Call desk Call desk 22-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0325886389 USD Call desk Call desk 23-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0325886462 USD Call desk Call desk 23-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0325886546 USD Call desk Call desk 23-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0326025847 USD Call desk Call desk 23-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0326025920 USD Call desk Call desk 23-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0326026225 USD Call desk Call desk 23-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0326026498 HKD Call desk Call desk 23-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0326486734 AUD Call desk Call desk 23-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0326482402 USD Call desk Call desk 24-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0326540290 USD Call desk Call desk 24-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0271820978 EUR Call desk Call desk 26-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0325447893 EUR Call desk Call desk 26-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0326404430 USD Call desk Call desk 26-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0326865325 EUR Call desk Call desk 26-Oct-2009

Page 31: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0326865754 USD Call desk Call desk 26-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0326866133 USD Call desk Call desk 26-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0327055702 USD Call desk Call desk 26-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0327277199 USD Call desk Call desk 26-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0327277272 HKD Call desk Call desk 26-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0326277810 USD Call desk Call desk 27-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0326278032 USD Call desk Call desk 27-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0326403200 USD Call desk Call desk 27-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0326403895 HKD Call desk Call desk 27-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0326404190 USD Call desk Call desk 27-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0326486221 USD Call desk Call desk 27-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0326490504 USD Call desk Call desk 27-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0326539102 USD Call desk Call desk 27-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0326539367 USD Call desk Call desk 27-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0326608279 USD Call desk Call desk 27-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0326608352 HKD Call desk Call desk 27-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0326608436 USD Call desk Call desk 27-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0326708491 USD Call desk Call desk 27-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0326862819 HKD Call desk Call desk 27-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0326866307 HKD Call desk Call desk 27-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0203784094 EUR Call desk Call desk 28-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0326865671 USD Call desk Call desk 29-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0327055371 USD Call desk Call desk 29-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0327275144 SGD Call desk Call desk 29-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0327275573 USD Call desk Call desk 29-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0327940176 USD Call desk Call desk 29-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0347064924 EUR Call desk Call desk 29-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0269149497 EUR Call desk Call desk 30-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0285986534 EUR Call desk Call desk 30-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0325785276 USD Call desk Call desk 30-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0327236088 GBP Call desk Call desk 30-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0327275656 AUD Call desk Call desk 30-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0327291349 AUD Call desk Call desk 30-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0328585970 USD Call desk Call desk 30-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0381884617 USD Call desk Call desk 31-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0268858502 EUR Call desk Call desk 2-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0270482424 EUR Call desk Call desk 2-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0327464979 USD Call desk Call desk 2-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0327465430 USD Call desk Call desk 2-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0327465604 USD Call desk Call desk 2-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0327784376 USD Call desk Call desk 2-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0327848015 USD Call desk Call desk 2-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0327859301 HKD Call desk Call desk 2-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0329192511 USD Call desk Call desk 2-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0329424153 HKD Call desk Call desk 2-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0272545434 GBP Call desk Call desk 3-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0234626058 USD Call desk Call desk 4-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0234626306 HKD Call desk Call desk 4-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0326865911 AUD Call desk Call desk 5-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0327940929 AUD Call desk Call desk 5-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0328585467 USD Call desk Call desk 6-Nov-2009

Page 32: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0328586515 USD Call desk Call desk 6-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0328586606 USD Call desk Call desk 6-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0329665946 USD Call desk Call desk 6-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0329666167 USD Call desk Call desk 6-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0328596316 USD Call desk Call desk 7-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0272576827 JPY Call desk Call desk 9-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0272915389 JPY Call desk Call desk 9-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0297454471 GBP Call desk Call desk 9-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0328672430 USD Call desk Call desk 9-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0328672943 USD Call desk Call desk 9-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0328864698 HKD Call desk Call desk 9-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0328864771 USD Call desk Call desk 9-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0328865588 USD Call desk Call desk 9-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0328865661 AUD Call desk Call desk 9-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0329336704 USD Call desk Call desk 9-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0329337264 AUD Call desk Call desk 9-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0329337348 HKD Call desk Call desk 9-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0329338072 USD Call desk Call desk 9-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0362554551 USD Call desk Call desk 10-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0329336969 USD Call desk Call desk 13-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0329428907 USD Call desk Call desk 13-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0329429202 USD Call desk Call desk 13-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0329430556 USD Call desk Call desk 13-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0329713852 USD Call desk Call desk 13-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0329715394 USD Call desk Call desk 13-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0329715550 USD Call desk Call desk 13-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0329804909 USD Call desk Call desk 13-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0331288513 USD Call desk Call desk 15-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0253837370 EUR Call desk Call desk 16-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0275062916 USD Call desk Call desk 16-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0329804651 USD Call desk Call desk 16-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0329804818 USD Call desk Call desk 16-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0330074427 USD Call desk Call desk 16-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0330074690 USD Call desk Call desk 16-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0330075077 USD Call desk Call desk 16-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0330075234 USD Call desk Call desk 16-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0330075317 USD Call desk Call desk 16-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0330201988 USD Call desk Call desk 16-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0330420943 USD Call desk Call desk 16-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0330867762 AUD Call desk Call desk 16-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0362891631 EUR Call desk Call desk 16-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0363637546 CHF Call desk Call desk 16-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0233810521 EUR Call desk Call desk 17-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0328864854 USD Call desk Call desk 17-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0328864938 HKD Call desk Call desk 17-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0330421164 HKD Call desk Call desk 19-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0330421321 USD Call desk Call desk 19-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0330422055 HKD Call desk Call desk 19-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0330730200 USD Call desk Call desk 20-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0330730382 USD Call desk Call desk 20-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0330730465 USD Call desk Call desk 20-Nov-2009

Page 33: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0330730895 HKD Call desk Call desk 20-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0330730978 USD Call desk Call desk 20-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0330731273 USD Call desk Call desk 20-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0330889493 USD Call desk Call desk 20-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0204335409 USD Call desk Call desk 21-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0331533330 EUR Call desk Call desk 21-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0264737726 MXN Call desk Call desk 22-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0330205898 HKD Call desk Call desk 23-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0330207837 USD Call desk Call desk 23-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0331034172 USD Call desk Call desk 23-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0331034768 USD Call desk Call desk 23-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0331044726 AUD Call desk Call desk 23-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0331044999 AUD Call desk Call desk 23-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0331045020 AUD Call desk Call desk 23-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0331048040 AUD Call desk Call desk 23-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0331048123 AUD Call desk Call desk 23-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0331400027 USD Call desk Call desk 23-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0331400530 USD Call desk Call desk 23-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0331504745 USD Call desk Call desk 23-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0331505395 USD Call desk Call desk 23-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0331505478 USD Call desk Call desk 23-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0331769454 USD Call desk Call desk 23-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0331769538 USD Call desk Call desk 23-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0332526929 USD Call desk Call desk 23-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0275071230 CHF Call desk Call desk 24-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0275826484 GBP Call desk Call desk 24-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0301889779 HKD Call desk Call desk 25-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0180153826 USD Call desk Call desk 26-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0180154550 EUR Call desk Call desk 26-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0331880566 AUD Call desk Call desk 26-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0331881374 USD Call desk Call desk 27-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0331881457 USD Call desk Call desk 27-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0366131497 USD Call desk Call desk 27-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0367881603 USD Call desk Call desk 27-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0234632700 CHF Call desk Call desk 28-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0275908456 USD Call desk Call desk 28-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0204933997 USD Call desk Call desk 29-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0275721628 USD Call desk Call desk 30-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0276147104 USD Call desk Call desk 30-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0276282737 USD Call desk Call desk 30-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0332136620 HKD Call desk Call desk 30-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0332136976 USD Call desk Call desk 30-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0332137271 USD Call desk Call desk 30-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0332153807 HKD Call desk Call desk 30-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0332547339 USD Call desk Call desk 30-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0332547503 USD Call desk Call desk 30-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0332547685 USD Call desk Call desk 30-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0332763035 USD Call desk Call desk 30-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0332763118 HKD Call desk Call desk 30-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0365325306 USD Call desk Call desk 30-Nov-2009

Lehman Brothers Treasury Co. B.V. XS0270987547 EUR Call desk Call desk 1-Dec-2009

Page 34: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0276439493 EUR Call desk Call desk 1-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0333301546 HKD Call desk Call desk 3-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0333301629 USD Call desk Call desk 3-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0366802964 USD Call desk Call desk 3-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0181618850 EUR Call desk Call desk 4-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0181619072 EUR Call desk Call desk 4-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0331880640 USD Call desk Call desk 4-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0333117611 USD Call desk Call desk 4-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0333301975 HKD Call desk Call desk 4-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0333302437 HKD Call desk Call desk 4-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0333302601 USD Call desk Call desk 4-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0333449295 USD Call desk Call desk 4-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0275905270 JPY Call desk Call desk 7-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0277121264 USD Call desk Call desk 7-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0333301462 USD Call desk Call desk 7-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0333302783 USD Call desk Call desk 7-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0333307584 USD Call desk Call desk 7-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0333496619 USD Call desk Call desk 7-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0333830700 USD Call desk Call desk 7-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0333830882 USD Call desk Call desk 7-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0333830965 HKD Call desk Call desk 7-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0333831187 AUD Call desk Call desk 7-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0334090445 AUD Call desk Call desk 7-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0334450672 USD Call desk Call desk 7-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0334088548 HKD Call desk Call desk 10-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0334088977 USD Call desk Call desk 10-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0351779490 USD Call desk Call desk 10-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0150708971 EUR Call desk Call desk 11-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0334213112 USD Call desk Call desk 11-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0334225470 USD Call desk Call desk 11-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0368739578 ZAR Call desk Call desk 11-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0325772456 HUF Call desk Call desk 13-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0235227302 EUR Call desk Call desk 14-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0276842894 JPY Call desk Call desk 14-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0334450755 USD Call desk Call desk 14-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0334701694 USD Call desk Call desk 14-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0334921896 USD Call desk Call desk 14-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0334922860 HKD Call desk Call desk 14-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0335080346 USD Call desk Call desk 14-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0335156773 USD Call desk Call desk 14-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0336249726 USD Call desk Call desk 14-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0334450326 AUD Call desk Call desk 15-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0334225710 AUD Call desk Call desk 16-Dec-2009

Lehman Brothers Treasury Co. B.V. DK0030072194 DKK Call desk Call desk 17-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0334450912 AUD Call desk Call desk 17-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0334704524 AUD Call desk Call desk 17-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0335143284 AUD Call desk Call desk 17-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0335143441 AUD Call desk Call desk 17-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0335387584 HKD Call desk Call desk 17-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0336415913 USD Call desk Call desk 17-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0278449441 USD Call desk Call desk 18-Dec-2009

Page 35: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0278671382 USD Call desk Call desk 19-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0335576475 EUR Call desk Call desk 21-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0335623061 USD Call desk Call desk 21-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0335743398 HKD Call desk Call desk 21-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0335758586 EUR Call desk Call desk 21-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0335971858 USD Call desk Call desk 21-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0336050215 EUR Call desk Call desk 21-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0336250146 USD Call desk Call desk 21-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0336250229 USD Call desk Call desk 21-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0337385875 USD Call desk Call desk 21-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0208333194 SEK Call desk Call desk 22-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0279295595 USD Call desk Call desk 22-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0335143524 AUD Call desk Call desk 22-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0326516407 USD Call desk Call desk 24-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0335623731 AUD Call desk Call desk 24-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0336414437 USD Call desk Call desk 24-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0336414601 HKD Call desk Call desk 24-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0336416051 USD Call desk Call desk 24-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0336416564 USD Call desk Call desk 24-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0336416721 USD Call desk Call desk 24-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0336616494 NZD Call desk Call desk 24-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0336738769 EUR Call desk Call desk 27-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0338072019 USD Call desk Call desk 27-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0338078131 USD Call desk Call desk 27-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0139285257 EUR Call desk Call desk 28-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0270495160 EUR Call desk Call desk 28-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0279424310 CHF Call desk Call desk 28-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0336019996 EUR Call desk Call desk 28-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0336020143 EUR Call desk Call desk 28-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0336927149 ISK Call desk Call desk 28-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0279730435 USD Call desk Call desk 29-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0280371989 USD Call desk Call desk 29-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0280372367 USD Call desk Call desk 29-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0336643035 USD Call desk Call desk 29-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0336645089 USD Call desk Call desk 29-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0336927735 HKD Call desk Call desk 29-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0336927909 USD Call desk Call desk 29-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0337137623 USD Call desk Call desk 29-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0337553092 USD Call desk Call desk 29-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0337553175 USD Call desk Call desk 29-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0381884963 USD Call desk Call desk 29-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0325886116 NZD Call desk Call desk 30-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0327275227 AUD Call desk Call desk 30-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0335742747 HKD Call desk Call desk 30-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0335743042 USD Call desk Call desk 30-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0335743125 HKD Call desk Call desk 30-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0326539797 NZD Call desk Call desk 31-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0337553688 USD Call desk Call desk 31-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0345801970 SEK Call desk Call desk 31-Dec-2009

Lehman Brothers Treasury Co. B.V. XS0280981035 USD Call desk Call desk 4-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0327465356 AUD Call desk Call desk 4-Jan-2010

Page 36: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0327847470 AUD Call desk Call desk 4-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0337553415 USD Call desk Call desk 4-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0338076515 HKD Call desk Call desk 4-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0338076606 HKD Call desk Call desk 4-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0338330755 USD Call desk Call desk 4-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0338525172 USD Call desk Call desk 4-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0338684482 USD Call desk Call desk 4-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0338684565 USD Call desk Call desk 4-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0338765307 HKD Call desk Call desk 4-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0361670762 USD Call desk Call desk 4-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0374786365 ZAR Call desk Call desk 4-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0328210652 AUD Call desk Call desk 5-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0307481159 USD Call desk Call desk 6-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0328587166 AUD Call desk Call desk 7-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0331878404 EUR Call desk Call desk 8-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0281219385 USD Call desk Call desk 9-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0280507715 USD Call desk Call desk 11-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0329337421 AUD Call desk Call desk 11-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0337488091 USD Call desk Call desk 11-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0338675654 USD Call desk Call desk 11-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0338676207 USD Call desk Call desk 11-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0338676389 USD Call desk Call desk 11-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0338676546 USD Call desk Call desk 11-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0338764912 USD Call desk Call desk 11-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0338765059 HKD Call desk Call desk 11-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0338765562 HKD Call desk Call desk 11-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0338801383 USD Call desk Call desk 11-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0338802191 USD Call desk Call desk 11-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0240397496 HKD Call desk Call desk 12-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0240399435 USD Call desk Call desk 12-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0280723502 JPY Call desk Call desk 12-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0280903583 JPY Call desk Call desk 12-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0281520352 EUR Call desk Call desk 12-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0329429541 AUD Call desk Call desk 12-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0309335080 USD Call desk Call desk 13-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0328865232 NZD Call desk Call desk 13-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0375612586 USD Call desk Call desk 15-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0330204149 AUD Call desk Call desk 18-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0338845752 USD Call desk Call desk 18-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0338845919 HKD Call desk Call desk 18-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0338846214 HKD Call desk Call desk 18-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0339532672 USD Call desk Call desk 18-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0339560293 USD Call desk Call desk 18-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0339560376 HKD Call desk Call desk 18-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0209820801 EUR Call desk Call desk 19-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0281385046 JPY Call desk Call desk 19-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0329714405 NZD Call desk Call desk 19-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0339413311 USD Call desk Call desk 19-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0209198927 USD Call desk Call desk 20-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0209637437 USD Call desk Call desk 21-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0331037605 AUD Call desk Call desk 21-Jan-2010

Page 37: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0331504828 NZD Call desk Call desk 22-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0331505122 NZD Call desk Call desk 22-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0362646597 USD Call desk Call desk 22-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0342097317 AUD Call desk Call desk 23-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0282871358 USD Call desk Call desk 24-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0281421965 JPY Call desk Call desk 25-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0282574655 JPY Call desk Call desk 25-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0332527497 EUR Call desk Call desk 25-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0339237678 HKD Call desk Call desk 25-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0339238569 HKD Call desk Call desk 25-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0339559873 USD Call desk Call desk 25-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0339560020 HKD Call desk Call desk 25-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0341031432 AUD Call desk Call desk 25-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0341160082 USD Call desk Call desk 25-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0341162708 USD Call desk Call desk 25-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0331032044 NZD Call desk Call desk 26-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0348407767 GBP Call desk Call desk 26-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0332108413 AUD Call desk Call desk 28-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0339763640 HKD Call desk Call desk 28-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0339763996 HKD Call desk Call desk 28-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0341223427 AUD Call desk Call desk 28-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0184751625 EUR Call desk Call desk 29-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0340647840 AUD Call desk Call desk 29-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0341159589 AUD Call desk Call desk 29-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0341732658 USD Call desk Call desk 29-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0342945184 USD Call desk Call desk 29-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0343610530 USD Call desk Call desk 29-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0283818671 USD Call desk Call desk 30-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0283819562 USD Call desk Call desk 30-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0342300729 EUR Call desk Call desk 30-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0342303582 EUR Call desk Call desk 30-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0362181421 USD Call desk Call desk 30-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0272486753 EUR Call desk Call desk 31-Jan-2010

Lehman Brothers Treasury Co. B.V. XS0284314571 EUR Call desk Call desk 1-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0332763209 AUD Call desk Call desk 1-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0342303400 USD Call desk Call desk 1-Feb-2010

Lehman Brothers Treasury Co. B.V. CH0027120648 EUR Call desk Call desk 2-Feb-2010

Lehman Brothers Treasury Co. B.V. CH0027120655 CHF Call desk Call desk 2-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0332136463 AUD Call desk Call desk 2-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0341163342 HKD Call desk Call desk 2-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0341166105 USD Call desk Call desk 2-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0332764785 AUD Call desk Call desk 3-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0334096483 EUR Call desk Call desk 3-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0335226659 EUR Call desk Call desk 4-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0342782702 USD Call desk Call desk 5-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0378810823 USD Call desk Call desk 5-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0285045943 EUR Call desk Call desk 7-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0284726683 JPY Call desk Call desk 8-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0282208718 EUR Call desk Call desk 9-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0284517413 JPY Call desk Call desk 9-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0285459243 JPY Call desk Call desk 9-Feb-2010

Page 38: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0285639141 USD Call desk Call desk 9-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0346650798 CHF Call desk Call desk 10-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0334224077 AUD Call desk Call desk 11-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0334450839 AUD Call desk Call desk 11-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0341730363 USD Call desk Call desk 14-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0346508962 AUD Call desk Call desk 14-Feb-2010

Lehman Brothers Treasury Co. B.V. CH0036891080 CHF Call desk Call desk 15-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0284513347 JPY Call desk Call desk 15-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0284513933 JPY Call desk Call desk 15-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0285620802 JPY Call desk Call desk 15-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0285799002 JPY Call desk Call desk 15-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0286406177 USD Call desk Call desk 15-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0334224317 AUD Call desk Call desk 15-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0334450599 AUD Call desk Call desk 15-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0345792294 GBP Call desk Call desk 15-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0346123150 USD Call desk Call desk 15-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0285051750 JPY Call desk Call desk 16-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0285052998 JPY Call desk Call desk 16-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0285201660 JPY Call desk Call desk 16-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0285385026 JPY Call desk Call desk 16-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0287119480 USD Call desk Call desk 16-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0340433373 USD Call desk Call desk 16-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0308939130 USD Call desk Call desk 17-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0346073207 GBP Call desk Call desk 18-Feb-2010

Lehman Brothers Treasury Co. B.V. CH0027120770 EUR Call desk Call desk 19-Feb-2010

Lehman Brothers Treasury Co. B.V. CH0043088662 CHF Call desk Call desk 19-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0287096688 EUR Call desk Call desk 19-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0344142467 AUD Call desk Call desk 20-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0346879868 USD Call desk Call desk 20-Feb-2010

Lehman Brothers Treasury Co. B.V. CH0027120663 CHF Call desk Call desk 22-Feb-2010

Lehman Brothers Treasury Co. B.V. CH0027120689 EUR Call desk Call desk 22-Feb-2010

Lehman Brothers Treasury Co. B.V. CH0027120705 USD Call desk Call desk 22-Feb-2010

Lehman Brothers Treasury Co. B.V. CH0027120721 EUR Call desk Call desk 22-Feb-2010

Lehman Brothers Treasury Co. B.V. CH0027120747 EUR Call desk Call desk 22-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0107875642 JPY Call desk Call desk 22-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0285799770 JPY Call desk Call desk 22-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0286031850 JPY Call desk Call desk 22-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0286634125 JPY Call desk Call desk 22-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0335143797 AUD Call desk Call desk 22-Feb-2010

Lehman Brothers Treasury Co. B.V. CH0027120622 USD Call desk Call desk 23-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0285617683 JPY Call desk Call desk 23-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0287478456 JPY Call desk Call desk 23-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0335344932 AUD Call desk Call desk 23-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0335345665 AUD Call desk Call desk 23-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0352912611 USD Call desk Call desk 23-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0335624036 AUD Call desk Call desk 24-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0301341417 USD Call desk Call desk 25-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0335972070 AUD Call desk Call desk 25-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0336249569 AUD Call desk Call desk 25-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0373045227 USD Call desk Call desk 25-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0287900152 USD Call desk Call desk 26-Feb-2010

Page 39: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0288040834 EUR Call desk Call desk 26-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0347229352 CAD Call desk Call desk 26-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0347694787 USD Call desk Call desk 26-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0347790403 USD Call desk Call desk 26-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0349166164 AUD Call desk Call desk 26-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0162289663 EUR Call desk Call desk 28-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0191247112 EUR Call desk Call desk 28-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0288356123 EUR Call desk Call desk 28-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0366668381 USD Call desk Call desk 28-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0187189104 EUR Call desk Call desk 1-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0244566336 USD Call desk Call desk 1-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0302452619 USD Call desk Call desk 1-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0302453005 USD Call desk Call desk 1-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0336414866 AUD Call desk Call desk 1-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0349852433 EUR Call desk Call desk 1-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0277538681 SEK Call desk Call desk 2-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0288428484 JPY Call desk Call desk 4-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0336617203 AUD Call desk Call desk 4-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0336928113 AUD Call desk Call desk 4-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0336930440 AUD Call desk Call desk 4-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0349154400 USD Call desk Call desk 4-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0350105135 EUR Call desk Call desk 4-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0351194005 NZD Call desk Call desk 4-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0288741464 USD Call desk Call desk 5-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0289067497 USD Call desk Call desk 5-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0337413917 AUD Call desk Call desk 5-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0338676116 NZD Call desk Call desk 5-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0340417251 EUR Call desk Call desk 5-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0186243118 CHF Call desk Call desk 8-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0186883798 USD Call desk Call desk 8-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0287541089 USD Call desk Call desk 8-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0288589228 JPY Call desk Call desk 8-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0289154030 JPY Call desk Call desk 8-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0303764129 USD Call desk Call desk 8-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0289324641 JPY Call desk Call desk 9-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0289511320 EUR Call desk Call desk 9-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0337877582 AUD Call desk Call desk 9-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0338084378 AUD Call desk Call desk 11-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0338675811 AUD Call desk Call desk 11-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0338675902 AUD Call desk Call desk 11-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0349154582 HKD Call desk Call desk 11-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0350899182 EUR Call desk Call desk 13-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0350902580 USD Call desk Call desk 13-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0286894380 GBP Call desk Call desk 14-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0290440667 USD Call desk Call desk 14-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0318943791 EUR Call desk Call desk 14-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0347683400 USD Call desk Call desk 14-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0348299180 USD Call desk Call desk 14-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0289004490 JPY Call desk Call desk 15-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0289748252 JPY Call desk Call desk 15-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0290111417 JPY Call desk Call desk 15-Mar-2010

Page 40: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0290555480 JPY Call desk Call desk 15-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0290989309 JPY Call desk Call desk 15-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0291660644 JPY Call desk Call desk 15-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0349908839 EUR Call desk Call desk 15-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0351629687 USD Call desk Call desk 15-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0351630347 USD Call desk Call desk 15-Mar-2010

Lehman Brothers Treasury Co. B.V. CH0027120945 CHF Call desk Call desk 16-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0289746470 JPY Call desk Call desk 16-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0338801110 AUD Call desk Call desk 16-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0340461150 NZD Call desk Call desk 16-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0339239294 NZD Call desk Call desk 17-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0213519464 EUR Call desk Call desk 18-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0339559527 NZD Call desk Call desk 18-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0339559790 NZD Call desk Call desk 18-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0346859084 USD Call desk Call desk 18-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0352117641 USD Call desk Call desk 18-Mar-2010

Lehman Brothers Treasury Co. B.V. CH0036891221 EUR Call desk Call desk 19-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0247452799 USD Call desk Call desk 19-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0291145364 USD Call desk Call desk 19-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0338845596 AUD Call desk Call desk 19-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0339222050 AUD Call desk Call desk 19-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0352986904 USD Call desk Call desk 19-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0212467947 USD Call desk Call desk 20-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0345700198 EUR Call desk Call desk 20-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0290837383 CHF Call desk Call desk 21-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0187966949 USD Call desk Call desk 22-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0187967160 CHF Call desk Call desk 22-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0211225056 USD Call desk Call desk 22-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0214930231 EUR Call desk Call desk 22-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0305443409 GBP Call desk Call desk 22-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0352987894 USD Call desk Call desk 22-Mar-2010

Lehman Brothers Treasury Co. B.V. CH0027120903 EUR Call desk Call desk 23-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0247274599 CHF Call desk Call desk 23-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0291463734 JPY Call desk Call desk 23-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0291464385 JPY Call desk Call desk 23-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0339561002 AUD Call desk Call desk 23-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0214633967 EUR Call desk Call desk 24-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0291656022 JPY Call desk Call desk 25-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0306341958 USD Call desk Call desk 25-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0339559360 AUD Call desk Call desk 25-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0341160249 AUD Call desk Call desk 25-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0353289712 USD Call desk Call desk 25-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0353507485 USD Call desk Call desk 25-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0353557233 USD Call desk Call desk 25-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0292459327 USD Call desk Call desk 26-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0354065061 USD Call desk Call desk 26-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0354064841 USD Call desk Call desk 27-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0340649200 AUD Call desk Call desk 29-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0342120820 AUD Call desk Call desk 29-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0353676082 CHF Call desk Call desk 29-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0354298241 USD Call desk Call desk 29-Mar-2010

Page 41: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0292529129 CHF Call desk Call desk 30-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0293166517 EUR Call desk Call desk 30-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0341168069 AUD Call desk Call desk 30-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0352061757 AUD Call desk Call desk 31-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0355321455 AUD Call desk Call desk 31-Mar-2010

Lehman Brothers Treasury Co. B.V. XS0290588572 EUR Call desk Call desk 2-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0356065994 USD Call desk Call desk 4-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0293964002 USD Call desk Call desk 5-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0109171586 JPY Call desk Call desk 6-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0286302988 EUR Call desk Call desk 6-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0292217311 JPY Call desk Call desk 6-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0294837447 USD Call desk Call desk 6-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0342989398 NZD Call desk Call desk 6-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0343642905 NZD Call desk Call desk 6-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0355567453 USD Call desk Call desk 6-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0355694646 AUD Call desk Call desk 6-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0355694992 NZD Call desk Call desk 6-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0356421379 AUD Call desk Call desk 6-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0356421882 NZD Call desk Call desk 6-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0356422344 AUD Call desk Call desk 6-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0341528965 EUR Call desk Call desk 7-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0342989711 AUD Call desk Call desk 8-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0355694729 USD Call desk Call desk 8-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0292471454 JPY Call desk Call desk 9-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0294024004 CHF Call desk Call desk 9-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0355937482 USD Call desk Call desk 9-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0282145969 SEK Call desk Call desk 12-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0294059059 JPY Call desk Call desk 12-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0295198625 USD Call desk Call desk 12-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0344101943 NZD Call desk Call desk 12-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0356202811 USD Call desk Call desk 12-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0357740843 USD Call desk Call desk 14-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0343798400 AUD Call desk Call desk 15-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0344101273 AUD Call desk Call desk 15-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0344549141 AUD Call desk Call desk 15-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0215902155 EUR Call desk Call desk 16-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0294123830 SEK Call desk Call desk 16-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0357385177 USD Call desk Call desk 16-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0293965660 JPY Call desk Call desk 19-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0294898662 JPY Call desk Call desk 19-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0295003981 JPY Call desk Call desk 19-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0345814791 AUD Call desk Call desk 19-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0345815178 AUD Call desk Call desk 19-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0346123408 AUD Call desk Call desk 19-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0216591692 USD Call desk Call desk 20-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0294649529 JPY Call desk Call desk 20-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0295276017 JPY Call desk Call desk 20-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0346124638 AUD Call desk Call desk 22-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0346124984 AUD Call desk Call desk 22-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0358125473 USD Call desk Call desk 22-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0358125713 USD Call desk Call desk 22-Apr-2010

Page 42: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0358444734 USD Call desk Call desk 22-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0358787421 USD Call desk Call desk 23-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0358787694 USD Call desk Call desk 23-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0251644232 EUR Call desk Call desk 26-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0295860554 JPY Call desk Call desk 26-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0296548596 JPY Call desk Call desk 26-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0359607750 USD Call desk Call desk 26-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0295859622 JPY Call desk Call desk 27-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0295860125 JPY Call desk Call desk 27-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0295861289 JPY Call desk Call desk 27-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0297021361 JPY Call desk Call desk 27-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0359352159 USD Call desk Call desk 28-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0359608139 USD Call desk Call desk 28-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0359722773 USD Call desk Call desk 28-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0359722856 USD Call desk Call desk 28-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0359814976 NZD Call desk Call desk 28-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0359858593 USD Call desk Call desk 29-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0359858676 USD Call desk Call desk 29-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0297246950 USD Call desk Call desk 30-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0360038714 USD Call desk Call desk 30-Apr-2010

Lehman Brothers Treasury Co. B.V. XS0359279998 AUD Call desk Call desk 3-May-2010

Lehman Brothers Treasury Co. B.V. XS0297522228 EUR Call desk Call desk 4-May-2010

Lehman Brothers Treasury Co. B.V. XS0299852946 SGD Call desk Call desk 4-May-2010

Lehman Brothers Treasury Co. B.V. XS0360700487 USD Call desk Call desk 4-May-2010

Lehman Brothers Treasury Co. B.V. XS0360700560 USD Call desk Call desk 4-May-2010

Lehman Brothers Treasury Co. B.V. XS0360700644 USD Call desk Call desk 4-May-2010

Lehman Brothers Treasury Co. B.V. XS0360599665 EUR Call desk Call desk 5-May-2010

Lehman Brothers Treasury Co. B.V. XS0361107757 USD Call desk Call desk 5-May-2010

Lehman Brothers Treasury Co. B.V. XS0361107831 USD Call desk Call desk 5-May-2010

Lehman Brothers Treasury Co. B.V. XS0350117064 NZD Call desk Call desk 6-May-2010

Lehman Brothers Treasury Co. B.V. XS0360377765 AUD Call desk Call desk 6-May-2010

Lehman Brothers Treasury Co. B.V. XS0349153931 AUD Call desk Call desk 7-May-2010

Lehman Brothers Treasury Co. B.V. XS0361723553 USD Call desk Call desk 7-May-2010

Lehman Brothers Treasury Co. B.V. XS0361723637 USD Call desk Call desk 7-May-2010

Lehman Brothers Treasury Co. B.V. XS0195333447 EUR Call desk Call desk 8-May-2010

Lehman Brothers Treasury Co. B.V. XS0195333520 USD Call desk Call desk 8-May-2010

Lehman Brothers Treasury Co. B.V. XS0195333793 EUR Call desk Call desk 8-May-2010

Lehman Brothers Treasury Co. B.V. XS0195333876 USD Call desk Call desk 8-May-2010

Lehman Brothers Treasury Co. B.V. XS0298899450 EUR Call desk Call desk 9-May-2010

Lehman Brothers Treasury Co. B.V. XS0299103084 USD Call desk Call desk 9-May-2010

Lehman Brothers Treasury Co. B.V. XS0297123019 JPY Call desk Call desk 10-May-2010

Lehman Brothers Treasury Co. B.V. XS0297123522 JPY Call desk Call desk 10-May-2010

Lehman Brothers Treasury Co. B.V. XS0300241923 GBP Call desk Call desk 10-May-2010

Lehman Brothers Treasury Co. B.V. XS0361644098 EUR Call desk Call desk 10-May-2010

Lehman Brothers Treasury Co. B.V. XS0361965212 USD Call desk Call desk 10-May-2010

Lehman Brothers Treasury Co. B.V. XS0298201988 JPY Call desk Call desk 11-May-2010

Lehman Brothers Treasury Co. B.V. XS0298320218 JPY Call desk Call desk 11-May-2010

Lehman Brothers Treasury Co. B.V. XS0299701655 USD Call desk Call desk 11-May-2010

Lehman Brothers Treasury Co. B.V. XS0360870488 AUD Call desk Call desk 11-May-2010

Lehman Brothers Treasury Co. B.V. XS0350116926 AUD Call desk Call desk 12-May-2010

Lehman Brothers Treasury Co. B.V. XS0360870306 AUD Call desk Call desk 12-May-2010

Page 43: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. DE000A0MJHE1 EUR Call desk Call desk 13-May-2010

Lehman Brothers Treasury Co. B.V. XS0192518024 USD Call desk Call desk 13-May-2010

Lehman Brothers Treasury Co. B.V. XS0192518370 USD Call desk Call desk 13-May-2010

Lehman Brothers Treasury Co. B.V. XS0362447806 USD Call desk Call desk 13-May-2010

Lehman Brothers Treasury Co. B.V. XS0363444406 AUD Call desk Call desk 13-May-2010

Lehman Brothers Treasury Co. B.V. XS0289028085 SEK Call desk Call desk 14-May-2010

Lehman Brothers Treasury Co. B.V. XS0300113841 EUR Call desk Call desk 14-May-2010

Lehman Brothers Treasury Co. B.V. XS0362829599 USD Call desk Call desk 14-May-2010

Lehman Brothers Treasury Co. B.V. XS0188926421 EUR Call desk Call desk 17-May-2010

Lehman Brothers Treasury Co. B.V. XS0299857234 HKD Call desk Call desk 17-May-2010

Lehman Brothers Treasury Co. B.V. XS0350893904 AUD Call desk Call desk 17-May-2010

Lehman Brothers Treasury Co. B.V. XS0351627806 NZD Call desk Call desk 17-May-2010

Lehman Brothers Treasury Co. B.V. XS0363488361 USD Call desk Call desk 17-May-2010

Lehman Brothers Treasury Co. B.V. XS0300477709 EUR Call desk Call desk 18-May-2010

Lehman Brothers Treasury Co. B.V. XS0300854261 SEK Call desk Call desk 18-May-2010

Lehman Brothers Treasury Co. B.V. XS0298900647 EUR Call desk Call desk 19-May-2010

Lehman Brothers Treasury Co. B.V. XS0351359103 AUD Call desk Call desk 19-May-2010

Lehman Brothers Treasury Co. B.V. XS0362223363 GBP Call desk Call desk 19-May-2010

Lehman Brothers Treasury Co. B.V. XS0363488106 USD Call desk Call desk 19-May-2010

Lehman Brothers Treasury Co. B.V. XS0299386101 CHF Call desk Call desk 21-May-2010

Lehman Brothers Treasury Co. B.V. XS0351859094 AUD Call desk Call desk 21-May-2010

Lehman Brothers Treasury Co. B.V. XS0300880183 USD Call desk Call desk 22-May-2010

Lehman Brothers Treasury Co. B.V. XS0364512979 USD Call desk Call desk 23-May-2010

Lehman Brothers Treasury Co. B.V. XS0366104338 NZD Call desk Call desk 23-May-2010

Lehman Brothers Treasury Co. B.V. XS0148360042 EUR Call desk Call desk 24-May-2010

Lehman Brothers Treasury Co. B.V. XS0301365945 EUR Call desk Call desk 24-May-2010

Lehman Brothers Treasury Co. B.V. XS0362745654 USD Call desk Call desk 24-May-2010

Lehman Brothers Treasury Co. B.V. XS0362745811 HKD Call desk Call desk 24-May-2010

Lehman Brothers Treasury Co. B.V. XS0364018779 HKD Call desk Call desk 24-May-2010

Lehman Brothers Treasury Co. B.V. XS0364777689 EUR Call desk Call desk 24-May-2010

Lehman Brothers Treasury Co. B.V. XS0218961109 EUR Call desk Call desk 25-May-2010

Lehman Brothers Treasury Co. B.V. XS0301339510 USD Call desk Call desk 25-May-2010

Lehman Brothers Treasury Co. B.V. XS0301520184 USD Call desk Call desk 25-May-2010

Lehman Brothers Treasury Co. B.V. XS0301568118 HKD Call desk Call desk 25-May-2010

Lehman Brothers Treasury Co. B.V. XS0193532735 USD Call desk Call desk 26-May-2010

Lehman Brothers Treasury Co. B.V. XS0364742972 USD Call desk Call desk 27-May-2010

Lehman Brothers Treasury Co. B.V. XS0364962661 USD Call desk Call desk 27-May-2010

Lehman Brothers Treasury Co. B.V. XS0363582460 USD Call desk Call desk 28-May-2010

Lehman Brothers Treasury Co. B.V. XS0366576774 USD Call desk Call desk 29-May-2010

Lehman Brothers Treasury Co. B.V. XS0366668621 USD Call desk Call desk 29-May-2010

Lehman Brothers Treasury Co. B.V. XS0365300069 AUD Call desk Call desk 30-May-2010

Lehman Brothers Treasury Co. B.V. XS0367268066 USD Call desk Call desk 30-May-2010

Lehman Brothers Treasury Co. B.V. XS0367954335 NZD Call desk Call desk 30-May-2010

Lehman Brothers Treasury Co. B.V. XS0255599598 EUR Call desk Call desk 31-May-2010

Lehman Brothers Treasury Co. B.V. XS0299555739 USD Call desk Call desk 31-May-2010

Lehman Brothers Treasury Co. B.V. XS0168796570 EUR Call desk Call desk 1-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0168796653 EUR Call desk Call desk 1-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0302282602 USD Call desk Call desk 1-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0302861033 EUR Call desk Call desk 1-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0365338200 USD Call desk Call desk 1-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0366090792 USD Call desk Call desk 1-Jun-2010

Page 44: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0358366325 EUR Call desk Call desk 3-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0366126737 HKD Call desk Call desk 3-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0366300191 USD Call desk Call desk 3-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0302815609 JPY Call desk Call desk 4-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0303800022 USD Call desk Call desk 4-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0363629014 USD Call desk Call desk 4-Jun-2010

Lehman Brothers Treasury Co. B.V. DE000A0TT7X8 EUR Call desk Call desk 7-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0220791585 EUR Call desk Call desk 7-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0301565957 JPY Call desk Call desk 7-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0302371702 JPY Call desk Call desk 7-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0302511216 JPY Call desk Call desk 7-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0303315161 USD Call desk Call desk 7-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0333496700 USD Call desk Call desk 7-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0355896944 EUR Call desk Call desk 7-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0365383339 EUR Call desk Call desk 7-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0296735193 EUR Call desk Call desk 8-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0302350888 EUR Call desk Call desk 8-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0302351266 CHF Call desk Call desk 8-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0303475957 EUR Call desk Call desk 8-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0303476849 EUR Call desk Call desk 8-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0366126224 AUD Call desk Call desk 8-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0296067142 EUR Call desk Call desk 10-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0365839835 EUR Call desk Call desk 10-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0367880548 USD Call desk Call desk 10-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0368205869 USD Call desk Call desk 10-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0368574041 SGD Call desk Call desk 10-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0292822771 SEK Call desk Call desk 11-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0304276297 JPY Call desk Call desk 11-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0368533369 USD Call desk Call desk 11-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0298860916 USD Call desk Call desk 14-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0302019731 GBP Call desk Call desk 14-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0371015750 USD Call desk Call desk 14-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0278370696 USD Call desk Call desk 15-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0299083468 USD Call desk Call desk 15-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0299085323 EUR Call desk Call desk 15-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0303671548 EUR Call desk Call desk 15-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0303866981 JPY Call desk Call desk 15-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0159948784 USD Call desk Call desk 16-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0221834947 CHF Call desk Call desk 16-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0368988951 ILS Call desk Call desk 16-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0369584486 CHF Call desk Call desk 16-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0221419459 USD Call desk Call desk 17-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0222198631 USD Call desk Call desk 17-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0369418040 USD Call desk Call desk 17-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0371134924 USD Call desk Call desk 17-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0305085218 USD Call desk Call desk 18-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0305155441 JPY Call desk Call desk 18-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0369673156 USD Call desk Call desk 18-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0369673313 USD Call desk Call desk 18-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0369673586 USD Call desk Call desk 18-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0370072422 ZAR Call desk Call desk 18-Jun-2010

Page 45: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0220100183 USD Call desk Call desk 20-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0295182546 USD Call desk Call desk 20-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0303572217 JPY Call desk Call desk 21-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0303746571 EUR Call desk Call desk 21-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0304471666 JPY Call desk Call desk 21-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0305154717 JPY Call desk Call desk 21-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0305155011 JPY Call desk Call desk 21-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0305631151 USD Call desk Call desk 21-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0278638258 USD Call desk Call desk 22-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0305440991 JPY Call desk Call desk 22-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0306144022 JPY Call desk Call desk 22-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0306927723 JPY Call desk Call desk 22-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0357874451 AUD Call desk Call desk 24-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0170856115 EUR Call desk Call desk 25-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0253852254 EUR Call desk Call desk 28-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0370964073 AUD Call desk Call desk 28-Jun-2010

Lehman Brothers Treasury Co. B.V. CH0027120978 EUR Call desk Call desk 29-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0303537574 USD Call desk Call desk 29-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0303538200 EUR Call desk Call desk 29-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0307323161 SEK Call desk Call desk 29-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0307325455 SEK Call desk Call desk 29-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0307326180 SEK Call desk Call desk 29-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0223700658 EUR Call desk Call desk 30-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0245728547 EUR Call desk Call desk 30-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0258901759 EUR Call desk Call desk 30-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0306226696 EUR Call desk Call desk 30-Jun-2010

Lehman Brothers Treasury Co. B.V. XS0170825664 USD Call desk Call desk 2-Jul-2010

Lehman Brothers Treasury Co. B.V. XS0307617315 USD Call desk Call desk 2-Jul-2010

Lehman Brothers Treasury Co. B.V. XS0359351938 AUD Call desk Call desk 2-Jul-2010

Lehman Brothers Treasury Co. B.V. XS0235429437 EUR Call desk Call desk 5-Jul-2010

Lehman Brothers Treasury Co. B.V. XS0306179168 CHF Call desk Call desk 5-Jul-2010

Lehman Brothers Treasury Co. B.V. XS0336633150 CHF Call desk Call desk 5-Jul-2010

Lehman Brothers Treasury Co. B.V. XS0359858759 NZD Call desk Call desk 8-Jul-2010

Lehman Brothers Treasury Co. B.V. XS0304080558 EUR Call desk Call desk 9-Jul-2010

Lehman Brothers Treasury Co. B.V. XS0304080715 USD Call desk Call desk 9-Jul-2010

Lehman Brothers Treasury Co. B.V. XS0309103546 EUR Call desk Call desk 11-Jul-2010

Lehman Brothers Treasury Co. B.V. XS0195874523 USD Call desk Call desk 12-Jul-2010

Lehman Brothers Treasury Co. B.V. XS0307256544 JPY Call desk Call desk 12-Jul-2010

Lehman Brothers Treasury Co. B.V. XS0308972347 EUR Call desk Call desk 12-Jul-2010

Lehman Brothers Treasury Co. B.V. XS0309366986 EUR Call desk Call desk 13-Jul-2010

Lehman Brothers Treasury Co. B.V. XS0310847503 USD Call desk Call desk 13-Jul-2010

Lehman Brothers Treasury Co. B.V. XS0358125630 NZD Call desk Call desk 14-Jul-2010

Lehman Brothers Treasury Co. B.V. XS0361107674 NZD Call desk Call desk 14-Jul-2010

Lehman Brothers Treasury Co. B.V. XS0276047494 USD Call desk Call desk 15-Jul-2010

Lehman Brothers Treasury Co. B.V. XS0264429829 USD Call desk Call desk 16-Jul-2010

Lehman Brothers Treasury Co. B.V. XS0224250133 CHF Call desk Call desk 19-Jul-2010

Lehman Brothers Treasury Co. B.V. XS0260979751 SEK Call desk Call desk 20-Jul-2010

Lehman Brothers Treasury Co. B.V. XS0308460368 USD Call desk Call desk 20-Jul-2010

Lehman Brothers Treasury Co. B.V. XS0222698283 EUR Call desk Call desk 21-Jul-2010

Lehman Brothers Treasury Co. B.V. XS0376686308 EUR Call desk Call desk 22-Jul-2010

Lehman Brothers Treasury Co. B.V. XS0309835139 CHF Call desk Call desk 23-Jul-2010

Page 46: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0313100678 EUR Call desk Call desk 23-Jul-2010

Lehman Brothers Treasury Co. B.V. XS0363707695 AUD Call desk Call desk 23-Jul-2010

Lehman Brothers Treasury Co. B.V. XS0309822319 USD Call desk Call desk 26-Jul-2010

Lehman Brothers Treasury Co. B.V. XS0311621733 JPY Call desk Call desk 26-Jul-2010

Lehman Brothers Treasury Co. B.V. XS0311744576 JPY Call desk Call desk 26-Jul-2010

Lehman Brothers Treasury Co. B.V. XS0311765654 USD Call desk Call desk 26-Jul-2010

Lehman Brothers Treasury Co. B.V. XS0313198201 EUR Call desk Call desk 26-Jul-2010

Lehman Brothers Treasury Co. B.V. XS0364018340 AUD Call desk Call desk 26-Jul-2010

Lehman Brothers Treasury Co. B.V. XS0364263227 AUD Call desk Call desk 27-Jul-2010

Lehman Brothers Treasury Co. B.V. XS0224249630 EUR Call desk Call desk 29-Jul-2010

Lehman Brothers Treasury Co. B.V. XS0309871019 EUR Call desk Call desk 30-Jul-2010

Lehman Brothers Treasury Co. B.V. XS0310069538 CHF Call desk Call desk 30-Jul-2010

Lehman Brothers Treasury Co. B.V. XS0313188400 USD Call desk Call desk 30-Jul-2010

Lehman Brothers Treasury Co. B.V. XS0364895614 AUD Call desk Call desk 30-Jul-2010

Lehman Brothers Treasury Co. B.V. XS0364895887 AUD Call desk Call desk 30-Jul-2010

Lehman Brothers Treasury Co. B.V. XS0310507743 EUR Call desk Call desk 1-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0225771079 EUR Call desk Call desk 2-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0309101508 USD Call desk Call desk 2-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0380855659 USD Call desk Call desk 2-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0312176109 JPY Call desk Call desk 3-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0312177255 JPY Call desk Call desk 3-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0312721730 JPY Call desk Call desk 3-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0313327370 EUR Call desk Call desk 3-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0313948050 JPY Call desk Call desk 3-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0365872968 AUD Call desk Call desk 3-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0365915874 AUD Call desk Call desk 3-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0365916096 NZD Call desk Call desk 4-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0225841898 EUR Call desk Call desk 5-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0365916179 AUD Call desk Call desk 5-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0366125929 AUD Call desk Call desk 5-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0365870830 NZD Call desk Call desk 6-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0379318024 USD Call desk Call desk 8-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0367648721 NZD Call desk Call desk 10-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0380276385 HKD Call desk Call desk 11-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0381306173 USD Call desk Call desk 11-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0367648648 NZD Call desk Call desk 12-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0383013579 USD Call desk Call desk 12-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0306901330 USD Call desk Call desk 13-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0306921957 HUF Call desk Call desk 13-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0116235499 EUR Call desk Call desk 14-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0315264001 USD Call desk Call desk 15-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0263788779 EUR Call desk Call desk 16-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0286637656 USD Call desk Call desk 16-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0305574500 EUR Call desk Call desk 16-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0305574849 USD Call desk Call desk 16-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0367930582 NZD Call desk Call desk 18-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0368098090 NZD Call desk Call desk 18-Aug-2010

Lehman Brothers Treasury Co. B.V. CH0027121000 EUR Call desk Call desk 20-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0314857466 JPY Call desk Call desk 20-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0316515229 USD Call desk Call desk 22-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0314130369 USD Call desk Call desk 23-Aug-2010

Page 47: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0316937647 USD Call desk Call desk 24-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0317416880 GBP Call desk Call desk 27-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0317422425 USD Call desk Call desk 27-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0317422771 EUR Call desk Call desk 27-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0318056354 CHF Call desk Call desk 31-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0383554739 USD Call desk Call desk 31-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0383805081 HKD Call desk Call desk 31-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0383805750 USD Call desk Call desk 31-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0383806139 HKD Call desk Call desk 31-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0385434310 USD Call desk Call desk 31-Aug-2010

Lehman Brothers Treasury Co. B.V. XS0384898440 EUR Call desk Call desk 2-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0383803540 HKD Call desk Call desk 3-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0383803896 HKD Call desk Call desk 3-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0384596515 USD Call desk Call desk 3-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0116900928 JPY Call desk Call desk 6-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0318191219 JPY Call desk Call desk 6-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0384213368 HKD Call desk Call desk 6-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0384553110 HKD Call desk Call desk 6-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0384783113 HKD Call desk Call desk 6-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0385433262 HKD Call desk Call desk 6-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0385433429 HKD Call desk Call desk 6-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0199536029 EUR Call desk Call desk 7-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0258411239 EUR Call desk Call desk 7-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0287235047 EUR Call desk Call desk 7-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0312086456 HUF Call desk Call desk 7-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0312086530 USD Call desk Call desk 7-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0312086704 EUR Call desk Call desk 7-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0318778734 CHF Call desk Call desk 7-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0319612387 USD Call desk Call desk 7-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0384984448 USD Call desk Call desk 7-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0385433775 USD Call desk Call desk 7-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0386674088 USD Call desk Call desk 8-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0228154158 CHF Call desk Call desk 9-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0385433692 HKD Call desk Call desk 9-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0385823306 HKD Call desk Call desk 9-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0385823488 HKD Call desk Call desk 9-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0386290778 HKD Call desk Call desk 9-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0319161518 USD Call desk Call desk 10-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0385822753 USD Call desk Call desk 10-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0319631098 EUR Call desk Call desk 12-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0117104843 JPY Call desk Call desk 13-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0386716699 USD Call desk Call desk 13-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0228149075 EUR Call desk Call desk 15-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0290836658 EUR Call desk Call desk 16-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0225190775 USD Call desk Call desk 20-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0226254547 EUR Call desk Call desk 20-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0226711629 USD Call desk Call desk 20-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0230515834 USD Call desk Call desk 20-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0321124801 USD Call desk Call desk 20-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0117279058 JPY Call desk Call desk 21-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0307009372 JPY Call desk Call desk 21-Sep-2010

Page 48: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0319632906 JPY Call desk Call desk 21-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0227965695 USD Call desk Call desk 22-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0231102459 USD Call desk Call desk 28-Sep-2010

Lehman Brothers Treasury Co. B.V. XS0322152462 USD Call desk Call desk 1-Oct-2010

Lehman Brothers Treasury Co. B.V. XS0353382681 USD Call desk Call desk 1-Oct-2010

Lehman Brothers Treasury Co. B.V. XS0319211982 USD Call desk Call desk 4-Oct-2010

Lehman Brothers Treasury Co. B.V. XS0323108265 USD Call desk Call desk 4-Oct-2010

Lehman Brothers Treasury Co. B.V. XS0323747781 USD Call desk Call desk 4-Oct-2010

Lehman Brothers Treasury Co. B.V. XS0268364410 PLN Call desk Call desk 6-Oct-2010

Lehman Brothers Treasury Co. B.V. XS0284313847 EUR Call desk Call desk 6-Oct-2010

Lehman Brothers Treasury Co. B.V. XS0165754531 EUR Call desk Call desk 7-Oct-2010

Lehman Brothers Treasury Co. B.V. XS0323978162 EUR Call desk Call desk 9-Oct-2010

Lehman Brothers Treasury Co. B.V. XS0268363289 PLN Call desk Call desk 12-Oct-2010

Lehman Brothers Treasury Co. B.V. XS0269670401 SEK Call desk Call desk 12-Oct-2010

Lehman Brothers Treasury Co. B.V. XS0323849199 USD Call desk Call desk 12-Oct-2010

Lehman Brothers Treasury Co. B.V. XS0323849355 EUR Call desk Call desk 12-Oct-2010

Lehman Brothers Treasury Co. B.V. XS0324091304 USD Call desk Call desk 12-Oct-2010

Lehman Brothers Treasury Co. B.V. XS0324584670 USD Call desk Call desk 12-Oct-2010

Lehman Brothers Treasury Co. B.V. XS0324632404 USD Call desk Call desk 12-Oct-2010

Lehman Brothers Treasury Co. B.V. XS0324851038 EUR Call desk Call desk 12-Oct-2010

Lehman Brothers Treasury Co. B.V. XS0230607524 EUR Call desk Call desk 13-Oct-2010

Lehman Brothers Treasury Co. B.V. XS0267879475 EUR Call desk Call desk 13-Oct-2010

Lehman Brothers Treasury Co. B.V. XS0348974337 USD Call desk Call desk 15-Oct-2010

Lehman Brothers Treasury Co. B.V. XS0348974410 EUR Call desk Call desk 15-Oct-2010

Lehman Brothers Treasury Co. B.V. XS0325475084 USD Call desk Call desk 18-Oct-2010

Lehman Brothers Treasury Co. B.V. XS0325477379 USD Call desk Call desk 18-Oct-2010

Lehman Brothers Treasury Co. B.V. CH0027120838 CHF Call desk Call desk 19-Oct-2010

Lehman Brothers Treasury Co. B.V. XS0325776440 EUR Call desk Call desk 22-Oct-2010

Lehman Brothers Treasury Co. B.V. XS0327275904 JPY Call desk Call desk 22-Oct-2010

Lehman Brothers Treasury Co. B.V. XS0326364386 EUR Call desk Call desk 23-Oct-2010

Lehman Brothers Treasury Co. B.V. XS0326516746 USD Call desk Call desk 25-Oct-2010

Lehman Brothers Treasury Co. B.V. XS0326865085 USD Call desk Call desk 25-Oct-2010

Lehman Brothers Treasury Co. B.V. XS0326866216 USD Call desk Call desk 26-Oct-2010

Lehman Brothers Treasury Co. B.V. XS0154907991 EUR Call desk Call desk 28-Oct-2010

Lehman Brothers Treasury Co. B.V. XS0231346593 EUR Call desk Call desk 28-Oct-2010

Lehman Brothers Treasury Co. B.V. CH0027120853 CHF Call desk Call desk 29-Oct-2010

Lehman Brothers Treasury Co. B.V. XS0327723580 USD Call desk Call desk 31-Oct-2010

Lehman Brothers Treasury Co. B.V. XS0221394447 EUR Call desk Call desk 1-Nov-2010

Lehman Brothers Treasury Co. B.V. XS0232659150 EUR Call desk Call desk 1-Nov-2010

Lehman Brothers Treasury Co. B.V. XS0327687843 USD Call desk Call desk 1-Nov-2010

Lehman Brothers Treasury Co. B.V. XS0328865406 USD Call desk Call desk 1-Nov-2010

Lehman Brothers Treasury Co. B.V. CH0027120861 CHF Call desk Call desk 5-Nov-2010

Lehman Brothers Treasury Co. B.V. CH0027120879 EUR Call desk Call desk 5-Nov-2010

Lehman Brothers Treasury Co. B.V. XS0326215893 USD Call desk Call desk 5-Nov-2010

Lehman Brothers Treasury Co. B.V. XS0328209720 USD Call desk Call desk 5-Nov-2010

Lehman Brothers Treasury Co. B.V. XS0328401830 EUR Call desk Call desk 5-Nov-2010

Lehman Brothers Treasury Co. B.V. XS0274481786 JPY Call desk Call desk 6-Nov-2010

Lehman Brothers Treasury Co. B.V. XS0330196295 USD Call desk Call desk 7-Nov-2010

Lehman Brothers Treasury Co. B.V. XS0326072252 GBP Call desk Call desk 8-Nov-2010

Lehman Brothers Treasury Co. B.V. XS0328587240 USD Call desk Call desk 8-Nov-2010

Lehman Brothers Treasury Co. B.V. XS0273666437 EUR Call desk Call desk 9-Nov-2010

Page 49: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0329159221 USD Call desk Call desk 9-Nov-2010

Lehman Brothers Treasury Co. B.V. XS0330111641 JPY Call desk Call desk 12-Nov-2010

Lehman Brothers Treasury Co. B.V. XS0234582178 USD Call desk Call desk 15-Nov-2010

Lehman Brothers Treasury Co. B.V. XS0329801715 USD Call desk Call desk 15-Nov-2010

Lehman Brothers Treasury Co. B.V. XS0329801806 EUR Call desk Call desk 15-Nov-2010

Lehman Brothers Treasury Co. B.V. XS0234421914 EUR Call desk Call desk 16-Nov-2010

Lehman Brothers Treasury Co. B.V. XS0330110833 JPY Call desk Call desk 16-Nov-2010

Lehman Brothers Treasury Co. B.V. XS0331427061 EUR Call desk Call desk 16-Nov-2010

Lehman Brothers Treasury Co. B.V. XS0234511821 USD Call desk Call desk 21-Nov-2010

Lehman Brothers Treasury Co. B.V. XS0274890523 USD Call desk Call desk 22-Nov-2010

Lehman Brothers Treasury Co. B.V. XS0276072682 EUR Call desk Call desk 22-Nov-2010

Lehman Brothers Treasury Co. B.V. XS0330437087 JPY Call desk Call desk 22-Nov-2010

Lehman Brothers Treasury Co. B.V. XS0330730622 USD Call desk Call desk 22-Nov-2010

Lehman Brothers Treasury Co. B.V. XS0364513431 USD Call desk Call desk 23-Nov-2010

Lehman Brothers Treasury Co. B.V. XS0366299831 USD Call desk Call desk 28-Nov-2010

Lehman Brothers Treasury Co. B.V. XS0330222984 CHF Call desk Call desk 29-Nov-2010

Lehman Brothers Treasury Co. B.V. XS0234123650 CHF Call desk Call desk 30-Nov-2010

Lehman Brothers Treasury Co. B.V. XS0267365442 EUR Call desk Call desk 30-Nov-2010

Lehman Brothers Treasury Co. B.V. XS0276272936 EUR Call desk Call desk 30-Nov-2010

Lehman Brothers Treasury Co. B.V. XS0333012358 USD Call desk Call desk 30-Nov-2010

Lehman Brothers Treasury Co. B.V. XS0272617100 GBP Call desk Call desk 1-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0272617951 USD Call desk Call desk 1-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0272634535 USD Call desk Call desk 1-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0272635185 GBP Call desk Call desk 1-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0302821086 USD Call desk Call desk 1-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0236406277 JPY Call desk Call desk 2-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0329284987 USD Call desk Call desk 4-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0329288384 USD Call desk Call desk 4-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0329905417 EUR Call desk Call desk 4-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0334446134 USD Call desk Call desk 4-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0268043709 EUR Call desk Call desk 5-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0301522719 EUR Call desk Call desk 6-Dec-2010

Lehman Brothers Treasury Co. B.V. NO0010395965 NOK Call desk Call desk 7-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0334814547 EUR Call desk Call desk 7-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0334815437 USD Call desk Call desk 7-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0333793403 USD Call desk Call desk 8-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0236535679 EUR Call desk Call desk 9-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0334382065 EUR Call desk Call desk 10-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0332159598 EUR Call desk Call desk 13-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0332181840 EUR Call desk Call desk 13-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0332409969 EUR Call desk Call desk 13-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0237053623 USD Call desk Call desk 14-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0278126510 EUR Call desk Call desk 14-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0332612844 USD Call desk Call desk 14-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0237709208 EUR Call desk Call desk 15-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0276162327 EUR Call desk Call desk 15-Dec-2010

Lehman Brothers Treasury Co. B.V. DK0030068242 DKK Call desk Call desk 16-Dec-2010

Lehman Brothers Treasury Co. B.V. DK0030096961 DKK Call desk Call desk 16-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0122041675 HKD Call desk Call desk 20-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0239231573 JPY Call desk Call desk 20-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0307499441 USD Call desk Call desk 20-Dec-2010

Page 50: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0330467746 DKK Call desk Call desk 20-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0334475232 USD Call desk Call desk 20-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0336050058 USD Call desk Call desk 20-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0278639579 USD Call desk Call desk 21-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0331533173 EUR Call desk Call desk 21-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0334693578 EUR Call desk Call desk 21-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0336951107 EUR Call desk Call desk 21-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0334274098 USD Call desk Call desk 24-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0375027074 USD Call desk Call desk 24-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0150823721 USD Call desk Call desk 25-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0306345355 AUD Call desk Call desk 28-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0338071987 EUR Call desk Call desk 28-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0250113502 CHF Call desk Call desk 29-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0280527408 USD Call desk Call desk 29-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0165754705 EUR Call desk Call desk 30-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0223109926 USD Call desk Call desk 30-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0338049462 USD Call desk Call desk 31-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0338316093 CHF Call desk Call desk 31-Dec-2010

Lehman Brothers Treasury Co. B.V. XS0238337439 EUR Call desk Call desk 3-Jan-2011

Lehman Brothers Treasury Co. B.V. XS0279675150 EUR Call desk Call desk 3-Jan-2011

Lehman Brothers Treasury Co. B.V. XS0334205795 USD Call desk Call desk 3-Jan-2011

Lehman Brothers Treasury Co. B.V. XS0372634195 SEK Call desk Call desk 3-Jan-2011

Lehman Brothers Treasury Co. B.V. XS0337488505 USD Call desk Call desk 4-Jan-2011

Lehman Brothers Treasury Co. B.V. XS0276859609 EUR Call desk Call desk 5-Jan-2011

Lehman Brothers Treasury Co. B.V. XS0338082752 CZK Call desk Call desk 10-Jan-2011

Lehman Brothers Treasury Co. B.V. XS0209026805 EUR Call desk Call desk 13-Jan-2011

Lehman Brothers Treasury Co. B.V. XS0338056590 EUR Call desk Call desk 13-Jan-2011

Lehman Brothers Treasury Co. B.V. XS0338049975 GBP Call desk Call desk 14-Jan-2011

Lehman Brothers Treasury Co. B.V. XS0341743184 USD Call desk Call desk 19-Jan-2011

Lehman Brothers Treasury Co. B.V. XS0341745635 USD Call desk Call desk 19-Jan-2011

Lehman Brothers Treasury Co. B.V. XS0341769221 HKD Call desk Call desk 19-Jan-2011

Lehman Brothers Treasury Co. B.V. NO0010402738 NOK Call desk Call desk 21-Jan-2011

Lehman Brothers Treasury Co. B.V. CH0027120630 USD Call desk Call desk 24-Jan-2011

Lehman Brothers Treasury Co. B.V. XS0334494290 EUR Call desk Call desk 24-Jan-2011

Lehman Brothers Treasury Co. B.V. XS0335964648 EUR Call desk Call desk 24-Jan-2011

Lehman Brothers Treasury Co. B.V. XS0339764028 USD Call desk Call desk 24-Jan-2011

Lehman Brothers Treasury Co. B.V. XS0339944943 USD Call desk Call desk 24-Jan-2011

Lehman Brothers Treasury Co. B.V. XS0340460855 USD Call desk Call desk 24-Jan-2011

Lehman Brothers Treasury Co. B.V. XS0340648657 USD Call desk Call desk 24-Jan-2011

Lehman Brothers Treasury Co. B.V. CH0034783636 CHF Call desk Call desk 25-Jan-2011

Lehman Brothers Treasury Co. B.V. CH0034783651 EUR Call desk Call desk 25-Jan-2011

Lehman Brothers Treasury Co. B.V. CH0034783677 USD Call desk Call desk 25-Jan-2011

Lehman Brothers Treasury Co. B.V. CH0034783693 EUR Call desk Call desk 25-Jan-2011

Lehman Brothers Treasury Co. B.V. XS0241421089 EUR Call desk Call desk 25-Jan-2011

Lehman Brothers Treasury Co. B.V. XS0340950608 CHF Call desk Call desk 25-Jan-2011

Lehman Brothers Treasury Co. B.V. XS0123488438 HKD Call desk Call desk 28-Jan-2011

Lehman Brothers Treasury Co. B.V. XS0340530814 USD Call desk Call desk 28-Jan-2011

Lehman Brothers Treasury Co. B.V. XS0241359180 USD Call desk Call desk 30-Jan-2011

Lehman Brothers Treasury Co. B.V. XS0337437007 USD Call desk Call desk 30-Jan-2011

Lehman Brothers Treasury Co. B.V. XS0342839155 GBP Call desk Call desk 30-Jan-2011

Lehman Brothers Treasury Co. B.V. XS0343872494 USD Call desk Call desk 30-Jan-2011

Page 51: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0277722772 HUF Call desk Call desk 31-Jan-2011

Lehman Brothers Treasury Co. B.V. XS0342751905 USD Call desk Call desk 1-Feb-2011

Lehman Brothers Treasury Co. B.V. XS0184310927 EUR Call desk Call desk 2-Feb-2011

Lehman Brothers Treasury Co. B.V. XS0255689589 EUR Call desk Call desk 2-Feb-2011

Lehman Brothers Treasury Co. B.V. XS0341731411 USD Call desk Call desk 4-Feb-2011

Lehman Brothers Treasury Co. B.V. XS0335137120 EUR Call desk Call desk 7-Feb-2011

Lehman Brothers Treasury Co. B.V. XS0343643036 USD Call desk Call desk 7-Feb-2011

Lehman Brothers Treasury Co. B.V. XS0345680655 USD Call desk Call desk 7-Feb-2011

Lehman Brothers Treasury Co. B.V. XS0243065421 EUR Call desk Call desk 8-Feb-2011

Lehman Brothers Treasury Co. B.V. XS0339537390 EUR Call desk Call desk 8-Feb-2011

Lehman Brothers Treasury Co. B.V. DE000A0LU6X5 EUR Call desk Call desk 10-Feb-2011

Lehman Brothers Treasury Co. B.V. XS0346007320 EUR Call desk Call desk 11-Feb-2011

Lehman Brothers Treasury Co. B.V. XS0242764735 EUR Call desk Call desk 14-Feb-2011

Lehman Brothers Treasury Co. B.V. XS0242801958 EUR Call desk Call desk 14-Feb-2011

Lehman Brothers Treasury Co. B.V. XS0344899710 AUD Call desk Call desk 14-Feb-2011

Lehman Brothers Treasury Co. B.V. XS0345003049 USD Call desk Call desk 14-Feb-2011

Lehman Brothers Treasury Co. B.V. XS0345445737 EUR Call desk Call desk 14-Feb-2011

Lehman Brothers Treasury Co. B.V. XS0338483588 EUR Call desk Call desk 15-Feb-2011

Lehman Brothers Treasury Co. B.V. XS0338483828 USD Call desk Call desk 15-Feb-2011

Lehman Brothers Treasury Co. B.V. XS0339184615 USD Call desk Call desk 15-Feb-2011

Lehman Brothers Treasury Co. B.V. XS0339538448 USD Call desk Call desk 15-Feb-2011

Lehman Brothers Treasury Co. B.V. XS0341900388 EUR Call desk Call desk 15-Feb-2011

Lehman Brothers Treasury Co. B.V. XS0344095871 USD Call desk Call desk 15-Feb-2011

Lehman Brothers Treasury Co. B.V. DE000A0LJV62 EUR Call desk Call desk 17-Feb-2011

Lehman Brothers Treasury Co. B.V. XS0347259185 USD Call desk Call desk 18-Feb-2011

Lehman Brothers Treasury Co. B.V. XS0186755798 USD Call desk Call desk 25-Feb-2011

Lehman Brothers Treasury Co. B.V. XS0245479810 USD Call desk Call desk 27-Feb-2011

Lehman Brothers Treasury Co. B.V. XS0244837547 EUR Call desk Call desk 28-Feb-2011

Lehman Brothers Treasury Co. B.V. XS0279950637 SEK Call desk Call desk 28-Feb-2011

Lehman Brothers Treasury Co. B.V. XS0287989031 HKD Call desk Call desk 28-Feb-2011

Lehman Brothers Treasury Co. B.V. XS0287990047 USD Call desk Call desk 28-Feb-2011

Lehman Brothers Treasury Co. B.V. XS0345320799 EUR Call desk Call desk 28-Feb-2011

Lehman Brothers Treasury Co. B.V. XS0345320872 USD Call desk Call desk 28-Feb-2011

Lehman Brothers Treasury Co. B.V. XS0347452426 USD Call desk Call desk 28-Feb-2011

Lehman Brothers Treasury Co. B.V. XS0348072561 USD Call desk Call desk 28-Feb-2011

Lehman Brothers Treasury Co. B.V. XS0348072728 USD Call desk Call desk 28-Feb-2011

Lehman Brothers Treasury Co. B.V. XS0349809342 EUR Call desk Call desk 28-Feb-2011

Lehman Brothers Treasury Co. B.V. XS0215568667 USD Call desk Call desk 2-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0246362916 EUR Call desk Call desk 3-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0349924109 USD Call desk Call desk 3-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0349924281 USD Call desk Call desk 3-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0349159623 USD Call desk Call desk 4-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0349282151 EUR Call desk Call desk 4-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0350892336 JPY Call desk Call desk 4-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0349842558 EUR Call desk Call desk 5-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0351272322 EUR Call desk Call desk 6-Mar-2011

Lehman Brothers Treasury Co. B.V. DE000A0MHVV0 EUR Call desk Call desk 7-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0340076321 EUR Call desk Call desk 7-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0344460323 EUR Call desk Call desk 7-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0344460752 USD Call desk Call desk 7-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0350318399 USD Call desk Call desk 7-Mar-2011

Page 52: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0286897219 EUR Call desk Call desk 8-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0286900708 CHF Call desk Call desk 8-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0349166917 USD Call desk Call desk 10-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0350394499 EUR Call desk Call desk 10-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0319831854 GBP Call desk Call desk 13-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0163559841 EUR Call desk Call desk 14-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0245046114 USD Call desk Call desk 14-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0344461214 PLN Call desk Call desk 14-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0344576110 EUR Call desk Call desk 14-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0344583249 HUF Call desk Call desk 14-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0345668528 EUR Call desk Call desk 14-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0348914606 EUR Call desk Call desk 14-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0350234455 USD Call desk Call desk 14-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0350390406 EUR Call desk Call desk 14-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0350847116 EUR Call desk Call desk 14-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0351979587 CHF Call desk Call desk 14-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0247457087 EUR Call desk Call desk 15-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0292336673 USD Call desk Call desk 16-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0246504210 EUR Call desk Call desk 17-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0346461634 USD Call desk Call desk 18-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0350894209 JPY Call desk Call desk 18-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0352109465 EUR Call desk Call desk 18-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0352549603 HUF Call desk Call desk 18-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0213378119 EUR Call desk Call desk 20-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0243626123 USD Call desk Call desk 20-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0186349535 JPY Call desk Call desk 21-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0245973770 USD Call desk Call desk 22-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0369799845 USD Call desk Call desk 22-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0369799928 HKD Call desk Call desk 22-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0247770067 EUR Call desk Call desk 24-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0247886442 JPY Call desk Call desk 24-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0352970650 EUR Call desk Call desk 26-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0353499790 JPY Call desk Call desk 26-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0292505459 EUR Call desk Call desk 27-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0343843479 EUR Call desk Call desk 28-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0249055350 USD Call desk Call desk 30-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0286535223 EUR Call desk Call desk 30-Mar-2011

Lehman Brothers Treasury Co. B.V. XS0247028391 USD Call desk Call desk 31-Mar-2011

Lehman Brothers Treasury Co. B.V. CH0036891239 CHF Call desk Call desk 2-Apr-2011

Lehman Brothers Treasury Co. B.V. XS0247687162 EUR Call desk Call desk 4-Apr-2011

Lehman Brothers Treasury Co. B.V. XS0354856196 USD Call desk Call desk 4-Apr-2011

Lehman Brothers Treasury Co. B.V. XS0249046284 JPY Call desk Call desk 6-Apr-2011

Lehman Brothers Treasury Co. B.V. XS0283319837 EUR Call desk Call desk 6-Apr-2011

Lehman Brothers Treasury Co. B.V. XS0353289399 PLN Call desk Call desk 8-Apr-2011

Lehman Brothers Treasury Co. B.V. XS0353289472 PLN Call desk Call desk 8-Apr-2011

Lehman Brothers Treasury Co. B.V. XS0294497085 EUR Call desk Call desk 10-Apr-2011

Lehman Brothers Treasury Co. B.V. XS0354190554 GBP Call desk Call desk 10-Apr-2011

Lehman Brothers Treasury Co. B.V. XS0372051762 USD Call desk Call desk 10-Apr-2011

Lehman Brothers Treasury Co. B.V. CH0036891189 CHF Call desk Call desk 11-Apr-2011

Lehman Brothers Treasury Co. B.V. CH0036891197 EUR Call desk Call desk 11-Apr-2011

Lehman Brothers Treasury Co. B.V. XS0286179923 SEK Call desk Call desk 11-Apr-2011

Page 53: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0286181077 SEK Call desk Call desk 11-Apr-2011

Lehman Brothers Treasury Co. B.V. XS0356365360 USD Call desk Call desk 11-Apr-2011

Lehman Brothers Treasury Co. B.V. XS0250656542 USD Call desk Call desk 12-Apr-2011

Lehman Brothers Treasury Co. B.V. CH0027120812 CHF Call desk Call desk 13-Apr-2011

Lehman Brothers Treasury Co. B.V. CH0027120820 EUR Call desk Call desk 13-Apr-2011

Lehman Brothers Treasury Co. B.V. XS0248620899 CHF Call desk Call desk 13-Apr-2011

Lehman Brothers Treasury Co. B.V. XS0251360714 USD Call desk Call desk 14-Apr-2011

Lehman Brothers Treasury Co. B.V. XS0346707903 EUR Call desk Call desk 15-Apr-2011

Lehman Brothers Treasury Co. B.V. XS0357486447 EUR Call desk Call desk 17-Apr-2011

Lehman Brothers Treasury Co. B.V. DE000A0TR749 EUR Call desk Call desk 18-Apr-2011

Lehman Brothers Treasury Co. B.V. CH0036891254 EUR Call desk Call desk 21-Apr-2011

Lehman Brothers Treasury Co. B.V. XS0251050364 JPY Call desk Call desk 21-Apr-2011

Lehman Brothers Treasury Co. B.V. XS0251683214 JPY Call desk Call desk 21-Apr-2011

Lehman Brothers Treasury Co. B.V. XS0251909395 JPY Call desk Call desk 21-Apr-2011

Lehman Brothers Treasury Co. B.V. XS0166188457 EUR Call desk Call desk 22-Apr-2011

Lehman Brothers Treasury Co. B.V. XS0357658672 EUR Call desk Call desk 25-Apr-2011

Lehman Brothers Treasury Co. B.V. XS0298200238 USD Call desk Call desk 26-Apr-2011

Lehman Brothers Treasury Co. B.V. XS0250416582 USD Call desk Call desk 28-Apr-2011

Lehman Brothers Treasury Co. B.V. XS0295698947 EUR Call desk Call desk 29-Apr-2011

Lehman Brothers Treasury Co. B.V. XS0354002577 EUR Call desk Call desk 2-May-2011

Lehman Brothers Treasury Co. B.V. XS0360205479 USD Call desk Call desk 2-May-2011

Lehman Brothers Treasury Co. B.V. DE000A0NMJ46 EUR Call desk Call desk 3-May-2011

Lehman Brothers Treasury Co. B.V. XS0359152658 USD Call desk Call desk 3-May-2011

Lehman Brothers Treasury Co. B.V. XS0361886699 USD Call desk Call desk 5-May-2011

Lehman Brothers Treasury Co. B.V. XS0360926298 EUR Call desk Call desk 6-May-2011

Lehman Brothers Treasury Co. B.V. XS0360993991 CHF Call desk Call desk 6-May-2011

Lehman Brothers Treasury Co. B.V. XS0363204941 USD Call desk Call desk 7-May-2011

Lehman Brothers Treasury Co. B.V. XS0253216005 JPY Call desk Call desk 9-May-2011

Lehman Brothers Treasury Co. B.V. XS0329133341 EUR Call desk Call desk 9-May-2011

Lehman Brothers Treasury Co. B.V. XS0251180906 CHF Call desk Call desk 12-May-2011

Lehman Brothers Treasury Co. B.V. XS0362892951 JPY Call desk Call desk 12-May-2011

Lehman Brothers Treasury Co. B.V. XS0362178989 EUR Call desk Call desk 15-May-2011

Lehman Brothers Treasury Co. B.V. XS0253223555 JPY Call desk Call desk 16-May-2011

Lehman Brothers Treasury Co. B.V. XS0299624568 SEK Call desk Call desk 18-May-2011

Lehman Brothers Treasury Co. B.V. XS0363981324 JPY Call desk Call desk 20-May-2011

Lehman Brothers Treasury Co. B.V. XS0364508514 JPY Call desk Call desk 20-May-2011

Lehman Brothers Treasury Co. B.V. XS0364976299 JPY Call desk Call desk 20-May-2011

Lehman Brothers Treasury Co. B.V. XS0364173665 EUR Call desk Call desk 21-May-2011

Lehman Brothers Treasury Co. B.V. XS0365671121 USD Call desk Call desk 22-May-2011

Lehman Brothers Treasury Co. B.V. XS0255006446 JPY Call desk Call desk 24-May-2011

Lehman Brothers Treasury Co. B.V. XS0364806884 JPY Call desk Call desk 25-May-2011

Lehman Brothers Treasury Co. B.V. XS0364948918 JPY Call desk Call desk 25-May-2011

Lehman Brothers Treasury Co. B.V. XS0364976372 JPY Call desk Call desk 25-May-2011

Lehman Brothers Treasury Co. B.V. XS0364976539 JPY Call desk Call desk 25-May-2011

Lehman Brothers Treasury Co. B.V. XS0364976703 JPY Call desk Call desk 25-May-2011

Lehman Brothers Treasury Co. B.V. XS0365324325 JPY Call desk Call desk 25-May-2011

Lehman Brothers Treasury Co. B.V. XS0365822864 JPY Call desk Call desk 25-May-2011

Lehman Brothers Treasury Co. B.V. XS0365823243 JPY Call desk Call desk 25-May-2011

Lehman Brothers Treasury Co. B.V. XS0365880987 JPY Call desk Call desk 25-May-2011

Lehman Brothers Treasury Co. B.V. XS0219677423 EUR Call desk Call desk 27-May-2011

Lehman Brothers Treasury Co. B.V. CH0039308678 USD Call desk Call desk 30-May-2011

Page 54: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0362343930 EUR Call desk Call desk 30-May-2011

Lehman Brothers Treasury Co. B.V. XS0362725540 USD Call desk Call desk 30-May-2011

Lehman Brothers Treasury Co. B.V. XS0365822781 JPY Call desk Call desk 30-May-2011

Lehman Brothers Treasury Co. B.V. XS0256259606 PLN Call desk Call desk 31-May-2011

Lehman Brothers Treasury Co. B.V. XS0365873347 USD Call desk Call desk 31-May-2011

Lehman Brothers Treasury Co. B.V. XS0366374394 JPY Call desk Call desk 3-Jun-2011

Lehman Brothers Treasury Co. B.V. XS0366664711 JPY Call desk Call desk 3-Jun-2011

Lehman Brothers Treasury Co. B.V. XS0366986916 JPY Call desk Call desk 3-Jun-2011

Lehman Brothers Treasury Co. B.V. XS0368698444 USD Call desk Call desk 5-Jun-2011

Lehman Brothers Treasury Co. B.V. XS0256233122 USD Call desk Call desk 6-Jun-2011

Lehman Brothers Treasury Co. B.V. XS0368358932 NOK Call desk Call desk 6-Jun-2011

Lehman Brothers Treasury Co. B.V. XS0359895876 EUR Call desk Call desk 9-Jun-2011

Lehman Brothers Treasury Co. B.V. XS0359896098 USD Call desk Call desk 9-Jun-2011

Lehman Brothers Treasury Co. B.V. XS0367990057 EUR Call desk Call desk 10-Jun-2011

Lehman Brothers Treasury Co. B.V. XS0368198718 JPY Call desk Call desk 10-Jun-2011

Lehman Brothers Treasury Co. B.V. XS0368366877 JPY Call desk Call desk 10-Jun-2011

Lehman Brothers Treasury Co. B.V. XS0368582739 JPY Call desk Call desk 10-Jun-2011

Lehman Brothers Treasury Co. B.V. XS0368801717 JPY Call desk Call desk 10-Jun-2011

Lehman Brothers Treasury Co. B.V. XS0369744940 JPY Call desk Call desk 10-Jun-2011

Lehman Brothers Treasury Co. B.V. DK0030106190 DKK Call desk Call desk 12-Jun-2011

Lehman Brothers Treasury Co. B.V. XS0368448683 USD Call desk Call desk 12-Jun-2011

Lehman Brothers Treasury Co. B.V. XS0220326408 CHF Call desk Call desk 13-Jun-2011

Lehman Brothers Treasury Co. B.V. XS0368497623 EUR Call desk Call desk 14-Jun-2011

Lehman Brothers Treasury Co. B.V. XS0368497896 EUR Call desk Call desk 14-Jun-2011

Lehman Brothers Treasury Co. B.V. XS0257587815 JPY Call desk Call desk 16-Jun-2011

Lehman Brothers Treasury Co. B.V. XS0368800156 JPY Call desk Call desk 16-Jun-2011

Lehman Brothers Treasury Co. B.V. XS0301522396 EUR Call desk Call desk 17-Jun-2011

Lehman Brothers Treasury Co. B.V. XS0249955930 USD Call desk Call desk 20-Jun-2011

Lehman Brothers Treasury Co. B.V. XS0356376995 EUR Call desk Call desk 20-Jun-2011

Lehman Brothers Treasury Co. B.V. XS0368739495 JPY Call desk Call desk 20-Jun-2011

Lehman Brothers Treasury Co. B.V. XS0293677281 EUR Call desk Call desk 21-Jun-2011

Lehman Brothers Treasury Co. B.V. XS0328851794 EUR Call desk Call desk 21-Jun-2011

Lehman Brothers Treasury Co. B.V. XS0330181776 EUR Call desk Call desk 21-Jun-2011

Lehman Brothers Treasury Co. B.V. XS0260996334 JPY Call desk Call desk 22-Jun-2011

Lehman Brothers Treasury Co. B.V. XS0261618606 JPY Call desk Call desk 22-Jun-2011

Lehman Brothers Treasury Co. B.V. DE000A0NPV47 EUR Call desk Call desk 24-Jun-2011

Lehman Brothers Treasury Co. B.V. XS0259691383 EUR Call desk Call desk 27-Jun-2011

Lehman Brothers Treasury Co. B.V. XS0306249045 USD Call desk Call desk 27-Jun-2011

Lehman Brothers Treasury Co. B.V. XS0373013027 USD Call desk Call desk 27-Jun-2011

Lehman Brothers Treasury Co. B.V. XS0368249487 USD Call desk Call desk 28-Jun-2011

Lehman Brothers Treasury Co. B.V. XS0368298187 EUR Call desk Call desk 28-Jun-2011

Lehman Brothers Treasury Co. B.V. XS0297221458 SEK Call desk Call desk 29-Jun-2011

Lehman Brothers Treasury Co. B.V. XS0297365024 SEK Call desk Call desk 29-Jun-2011

Lehman Brothers Treasury Co. B.V. XS0221564387 USD Call desk Call desk 30-Jun-2011

Lehman Brothers Treasury Co. B.V. XS0251832662 EUR Call desk Call desk 30-Jun-2011

Lehman Brothers Treasury Co. B.V. XS0258962975 EUR Call desk Call desk 30-Jun-2011

Lehman Brothers Treasury Co. B.V. CH0043088605 USD Call desk Call desk 4-Jul-2011

Lehman Brothers Treasury Co. B.V. CH0043088613 EUR Call desk Call desk 4-Jul-2011

Lehman Brothers Treasury Co. B.V. CH0043088621 CHF Call desk Call desk 4-Jul-2011

Lehman Brothers Treasury Co. B.V. XS0301086475 EUR Call desk Call desk 4-Jul-2011

Lehman Brothers Treasury Co. B.V. XS0308319341 EUR Call desk Call desk 4-Jul-2011

Page 55: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0296894669 EUR Call desk Call desk 6-Jul-2011

Lehman Brothers Treasury Co. B.V. DE000A0NMGK2 EUR Call desk Call desk 7-Jul-2011

Lehman Brothers Treasury Co. B.V. XS0375278313 USD Call desk Call desk 7-Jul-2011

Lehman Brothers Treasury Co. B.V. XS0374132594 AUD Call desk Call desk 11-Jul-2011

Lehman Brothers Treasury Co. B.V. XS0281706704 EUR Call desk Call desk 18-Jul-2011

Lehman Brothers Treasury Co. B.V. XS0223920348 USD Call desk Call desk 20-Jul-2011

Lehman Brothers Treasury Co. B.V. XS0132961896 HKD Call desk Call desk 22-Jul-2011

Lehman Brothers Treasury Co. B.V. XS0311764509 EUR Call desk Call desk 25-Jul-2011

Lehman Brothers Treasury Co. B.V. XS0260874655 USD Call desk Call desk 26-Jul-2011

Lehman Brothers Treasury Co. B.V. XS0299701499 EUR Call desk Call desk 27-Jul-2011

Lehman Brothers Treasury Co. B.V. XS0305646696 EUR Call desk Call desk 27-Jul-2011

Lehman Brothers Treasury Co. B.V. XS0316834083 USD Call desk Call desk 27-Jul-2011

Lehman Brothers Treasury Co. B.V. CH0043088639 CHF Call desk Call desk 4-Aug-2011

Lehman Brothers Treasury Co. B.V. CH0043088647 EUR Call desk Call desk 4-Aug-2011

Lehman Brothers Treasury Co. B.V. CH0043088654 USD Call desk Call desk 4-Aug-2011

Lehman Brothers Treasury Co. B.V. XS0226127784 GBP Call desk Call desk 8-Aug-2011

Lehman Brothers Treasury Co. B.V. XS0313345604 EUR Call desk Call desk 9-Aug-2011

Lehman Brothers Treasury Co. B.V. XS0263244914 USD Call desk Call desk 11-Aug-2011

Lehman Brothers Treasury Co. B.V. XS0197173643 EUR Call desk Call desk 12-Aug-2011

Lehman Brothers Treasury Co. B.V. XS0226717238 USD Call desk Call desk 12-Aug-2011

Lehman Brothers Treasury Co. B.V. XS0314774257 EUR Call desk Call desk 13-Aug-2011

Lehman Brothers Treasury Co. B.V. XS0226787447 CHF Call desk Call desk 16-Aug-2011

Lehman Brothers Treasury Co. B.V. CH0027120994 EUR Call desk Call desk 17-Aug-2011

Lehman Brothers Treasury Co. B.V. XS0316485563 CHF Call desk Call desk 17-Aug-2011

Lehman Brothers Treasury Co. B.V. XS0380296144 USD Call desk Call desk 22-Aug-2011

Lehman Brothers Treasury Co. B.V. XS0264674549 GBP Call desk Call desk 23-Aug-2011

Lehman Brothers Treasury Co. B.V. AU300LBTC011 AUD Call desk Call desk 24-Aug-2011

Lehman Brothers Treasury Co. B.V. AU300LBTC029 AUD Call desk Call desk 24-Aug-2011

Lehman Brothers Treasury Co. B.V. XS0383940292 EUR Call desk Call desk 26-Aug-2011

Lehman Brothers Treasury Co. B.V. XS0317359718 EUR Call desk Call desk 28-Aug-2011

Lehman Brothers Treasury Co. B.V. XS0384883251 AUD Call desk Call desk 29-Aug-2011

Lehman Brothers Treasury Co. B.V. XS0227570750 EUR Call desk Call desk 1-Sep-2011

Lehman Brothers Treasury Co. B.V. XS0264966671 USD Call desk Call desk 1-Sep-2011

Lehman Brothers Treasury Co. B.V. DE000A0TX6H7 EUR Call desk Call desk 5-Sep-2011

Lehman Brothers Treasury Co. B.V. XS0266912228 USD Call desk Call desk 6-Sep-2011

Lehman Brothers Treasury Co. B.V. DE000A0NTS89 EUR Call desk Call desk 8-Sep-2011

Lehman Brothers Treasury Co. B.V. CH0043088670 EUR Call desk Call desk 12-Sep-2011

Lehman Brothers Treasury Co. B.V. CH0043088704 CHF Call desk Call desk 12-Sep-2011

Lehman Brothers Treasury Co. B.V. XS0225999258 USD Call desk Call desk 20-Sep-2011

Lehman Brothers Treasury Co. B.V. XS0256257907 USD Call desk Call desk 20-Sep-2011

Lehman Brothers Treasury Co. B.V. XS0321019258 EUR Call desk Call desk 20-Sep-2011

Lehman Brothers Treasury Co. B.V. CH0036891247 EUR Call desk Call desk 21-Sep-2011

Lehman Brothers Treasury Co. B.V. XS0260371827 EUR Call desk Call desk 21-Sep-2011

Lehman Brothers Treasury Co. B.V. XS0267460359 EUR Call desk Call desk 21-Sep-2011

Lehman Brothers Treasury Co. B.V. XS0268040192 SGD Call desk Call desk 21-Sep-2011

Lehman Brothers Treasury Co. B.V. XS0311769219 EUR Call desk Call desk 22-Sep-2011

Lehman Brothers Treasury Co. B.V. XS0268997532 USD Call desk Call desk 26-Sep-2011

Lehman Brothers Treasury Co. B.V. XS0227081634 EUR Call desk Call desk 28-Sep-2011

Lehman Brothers Treasury Co. B.V. XS0323526854 GBP Call desk Call desk 28-Sep-2011

Lehman Brothers Treasury Co. B.V. XS0268576609 CHF Call desk Call desk 29-Sep-2011

Lehman Brothers Treasury Co. B.V. XS0269529136 CHF Call desk Call desk 29-Sep-2011

Page 56: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0288215220 USD Call desk Call desk 30-Sep-2011

Lehman Brothers Treasury Co. B.V. XS0288216111 GBP Call desk Call desk 30-Sep-2011

Lehman Brothers Treasury Co. B.V. XS0288291593 GBP Call desk Call desk 30-Sep-2011

Lehman Brothers Treasury Co. B.V. XS0288781502 USD Call desk Call desk 30-Sep-2011

Lehman Brothers Treasury Co. B.V. DE000A0LHNW7 EUR Call desk Call desk 3-Oct-2011

Lehman Brothers Treasury Co. B.V. XS0268620514 ILS Call desk Call desk 5-Oct-2011

Lehman Brothers Treasury Co. B.V. DE000A0N8MX9 EUR Call desk Call desk 6-Oct-2011

Lehman Brothers Treasury Co. B.V. XS0269492038 JPY Call desk Call desk 11-Oct-2011

Lehman Brothers Treasury Co. B.V. XS0269500665 JPY Call desk Call desk 11-Oct-2011

Lehman Brothers Treasury Co. B.V. XS0269969027 EUR Call desk Call desk 13-Oct-2011

Lehman Brothers Treasury Co. B.V. XS0323493584 USD Call desk Call desk 17-Oct-2011

Lehman Brothers Treasury Co. B.V. XS0230522962 EUR Call desk Call desk 18-Oct-2011

Lehman Brothers Treasury Co. B.V. XS0271141565 GBP Call desk Call desk 18-Oct-2011

Lehman Brothers Treasury Co. B.V. XS0325813409 USD Call desk Call desk 18-Oct-2011

Lehman Brothers Treasury Co. B.V. XS0326085742 EUR Call desk Call desk 18-Oct-2011

Lehman Brothers Treasury Co. B.V. XS0326108973 SEK Call desk Call desk 18-Oct-2011

Lehman Brothers Treasury Co. B.V. XS0230178658 EUR Call desk Call desk 21-Oct-2011

Lehman Brothers Treasury Co. B.V. XS0272052753 USD Call desk Call desk 21-Oct-2011

Lehman Brothers Treasury Co. B.V. XS0270174013 USD Call desk Call desk 24-Oct-2011

Lehman Brothers Treasury Co. B.V. XS0271201484 EUR Call desk Call desk 25-Oct-2011

Lehman Brothers Treasury Co. B.V. DE000A0N1VM8 EUR Call desk Call desk 26-Oct-2011

Lehman Brothers Treasury Co. B.V. XS0268992145 USD Call desk Call desk 26-Oct-2011

Lehman Brothers Treasury Co. B.V. XS0204199466 USD Call desk Call desk 27-Oct-2011

Lehman Brothers Treasury Co. B.V. XS0204199540 EUR Call desk Call desk 27-Oct-2011

Lehman Brothers Treasury Co. B.V. XS0266559433 HUF Call desk Call desk 31-Oct-2011

Lehman Brothers Treasury Co. B.V. XS0271671793 USD Call desk Call desk 31-Oct-2011

Lehman Brothers Treasury Co. B.V. XS0272574889 SEK Call desk Call desk 31-Oct-2011

Lehman Brothers Treasury Co. B.V. XS0272095216 EUR Call desk Call desk 3-Nov-2011

Lehman Brothers Treasury Co. B.V. XS0314918276 EUR Call desk Call desk 7-Nov-2011

Lehman Brothers Treasury Co. B.V. XS0326086716 CHF Call desk Call desk 9-Nov-2011

Lehman Brothers Treasury Co. B.V. XS0384379847 CHF Call desk Call desk 9-Nov-2011

Lehman Brothers Treasury Co. B.V. XS0329219819 EUR Call desk Call desk 9-Nov-2011

Lehman Brothers Treasury Co. B.V. XS0329670946 AUD Call desk Call desk 13-Nov-2011

Lehman Brothers Treasury Co. B.V. XS0273678283 EUR Call desk Call desk 16-Nov-2011

Lehman Brothers Treasury Co. B.V. XS0274443422 EUR Call desk Call desk 18-Nov-2011

Lehman Brothers Treasury Co. B.V. XS0329571292 EUR Call desk Call desk 21-Nov-2011

Lehman Brothers Treasury Co. B.V. XS0332675338 USD Call desk Call desk 21-Nov-2011

Lehman Brothers Treasury Co. B.V. XS0331333160 EUR Call desk Call desk 22-Nov-2011

Lehman Brothers Treasury Co. B.V. XS0331249531 USD Call desk Call desk 23-Nov-2011

Lehman Brothers Treasury Co. B.V. DE000A0G0Y08 EUR Call desk Call desk 24-Nov-2011

Lehman Brothers Treasury Co. B.V. DE000A0TLG93 EUR Call desk Call desk 30-Nov-2011

Lehman Brothers Treasury Co. B.V. XS0277119797 EUR Call desk Call desk 30-Nov-2011

Lehman Brothers Treasury Co. B.V. XS0277120027 USD Call desk Call desk 30-Nov-2011

Lehman Brothers Treasury Co. B.V. XS0277120456 CHF Call desk Call desk 30-Nov-2011

Lehman Brothers Treasury Co. B.V. XS0271720673 EUR Call desk Call desk 1-Dec-2011

Lehman Brothers Treasury Co. B.V. XS0206444191 EUR Call desk Call desk 6-Dec-2011

Lehman Brothers Treasury Co. B.V. XS0276619805 EUR Call desk Call desk 6-Dec-2011

Lehman Brothers Treasury Co. B.V. XS0278544274 USD Call desk Call desk 6-Dec-2011

Lehman Brothers Treasury Co. B.V. XS0277185152 EUR Call desk Call desk 8-Dec-2011

Lehman Brothers Treasury Co. B.V. XS0277470943 USD Call desk Call desk 11-Dec-2011

Lehman Brothers Treasury Co. B.V. XS0327165477 EUR Call desk Call desk 12-Dec-2011

Page 57: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0327165634 EUR Call desk Call desk 12-Dec-2011

Lehman Brothers Treasury Co. B.V. XS0276245700 GBP Call desk Call desk 15-Dec-2011

Lehman Brothers Treasury Co. B.V. XS0279493398 JPY Call desk Call desk 16-Dec-2011

Lehman Brothers Treasury Co. B.V. XS0278755052 USD Call desk Call desk 19-Dec-2011

Lehman Brothers Treasury Co. B.V. XS0334457099 USD Call desk Call desk 19-Dec-2011

Lehman Brothers Treasury Co. B.V. XS0335528666 EUR Call desk Call desk 19-Dec-2011

Lehman Brothers Treasury Co. B.V. XS0245742456 USD Call desk Call desk 20-Dec-2011

Lehman Brothers Treasury Co. B.V. XS0270679722 USD Call desk Call desk 20-Dec-2011

Lehman Brothers Treasury Co. B.V. XS0280164921 EUR Call desk Call desk 20-Dec-2011

Lehman Brothers Treasury Co. B.V. XS0278266951 EUR Call desk Call desk 27-Dec-2011

Lehman Brothers Treasury Co. B.V. XS0280339077 CHF Call desk Call desk 28-Dec-2011

Lehman Brothers Treasury Co. B.V. XS0299993336 USD Call desk Call desk 3-Jan-2012

Lehman Brothers Treasury Co. B.V. XS0374390457 AUD Call desk Call desk 3-Jan-2012

Lehman Brothers Treasury Co. B.V. XS0310271019 USD Call desk Call desk 6-Jan-2012

Lehman Brothers Treasury Co. B.V. XS0280063222 USD Call desk Call desk 10-Jan-2012

Lehman Brothers Treasury Co. B.V. XS0280541573 JPY Call desk Call desk 10-Jan-2012

Lehman Brothers Treasury Co. B.V. XS0334918322 USD Call desk Call desk 10-Jan-2012

Lehman Brothers Treasury Co. B.V. XS0335150818 EUR Call desk Call desk 16-Jan-2012

Lehman Brothers Treasury Co. B.V. XS0335151113 EUR Call desk Call desk 16-Jan-2012

Lehman Brothers Treasury Co. B.V. XS0281181809 JPY Call desk Call desk 17-Jan-2012

Lehman Brothers Treasury Co. B.V. XS0281248723 JPY Call desk Call desk 17-Jan-2012

Lehman Brothers Treasury Co. B.V. XS0281494335 JPY Call desk Call desk 17-Jan-2012

Lehman Brothers Treasury Co. B.V. XS0339408584 EUR Call desk Call desk 18-Jan-2012

Lehman Brothers Treasury Co. B.V. XS0210326202 EUR Call desk Call desk 21-Jan-2012

Lehman Brothers Treasury Co. B.V. XS0283703345 EUR Call desk Call desk 22-Jan-2012

Lehman Brothers Treasury Co. B.V. XS0282843068 CHF Call desk Call desk 24-Jan-2012

Lehman Brothers Treasury Co. B.V. XS0282872240 USD Call desk Call desk 25-Jan-2012

Lehman Brothers Treasury Co. B.V. XS0282872752 USD Call desk Call desk 25-Jan-2012

Lehman Brothers Treasury Co. B.V. XS0283174927 EUR Call desk Call desk 25-Jan-2012

Lehman Brothers Treasury Co. B.V. XS0241963726 EUR Call desk Call desk 30-Jan-2012

Lehman Brothers Treasury Co. B.V. XS0283820065 EUR Call desk Call desk 30-Jan-2012

Lehman Brothers Treasury Co. B.V. XS0283914637 JPY Call desk Call desk 30-Jan-2012

Lehman Brothers Treasury Co. B.V. CH0027120606 CHF Call desk Call desk 31-Jan-2012

Lehman Brothers Treasury Co. B.V. XS0342520177 USD Call desk Call desk 31-Jan-2012

Lehman Brothers Treasury Co. B.V. XS0344442420 EUR Call desk Call desk 31-Jan-2012

Lehman Brothers Treasury Co. B.V. XS0342406716 EUR Call desk Call desk 1-Feb-2012

Lehman Brothers Treasury Co. B.V. XS0283630795 USD Call desk Call desk 6-Feb-2012

Lehman Brothers Treasury Co. B.V. XS0284011599 EUR Call desk Call desk 7-Feb-2012

Lehman Brothers Treasury Co. B.V. XS0299702380 USD Call desk Call desk 7-Feb-2012

Lehman Brothers Treasury Co. B.V. XS0338941551 EUR Call desk Call desk 7-Feb-2012

Lehman Brothers Treasury Co. B.V. XS0338960262 EUR Call desk Call desk 7-Feb-2012

Lehman Brothers Treasury Co. B.V. XS0285456140 CHF Call desk Call desk 8-Feb-2012

Lehman Brothers Treasury Co. B.V. XS0344087183 USD Call desk Call desk 8-Feb-2012

Lehman Brothers Treasury Co. B.V. XS0282208049 EUR Call desk Call desk 9-Feb-2012

Lehman Brothers Treasury Co. B.V. XS0286358261 EUR Call desk Call desk 9-Feb-2012

Lehman Brothers Treasury Co. B.V. XS0344556864 USD Call desk Call desk 13-Feb-2012

Lehman Brothers Treasury Co. B.V. XS0344557839 EUR Call desk Call desk 13-Feb-2012

Lehman Brothers Treasury Co. B.V. XS0277877469 USD Call desk Call desk 14-Feb-2012

Lehman Brothers Treasury Co. B.V. XS0285049853 JPY Call desk Call desk 14-Feb-2012

Lehman Brothers Treasury Co. B.V. XS0286239925 EUR Call desk Call desk 14-Feb-2012

Lehman Brothers Treasury Co. B.V. XS0286018758 EUR Call desk Call desk 15-Feb-2012

Page 58: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0345813397 USD Call desk Call desk 15-Feb-2012

Lehman Brothers Treasury Co. B.V. XS0286127021 USD Call desk Call desk 16-Feb-2012

Lehman Brothers Treasury Co. B.V. XS0301348420 USD Call desk Call desk 17-Feb-2012

Lehman Brothers Treasury Co. B.V. XS0143565843 JPY Call desk Call desk 19-Feb-2012

Lehman Brothers Treasury Co. B.V. XS0205508137 JPY Call desk Call desk 19-Feb-2012

Lehman Brothers Treasury Co. B.V. XS0344144083 AUD Call desk Call desk 20-Feb-2012

Lehman Brothers Treasury Co. B.V. CH0027120671 CHF Call desk Call desk 21-Feb-2012

Lehman Brothers Treasury Co. B.V. CH0027120697 EUR Call desk Call desk 21-Feb-2012

Lehman Brothers Treasury Co. B.V. CH0027120713 USD Call desk Call desk 21-Feb-2012

Lehman Brothers Treasury Co. B.V. CH0027120739 EUR Call desk Call desk 21-Feb-2012

Lehman Brothers Treasury Co. B.V. CH0027120754 EUR Call desk Call desk 21-Feb-2012

Lehman Brothers Treasury Co. B.V. XS0346776460 USD Call desk Call desk 21-Feb-2012

Lehman Brothers Treasury Co. B.V. XS0287442692 EUR Call desk Call desk 22-Feb-2012

Lehman Brothers Treasury Co. B.V. XS0287443237 EUR Call desk Call desk 22-Feb-2012

Lehman Brothers Treasury Co. B.V. XS0346821357 USD Call desk Call desk 22-Feb-2012

Lehman Brothers Treasury Co. B.V. XS0287476161 JPY Call desk Call desk 23-Feb-2012

Lehman Brothers Treasury Co. B.V. XS0288035164 EUR Call desk Call desk 27-Feb-2012

Lehman Brothers Treasury Co. B.V. XS0302819262 USD Call desk Call desk 27-Feb-2012

Lehman Brothers Treasury Co. B.V. SE0002370841 SEK Call desk Call desk 28-Feb-2012

Lehman Brothers Treasury Co. B.V. XS0341338324 EUR Call desk Call desk 28-Feb-2012

Lehman Brothers Treasury Co. B.V. XS0341340817 EUR Call desk Call desk 28-Feb-2012

Lehman Brothers Treasury Co. B.V. FI0008903000 EUR Call desk Call desk 29-Feb-2012

Lehman Brothers Treasury Co. B.V. XS0244093927 EUR Call desk Call desk 1-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0287987332 JPY Call desk Call desk 1-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0289717968 EUR Call desk Call desk 1-Mar-2012

Lehman Brothers Treasury Co. B.V. CH0027120796 CHF Call desk Call desk 2-Mar-2012

Lehman Brothers Treasury Co. B.V. DE000A0MGS69 EUR Call desk Call desk 2-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0214267923 EUR Call desk Call desk 2-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0218261625 EUR Call desk Call desk 2-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0287160104 EUR Call desk Call desk 2-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0289151283 JPY Call desk Call desk 2-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0303866049 USD Call desk Call desk 5-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0289002957 JPY Call desk Call desk 6-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0289100967 JPY Call desk Call desk 6-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0289323320 JPY Call desk Call desk 6-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0289482639 JPY Call desk Call desk 6-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0289837436 JPY Call desk Call desk 6-Mar-2012

Lehman Brothers Treasury Co. B.V. CH0036891148 CHF Call desk Call desk 7-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0342523197 EUR Call desk Call desk 7-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0245314579 EUR Call desk Call desk 8-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0289154972 JPY Call desk Call desk 8-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0289487943 JPY Call desk Call desk 9-Mar-2012

Lehman Brothers Treasury Co. B.V. SE0002379271 SEK Call desk Call desk 12-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0350817630 USD Call desk Call desk 12-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0350847033 USD Call desk Call desk 12-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0386331127 USD Call desk Call desk 12-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0289830936 JPY Call desk Call desk 13-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0290100139 JPY Call desk Call desk 13-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0290250454 EUR Call desk Call desk 13-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0290251007 EUR Call desk Call desk 13-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0290107225 JPY Call desk Call desk 14-Mar-2012

Page 59: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0290766269 JPY Call desk Call desk 16-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0290980340 JPY Call desk Call desk 16-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0291131141 EUR Call desk Call desk 16-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0290106508 JPY Call desk Call desk 19-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0290977049 JPY Call desk Call desk 19-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0292467189 JPY Call desk Call desk 19-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0352483746 USD Call desk Call desk 19-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0291347234 EUR Call desk Call desk 20-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0290563740 JPY Call desk Call desk 21-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0290986206 AUD Call desk Call desk 21-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0291662343 JPY Call desk Call desk 21-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0298326256 JPY Call desk Call desk 21-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0289253287 EUR Call desk Call desk 22-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0290111177 JPY Call desk Call desk 22-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0291659471 JPY Call desk Call desk 22-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0306148288 USD Call desk Call desk 22-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0293572425 EUR Call desk Call desk 23-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0353821860 USD Call desk Call desk 23-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0355597104 AUD Call desk Call desk 27-Mar-2012

Lehman Brothers Treasury Co. B.V. DE000A0NLZG2 EUR Call desk Call desk 30-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0343090196 EUR Call desk Call desk 31-Mar-2012

Lehman Brothers Treasury Co. B.V. XS0294839146 USD Call desk Call desk 2-Apr-2012

Lehman Brothers Treasury Co. B.V. XS0294839575 USD Call desk Call desk 2-Apr-2012

Lehman Brothers Treasury Co. B.V. XS0291655057 JPY Call desk Call desk 3-Apr-2012

Lehman Brothers Treasury Co. B.V. CH0036891163 CHF Call desk Call desk 4-Apr-2012

Lehman Brothers Treasury Co. B.V. XS0352785751 EUR Call desk Call desk 4-Apr-2012

Lehman Brothers Treasury Co. B.V. XS0293062146 EUR Call desk Call desk 5-Apr-2012

Lehman Brothers Treasury Co. B.V. DE000A0MHXQ6 EUR Call desk Call desk 6-Apr-2012

Lehman Brothers Treasury Co. B.V. XS0216140417 EUR Call desk Call desk 6-Apr-2012

Lehman Brothers Treasury Co. B.V. XS0348646919 EUR Call desk Call desk 9-Apr-2012

Lehman Brothers Treasury Co. B.V. XS0294059307 JPY Call desk Call desk 10-Apr-2012

Lehman Brothers Treasury Co. B.V. XS0310085492 USD Call desk Call desk 10-Apr-2012

Lehman Brothers Treasury Co. B.V. XS0292985644 JPY Call desk Call desk 11-Apr-2012

Lehman Brothers Treasury Co. B.V. XS0294561351 JPY Call desk Call desk 11-Apr-2012

Lehman Brothers Treasury Co. B.V. XS0356420215 AUD Call desk Call desk 11-Apr-2012

Lehman Brothers Treasury Co. B.V. XS0292153672 USD Call desk Call desk 12-Apr-2012

Lehman Brothers Treasury Co. B.V. XS0294922801 EUR Call desk Call desk 12-Apr-2012

Lehman Brothers Treasury Co. B.V. XS0295002231 JPY Call desk Call desk 12-Apr-2012

Lehman Brothers Treasury Co. B.V. SE0002419242 SEK Call desk Call desk 16-Apr-2012

Lehman Brothers Treasury Co. B.V. XS0309186145 USD Call desk Call desk 16-Apr-2012

Lehman Brothers Treasury Co. B.V. XS0294815047 JPY Call desk Call desk 17-Apr-2012

Lehman Brothers Treasury Co. B.V. XS0296280927 EUR Call desk Call desk 17-Apr-2012

Lehman Brothers Treasury Co. B.V. XS0309790797 USD Call desk Call desk 17-Apr-2012

Lehman Brothers Treasury Co. B.V. XS0310085062 USD Call desk Call desk 17-Apr-2012

Lehman Brothers Treasury Co. B.V. CH0036891262 CHF Call desk Call desk 18-Apr-2012

Lehman Brothers Treasury Co. B.V. XS0295861107 JPY Call desk Call desk 20-Apr-2012

Lehman Brothers Treasury Co. B.V. XS0312196123 AUD Call desk Call desk 20-Apr-2012

Lehman Brothers Treasury Co. B.V. XS0311101652 USD Call desk Call desk 23-Apr-2012

Lehman Brothers Treasury Co. B.V. XS0296787236 JPY Call desk Call desk 24-Apr-2012

Lehman Brothers Treasury Co. B.V. XS0297060856 USD Call desk Call desk 27-Apr-2012

Lehman Brothers Treasury Co. B.V. XS0191748242 EUR Call desk Call desk 28-Apr-2012

Page 60: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0359314225 SEK Call desk Call desk 30-Apr-2012

Lehman Brothers Treasury Co. B.V. XS0294778336 EUR Call desk Call desk 3-May-2012

Lehman Brothers Treasury Co. B.V. DE000A0NMXZ5 EUR Call desk Call desk 4-May-2012

Lehman Brothers Treasury Co. B.V. XS0296156085 EUR Call desk Call desk 4-May-2012

Lehman Brothers Treasury Co. B.V. XS0313536962 USD Call desk Call desk 7-May-2012

Lehman Brothers Treasury Co. B.V. XS0292248977 USD Call desk Call desk 8-May-2012

Lehman Brothers Treasury Co. B.V. XS0299354919 USD Call desk Call desk 9-May-2012

Lehman Brothers Treasury Co. B.V. XS0313537184 USD Call desk Call desk 9-May-2012

Lehman Brothers Treasury Co. B.V. XS0313950031 USD Call desk Call desk 9-May-2012

Lehman Brothers Treasury Co. B.V. XS0362447558 EUR Call desk Call desk 9-May-2012

Lehman Brothers Treasury Co. B.V. XS0294484422 USD Call desk Call desk 11-May-2012

Lehman Brothers Treasury Co. B.V. XS0299642628 USD Call desk Call desk 11-May-2012

Lehman Brothers Treasury Co. B.V. XS0354043258 EUR Call desk Call desk 13-May-2012

Lehman Brothers Treasury Co. B.V. XS0354826017 HUF Call desk Call desk 13-May-2012

Lehman Brothers Treasury Co. B.V. XS0362500380 USD Call desk Call desk 14-May-2012

Lehman Brothers Treasury Co. B.V. XS0298933143 JPY Call desk Call desk 17-May-2012

Lehman Brothers Treasury Co. B.V. XS0300460721 EUR Call desk Call desk 18-May-2012

Lehman Brothers Treasury Co. B.V. XS0299667963 JPY Call desk Call desk 21-May-2012

Lehman Brothers Treasury Co. B.V. XS0300418281 EUR Call desk Call desk 22-May-2012

Lehman Brothers Treasury Co. B.V. XS0276235495 CZK Call desk Call desk 23-May-2012

Lehman Brothers Treasury Co. B.V. XS0360915176 AUD Call desk Call desk 23-May-2012

Lehman Brothers Treasury Co. B.V. XS0301519681 USD Call desk Call desk 24-May-2012

Lehman Brothers Treasury Co. B.V. XS0301665401 USD Call desk Call desk 25-May-2012

Lehman Brothers Treasury Co. B.V. XS0318362711 USD Call desk Call desk 28-May-2012

Lehman Brothers Treasury Co. B.V. XS0318538260 AUD Call desk Call desk 29-May-2012

Lehman Brothers Treasury Co. B.V. XS0301335286 USD Call desk Call desk 30-May-2012

Lehman Brothers Treasury Co. B.V. DE000A0N6GH8 EUR Call desk Call desk 1-Jun-2012

Lehman Brothers Treasury Co. B.V. XS0319159538 NZD Call desk Call desk 4-Jun-2012

Lehman Brothers Treasury Co. B.V. XS0363169268 USD Call desk Call desk 4-Jun-2012

Lehman Brothers Treasury Co. B.V. XS0301956800 JPY Call desk Call desk 5-Jun-2012

Lehman Brothers Treasury Co. B.V. XS0319159702 USD Call desk Call desk 7-Jun-2012

Lehman Brothers Treasury Co. B.V. XS0320033201 AUD Call desk Call desk 7-Jun-2012

Lehman Brothers Treasury Co. B.V. XS0319159454 USD Call desk Call desk 11-Jun-2012

Lehman Brothers Treasury Co. B.V. XS0303174832 JPY Call desk Call desk 13-Jun-2012

Lehman Brothers Treasury Co. B.V. XS0303557259 JPY Call desk Call desk 13-Jun-2012

Lehman Brothers Treasury Co. B.V. XS0303756299 JPY Call desk Call desk 13-Jun-2012

Lehman Brothers Treasury Co. B.V. XS0303962780 JPY Call desk Call desk 13-Jun-2012

Lehman Brothers Treasury Co. B.V. XS0296789281 EUR Call desk Call desk 14-Jun-2012

Lehman Brothers Treasury Co. B.V. XS0299929595 USD Call desk Call desk 14-Jun-2012

Lehman Brothers Treasury Co. B.V. XS0304832784 JPY Call desk Call desk 14-Jun-2012

Lehman Brothers Treasury Co. B.V. DE000A0NTKC6 EUR Call desk Call desk 15-Jun-2012

Lehman Brothers Treasury Co. B.V. XS0303862998 JPY Call desk Call desk 15-Jun-2012

Lehman Brothers Treasury Co. B.V. XS0305000837 EUR Call desk Call desk 15-Jun-2012

Lehman Brothers Treasury Co. B.V. XS0311947682 USD Call desk Call desk 16-Jun-2012

Lehman Brothers Treasury Co. B.V. XS0311955511 USD Call desk Call desk 16-Jun-2012

Lehman Brothers Treasury Co. B.V. XS0370988338 USD Call desk Call desk 18-Jun-2012

Lehman Brothers Treasury Co. B.V. XS0371134411 HKD Call desk Call desk 18-Jun-2012

Lehman Brothers Treasury Co. B.V. XS0304836264 JPY Call desk Call desk 19-Jun-2012

Lehman Brothers Treasury Co. B.V. XS0304838559 JPY Call desk Call desk 19-Jun-2012

Lehman Brothers Treasury Co. B.V. XS0304909327 JPY Call desk Call desk 19-Jun-2012

Lehman Brothers Treasury Co. B.V. XS0304909830 JPY Call desk Call desk 19-Jun-2012

Page 61: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0304910416 JPY Call desk Call desk 19-Jun-2012

Lehman Brothers Treasury Co. B.V. XS0304910929 JPY Call desk Call desk 19-Jun-2012

Lehman Brothers Treasury Co. B.V. XS0304911570 JPY Call desk Call desk 19-Jun-2012

Lehman Brothers Treasury Co. B.V. XS0305339417 JPY Call desk Call desk 19-Jun-2012

Lehman Brothers Treasury Co. B.V. XS0305340779 JPY Call desk Call desk 19-Jun-2012

Lehman Brothers Treasury Co. B.V. XS0306311373 JPY Call desk Call desk 19-Jun-2012

Lehman Brothers Treasury Co. B.V. XS0258731909 USD Call desk Call desk 20-Jun-2012

Lehman Brothers Treasury Co. B.V. XS0305163460 JPY Call desk Call desk 20-Jun-2012

Lehman Brothers Treasury Co. B.V. XS0305889593 JPY Call desk Call desk 20-Jun-2012

Lehman Brothers Treasury Co. B.V. XS0306232744 JPY Call desk Call desk 20-Jun-2012

Lehman Brothers Treasury Co. B.V. XS0306694448 JPY Call desk Call desk 20-Jun-2012

Lehman Brothers Treasury Co. B.V. XS0306029512 JPY Call desk Call desk 21-Jun-2012

Lehman Brothers Treasury Co. B.V. XS0307252980 JPY Call desk Call desk 22-Jun-2012

Lehman Brothers Treasury Co. B.V. XS0272318709 EUR Call desk Call desk 28-Jun-2012

Lehman Brothers Treasury Co. B.V. XS0296489304 EUR Call desk Call desk 29-Jun-2012

Lehman Brothers Treasury Co. B.V. XS0300658597 CHF Call desk Call desk 29-Jun-2012

Lehman Brothers Treasury Co. B.V. XS0372320928 AUD Call desk Call desk 2-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0324476869 NZD Call desk Call desk 5-Jul-2012

Lehman Brothers Treasury Co. B.V. DE000A0NTV01 EUR Call desk Call desk 6-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0373609295 USD Call desk Call desk 8-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0308983203 JPY Call desk Call desk 10-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0308736296 JPY Call desk Call desk 11-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0309823044 USD Call desk Call desk 11-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0309843232 AUD Call desk Call desk 11-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0308391704 JPY Call desk Call desk 12-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0308481794 JPY Call desk Call desk 12-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0308935575 EUR Call desk Call desk 12-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0308937605 USD Call desk Call desk 12-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0309186731 JPY Call desk Call desk 12-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0309334356 EUR Call desk Call desk 12-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0309351103 JPY Call desk Call desk 12-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0307734037 JPY Call desk Call desk 13-Jul-2012

Lehman Brothers Treasury Co. B.V. DE000A0N7XQ2 EUR Call desk Call desk 17-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0309435039 JPY Call desk Call desk 18-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0309435898 JPY Call desk Call desk 18-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0311301070 USD Call desk Call desk 18-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0251910997 EUR Call desk Call desk 19-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0259295607 EUR Call desk Call desk 19-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0309183043 JPY Call desk Call desk 19-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0309183555 JPY Call desk Call desk 19-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0309184793 JPY Call desk Call desk 19-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0310412019 JPY Call desk Call desk 19-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0310863021 JPY Call desk Call desk 19-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0311753130 JPY Call desk Call desk 19-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0302634059 EUR Call desk Call desk 20-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0312432114 AUD Call desk Call desk 23-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0312433948 USD Call desk Call desk 23-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0311754963 JPY Call desk Call desk 24-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0311223688 EUR Call desk Call desk 25-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0310478978 JPY Call desk Call desk 26-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0311226608 JPY Call desk Call desk 26-Jul-2012

Page 62: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0311745383 JPY Call desk Call desk 26-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0311855729 JPY Call desk Call desk 26-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0311857428 JPY Call desk Call desk 26-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0311864986 JPY Call desk Call desk 26-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0312175473 JPY Call desk Call desk 26-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0312197360 JPY Call desk Call desk 26-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0309156668 EUR Call desk Call desk 27-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0309471182 AUD Call desk Call desk 27-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0311621816 JPY Call desk Call desk 27-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0312198251 JPY Call desk Call desk 27-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0313103003 USD Call desk Call desk 27-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0334227096 USD Call desk Call desk 29-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0334227336 USD Call desk Call desk 29-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0334227682 USD Call desk Call desk 29-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0312173262 JPY Call desk Call desk 30-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0312196719 JPY Call desk Call desk 30-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0313782814 USD Call desk Call desk 30-Jul-2012

Lehman Brothers Treasury Co. B.V. XS0225471431 EUR Call desk Call desk 1-Aug-2012

Lehman Brothers Treasury Co. B.V. XS0311860562 JPY Call desk Call desk 1-Aug-2012

Lehman Brothers Treasury Co. B.V. XS0312924334 SGD Call desk Call desk 1-Aug-2012

Lehman Brothers Treasury Co. B.V. XS0312938045 SGD Call desk Call desk 1-Aug-2012

Lehman Brothers Treasury Co. B.V. XS0307992676 EUR Call desk Call desk 2-Aug-2012

Lehman Brothers Treasury Co. B.V. XS0312197956 JPY Call desk Call desk 2-Aug-2012

Lehman Brothers Treasury Co. B.V. XS0311102544 JPY Call desk Call desk 3-Aug-2012

Lehman Brothers Treasury Co. B.V. XS0311225469 JPY Call desk Call desk 3-Aug-2012

Lehman Brothers Treasury Co. B.V. XS0311748130 JPY Call desk Call desk 3-Aug-2012

Lehman Brothers Treasury Co. B.V. XS0311866767 JPY Call desk Call desk 3-Aug-2012

Lehman Brothers Treasury Co. B.V. XS0312726705 USD Call desk Call desk 3-Aug-2012

Lehman Brothers Treasury Co. B.V. XS0312729634 JPY Call desk Call desk 3-Aug-2012

Lehman Brothers Treasury Co. B.V. XS0312938557 JPY Call desk Call desk 3-Aug-2012

Lehman Brothers Treasury Co. B.V. DE000A0NXKZ9 EUR Call desk Call desk 7-Aug-2012

Lehman Brothers Treasury Co. B.V. XS0311866171 JPY Call desk Call desk 7-Aug-2012

Lehman Brothers Treasury Co. B.V. XS0312938714 JPY Call desk Call desk 7-Aug-2012

Lehman Brothers Treasury Co. B.V. XS0313437716 JPY Call desk Call desk 7-Aug-2012

Lehman Brothers Treasury Co. B.V. XS0313528944 EUR Call desk Call desk 7-Aug-2012

Lehman Brothers Treasury Co. B.V. XS0313532623 EUR Call desk Call desk 7-Aug-2012

Lehman Brothers Treasury Co. B.V. XS0313893561 USD Call desk Call desk 7-Aug-2012

Lehman Brothers Treasury Co. B.V. XS0314160358 JPY Call desk Call desk 7-Aug-2012

Lehman Brothers Treasury Co. B.V. XS0314159855 JPY Call desk Call desk 8-Aug-2012

Lehman Brothers Treasury Co. B.V. XS0312463184 EUR Call desk Call desk 9-Aug-2012

Lehman Brothers Treasury Co. B.V. XS0314250779 USD Call desk Call desk 9-Aug-2012

Lehman Brothers Treasury Co. B.V. XS0314763052 EUR Call desk Call desk 9-Aug-2012

Lehman Brothers Treasury Co. B.V. XS0314774505 USD Call desk Call desk 13-Aug-2012

Lehman Brothers Treasury Co. B.V. XS0313662321 JPY Call desk Call desk 14-Aug-2012

Lehman Brothers Treasury Co. B.V. XS0314637348 JPY Call desk Call desk 14-Aug-2012

Lehman Brothers Treasury Co. B.V. XS0313436072 JPY Call desk Call desk 15-Aug-2012

Lehman Brothers Treasury Co. B.V. XS0376511928 CHF Call desk Call desk 15-Aug-2012

Lehman Brothers Treasury Co. B.V. XS0315804475 JPY Call desk Call desk 16-Aug-2012

Lehman Brothers Treasury Co. B.V. XS0315805019 JPY Call desk Call desk 16-Aug-2012

Lehman Brothers Treasury Co. B.V. CH0027120986 CHF Call desk Call desk 17-Aug-2012

Lehman Brothers Treasury Co. B.V. XS0316395739 JPY Call desk Call desk 21-Aug-2012

Page 63: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0316842698 GBP Call desk Call desk 23-Aug-2012

Lehman Brothers Treasury Co. B.V. XS0315548296 JPY Call desk Call desk 24-Aug-2012

Lehman Brothers Treasury Co. B.V. XS0316829919 JPY Call desk Call desk 24-Aug-2012

Lehman Brothers Treasury Co. B.V. XS0317366333 JPY Call desk Call desk 24-Aug-2012

Lehman Brothers Treasury Co. B.V. XS0317292117 EUR Call desk Call desk 28-Aug-2012

Lehman Brothers Treasury Co. B.V. DE000A0NZAV4 EUR Call desk Call desk 29-Aug-2012

Lehman Brothers Treasury Co. B.V. XS0342098398 CHF Call desk Call desk 29-Aug-2012

Lehman Brothers Treasury Co. B.V. XS0310995955 CZK Call desk Call desk 30-Aug-2012

Lehman Brothers Treasury Co. B.V. XS0316394336 JPY Call desk Call desk 4-Sep-2012

Lehman Brothers Treasury Co. B.V. XS0316527828 JPY Call desk Call desk 5-Sep-2012

Lehman Brothers Treasury Co. B.V. XS0316993475 JPY Call desk Call desk 5-Sep-2012

Lehman Brothers Treasury Co. B.V. XS0317366416 JPY Call desk Call desk 5-Sep-2012

Lehman Brothers Treasury Co. B.V. XS0317416377 JPY Call desk Call desk 5-Sep-2012

Lehman Brothers Treasury Co. B.V. XS0319729579 GBP Call desk Call desk 5-Sep-2012

Lehman Brothers Treasury Co. B.V. XS0312439556 EUR Call desk Call desk 6-Sep-2012

Lehman Brothers Treasury Co. B.V. XS0318538930 JPY Call desk Call desk 6-Sep-2012

Lehman Brothers Treasury Co. B.V. XS0313102377 EUR Call desk Call desk 7-Sep-2012

Lehman Brothers Treasury Co. B.V. XS0315845155 USD Call desk Call desk 7-Sep-2012

Lehman Brothers Treasury Co. B.V. XS0317961729 EUR Call desk Call desk 7-Sep-2012

Lehman Brothers Treasury Co. B.V. XS0318224598 USD Call desk Call desk 7-Sep-2012

Lehman Brothers Treasury Co. B.V. XS0319358650 JPY Call desk Call desk 12-Sep-2012

Lehman Brothers Treasury Co. B.V. XS0318999827 JPY Call desk Call desk 13-Sep-2012

Lehman Brothers Treasury Co. B.V. XS0315528777 CZK Call desk Call desk 14-Sep-2012

Lehman Brothers Treasury Co. B.V. XS0318192704 JPY Call desk Call desk 14-Sep-2012

Lehman Brothers Treasury Co. B.V. XS0318538005 JPY Call desk Call desk 14-Sep-2012

Lehman Brothers Treasury Co. B.V. XS0319358064 JPY Call desk Call desk 14-Sep-2012

Lehman Brothers Treasury Co. B.V. XS0319359039 JPY Call desk Call desk 14-Sep-2012

Lehman Brothers Treasury Co. B.V. XS0319611819 JPY Call desk Call desk 14-Sep-2012

Lehman Brothers Treasury Co. B.V. XS0320031684 USD Call desk Call desk 14-Sep-2012

Lehman Brothers Treasury Co. B.V. XS0321395583 EUR Call desk Call desk 18-Sep-2012

Lehman Brothers Treasury Co. B.V. XS0319816897 JPY Call desk Call desk 19-Sep-2012

Lehman Brothers Treasury Co. B.V. XS0224858737 USD Call desk Call desk 20-Sep-2012

Lehman Brothers Treasury Co. B.V. XS0313734922 USD Call desk Call desk 20-Sep-2012

Lehman Brothers Treasury Co. B.V. XS0313737271 USD Call desk Call desk 20-Sep-2012

Lehman Brothers Treasury Co. B.V. XS0314746479 USD Call desk Call desk 20-Sep-2012

Lehman Brothers Treasury Co. B.V. XS0335622501 USD Call desk Call desk 26-Sep-2012

Lehman Brothers Treasury Co. B.V. XS0321125014 JPY Call desk Call desk 28-Sep-2012

Lehman Brothers Treasury Co. B.V. XS0323097120 USD Call desk Call desk 28-Sep-2012

Lehman Brothers Treasury Co. B.V. XS0324072858 USD Call desk Call desk 4-Oct-2012

Lehman Brothers Treasury Co. B.V. XS0155540700 USD Call desk Call desk 8-Oct-2012

Lehman Brothers Treasury Co. B.V. XS0319193396 EUR Call desk Call desk 8-Oct-2012

Lehman Brothers Treasury Co. B.V. XS0325152154 EUR Call desk Call desk 8-Oct-2012

Lehman Brothers Treasury Co. B.V. XS0314034728 EUR Call desk Call desk 9-Oct-2012

Lehman Brothers Treasury Co. B.V. XS0321793803 JPY Call desk Call desk 10-Oct-2012

Lehman Brothers Treasury Co. B.V. XS0322031757 JPY Call desk Call desk 10-Oct-2012

Lehman Brothers Treasury Co. B.V. XS0323882059 AUD Call desk Call desk 10-Oct-2012

Lehman Brothers Treasury Co. B.V. XS0325385176 EUR Call desk Call desk 15-Oct-2012

Lehman Brothers Treasury Co. B.V. XS0323634583 JPY Call desk Call desk 16-Oct-2012

Lehman Brothers Treasury Co. B.V. XS0323634740 JPY Call desk Call desk 16-Oct-2012

Lehman Brothers Treasury Co. B.V. XS0323881838 JPY Call desk Call desk 16-Oct-2012

Lehman Brothers Treasury Co. B.V. XS0324078384 USD Call desk Call desk 16-Oct-2012

Page 64: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0324072346 EUR Call desk Call desk 17-Oct-2012

Lehman Brothers Treasury Co. B.V. XS0324409837 JPY Call desk Call desk 18-Oct-2012

Lehman Brothers Treasury Co. B.V. CH0027120846 EUR Call desk Call desk 19-Oct-2012

Lehman Brothers Treasury Co. B.V. CH0027121026 CHF Call desk Call desk 19-Oct-2012

Lehman Brothers Treasury Co. B.V. XS0262375487 EUR Call desk Call desk 19-Oct-2012

Lehman Brothers Treasury Co. B.V. XS0264967307 CHF Call desk Call desk 19-Oct-2012

Lehman Brothers Treasury Co. B.V. XS0325840980 EUR Call desk Call desk 22-Oct-2012

Lehman Brothers Treasury Co. B.V. XS0324341345 JPY Call desk Call desk 23-Oct-2012

Lehman Brothers Treasury Co. B.V. XS0272317131 EUR Call desk Call desk 24-Oct-2012

Lehman Brothers Treasury Co. B.V. NO0010387749 NOK Call desk Call desk 25-Oct-2012

Lehman Brothers Treasury Co. B.V. XS0270828584 CHF Call desk Call desk 25-Oct-2012

Lehman Brothers Treasury Co. B.V. XS0294585889 CHF Call desk Call desk 25-Oct-2012

Lehman Brothers Treasury Co. B.V. FI0003025379 EUR Call desk Call desk 26-Oct-2012

Lehman Brothers Treasury Co. B.V. XS0325841525 JPY Call desk Call desk 26-Oct-2012

Lehman Brothers Treasury Co. B.V. XS0326708657 JPY Call desk Call desk 26-Oct-2012

Lehman Brothers Treasury Co. B.V. XS0326907697 USD Call desk Call desk 26-Oct-2012

Lehman Brothers Treasury Co. B.V. XS0325287166 USD Call desk Call desk 29-Oct-2012

Lehman Brothers Treasury Co. B.V. XS0327328281 USD Call desk Call desk 29-Oct-2012

Lehman Brothers Treasury Co. B.V. NO0010393507 NOK Call desk Call desk 30-Oct-2012

Lehman Brothers Treasury Co. B.V. XS0325550555 EUR Call desk Call desk 30-Oct-2012

Lehman Brothers Treasury Co. B.V. XS0327165550 USD Call desk Call desk 30-Oct-2012

Lehman Brothers Treasury Co. B.V. XS0327236914 EUR Call desk Call desk 30-Oct-2012

Lehman Brothers Treasury Co. B.V. XS0327398656 USD Call desk Call desk 31-Oct-2012

Lehman Brothers Treasury Co. B.V. XS0322779264 EUR Call desk Call desk 1-Nov-2012

Lehman Brothers Treasury Co. B.V. XS0327576772 GBP Call desk Call desk 1-Nov-2012

Lehman Brothers Treasury Co. B.V. DE000A0TLL96 EUR Call desk Call desk 2-Nov-2012

Lehman Brothers Treasury Co. B.V. XS0273044940 EUR Call desk Call desk 2-Nov-2012

Lehman Brothers Treasury Co. B.V. XS0321299868 EUR Call desk Call desk 6-Nov-2012

Lehman Brothers Treasury Co. B.V. XS0327465786 JPY Call desk Call desk 6-Nov-2012

Lehman Brothers Treasury Co. B.V. XS0327465869 JPY Call desk Call desk 6-Nov-2012

Lehman Brothers Treasury Co. B.V. XS0327713359 JPY Call desk Call desk 6-Nov-2012

Lehman Brothers Treasury Co. B.V. DE000A0S5NN9 EUR Call desk Call desk 7-Nov-2012

Lehman Brothers Treasury Co. B.V. XS0328922645 USD Call desk Call desk 7-Nov-2012

Lehman Brothers Treasury Co. B.V. XS0328923379 EUR Call desk Call desk 7-Nov-2012

Lehman Brothers Treasury Co. B.V. XS0235076097 USD Call desk Call desk 13-Nov-2012

Lehman Brothers Treasury Co. B.V. XS0324445807 EUR Call desk Call desk 15-Nov-2012

Lehman Brothers Treasury Co. B.V. XS0324446011 USD Call desk Call desk 15-Nov-2012

Lehman Brothers Treasury Co. B.V. XS0330195560 HKD Call desk Call desk 16-Nov-2012

Lehman Brothers Treasury Co. B.V. XS0330196022 JPY Call desk Call desk 16-Nov-2012

Lehman Brothers Treasury Co. B.V. XS0330111997 JPY Call desk Call desk 20-Nov-2012

Lehman Brothers Treasury Co. B.V. XS0235808457 USD Call desk Call desk 21-Nov-2012

Lehman Brothers Treasury Co. B.V. XS0372842202 EUR Call desk Call desk 22-Nov-2012

Lehman Brothers Treasury Co. B.V. XS0236268024 USD Call desk Call desk 23-Nov-2012

Lehman Brothers Treasury Co. B.V. XS0329670433 EUR Call desk Call desk 23-Nov-2012

Lehman Brothers Treasury Co. B.V. XS0276510111 USD Call desk Call desk 24-Nov-2012

Lehman Brothers Treasury Co. B.V. XS0330111567 AUD Call desk Call desk 27-Nov-2012

Lehman Brothers Treasury Co. B.V. XS0231442046 EUR Call desk Call desk 29-Nov-2012

Lehman Brothers Treasury Co. B.V. NO0010392731 NOK Call desk Call desk 30-Nov-2012

Lehman Brothers Treasury Co. B.V. XS0324188134 EUR Call desk Call desk 30-Nov-2012

Lehman Brothers Treasury Co. B.V. XS0331334481 CZK Call desk Call desk 30-Nov-2012

Lehman Brothers Treasury Co. B.V. XS0332756849 EUR Call desk Call desk 30-Nov-2012

Page 65: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0276438255 EUR Call desk Call desk 1-Dec-2012

Lehman Brothers Treasury Co. B.V. XS0273255058 EUR Call desk Call desk 3-Dec-2012

Lehman Brothers Treasury Co. B.V. XS0331248723 EUR Call desk Call desk 3-Dec-2012

Lehman Brothers Treasury Co. B.V. XS0333757606 EUR Call desk Call desk 3-Dec-2012

Lehman Brothers Treasury Co. B.V. XS0333940129 USD Call desk Call desk 3-Dec-2012

Lehman Brothers Treasury Co. B.V. DE000A0S1160 EUR Call desk Call desk 7-Dec-2012

Lehman Brothers Treasury Co. B.V. XS0327774732 EUR Call desk Call desk 7-Dec-2012

Lehman Brothers Treasury Co. B.V. FI0003025882 EUR Call desk Call desk 12-Dec-2012

Lehman Brothers Treasury Co. B.V. FI0003026559 EUR Call desk Call desk 12-Dec-2012

Lehman Brothers Treasury Co. B.V. XS0334419321 GBP Call desk Call desk 12-Dec-2012

Lehman Brothers Treasury Co. B.V. XS0334634648 CHF Call desk Call desk 13-Dec-2012

Lehman Brothers Treasury Co. B.V. XS0324872893 EUR Call desk Call desk 14-Dec-2012

Lehman Brothers Treasury Co. B.V. XS0324872976 USD Call desk Call desk 14-Dec-2012

Lehman Brothers Treasury Co. B.V. XS0334854410 USD Call desk Call desk 14-Dec-2012

Lehman Brothers Treasury Co. B.V. XS0336218762 USD Call desk Call desk 14-Dec-2012

Lehman Brothers Treasury Co. B.V. XS0333420395 USD Call desk Call desk 18-Dec-2012

Lehman Brothers Treasury Co. B.V. XS0334476552 EUR Call desk Call desk 19-Dec-2012

Lehman Brothers Treasury Co. B.V. XS0228868195 USD Call desk Call desk 20-Dec-2012

Lehman Brothers Treasury Co. B.V. XS0238959273 USD Call desk Call desk 20-Dec-2012

Lehman Brothers Treasury Co. B.V. XS0332587715 EUR Call desk Call desk 20-Dec-2012

Lehman Brothers Treasury Co. B.V. XS0196987779 USD Call desk Call desk 21-Dec-2012

Lehman Brothers Treasury Co. B.V. XS0336320022 USD Call desk Call desk 21-Dec-2012

Lehman Brothers Treasury Co. B.V. XS0337388382 EUR Call desk Call desk 22-Dec-2012

Lehman Brothers Treasury Co. B.V. XS0183360063 USD Call desk Call desk 23-Dec-2012

Lehman Brothers Treasury Co. B.V. XS0237410831 EUR Call desk Call desk 28-Dec-2012

Lehman Brothers Treasury Co. B.V. FI0003026351 EUR Call desk Call desk 3-Jan-2013

Lehman Brothers Treasury Co. B.V. DE000A0TLKY4 EUR Call desk Call desk 4-Jan-2013

Lehman Brothers Treasury Co. B.V. XS0335352877 USD Call desk Call desk 4-Jan-2013

Lehman Brothers Treasury Co. B.V. XS0334488995 USD Call desk Call desk 7-Jan-2013

Lehman Brothers Treasury Co. B.V. XS0336893499 USD Call desk Call desk 11-Jan-2013

Lehman Brothers Treasury Co. B.V. XS0338138307 EUR Call desk Call desk 11-Jan-2013

Lehman Brothers Treasury Co. B.V. XS0159166056 EUR Call desk Call desk 16-Jan-2013

Lehman Brothers Treasury Co. B.V. XS0242676285 USD Call desk Call desk 20-Jan-2013

Lehman Brothers Treasury Co. B.V. XS0278983191 EUR Call desk Call desk 21-Jan-2013

Lehman Brothers Treasury Co. B.V. XS0339408238 USD Call desk Call desk 22-Jan-2013

Lehman Brothers Treasury Co. B.V. DE000A0SUEV6 EUR Call desk Call desk 23-Jan-2013

Lehman Brothers Treasury Co. B.V. CH0034783644 CHF Call desk Call desk 25-Jan-2013

Lehman Brothers Treasury Co. B.V. CH0034783669 EUR Call desk Call desk 25-Jan-2013

Lehman Brothers Treasury Co. B.V. CH0034783685 USD Call desk Call desk 25-Jan-2013

Lehman Brothers Treasury Co. B.V. CH0034783701 EUR Call desk Call desk 25-Jan-2013

Lehman Brothers Treasury Co. B.V. XS0341781432 EUR Call desk Call desk 29-Jan-2013

Lehman Brothers Treasury Co. B.V. XS0342422838 USD Call desk Call desk 31-Jan-2013

Lehman Brothers Treasury Co. B.V. XS0344143945 AUD Call desk Call desk 31-Jan-2013

Lehman Brothers Treasury Co. B.V. XS0210782552 EUR Call desk Call desk 1-Feb-2013

Lehman Brothers Treasury Co. B.V. XS0344537997 USD Call desk Call desk 1-Feb-2013

Lehman Brothers Treasury Co. B.V. XS0331517564 GBP Call desk Call desk 5-Feb-2013

Lehman Brothers Treasury Co. B.V. XS0331517994 GBP Call desk Call desk 5-Feb-2013

Lehman Brothers Treasury Co. B.V. XS0343530340 EUR Call desk Call desk 6-Feb-2013

Lehman Brothers Treasury Co. B.V. XS0343843982 EUR Call desk Call desk 7-Feb-2013

Lehman Brothers Treasury Co. B.V. XS0344142202 JPY Call desk Call desk 8-Feb-2013

Lehman Brothers Treasury Co. B.V. XS0344485312 USD Call desk Call desk 11-Feb-2013

Page 66: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0343647706 EUR Call desk Call desk 12-Feb-2013

Lehman Brothers Treasury Co. B.V. XS0345204613 SEK Call desk Call desk 14-Feb-2013

Lehman Brothers Treasury Co. B.V. XS0347107673 USD Call desk Call desk 14-Feb-2013

Lehman Brothers Treasury Co. B.V. XS0243541215 AUD Call desk Call desk 15-Feb-2013

Lehman Brothers Treasury Co. B.V. XS0336931331 USD Call desk Call desk 15-Feb-2013

Lehman Brothers Treasury Co. B.V. XS0336943427 EUR Call desk Call desk 15-Feb-2013

Lehman Brothers Treasury Co. B.V. XS0337763576 EUR Call desk Call desk 15-Feb-2013

Lehman Brothers Treasury Co. B.V. XS0345213796 AUD Call desk Call desk 15-Feb-2013

Lehman Brothers Treasury Co. B.V. XS0346687287 CHF Call desk Call desk 19-Feb-2013

Lehman Brothers Treasury Co. B.V. XS0346687360 EUR Call desk Call desk 19-Feb-2013

Lehman Brothers Treasury Co. B.V. XS0343832191 EUR Call desk Call desk 20-Feb-2013

Lehman Brothers Treasury Co. B.V. XS0121855026 EUR Call desk Call desk 25-Feb-2013

Lehman Brothers Treasury Co. B.V. XS0346785537 EUR Call desk Call desk 27-Feb-2013

Lehman Brothers Treasury Co. B.V. XS0346802050 EUR Call desk Call desk 27-Feb-2013

Lehman Brothers Treasury Co. B.V. XS0349362003 USD Call desk Call desk 27-Feb-2013

Lehman Brothers Treasury Co. B.V. XS0342777371 EUR Call desk Call desk 3-Mar-2013

Lehman Brothers Treasury Co. B.V. XS0349279108 GBP Call desk Call desk 3-Mar-2013

Lehman Brothers Treasury Co. B.V. XS0349054360 USD Call desk Call desk 4-Mar-2013

Lehman Brothers Treasury Co. B.V. XS0349498674 EUR Call desk Call desk 5-Mar-2013

Lehman Brothers Treasury Co. B.V. XS0349498914 USD Call desk Call desk 5-Mar-2013

Lehman Brothers Treasury Co. B.V. XS0349505635 USD Call desk Call desk 5-Mar-2013

Lehman Brothers Treasury Co. B.V. XS0242136413 CHF Call desk Call desk 6-Mar-2013

Lehman Brothers Treasury Co. B.V. XS0350314059 USD Call desk Call desk 10-Mar-2013

Lehman Brothers Treasury Co. B.V. DE000A0TN6J5 EUR Call desk Call desk 12-Mar-2013

Lehman Brothers Treasury Co. B.V. FI0008902994 EUR Call desk Call desk 12-Mar-2013

Lehman Brothers Treasury Co. B.V. XS0243853453 EUR Call desk Call desk 13-Mar-2013

Lehman Brothers Treasury Co. B.V. XS0350893490 JPY Call desk Call desk 13-Mar-2013

Lehman Brothers Treasury Co. B.V. XS0287672694 EUR Call desk Call desk 13-Mar-2013

Lehman Brothers Treasury Co. B.V. CH0029197156 CHF Call desk Call desk 14-Mar-2013

Lehman Brothers Treasury Co. B.V. DE000A0TQG23 EUR Call desk Call desk 14-Mar-2013

Lehman Brothers Treasury Co. B.V. XS0345061591 EUR Call desk Call desk 14-Mar-2013

Lehman Brothers Treasury Co. B.V. XS0350980206 EUR Call desk Call desk 14-Mar-2013

Lehman Brothers Treasury Co. B.V. XS0350982830 USD Call desk Call desk 14-Mar-2013

Lehman Brothers Treasury Co. B.V. XS0351390017 EUR Call desk Call desk 14-Mar-2013

Lehman Brothers Treasury Co. B.V. XS0280725978 EUR Call desk Call desk 15-Mar-2013

Lehman Brothers Treasury Co. B.V. XS0344533657 USD Call desk Call desk 17-Mar-2013

Lehman Brothers Treasury Co. B.V. XS0351766836 EUR Call desk Call desk 18-Mar-2013

Lehman Brothers Treasury Co. B.V. XS0291646577 EUR Call desk Call desk 19-Mar-2013

Lehman Brothers Treasury Co. B.V. XS0340290757 GBP Call desk Call desk 20-Mar-2013

Lehman Brothers Treasury Co. B.V. XS0340299386 GBP Call desk Call desk 20-Mar-2013

Lehman Brothers Treasury Co. B.V. XS0342803128 USD Call desk Call desk 20-Mar-2013

Lehman Brothers Treasury Co. B.V. XS0342838934 JPY Call desk Call desk 20-Mar-2013

Lehman Brothers Treasury Co. B.V. XS0346689499 USD Call desk Call desk 20-Mar-2013

Lehman Brothers Treasury Co. B.V. XS0353157562 USD Call desk Call desk 20-Mar-2013

Lehman Brothers Treasury Co. B.V. XS0351910897 USD Call desk Call desk 21-Mar-2013

Lehman Brothers Treasury Co. B.V. XS0346686719 EUR Call desk Call desk 28-Mar-2013

Lehman Brothers Treasury Co. B.V. XS0292528311 EUR Call desk Call desk 30-Mar-2013

Lehman Brothers Treasury Co. B.V. XS0292542494 CHF Call desk Call desk 30-Mar-2013

Lehman Brothers Treasury Co. B.V. XS0350312608 EUR Call desk Call desk 3-Apr-2013

Lehman Brothers Treasury Co. B.V. XS0249127878 SEK Call desk Call desk 4-Apr-2013

Lehman Brothers Treasury Co. B.V. XS0353348740 USD Call desk Call desk 4-Apr-2013

Page 67: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0354911710 JPY Call desk Call desk 8-Apr-2013

Lehman Brothers Treasury Co. B.V. XS0341704954 EUR Call desk Call desk 9-Apr-2013

Lehman Brothers Treasury Co. B.V. XS0243354619 EUR Call desk Call desk 10-Apr-2013

Lehman Brothers Treasury Co. B.V. XS0285922133 EUR Call desk Call desk 10-Apr-2013

Lehman Brothers Treasury Co. B.V. XS0375356648 EUR Call desk Call desk 10-Apr-2013

Lehman Brothers Treasury Co. B.V. XS0250331088 JPY Call desk Call desk 12-Apr-2013

Lehman Brothers Treasury Co. B.V. XS0356861343 USD Call desk Call desk 15-Apr-2013

Lehman Brothers Treasury Co. B.V. DE000A0SHLW6 EUR Call desk Call desk 23-Apr-2013

Lehman Brothers Treasury Co. B.V. XS0251363064 JPY Call desk Call desk 26-Apr-2013

Lehman Brothers Treasury Co. B.V. XS0251529136 AUD Call desk Call desk 26-Apr-2013

Lehman Brothers Treasury Co. B.V. XS0295087125 USD Call desk Call desk 26-Apr-2013

Lehman Brothers Treasury Co. B.V. XS0359123634 EUR Call desk Call desk 28-Apr-2013

Lehman Brothers Treasury Co. B.V. XS0359404489 USD Call desk Call desk 30-Apr-2013

Lehman Brothers Treasury Co. B.V. DE000A0V4E15 EUR Call desk Call desk 7-May-2013

Lehman Brothers Treasury Co. B.V. XS0296281735 EUR Call desk Call desk 7-May-2013

Lehman Brothers Treasury Co. B.V. XS0252816755 JPY Call desk Call desk 8-May-2013

Lehman Brothers Treasury Co. B.V. XS0349362268 GBP Call desk Call desk 9-May-2013

Lehman Brothers Treasury Co. B.V. DE000A0TR731 EUR Call desk Call desk 10-May-2013

Lehman Brothers Treasury Co. B.V. XS0362500893 USD Call desk Call desk 13-May-2013

Lehman Brothers Treasury Co. B.V. XS0362739418 RUB Call desk Call desk 13-May-2013

Lehman Brothers Treasury Co. B.V. XS0234198587 EUR Call desk Call desk 14-May-2013

Lehman Brothers Treasury Co. B.V. XS0362408733 JPY Call desk Call desk 14-May-2013

Lehman Brothers Treasury Co. B.V. XS0343900022 GBP Call desk Call desk 15-May-2013

Lehman Brothers Treasury Co. B.V. XS0343900451 GBP Call desk Call desk 15-May-2013

Lehman Brothers Treasury Co. B.V. XS0343900535 GBP Call desk Call desk 15-May-2013

Lehman Brothers Treasury Co. B.V. XS0349690601 GBP Call desk Call desk 15-May-2013

Lehman Brothers Treasury Co. B.V. DE000A1HBEZ8 USD Call desk Call desk 16-May-2013

Lehman Brothers Treasury Co. B.V. DE000A0TVAJ5 USD Call desk Call desk 16-May-2013

Lehman Brothers Treasury Co. B.V. XS0361886855 USD Call desk Call desk 16-May-2013

Lehman Brothers Treasury Co. B.V. XS0253610678 AUD Call desk Call desk 17-May-2013

Lehman Brothers Treasury Co. B.V. XS0254628661 EUR Call desk Call desk 17-May-2013

Lehman Brothers Treasury Co. B.V. XS0362651324 EUR Call desk Call desk 21-May-2013

Lehman Brothers Treasury Co. B.V. XS0362651597 GBP Call desk Call desk 21-May-2013

Lehman Brothers Treasury Co. B.V. XS0362651670 USD Call desk Call desk 21-May-2013

Lehman Brothers Treasury Co. B.V. XS0364167006 USD Call desk Call desk 21-May-2013

Lehman Brothers Treasury Co. B.V. XS0360915333 USD Call desk Call desk 23-May-2013

Lehman Brothers Treasury Co. B.V. XS0217939650 CHF Call desk Call desk 24-May-2013

Lehman Brothers Treasury Co. B.V. XS0253740889 AUD Call desk Call desk 24-May-2013

Lehman Brothers Treasury Co. B.V. XS0366684073 MXN Call desk Call desk 27-May-2013

Lehman Brothers Treasury Co. B.V. XS0366664984 EUR Call desk Call desk 29-May-2013

Lehman Brothers Treasury Co. B.V. XS0366665288 GBP Call desk Call desk 29-May-2013

Lehman Brothers Treasury Co. B.V. XS0366665874 SEK Call desk Call desk 29-May-2013

Lehman Brothers Treasury Co. B.V. XS0366666179 USD Call desk Call desk 29-May-2013

Lehman Brothers Treasury Co. B.V. XS0365839751 USD Call desk Call desk 30-May-2013

Lehman Brothers Treasury Co. B.V. XS0365881019 JPY Call desk Call desk 4-Jun-2013

Lehman Brothers Treasury Co. B.V. XS0368882535 USD Call desk Call desk 6-Jun-2013

Lehman Brothers Treasury Co. B.V. XS0295760093 EUR Call desk Call desk 10-Jun-2013

Lehman Brothers Treasury Co. B.V. XS0355133454 EUR Call desk Call desk 10-Jun-2013

Lehman Brothers Treasury Co. B.V. XS0379217184 EUR Call desk Call desk 10-Jun-2013

Lehman Brothers Treasury Co. B.V. XS0366385598 JPY Call desk Call desk 11-Jun-2013

Lehman Brothers Treasury Co. B.V. XS0366387024 JPY Call desk Call desk 11-Jun-2013

Page 68: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0367656237 JPY Call desk Call desk 11-Jun-2013

Lehman Brothers Treasury Co. B.V. XS0257915503 JPY Call desk Call desk 15-Jun-2013

Lehman Brothers Treasury Co. B.V. XS0257916063 JPY Call desk Call desk 15-Jun-2013

Lehman Brothers Treasury Co. B.V. XS0368801477 JPY Call desk Call desk 18-Jun-2013

Lehman Brothers Treasury Co. B.V. XS0366384609 JPY Call desk Call desk 19-Jun-2013

Lehman Brothers Treasury Co. B.V. XS0358366754 GBP Call desk Call desk 20-Jun-2013

Lehman Brothers Treasury Co. B.V. XS0371797100 EUR Call desk Call desk 20-Jun-2013

Lehman Brothers Treasury Co. B.V. XS0371847210 USD Call desk Call desk 20-Jun-2013

Lehman Brothers Treasury Co. B.V. XS0372528165 USD Call desk Call desk 21-Jun-2013

Lehman Brothers Treasury Co. B.V. XS0353141137 GBP Call desk Call desk 24-Jun-2013

Lehman Brothers Treasury Co. B.V. XS0371621672 EUR Call desk Call desk 24-Jun-2013

Lehman Brothers Treasury Co. B.V. XS0371764514 USD Call desk Call desk 24-Jun-2013

Lehman Brothers Treasury Co. B.V. DE000A0SG1J6 EUR Call desk Call desk 25-Jun-2013

Lehman Brothers Treasury Co. B.V. XS0169939211 USD Call desk Call desk 27-Jun-2013

Lehman Brothers Treasury Co. B.V. XS0366066495 EUR Call desk Call desk 27-Jun-2013

Lehman Brothers Treasury Co. B.V. XS0372294313 EUR Call desk Call desk 27-Jun-2013

Lehman Brothers Treasury Co. B.V. XS0302315386 EUR Call desk Call desk 29-Jun-2013

Lehman Brothers Treasury Co. B.V. XS0304219818 EUR Call desk Call desk 29-Jun-2013

Lehman Brothers Treasury Co. B.V. XS0366304854 USD Call desk Call desk 30-Jun-2013

Lehman Brothers Treasury Co. B.V. XS0360445786 GBP Call desk Call desk 4-Jul-2013

Lehman Brothers Treasury Co. B.V. DE000A0TVPR6 EUR Call desk Call desk 8-Jul-2013

Lehman Brothers Treasury Co. B.V. XS0362676826 EUR Call desk Call desk 8-Jul-2013

Lehman Brothers Treasury Co. B.V. XS0305948860 EUR Call desk Call desk 11-Jul-2013

Lehman Brothers Treasury Co. B.V. XS0222780701 EUR Call desk Call desk 12-Jul-2013

Lehman Brothers Treasury Co. B.V. XS0170498280 USD Call desk Call desk 15-Jul-2013

Lehman Brothers Treasury Co. B.V. US52521XAC20 USD Call desk Call desk 16-Jul-2013

Lehman Brothers Treasury Co. B.V. XS0230176793 USD Call desk Call desk 17-Jul-2013

Lehman Brothers Treasury Co. B.V. XS0261749450 USD Call desk Call desk 17-Jul-2013

Lehman Brothers Treasury Co. B.V. XS0220691017 EUR Call desk Call desk 18-Jul-2013

Lehman Brothers Treasury Co. B.V. XS0306937953 EUR Call desk Call desk 31-Jul-2013

Lehman Brothers Treasury Co. B.V. XS0366064870 GBP Call desk Call desk 31-Jul-2013

Lehman Brothers Treasury Co. B.V. XS0366064953 GBP Call desk Call desk 31-Jul-2013

Lehman Brothers Treasury Co. B.V. XS0366065174 GBP Call desk Call desk 31-Jul-2013

Lehman Brothers Treasury Co. B.V. XS0366065257 GBP Call desk Call desk 31-Jul-2013

Lehman Brothers Treasury Co. B.V. XS0368699764 EUR Call desk Call desk 31-Jul-2013

Lehman Brothers Treasury Co. B.V. XS0364263144 EUR Call desk Call desk 1-Aug-2013

Lehman Brothers Treasury Co. B.V. XS0313326992 USD Call desk Call desk 6-Aug-2013

Lehman Brothers Treasury Co. B.V. XS0313327453 USD Call desk Call desk 6-Aug-2013

Lehman Brothers Treasury Co. B.V. DE000A0TV576 EUR Call desk Call desk 7-Aug-2013

Lehman Brothers Treasury Co. B.V. XS0171428369 EUR Call desk Call desk 8-Aug-2013

Lehman Brothers Treasury Co. B.V. XS0173177766 EUR Call desk Call desk 8-Aug-2013

Lehman Brothers Treasury Co. B.V. XS0364507383 GBP Call desk Call desk 9-Aug-2013

Lehman Brothers Treasury Co. B.V. XS0380855220 AUD Call desk Call desk 12-Aug-2013

Lehman Brothers Treasury Co. B.V. XS0382587888 AUD Call desk Call desk 12-Aug-2013

Lehman Brothers Treasury Co. B.V. XS0361857674 GBP Call desk Call desk 16-Aug-2013

Lehman Brothers Treasury Co. B.V. XS0361858136 GBP Call desk Call desk 16-Aug-2013

Lehman Brothers Treasury Co. B.V. XS0307348234 EUR Call desk Call desk 17-Aug-2013

Lehman Brothers Treasury Co. B.V. XS0315529312 USD Call desk Call desk 20-Aug-2013

Lehman Brothers Treasury Co. B.V. XS0316372522 EUR Call desk Call desk 21-Aug-2013

Lehman Brothers Treasury Co. B.V. XS0301517552 EUR Call desk Call desk 25-Aug-2013

Lehman Brothers Treasury Co. B.V. XS0369661813 GBP Call desk Call desk 29-Aug-2013

Page 69: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0314067140 EUR Call desk Call desk 3-Sep-2013

Lehman Brothers Treasury Co. B.V. XS0319210661 USD Call desk Call desk 7-Sep-2013

Lehman Brothers Treasury Co. B.V. XS0373858249 GBP Call desk Call desk 17-Sep-2013

Lehman Brothers Treasury Co. B.V. XS0267225273 EUR Call desk Call desk 19-Sep-2013

Lehman Brothers Treasury Co. B.V. XS0317188646 EUR Call desk Call desk 26-Sep-2013

Lehman Brothers Treasury Co. B.V. XS0317188059 EUR Call desk Call desk 26-Sep-2013

Lehman Brothers Treasury Co. B.V. XS0247984965 EUR Call desk Call desk 28-Sep-2013

Lehman Brothers Treasury Co. B.V. DE000A0SHPH8 EUR Call desk Call desk 7-Oct-2013

Lehman Brothers Treasury Co. B.V. XS0177758801 USD Call desk Call desk 8-Oct-2013

Lehman Brothers Treasury Co. B.V. XS0317240157 EUR Call desk Call desk 9-Oct-2013

Lehman Brothers Treasury Co. B.V. XS0176153350 EUR Call desk Call desk 10-Oct-2013

Lehman Brothers Treasury Co. B.V. XS0177328548 EUR Call desk Call desk 31-Oct-2013

Lehman Brothers Treasury Co. B.V. XS0274087294 GBP Call desk Call desk 1-Nov-2013

Lehman Brothers Treasury Co. B.V. XS0204960610 EUR Call desk Call desk 4-Nov-2013

Lehman Brothers Treasury Co. B.V. XS0234443488 EUR Call desk Call desk 18-Nov-2013

Lehman Brothers Treasury Co. B.V. DE000A0LHVD0 EUR Call desk Call desk 22-Nov-2013

Lehman Brothers Treasury Co. B.V. XS0347006131 EUR Call desk Call desk 22-Nov-2013

Lehman Brothers Treasury Co. B.V. XS0332714764 GBP Call desk Call desk 23-Nov-2013

Lehman Brothers Treasury Co. B.V. XS0178969209 EUR Call desk Call desk 26-Nov-2013

Lehman Brothers Treasury Co. B.V. XS0236536644 USD Call desk Call desk 1-Dec-2013

Lehman Brothers Treasury Co. B.V. XS0273084656 EUR Call desk Call desk 9-Dec-2013

Lehman Brothers Treasury Co. B.V. XS0327236757 EUR Call desk Call desk 10-Dec-2013

Lehman Brothers Treasury Co. B.V. XS0181881474 USD Call desk Call desk 18-Dec-2013

Lehman Brothers Treasury Co. B.V. XS0178999537 EUR Call desk Call desk 19-Dec-2013

Lehman Brothers Treasury Co. B.V. XS0332050078 EUR Call desk Call desk 27-Dec-2013

Lehman Brothers Treasury Co. B.V. XS0377288450 EUR Call desk Call desk 27-Dec-2013

Lehman Brothers Treasury Co. B.V. XS0259672599 EUR Call desk Call desk 29-Dec-2013

Lehman Brothers Treasury Co. B.V. DE000A0SUT07 EUR Call desk Call desk 3-Jan-2014

Lehman Brothers Treasury Co. B.V. DE000A0SUA81 EUR Call desk Call desk 6-Jan-2014

Lehman Brothers Treasury Co. B.V. DE000A0SUA99 EUR Call desk Call desk 6-Jan-2014

Lehman Brothers Treasury Co. B.V. XS0181945972 EUR Call desk Call desk 14-Jan-2014

Lehman Brothers Treasury Co. B.V. XS0282866192 USD Call desk Call desk 31-Jan-2014

Lehman Brothers Treasury Co. B.V. XS0321471517 USD Call desk Call desk 31-Jan-2014

Lehman Brothers Treasury Co. B.V. XS0358300571 USD Call desk Call desk 31-Jan-2014

Lehman Brothers Treasury Co. B.V. XS0284162533 EUR Call desk Call desk 2-Feb-2014

Lehman Brothers Treasury Co. B.V. XS0341923083 USD Call desk Call desk 4-Feb-2014

Lehman Brothers Treasury Co. B.V. XS0284511994 EUR Call desk Call desk 7-Feb-2014

Lehman Brothers Treasury Co. B.V. XS0284892261 EUR Call desk Call desk 8-Feb-2014

Lehman Brothers Treasury Co. B.V. XS0285422597 EUR Call desk Call desk 8-Feb-2014

Lehman Brothers Treasury Co. B.V. XS0345439334 GBP Call desk Call desk 8-Feb-2014

Lehman Brothers Treasury Co. B.V. XS0242448578 USD Call desk Call desk 9-Feb-2014

Lehman Brothers Treasury Co. B.V. XS0285200852 AUD Call desk Call desk 10-Feb-2014

Lehman Brothers Treasury Co. B.V. XS0332049815 EUR Call desk Call desk 14-Feb-2014

Lehman Brothers Treasury Co. B.V. XS0286586648 EUR Call desk Call desk 16-Feb-2014

Lehman Brothers Treasury Co. B.V. XS0287004310 USD Call desk Call desk 20-Feb-2014

Lehman Brothers Treasury Co. B.V. XS0287234313 EUR Call desk Call desk 20-Feb-2014

Lehman Brothers Treasury Co. B.V. XS0358299542 USD Call desk Call desk 20-Feb-2014

Lehman Brothers Treasury Co. B.V. XS0286034870 AUD Call desk Call desk 21-Feb-2014

Lehman Brothers Treasury Co. B.V. XS0288341448 EUR Call desk Call desk 23-Feb-2014

Lehman Brothers Treasury Co. B.V. XS0287474976 AUD Call desk Call desk 24-Feb-2014

Lehman Brothers Treasury Co. B.V. XS0286531156 EUR Call desk Call desk 26-Feb-2014

Page 70: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. DE000A0NLYL5 EUR Call desk Call desk 27-Feb-2014

Lehman Brothers Treasury Co. B.V. XS0185655445 EUR Call desk Call desk 27-Feb-2014

Lehman Brothers Treasury Co. B.V. XS0285769278 EUR Call desk Call desk 28-Feb-2014

Lehman Brothers Treasury Co. B.V. XS0339810078 EUR Call desk Call desk 4-Mar-2014

Lehman Brothers Treasury Co. B.V. XS0289152331 AUD Call desk Call desk 7-Mar-2014

Lehman Brothers Treasury Co. B.V. XS0289153651 AUD Call desk Call desk 7-Mar-2014

Lehman Brothers Treasury Co. B.V. XS0289483017 JPY Call desk Call desk 7-Mar-2014

Lehman Brothers Treasury Co. B.V. XS0289484171 AUD Call desk Call desk 7-Mar-2014

Lehman Brothers Treasury Co. B.V. XS0289659400 EUR Call desk Call desk 7-Mar-2014

Lehman Brothers Treasury Co. B.V. XS0288610016 USD Call desk Call desk 9-Mar-2014

Lehman Brothers Treasury Co. B.V. XS0289940289 USD Call desk Call desk 12-Mar-2014

Lehman Brothers Treasury Co. B.V. XS0353349474 USD Call desk Call desk 14-Mar-2014

Lehman Brothers Treasury Co. B.V. XS0290366243 AUD Call desk Call desk 20-Mar-2014

Lehman Brothers Treasury Co. B.V. XS0290772077 AUD Call desk Call desk 20-Mar-2014

Lehman Brothers Treasury Co. B.V. XS0290975340 AUD Call desk Call desk 20-Mar-2014

Lehman Brothers Treasury Co. B.V. XS0290993590 USD Call desk Call desk 20-Mar-2014

Lehman Brothers Treasury Co. B.V. XS0352980022 USD Call desk Call desk 20-Mar-2014

Lehman Brothers Treasury Co. B.V. DE000A1HBEW5 EUR Call desk Call desk 25-Mar-2014

Lehman Brothers Treasury Co. B.V. DE000A0G4LS9 EUR Call desk Call desk 25-Mar-2014

Lehman Brothers Treasury Co. B.V. XS0290294742 EUR Call desk Call desk 27-Mar-2014

Lehman Brothers Treasury Co. B.V. XS0295664535 EUR Call desk Call desk 27-Mar-2014

Lehman Brothers Treasury Co. B.V. XS0342412284 EUR Call desk Call desk 28-Mar-2014

Lehman Brothers Treasury Co. B.V. XS0289261546 USD Call desk Call desk 31-Mar-2014

Lehman Brothers Treasury Co. B.V. XS0352310485 EUR Call desk Call desk 31-Mar-2014

Lehman Brothers Treasury Co. B.V. XS0293628748 EUR Call desk Call desk 2-Apr-2014

Lehman Brothers Treasury Co. B.V. XS0356420728 AUD Call desk Call desk 2-Apr-2014

Lehman Brothers Treasury Co. B.V. XS0292221776 JPY Call desk Call desk 5-Apr-2014

Lehman Brothers Treasury Co. B.V. XS0188232507 USD Call desk Call desk 8-Apr-2014

Lehman Brothers Treasury Co. B.V. XS0352601537 HKD Call desk Call desk 11-Apr-2014

Lehman Brothers Treasury Co. B.V. XS0189914111 USD Call desk Call desk 13-Apr-2014

Lehman Brothers Treasury Co. B.V. XS0295005333 AUD Call desk Call desk 17-Apr-2014

Lehman Brothers Treasury Co. B.V. XS0358735032 GBP Call desk Call desk 18-Apr-2014

Lehman Brothers Treasury Co. B.V. XS0360716566 MXN Call desk Call desk 22-Apr-2014

Lehman Brothers Treasury Co. B.V. XS0189294225 EUR Call desk Call desk 23-Apr-2014

Lehman Brothers Treasury Co. B.V. XS0355509257 EUR Call desk Call desk 23-Apr-2014

Lehman Brothers Treasury Co. B.V. XS0356376300 EUR Call desk Call desk 25-Apr-2014

Lehman Brothers Treasury Co. B.V. XS0297155136 EUR Call desk Call desk 26-Apr-2014

Lehman Brothers Treasury Co. B.V. XS0297183187 EUR Call desk Call desk 27-Apr-2014

Lehman Brothers Treasury Co. B.V. XS0191248607 JPY Call desk Call desk 28-Apr-2014

Lehman Brothers Treasury Co. B.V. XS0294695043 USD Call desk Call desk 28-Apr-2014

Lehman Brothers Treasury Co. B.V. XS0297155565 EUR Call desk Call desk 7-May-2014

Lehman Brothers Treasury Co. B.V. XS0297022419 AUD Call desk Call desk 9-May-2014

Lehman Brothers Treasury Co. B.V. XS0297023813 AUD Call desk Call desk 9-May-2014

Lehman Brothers Treasury Co. B.V. XS0297501065 AUD Call desk Call desk 9-May-2014

Lehman Brothers Treasury Co. B.V. XS0298202952 USD Call desk Call desk 9-May-2014

Lehman Brothers Treasury Co. B.V. XS0356612043 HKD Call desk Call desk 13-May-2014

Lehman Brothers Treasury Co. B.V. XS0299886092 USD Call desk Call desk 21-May-2014

Lehman Brothers Treasury Co. B.V. XS0299211721 AUD Call desk Call desk 22-May-2014

Lehman Brothers Treasury Co. B.V. DE000A1HBEY1 EUR Call desk Call desk 23-May-2014

Lehman Brothers Treasury Co. B.V. DE000A0TVK20 EUR Call desk Call desk 23-May-2014

Lehman Brothers Treasury Co. B.V. XS0253857642 EUR Call desk Call desk 23-May-2014

Page 71: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0301547542 EUR Call desk Call desk 29-May-2014

Lehman Brothers Treasury Co. B.V. XS0301338546 AUD Call desk Call desk 5-Jun-2014

Lehman Brothers Treasury Co. B.V. XS0301347968 USD Call desk Call desk 5-Jun-2014

Lehman Brothers Treasury Co. B.V. XS0301885272 AUD Call desk Call desk 5-Jun-2014

Lehman Brothers Treasury Co. B.V. XS0302904296 AUD Call desk Call desk 6-Jun-2014

Lehman Brothers Treasury Co. B.V. XS0358366168 EUR Call desk Call desk 7-Jun-2014

Lehman Brothers Treasury Co. B.V. XS0194244645 SGD Call desk Call desk 10-Jun-2014

Lehman Brothers Treasury Co. B.V. XS0303838006 EUR Call desk Call desk 13-Jun-2014

Lehman Brothers Treasury Co. B.V. XS0305645375 EUR Call desk Call desk 20-Jun-2014

Lehman Brothers Treasury Co. B.V. XS0306151662 AUD Call desk Call desk 20-Jun-2014

Lehman Brothers Treasury Co. B.V. XS0306637306 USD Call desk Call desk 20-Jun-2014

Lehman Brothers Treasury Co. B.V. XS0371606012 USD Call desk Call desk 20-Jun-2014

Lehman Brothers Treasury Co. B.V. XS0304195026 USD Call desk Call desk 23-Jun-2014

Lehman Brothers Treasury Co. B.V. XS0371026443 USD Call desk Call desk 25-Jun-2014

Lehman Brothers Treasury Co. B.V. XS0358734811 GBP Call desk Call desk 30-Jun-2014

Lehman Brothers Treasury Co. B.V. XS0372163054 EUR Call desk Call desk 8-Jul-2014

Lehman Brothers Treasury Co. B.V. XS0306849745 AUD Call desk Call desk 9-Jul-2014

Lehman Brothers Treasury Co. B.V. XS0307752955 AUD Call desk Call desk 9-Jul-2014

Lehman Brothers Treasury Co. B.V. XS0195431613 EUR Call desk Call desk 14-Jul-2014

Lehman Brothers Treasury Co. B.V. XS0309485729 EUR Call desk Call desk 14-Jul-2014

Lehman Brothers Treasury Co. B.V. DE000A1HB472 USD Call desk Call desk 17-Jul-2014

Lehman Brothers Treasury Co. B.V. DE000A1HBEX3 USD Call desk Call desk 17-Jul-2014

Lehman Brothers Treasury Co. B.V. DE000A0TPVQ8 USD Call desk Call desk 17-Jul-2014

Lehman Brothers Treasury Co. B.V. XS0301569603 USD Call desk Call desk 17-Jul-2014

Lehman Brothers Treasury Co. B.V. XS0309363371 AUD Call desk Call desk 18-Jul-2014

Lehman Brothers Treasury Co. B.V. XS0309436359 JPY Call desk Call desk 18-Jul-2014

Lehman Brothers Treasury Co. B.V. XS0310410823 USD Call desk Call desk 18-Jul-2014

Lehman Brothers Treasury Co. B.V. XS0363950527 GBP Call desk Call desk 18-Jul-2014

Lehman Brothers Treasury Co. B.V. XS0258779775 EUR Call desk Call desk 21-Jul-2014

Lehman Brothers Treasury Co. B.V. XS0196767064 EUR Call desk Call desk 22-Jul-2014

Lehman Brothers Treasury Co. B.V. XS0260303580 EUR Call desk Call desk 24-Jul-2014

Lehman Brothers Treasury Co. B.V. XS0310856678 AUD Call desk Call desk 25-Jul-2014

Lehman Brothers Treasury Co. B.V. XS0311622038 AUD Call desk Call desk 25-Jul-2014

Lehman Brothers Treasury Co. B.V. XS0299929165 EUR Call desk Call desk 27-Jul-2014

Lehman Brothers Treasury Co. B.V. XS0100289064 EUR Call desk Call desk 28-Jul-2014

Lehman Brothers Treasury Co. B.V. XS0197088296 EUR Call desk Call desk 28-Jul-2014

Lehman Brothers Treasury Co. B.V. XS0368094420 GBP Call desk Call desk 30-Jul-2014

Lehman Brothers Treasury Co. B.V. XS0368094693 GBP Call desk Call desk 30-Jul-2014

Lehman Brothers Treasury Co. B.V. XS0368198635 GBP Call desk Call desk 30-Jul-2014

Lehman Brothers Treasury Co. B.V. XS0100490084 EUR Call desk Call desk 4-Aug-2014

Lehman Brothers Treasury Co. B.V. XS0366211927 GBP Call desk Call desk 7-Aug-2014

Lehman Brothers Treasury Co. B.V. XS0366213626 GBP Call desk Call desk 7-Aug-2014

Lehman Brothers Treasury Co. B.V. XS0313948480 JPY Call desk Call desk 14-Aug-2014

Lehman Brothers Treasury Co. B.V. XS0314855338 AUD Call desk Call desk 14-Aug-2014

Lehman Brothers Treasury Co. B.V. XS0368727722 GBP Call desk Call desk 15-Aug-2014

Lehman Brothers Treasury Co. B.V. XS0315549187 JPY Call desk Call desk 21-Aug-2014

Lehman Brothers Treasury Co. B.V. XS0316206357 EUR Call desk Call desk 21-Aug-2014

Lehman Brothers Treasury Co. B.V. XS0316994010 JPY Call desk Call desk 5-Sep-2014

Lehman Brothers Treasury Co. B.V. XS0317366846 JPY Call desk Call desk 5-Sep-2014

Lehman Brothers Treasury Co. B.V. XS0318191565 USD Call desk Call desk 11-Sep-2014

Lehman Brothers Treasury Co. B.V. XS0318999744 AUD Call desk Call desk 12-Sep-2014

Page 72: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0376548334 GBP Call desk Call desk 12-Sep-2014

Lehman Brothers Treasury Co. B.V. XS0258396927 CHF Call desk Call desk 18-Sep-2014

Lehman Brothers Treasury Co. B.V. XS0319000187 JPY Call desk Call desk 19-Sep-2014

Lehman Brothers Treasury Co. B.V. XS0319611900 AUD Call desk Call desk 19-Sep-2014

Lehman Brothers Treasury Co. B.V. XS0319633037 JPY Call desk Call desk 19-Sep-2014

Lehman Brothers Treasury Co. B.V. XS0380777671 AUD Call desk Call desk 20-Sep-2014

Lehman Brothers Treasury Co. B.V. XS0200284247 EUR Call desk Call desk 22-Sep-2014

Lehman Brothers Treasury Co. B.V. XS0323312974 EUR Call desk Call desk 11-Oct-2014

Lehman Brothers Treasury Co. B.V. XS0324844769 EUR Call desk Call desk 16-Oct-2014

Lehman Brothers Treasury Co. B.V. XS0324929164 EUR Call desk Call desk 16-Oct-2014

Lehman Brothers Treasury Co. B.V. XS0263715467 EUR Call desk Call desk 17-Oct-2014

Lehman Brothers Treasury Co. B.V. XS0323881911 AUD Call desk Call desk 17-Oct-2014

Lehman Brothers Treasury Co. B.V. XS0324409241 JPY Call desk Call desk 17-Oct-2014

Lehman Brothers Treasury Co. B.V. XS0203783526 USD Call desk Call desk 22-Oct-2014

Lehman Brothers Treasury Co. B.V. XS0324405173 USD Call desk Call desk 23-Oct-2014

Lehman Brothers Treasury Co. B.V. XS0323848977 EUR Call desk Call desk 25-Oct-2014

Lehman Brothers Treasury Co. B.V. XS0202417050 EUR Call desk Call desk 27-Oct-2014

Lehman Brothers Treasury Co. B.V. XS0324269488 EUR Call desk Call desk 30-Oct-2014

Lehman Brothers Treasury Co. B.V. XS0324269561 USD Call desk Call desk 30-Oct-2014

Lehman Brothers Treasury Co. B.V. XS0326730313 USD Call desk Call desk 30-Oct-2014

Lehman Brothers Treasury Co. B.V. XS0327421060 EUR Call desk Call desk 31-Oct-2014

Lehman Brothers Treasury Co. B.V. XS0327940259 AUD Call desk Call desk 6-Nov-2014

Lehman Brothers Treasury Co. B.V. XS0327941067 USD Call desk Call desk 6-Nov-2014

Lehman Brothers Treasury Co. B.V. XS0327714837 JPY Call desk Call desk 7-Nov-2014

Lehman Brothers Treasury Co. B.V. XS0328587323 AUD Call desk Call desk 14-Nov-2014

Lehman Brothers Treasury Co. B.V. XS0270174872 EUR Call desk Call desk 17-Nov-2014

Lehman Brothers Treasury Co. B.V. XS0205443764 EUR Call desk Call desk 25-Nov-2014

Lehman Brothers Treasury Co. B.V. XS0329243108 USD Call desk Call desk 28-Nov-2014

Lehman Brothers Treasury Co. B.V. XS0329243876 EUR Call desk Call desk 28-Nov-2014

Lehman Brothers Treasury Co. B.V. XS0329289192 USD Call desk Call desk 28-Nov-2014

Lehman Brothers Treasury Co. B.V. XS0326999959 EUR Call desk Call desk 29-Nov-2014

Lehman Brothers Treasury Co. B.V. XS0266165736 EUR Call desk Call desk 1-Dec-2014

Lehman Brothers Treasury Co. B.V. XS0331653823 JPY Call desk Call desk 11-Dec-2014

Lehman Brothers Treasury Co. B.V. XS0332759272 EUR Call desk Call desk 11-Dec-2014

Lehman Brothers Treasury Co. B.V. XS0276868774 EUR Call desk Call desk 13-Dec-2014

Lehman Brothers Treasury Co. B.V. XS0332976884 EUR Call desk Call desk 13-Dec-2014

Lehman Brothers Treasury Co. B.V. XS0280432526 EUR Call desk Call desk 15-Dec-2014

Lehman Brothers Treasury Co. B.V. XS0334641346 USD Call desk Call desk 17-Dec-2014

Lehman Brothers Treasury Co. B.V. XS0334492757 AUD Call desk Call desk 19-Dec-2014

Lehman Brothers Treasury Co. B.V. XS0334496154 AUD Call desk Call desk 19-Dec-2014

Lehman Brothers Treasury Co. B.V. XS0334641692 USD Call desk Call desk 19-Dec-2014

Lehman Brothers Treasury Co. B.V. XS0332632446 USD Call desk Call desk 20-Dec-2014

Lehman Brothers Treasury Co. B.V. XS0332634657 EUR Call desk Call desk 20-Dec-2014

Lehman Brothers Treasury Co. B.V. XS0336218176 USD Call desk Call desk 21-Dec-2014

Lehman Brothers Treasury Co. B.V. XS0337869720 AUD Call desk Call desk 9-Jan-2015

Lehman Brothers Treasury Co. B.V. XS0337915267 AUD Call desk Call desk 9-Jan-2015

Lehman Brothers Treasury Co. B.V. XS0337915853 AUD Call desk Call desk 9-Jan-2015

Lehman Brothers Treasury Co. B.V. XS0338069494 AUD Call desk Call desk 9-Jan-2015

Lehman Brothers Treasury Co. B.V. XS0209131001 EUR Call desk Call desk 14-Jan-2015

Lehman Brothers Treasury Co. B.V. XS0209308294 JPY Call desk Call desk 14-Jan-2015

Lehman Brothers Treasury Co. B.V. XS0284611869 EUR Call desk Call desk 26-Jan-2015

Page 73: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0342236295 EUR Call desk Call desk 29-Jan-2015

Lehman Brothers Treasury Co. B.V. XS0216921741 EUR Call desk Call desk 31-Jan-2015

Lehman Brothers Treasury Co. B.V. XS0338464950 USD Call desk Call desk 31-Jan-2015

Lehman Brothers Treasury Co. B.V. XS0338465098 EUR Call desk Call desk 31-Jan-2015

Lehman Brothers Treasury Co. B.V. XS0338465171 USD Call desk Call desk 31-Jan-2015

Lehman Brothers Treasury Co. B.V. XS0338465254 EUR Call desk Call desk 31-Jan-2015

Lehman Brothers Treasury Co. B.V. XS0210715289 EUR Call desk Call desk 4-Feb-2015

Lehman Brothers Treasury Co. B.V. XS0285498902 EUR Call desk Call desk 6-Feb-2015

Lehman Brothers Treasury Co. B.V. XS0211093041 EUR Call desk Call desk 16-Feb-2015

Lehman Brothers Treasury Co. B.V. XS0211244941 EUR Call desk Call desk 17-Feb-2015

Lehman Brothers Treasury Co. B.V. XS0212011547 USD Call desk Call desk 23-Feb-2015

Lehman Brothers Treasury Co. B.V. XS0212990732 EUR Call desk Call desk 25-Feb-2015

Lehman Brothers Treasury Co. B.V. XS0288391971 EUR Call desk Call desk 27-Feb-2015

Lehman Brothers Treasury Co. B.V. XS0344072318 EUR Call desk Call desk 28-Feb-2015

Lehman Brothers Treasury Co. B.V. XS0344087340 EUR Call desk Call desk 28-Feb-2015

Lehman Brothers Treasury Co. B.V. XS0344834691 USD Call desk Call desk 28-Feb-2015

Lehman Brothers Treasury Co. B.V. XS0345215148 EUR Call desk Call desk 28-Feb-2015

Lehman Brothers Treasury Co. B.V. XS0345439250 EUR Call desk Call desk 28-Feb-2015

Lehman Brothers Treasury Co. B.V. XS0212915523 EUR Call desk Call desk 1-Mar-2015

Lehman Brothers Treasury Co. B.V. XS0348936161 JPY Call desk Call desk 4-Mar-2015

Lehman Brothers Treasury Co. B.V. XS0349177955 USD Call desk Call desk 4-Mar-2015

Lehman Brothers Treasury Co. B.V. XS0287860265 EUR Call desk Call desk 5-Mar-2015

Lehman Brothers Treasury Co. B.V. XS0351275853 EUR Call desk Call desk 12-Mar-2015

Lehman Brothers Treasury Co. B.V. XS0290654978 EUR Call desk Call desk 16-Mar-2015

Lehman Brothers Treasury Co. B.V. XS0213971210 EUR Call desk Call desk 18-Mar-2015

Lehman Brothers Treasury Co. B.V. XS0346466781 USD Call desk Call desk 18-Mar-2015

Lehman Brothers Treasury Co. B.V. XS0351984660 USD Call desk Call desk 18-Mar-2015

Lehman Brothers Treasury Co. B.V. XS0291152576 EUR Call desk Call desk 19-Mar-2015

Lehman Brothers Treasury Co. B.V. XS0214347360 EUR Call desk Call desk 23-Mar-2015

Lehman Brothers Treasury Co. B.V. XS0353507642 EUR Call desk Call desk 25-Mar-2015

Lehman Brothers Treasury Co. B.V. XS0350310909 EUR Call desk Call desk 30-Mar-2015

Lehman Brothers Treasury Co. B.V. XS0354397654 USD Call desk Call desk 1-Apr-2015

Lehman Brothers Treasury Co. B.V. XS0215760777 EUR Call desk Call desk 7-Apr-2015

Lehman Brothers Treasury Co. B.V. XS0353876179 USD Call desk Call desk 8-Apr-2015

Lehman Brothers Treasury Co. B.V. XS0359631974 EUR Call desk Call desk 30-Apr-2015

Lehman Brothers Treasury Co. B.V. XS0362407768 AUD Call desk Call desk 6-May-2015

Lehman Brothers Treasury Co. B.V. XS0366665015 EUR Call desk Call desk 29-May-2015

Lehman Brothers Treasury Co. B.V. XS0366665361 GBP Call desk Call desk 29-May-2015

Lehman Brothers Treasury Co. B.V. XS0366665957 SEK Call desk Call desk 29-May-2015

Lehman Brothers Treasury Co. B.V. XS0366666336 USD Call desk Call desk 29-May-2015

Lehman Brothers Treasury Co. B.V. XS0367656583 AUD Call desk Call desk 2-Jun-2015

Lehman Brothers Treasury Co. B.V. XS0366803269 EUR Call desk Call desk 10-Jun-2015

Lehman Brothers Treasury Co. B.V. XS0217027068 USD Call desk Call desk 20-Jun-2015

Lehman Brothers Treasury Co. B.V. XS0223158386 EUR Call desk Call desk 30-Jun-2015

Lehman Brothers Treasury Co. B.V. XS0223929489 EUR Call desk Call desk 30-Jun-2015

Lehman Brothers Treasury Co. B.V. XS0295736622 EUR Call desk Call desk 1-Jul-2015

Lehman Brothers Treasury Co. B.V. XS0306090423 EUR Call desk Call desk 9-Jul-2015

Lehman Brothers Treasury Co. B.V. XS0308834547 EUR Call desk Call desk 9-Jul-2015

Lehman Brothers Treasury Co. B.V. XS0223938803 EUR Call desk Call desk 13-Jul-2015

Lehman Brothers Treasury Co. B.V. XS0378532245 AUD Call desk Call desk 29-Jul-2015

Lehman Brothers Treasury Co. B.V. XS0378532161 AUD Call desk Call desk 30-Jul-2015

Page 74: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0225326858 CHF Call desk Call desk 10-Aug-2015

Lehman Brothers Treasury Co. B.V. XS0382589405 AUD Call desk Call desk 14-Aug-2015

Lehman Brothers Treasury Co. B.V. XS0226456258 EUR Call desk Call desk 23-Aug-2015

Lehman Brothers Treasury Co. B.V. XS0383364873 USD Call desk Call desk 29-Aug-2015

Lehman Brothers Treasury Co. B.V. XS0387561680 AUD Call desk Call desk 15-Sep-2015

Lehman Brothers Treasury Co. B.V. XS0367280277 USD Call desk Call desk 20-Sep-2015

Lehman Brothers Treasury Co. B.V. XS0322927046 USD Call desk Call desk 10-Oct-2015

Lehman Brothers Treasury Co. B.V. XS0324632669 EUR Call desk Call desk 24-Oct-2015

Lehman Brothers Treasury Co. B.V. XS0232254259 JPY Call desk Call desk 26-Oct-2015

Lehman Brothers Treasury Co. B.V. XS0233114882 EUR Call desk Call desk 27-Oct-2015

Lehman Brothers Treasury Co. B.V. XS0233752145 EUR Call desk Call desk 3-Nov-2015

Lehman Brothers Treasury Co. B.V. XS0234203411 EUR Call desk Call desk 9-Nov-2015

Lehman Brothers Treasury Co. B.V. XS0234065786 EUR Call desk Call desk 23-Nov-2015

Lehman Brothers Treasury Co. B.V. XS0231181222 EUR Call desk Call desk 30-Nov-2015

Lehman Brothers Treasury Co. B.V. XS0236377239 USD Call desk Call desk 9-Dec-2015

Lehman Brothers Treasury Co. B.V. XS0237049605 JPY Call desk Call desk 9-Dec-2015

Lehman Brothers Treasury Co. B.V. XS0237048623 JPY Call desk Call desk 15-Dec-2015

Lehman Brothers Treasury Co. B.V. XS0334595138 CHF Call desk Call desk 17-Dec-2015

Lehman Brothers Treasury Co. B.V. XS0238796204 USD Call desk Call desk 20-Dec-2015

Lehman Brothers Treasury Co. B.V. XS0289069519 EUR Call desk Call desk 20-Dec-2015

Lehman Brothers Treasury Co. B.V. XS0312300477 EUR Call desk Call desk 28-Dec-2015

Lehman Brothers Treasury Co. B.V. XS0324491660 EUR Call desk Call desk 10-Jan-2016

Lehman Brothers Treasury Co. B.V. XS0237304059 EUR Call desk Call desk 19-Jan-2016

Lehman Brothers Treasury Co. B.V. XS0239997496 JPY Call desk Call desk 19-Jan-2016

Lehman Brothers Treasury Co. B.V. XS0238228901 EUR Call desk Call desk 3-Feb-2016

Lehman Brothers Treasury Co. B.V. XS0240142827 EUR Call desk Call desk 15-Feb-2016

Lehman Brothers Treasury Co. B.V. XS0332049229 EUR Call desk Call desk 15-Feb-2016

Lehman Brothers Treasury Co. B.V. XS0346080590 EUR Call desk Call desk 15-Feb-2016

Lehman Brothers Treasury Co. B.V. XS0373219582 EUR Call desk Call desk 15-Feb-2016

Lehman Brothers Treasury Co. B.V. XS0276441044 EUR Call desk Call desk 16-Feb-2016

Lehman Brothers Treasury Co. B.V. XS0342637872 EUR Call desk Call desk 18-Feb-2016

Lehman Brothers Treasury Co. B.V. XS0346439200 EUR Call desk Call desk 21-Feb-2016

Lehman Brothers Treasury Co. B.V. XS0247938938 EUR Call desk Call desk 23-Mar-2016

Lehman Brothers Treasury Co. B.V. XS0248282120 EUR Call desk Call desk 27-Mar-2016

Lehman Brothers Treasury Co. B.V. XS0341920220 EUR Call desk Call desk 8-Apr-2016

Lehman Brothers Treasury Co. B.V. XS0250266169 CZK Call desk Call desk 12-Apr-2016

Lehman Brothers Treasury Co. B.V. XS0349530823 EUR Call desk Call desk 18-Apr-2016

Lehman Brothers Treasury Co. B.V. XS0360242910 EUR Call desk Call desk 2-May-2016

Lehman Brothers Treasury Co. B.V. XS0250573689 SKK Call desk Call desk 4-May-2016

Lehman Brothers Treasury Co. B.V. XS0189452153 USD Call desk Call desk 14-May-2016

Lehman Brothers Treasury Co. B.V. XS0340891240 EUR Call desk Call desk 30-May-2016

Lehman Brothers Treasury Co. B.V. XS0366298866 GBP Call desk Call desk 3-Jun-2016

Lehman Brothers Treasury Co. B.V. XS0255988817 EUR Call desk Call desk 5-Jun-2016

Lehman Brothers Treasury Co. B.V. XS0328705115 EUR Call desk Call desk 6-Jun-2016

Lehman Brothers Treasury Co. B.V. XS0256738757 USD Call desk Call desk 20-Jun-2016

Lehman Brothers Treasury Co. B.V. XS0257328392 USD Call desk Call desk 20-Jun-2016

Lehman Brothers Treasury Co. B.V. XS0258128916 USD Call desk Call desk 20-Jun-2016

Lehman Brothers Treasury Co. B.V. XS0341922358 EUR Call desk Call desk 24-Jun-2016

Lehman Brothers Treasury Co. B.V. XS0252173066 EUR Call desk Call desk 5-Jul-2016

Lehman Brothers Treasury Co. B.V. XS0258715456 EUR Call desk Call desk 6-Jul-2016

Lehman Brothers Treasury Co. B.V. XS0258128247 USD Call desk Call desk 7-Jul-2016

Page 75: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0361379166 EUR Call desk Call desk 22-Jul-2016

Lehman Brothers Treasury Co. B.V. XS0132969360 EUR Call desk Call desk 31-Jul-2016

Lehman Brothers Treasury Co. B.V. XS0262983264 SGD Call desk Call desk 8-Aug-2016

Lehman Brothers Treasury Co. B.V. XS0267959665 EUR Call desk Call desk 21-Sep-2016

Lehman Brothers Treasury Co. B.V. XS0324731990 EUR Call desk Call desk 12-Oct-2016

Lehman Brothers Treasury Co. B.V. XS0269969704 EUR Call desk Call desk 13-Oct-2016

Lehman Brothers Treasury Co. B.V. XS0270326217 JPY Call desk Call desk 17-Oct-2016

Lehman Brothers Treasury Co. B.V. XS0270926081 USD Call desk Call desk 20-Oct-2016

Lehman Brothers Treasury Co. B.V. XS0273043629 EUR Call desk Call desk 10-Nov-2016

Lehman Brothers Treasury Co. B.V. XS0323978089 USD Call desk Call desk 10-Nov-2016

Lehman Brothers Treasury Co. B.V. XS0276341418 EUR Call desk Call desk 24-Nov-2016

Lehman Brothers Treasury Co. B.V. XS0205437527 USD Call desk Call desk 1-Dec-2016

Lehman Brothers Treasury Co. B.V. XS0207897199 USD Call desk Call desk 6-Dec-2016

Lehman Brothers Treasury Co. B.V. XS0278320832 EUR Call desk Call desk 6-Dec-2016

Lehman Brothers Treasury Co. B.V. XS0209163624 EUR Call desk Call desk 19-Dec-2016

Lehman Brothers Treasury Co. B.V. XS0279324957 JPY Call desk Call desk 22-Dec-2016

Lehman Brothers Treasury Co. B.V. XS0280166116 EUR Call desk Call desk 28-Dec-2016

Lehman Brothers Treasury Co. B.V. XS0279612823 EUR Call desk Call desk 29-Dec-2016

Lehman Brothers Treasury Co. B.V. XS0208459023 EUR Call desk Call desk 30-Dec-2016

Lehman Brothers Treasury Co. B.V. XS0270685968 EUR Call desk Call desk 30-Dec-2016

Lehman Brothers Treasury Co. B.V. XS0270686859 EUR Call desk Call desk 30-Dec-2016

Lehman Brothers Treasury Co. B.V. XS0269657994 EUR Call desk Call desk 31-Jan-2017

Lehman Brothers Treasury Co. B.V. XS0283497005 EUR Call desk Call desk 31-Jan-2017

Lehman Brothers Treasury Co. B.V. XS0272783530 EUR Call desk Call desk 7-Feb-2017

Lehman Brothers Treasury Co. B.V. XS0209163897 EUR Call desk Call desk 8-Feb-2017

Lehman Brothers Treasury Co. B.V. XS0211814123 EUR Call desk Call desk 16-Feb-2017

Lehman Brothers Treasury Co. B.V. XS0286747836 EUR Call desk Call desk 19-Feb-2017

Lehman Brothers Treasury Co. B.V. XS0286529093 EUR Call desk Call desk 23-Feb-2017

Lehman Brothers Treasury Co. B.V. XS0270683161 EUR Call desk Call desk 28-Feb-2017

Lehman Brothers Treasury Co. B.V. XS0270684565 EUR Call desk Call desk 28-Feb-2017

Lehman Brothers Treasury Co. B.V. XS0213593865 EUR Call desk Call desk 1-Mar-2017

Lehman Brothers Treasury Co. B.V. XS0269657135 EUR Call desk Call desk 2-Mar-2017

Lehman Brothers Treasury Co. B.V. XS0287569924 EUR Call desk Call desk 9-Mar-2017

Lehman Brothers Treasury Co. B.V. XS0289922113 CHF Call desk Call desk 12-Mar-2017

Lehman Brothers Treasury Co. B.V. XS0290092955 JPY Call desk Call desk 16-Mar-2017

Lehman Brothers Treasury Co. B.V. XS0290094738 AUD Call desk Call desk 16-Mar-2017

Lehman Brothers Treasury Co. B.V. XS0290095628 JPY Call desk Call desk 16-Mar-2017

Lehman Brothers Treasury Co. B.V. XS0290096600 JPY Call desk Call desk 16-Mar-2017

Lehman Brothers Treasury Co. B.V. XS0290989994 JPY Call desk Call desk 20-Mar-2017

Lehman Brothers Treasury Co. B.V. XS0292502514 USD Call desk Call desk 20-Mar-2017

Lehman Brothers Treasury Co. B.V. XS0294106314 EUR Call desk Call desk 30-Mar-2017

Lehman Brothers Treasury Co. B.V. XS0294106405 EUR Call desk Call desk 30-Mar-2017

Lehman Brothers Treasury Co. B.V. XS0288524795 EUR Call desk Call desk 6-Apr-2017

Lehman Brothers Treasury Co. B.V. XS0294325203 USD Call desk Call desk 13-Apr-2017

Lehman Brothers Treasury Co. B.V. XS0296282386 EUR Call desk Call desk 24-Apr-2017

Lehman Brothers Treasury Co. B.V. XS0297741539 USD Call desk Call desk 25-Apr-2017

Lehman Brothers Treasury Co. B.V. XS0295087042 USD Call desk Call desk 26-Apr-2017

Lehman Brothers Treasury Co. B.V. XS0297392770 EUR Call desk Call desk 2-May-2017

Lehman Brothers Treasury Co. B.V. XS0297186958 USD Call desk Call desk 4-May-2017

Lehman Brothers Treasury Co. B.V. XS0298692434 HKD Call desk Call desk 8-May-2017

Lehman Brothers Treasury Co. B.V. XS0282452621 EUR Call desk Call desk 12-May-2017

Page 76: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0301316906 EUR Call desk Call desk 25-May-2017

Lehman Brothers Treasury Co. B.V. XS0301705041 EUR Call desk Call desk 25-May-2017

Lehman Brothers Treasury Co. B.V. XS0302118632 JPY Call desk Call desk 30-May-2017

Lehman Brothers Treasury Co. B.V. XS0220152069 EUR Call desk Call desk 6-Jun-2017

Lehman Brothers Treasury Co. B.V. XS0220704109 EUR Call desk Call desk 13-Jun-2017

Lehman Brothers Treasury Co. B.V. XS0304490963 USD Call desk Call desk 15-Jun-2017

Lehman Brothers Treasury Co. B.V. XS0303465214 EUR Call desk Call desk 18-Jun-2017

Lehman Brothers Treasury Co. B.V. XS0304145351 EUR Call desk Call desk 18-Jun-2017

Lehman Brothers Treasury Co. B.V. XS0306251967 EUR Call desk Call desk 18-Jun-2017

Lehman Brothers Treasury Co. B.V. XS0305255407 USD Call desk Call desk 19-Jun-2017

Lehman Brothers Treasury Co. B.V. XS0305338799 USD Call desk Call desk 26-Jun-2017

Lehman Brothers Treasury Co. B.V. XS0280223107 EUR Call desk Call desk 4-Jul-2017

Lehman Brothers Treasury Co. B.V. XS0308461176 EUR Call desk Call desk 5-Jul-2017

Lehman Brothers Treasury Co. B.V. XS0307663939 EUR Call desk Call desk 9-Jul-2017

Lehman Brothers Treasury Co. B.V. XS0308985240 JPY Call desk Call desk 10-Jul-2017

Lehman Brothers Treasury Co. B.V. XS0309365319 JPY Call desk Call desk 12-Jul-2017

Lehman Brothers Treasury Co. B.V. XS0311765068 EUR Call desk Call desk 26-Jul-2017

Lehman Brothers Treasury Co. B.V. XS0310086623 EUR Call desk Call desk 27-Jul-2017

Lehman Brothers Treasury Co. B.V. XS0313198979 EUR Call desk Call desk 1-Aug-2017

Lehman Brothers Treasury Co. B.V. XS0313432329 USD Call desk Call desk 3-Aug-2017

Lehman Brothers Treasury Co. B.V. XS0313537002 USD Call desk Call desk 3-Aug-2017

Lehman Brothers Treasury Co. B.V. XS0225842433 EUR Call desk Call desk 8-Aug-2017

Lehman Brothers Treasury Co. B.V. XS0314999250 EUR Call desk Call desk 14-Aug-2017

Lehman Brothers Treasury Co. B.V. XS0226707510 EUR Call desk Call desk 15-Aug-2017

Lehman Brothers Treasury Co. B.V. XS0315504323 EUR Call desk Call desk 16-Aug-2017

Lehman Brothers Treasury Co. B.V. XS0315356039 JPY Call desk Call desk 17-Aug-2017

Lehman Brothers Treasury Co. B.V. XS0316264638 USD Call desk Call desk 22-Aug-2017

Lehman Brothers Treasury Co. B.V. XS0317996279 EUR Call desk Call desk 31-Aug-2017

Lehman Brothers Treasury Co. B.V. XS0318943445 EUR Call desk Call desk 6-Sep-2017

Lehman Brothers Treasury Co. B.V. XS0229979983 EUR Call desk Call desk 19-Sep-2017

Lehman Brothers Treasury Co. B.V. XS0311446479 EUR Call desk Call desk 20-Sep-2017

Lehman Brothers Treasury Co. B.V. XS0383779815 AUD Call desk Call desk 20-Sep-2017

Lehman Brothers Treasury Co. B.V. XS0230911785 EUR Call desk Call desk 29-Sep-2017

Lehman Brothers Treasury Co. B.V. XS0322779348 EUR Call desk Call desk 2-Oct-2017

Lehman Brothers Treasury Co. B.V. XS0323412337 EUR Call desk Call desk 4-Oct-2017

Lehman Brothers Treasury Co. B.V. XS0324058865 ILS Call desk Call desk 11-Oct-2017

Lehman Brothers Treasury Co. B.V. XS0324446524 CHF Call desk Call desk 17-Oct-2017

Lehman Brothers Treasury Co. B.V. XS0368669007 EUR Call desk Call desk 17-Oct-2017

Lehman Brothers Treasury Co. B.V. XS0326823324 JPY Call desk Call desk 23-Oct-2017

Lehman Brothers Treasury Co. B.V. XS0299371509 EUR Call desk Call desk 25-Oct-2017

Lehman Brothers Treasury Co. B.V. XS0296589194 EUR Call desk Call desk 31-Oct-2017

Lehman Brothers Treasury Co. B.V. XS0326598371 USD Call desk Call desk 31-Oct-2017

Lehman Brothers Treasury Co. B.V. XS0327731096 EUR Call desk Call desk 2-Nov-2017

Lehman Brothers Treasury Co. B.V. XS0326264917 EUR Call desk Call desk 7-Nov-2017

Lehman Brothers Treasury Co. B.V. XS0329877889 USD Call desk Call desk 21-Nov-2017

Lehman Brothers Treasury Co. B.V. XS0331249291 EUR Call desk Call desk 22-Nov-2017

Lehman Brothers Treasury Co. B.V. XS0326826343 EUR Call desk Call desk 25-Nov-2017

Lehman Brothers Treasury Co. B.V. XS0323271170 USD Call desk Call desk 27-Nov-2017

Lehman Brothers Treasury Co. B.V. XS0330837773 EUR Call desk Call desk 27-Nov-2017

Lehman Brothers Treasury Co. B.V. XS0331472281 AUD Call desk Call desk 27-Nov-2017

Lehman Brothers Treasury Co. B.V. XS0330834598 EUR Call desk Call desk 30-Nov-2017

Page 77: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0332109221 USD Call desk Call desk 11-Dec-2017

Lehman Brothers Treasury Co. B.V. XS0334151411 EUR Call desk Call desk 11-Dec-2017

Lehman Brothers Treasury Co. B.V. XS0336248322 USD Call desk Call desk 14-Dec-2017

Lehman Brothers Treasury Co. B.V. XS0334788360 EUR Call desk Call desk 17-Dec-2017

Lehman Brothers Treasury Co. B.V. XS0335243159 EUR Call desk Call desk 18-Dec-2017

Lehman Brothers Treasury Co. B.V. XS0329879588 AUD Call desk Call desk 20-Dec-2017

Lehman Brothers Treasury Co. B.V. XS0330133611 AUD Call desk Call desk 20-Dec-2017

Lehman Brothers Treasury Co. B.V. XS0330133702 AUD Call desk Call desk 20-Dec-2017

Lehman Brothers Treasury Co. B.V. XS0330133967 AUD Call desk Call desk 20-Dec-2017

Lehman Brothers Treasury Co. B.V. XS0330134007 AUD Call desk Call desk 20-Dec-2017

Lehman Brothers Treasury Co. B.V. XS0334171799 AUD Call desk Call desk 20-Dec-2017

Lehman Brothers Treasury Co. B.V. XS0334171872 AUD Call desk Call desk 20-Dec-2017

Lehman Brothers Treasury Co. B.V. XS0334172094 AUD Call desk Call desk 20-Dec-2017

Lehman Brothers Treasury Co. B.V. XS0338656787 USD Call desk Call desk 20-Dec-2017

Lehman Brothers Treasury Co. B.V. XS0338656860 USD Call desk Call desk 20-Dec-2017

Lehman Brothers Treasury Co. B.V. XS0338657082 USD Call desk Call desk 20-Dec-2017

Lehman Brothers Treasury Co. B.V. XS0338657165 USD Call desk Call desk 20-Dec-2017

Lehman Brothers Treasury Co. B.V. XS0350507959 USD Call desk Call desk 20-Dec-2017

Lehman Brothers Treasury Co. B.V. XS0356126705 EUR Call desk Call desk 20-Dec-2017

Lehman Brothers Treasury Co. B.V. XS0367282059 USD Call desk Call desk 20-Dec-2017

Lehman Brothers Treasury Co. B.V. XS0368230628 EUR Call desk Call desk 20-Dec-2017

Lehman Brothers Treasury Co. B.V. IT0006578600 EUR Call desk Call desk 22-Dec-2017

Lehman Brothers Treasury Co. B.V. XS0311297021 EUR Call desk Call desk 27-Dec-2017

Lehman Brothers Treasury Co. B.V. XS0336556146 USD Call desk Call desk 27-Dec-2017

Lehman Brothers Treasury Co. B.V. XS0338307936 USD Call desk Call desk 28-Dec-2017

Lehman Brothers Treasury Co. B.V. XS0307362656 EUR Call desk Call desk 30-Dec-2017

Lehman Brothers Treasury Co. B.V. XS0336952337 USD Call desk Call desk 3-Jan-2018

Lehman Brothers Treasury Co. B.V. XS0336410013 USD Call desk Call desk 7-Jan-2018

Lehman Brothers Treasury Co. B.V. XS0336025027 EUR Call desk Call desk 10-Jan-2018

Lehman Brothers Treasury Co. B.V. XS0340696466 EUR Call desk Call desk 21-Jan-2018

Lehman Brothers Treasury Co. B.V. XS0340031730 EUR Call desk Call desk 22-Jan-2018

Lehman Brothers Treasury Co. B.V. XS0340461580 USD Call desk Call desk 23-Jan-2018

Lehman Brothers Treasury Co. B.V. XS0342406476 USD Call desk Call desk 23-Jan-2018

Lehman Brothers Treasury Co. B.V. XS0339480187 USD Call desk Call desk 24-Jan-2018

Lehman Brothers Treasury Co. B.V. XS0339480344 USD Call desk Call desk 25-Jan-2018

Lehman Brothers Treasury Co. B.V. XS0343088968 USD Call desk Call desk 25-Jan-2018

Lehman Brothers Treasury Co. B.V. XS0340291722 USD Call desk Call desk 30-Jan-2018

Lehman Brothers Treasury Co. B.V. XS0342194601 EUR Call desk Call desk 30-Jan-2018

Lehman Brothers Treasury Co. B.V. XS0339479841 USD Call desk Call desk 31-Jan-2018

Lehman Brothers Treasury Co. B.V. XS0339479924 USD Call desk Call desk 31-Jan-2018

Lehman Brothers Treasury Co. B.V. XS0342489589 USD Call desk Call desk 31-Jan-2018

Lehman Brothers Treasury Co. B.V. XS0344314850 USD Call desk Call desk 31-Jan-2018

Lehman Brothers Treasury Co. B.V. XS0339480005 USD Call desk Call desk 1-Feb-2018

Lehman Brothers Treasury Co. B.V. XS0340050284 USD Call desk Call desk 1-Feb-2018

Lehman Brothers Treasury Co. B.V. XS0342520094 USD Call desk Call desk 1-Feb-2018

Lehman Brothers Treasury Co. B.V. XS0340461747 USD Call desk Call desk 6-Feb-2018

Lehman Brothers Treasury Co. B.V. XS0341031275 USD Call desk Call desk 6-Feb-2018

Lehman Brothers Treasury Co. B.V. XS0343872734 USD Call desk Call desk 7-Feb-2018

Lehman Brothers Treasury Co. B.V. XS0342733671 EUR Call desk Call desk 9-Feb-2018

Lehman Brothers Treasury Co. B.V. XS0342095881 USD Call desk Call desk 11-Feb-2018

Lehman Brothers Treasury Co. B.V. XS0345213283 USD Call desk Call desk 11-Feb-2018

Page 78: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0344960058 USD Call desk Call desk 12-Feb-2018

Lehman Brothers Treasury Co. B.V. XS0345205693 EUR Call desk Call desk 13-Feb-2018

Lehman Brothers Treasury Co. B.V. XS0344086532 USD Call desk Call desk 14-Feb-2018

Lehman Brothers Treasury Co. B.V. XS0346470387 USD Call desk Call desk 14-Feb-2018

Lehman Brothers Treasury Co. B.V. XS0344829931 USD Call desk Call desk 15-Feb-2018

Lehman Brothers Treasury Co. B.V. XS0348560524 EUR Call desk Call desk 15-Feb-2018

Lehman Brothers Treasury Co. B.V. XS0364806298 EUR Call desk Call desk 15-Feb-2018

Lehman Brothers Treasury Co. B.V. XS0346007080 EUR Call desk Call desk 18-Feb-2018

Lehman Brothers Treasury Co. B.V. XS0347016015 EUR Call desk Call desk 19-Feb-2018

Lehman Brothers Treasury Co. B.V. XS0345212806 USD Call desk Call desk 19-Feb-2018

Lehman Brothers Treasury Co. B.V. XS0346073975 USD Call desk Call desk 19-Feb-2018

Lehman Brothers Treasury Co. B.V. XS0347451295 USD Call desk Call desk 20-Feb-2018

Lehman Brothers Treasury Co. B.V. XS0346508707 USD Call desk Call desk 21-Feb-2018

Lehman Brothers Treasury Co. B.V. XS0344549067 USD Call desk Call desk 25-Feb-2018

Lehman Brothers Treasury Co. B.V. XS0347938671 EUR Call desk Call desk 27-Feb-2018

Lehman Brothers Treasury Co. B.V. XS0348533984 EUR Call desk Call desk 28-Feb-2018

Lehman Brothers Treasury Co. B.V. XS0346881252 EUR Call desk Call desk 3-Mar-2018

Lehman Brothers Treasury Co. B.V. XS0347785312 USD Call desk Call desk 3-Mar-2018

Lehman Brothers Treasury Co. B.V. XS0349506369 EUR Call desk Call desk 4-Mar-2018

Lehman Brothers Treasury Co. B.V. XS0347769035 JPY Call desk Call desk 5-Mar-2018

Lehman Brothers Treasury Co. B.V. XS0348934893 USD Call desk Call desk 5-Mar-2018

Lehman Brothers Treasury Co. B.V. XS0348442756 USD Call desk Call desk 6-Mar-2018

Lehman Brothers Treasury Co. B.V. XS0213454829 EUR Call desk Call desk 7-Mar-2018

Lehman Brothers Treasury Co. B.V. XS0350419742 USD Call desk Call desk 10-Mar-2018

Lehman Brothers Treasury Co. B.V. XS0351358717 USD Call desk Call desk 10-Mar-2018

Lehman Brothers Treasury Co. B.V. XS0347768813 USD Call desk Call desk 11-Mar-2018

Lehman Brothers Treasury Co. B.V. XS0349442888 USD Call desk Call desk 11-Mar-2018

Lehman Brothers Treasury Co. B.V. XS0351261127 USD Call desk Call desk 13-Mar-2018

Lehman Brothers Treasury Co. B.V. XS0351261630 USD Call desk Call desk 13-Mar-2018

Lehman Brothers Treasury Co. B.V. XS0350635875 USD Call desk Call desk 18-Mar-2018

Lehman Brothers Treasury Co. B.V. XS0352061674 USD Call desk Call desk 18-Mar-2018

Lehman Brothers Treasury Co. B.V. XS0349442458 USD Call desk Call desk 19-Mar-2018

Lehman Brothers Treasury Co. B.V. XS0350454905 USD Call desk Call desk 19-Mar-2018

Lehman Brothers Treasury Co. B.V. XS0351983779 JPY Call desk Call desk 19-Mar-2018

Lehman Brothers Treasury Co. B.V. XS0352734924 USD Call desk Call desk 19-Mar-2018

Lehman Brothers Treasury Co. B.V. XS0342945002 USD Call desk Call desk 20-Mar-2018

Lehman Brothers Treasury Co. B.V. XS0350115878 USD Call desk Call desk 20-Mar-2018

Lehman Brothers Treasury Co. B.V. XS0353187478 USD Call desk Call desk 20-Mar-2018

Lehman Brothers Treasury Co. B.V. XS0367279774 USD Call desk Call desk 20-Mar-2018

Lehman Brothers Treasury Co. B.V. XS0367279931 USD Call desk Call desk 20-Mar-2018

Lehman Brothers Treasury Co. B.V. XS0349506104 USD Call desk Call desk 21-Mar-2018

Lehman Brothers Treasury Co. B.V. XS0350419403 USD Call desk Call desk 25-Mar-2018

Lehman Brothers Treasury Co. B.V. XS0350116173 USD Call desk Call desk 26-Mar-2018

Lehman Brothers Treasury Co. B.V. XS0351439046 USD Call desk Call desk 26-Mar-2018

Lehman Brothers Treasury Co. B.V. XS0352111289 USD Call desk Call desk 26-Mar-2018

Lehman Brothers Treasury Co. B.V. XS0353780900 USD Call desk Call desk 26-Mar-2018

Lehman Brothers Treasury Co. B.V. XS0352901507 USD Call desk Call desk 27-Mar-2018

Lehman Brothers Treasury Co. B.V. XS0352061591 SGD Call desk Call desk 28-Mar-2018

Lehman Brothers Treasury Co. B.V. XS0352111016 USD Call desk Call desk 28-Mar-2018

Lehman Brothers Treasury Co. B.V. XS0353348666 USD Call desk Call desk 31-Mar-2018

Lehman Brothers Treasury Co. B.V. XS0353349045 USD Call desk Call desk 31-Mar-2018

Page 79: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0353873408 USD Call desk Call desk 31-Mar-2018

Lehman Brothers Treasury Co. B.V. XS0353875015 USD Call desk Call desk 31-Mar-2018

Lehman Brothers Treasury Co. B.V. XS0351857551 USD Call desk Call desk 1-Apr-2018

Lehman Brothers Treasury Co. B.V. XS0354397571 USD Call desk Call desk 1-Apr-2018

Lehman Brothers Treasury Co. B.V. XS0352901689 USD Call desk Call desk 2-Apr-2018

Lehman Brothers Treasury Co. B.V. XS0353157216 USD Call desk Call desk 3-Apr-2018

Lehman Brothers Treasury Co. B.V. XS0353349631 USD Call desk Call desk 7-Apr-2018

Lehman Brothers Treasury Co. B.V. XS0356447093 EUR Call desk Call desk 11-Apr-2018

Lehman Brothers Treasury Co. B.V. XS0353349714 USD Call desk Call desk 14-Apr-2018

Lehman Brothers Treasury Co. B.V. XS0359302642 EUR Call desk Call desk 14-Apr-2018

Lehman Brothers Treasury Co. B.V. XS0356444660 EUR Call desk Call desk 18-Apr-2018

Lehman Brothers Treasury Co. B.V. XS0356444827 EUR Call desk Call desk 18-Apr-2018

Lehman Brothers Treasury Co. B.V. XS0358009487 USD Call desk Call desk 18-Apr-2018

Lehman Brothers Treasury Co. B.V. XS0358689841 GBP Call desk Call desk 18-Apr-2018

Lehman Brothers Treasury Co. B.V. XS0357393197 USD Call desk Call desk 22-Apr-2018

Lehman Brothers Treasury Co. B.V. XS0358176468 EUR Call desk Call desk 25-Apr-2018

Lehman Brothers Treasury Co. B.V. XS0358302601 CZK Call desk Call desk 25-Apr-2018

Lehman Brothers Treasury Co. B.V. XS0356956564 USD Call desk Call desk 28-Apr-2018

Lehman Brothers Treasury Co. B.V. XS0358118189 USD Call desk Call desk 29-Apr-2018

Lehman Brothers Treasury Co. B.V. XS0358585551 USD Call desk Call desk 7-May-2018

Lehman Brothers Treasury Co. B.V. XS0218614567 EUR Call desk Call desk 16-May-2018

Lehman Brothers Treasury Co. B.V. XS0342414819 EUR Call desk Call desk 16-May-2018

Lehman Brothers Treasury Co. B.V. XS0364742543 NZD Call desk Call desk 21-May-2018

Lehman Brothers Treasury Co. B.V. XS0255600941 CZK Call desk Call desk 23-May-2018

Lehman Brothers Treasury Co. B.V. XS0365026656 USD Call desk Call desk 25-May-2018

Lehman Brothers Treasury Co. B.V. XS0366665106 EUR Call desk Call desk 28-May-2018

Lehman Brothers Treasury Co. B.V. XS0366665791 GBP Call desk Call desk 28-May-2018

Lehman Brothers Treasury Co. B.V. XS0366666096 SEK Call desk Call desk 28-May-2018

Lehman Brothers Treasury Co. B.V. XS0366666419 USD Call desk Call desk 28-May-2018

Lehman Brothers Treasury Co. B.V. XS0363471631 USD Call desk Call desk 30-May-2018

Lehman Brothers Treasury Co. B.V. XS0254946287 EUR Call desk Call desk 1-Jun-2018

Lehman Brothers Treasury Co. B.V. XS0367519161 USD Call desk Call desk 12-Jun-2018

Lehman Brothers Treasury Co. B.V. XS0368783477 SGD Call desk Call desk 12-Jun-2018

Lehman Brothers Treasury Co. B.V. XS0369274708 EUR Call desk Call desk 17-Jun-2018

Lehman Brothers Treasury Co. B.V. XS0368699509 USD Call desk Call desk 18-Jun-2018

Lehman Brothers Treasury Co. B.V. XS0369333215 CHF Call desk Call desk 18-Jun-2018

Lehman Brothers Treasury Co. B.V. XS0369868327 USD Call desk Call desk 20-Jun-2018

Lehman Brothers Treasury Co. B.V. 52519VAX4 USD Call desk Call desk 22-Jun-2018

Lehman Brothers Treasury Co. B.V. XS0357601722 GBP Call desk Call desk 25-Jun-2018

Lehman Brothers Treasury Co. B.V. XS0372300144 AUD Call desk Call desk 25-Jun-2018

Lehman Brothers Treasury Co. B.V. XS0372359975 AUD Call desk Call desk 25-Jun-2018

Lehman Brothers Treasury Co. B.V. XS0359897229 USD Call desk Call desk 2-Jul-2018

Lehman Brothers Treasury Co. B.V. XS0375441671 NZD Call desk Call desk 18-Jul-2018

Lehman Brothers Treasury Co. B.V. XS0366065505 EUR Call desk Call desk 31-Jul-2018

Lehman Brothers Treasury Co. B.V. XS0379485864 USD Call desk Call desk 5-Aug-2018

Lehman Brothers Treasury Co. B.V. XS0366298601 EUR Call desk Call desk 18-Aug-2018

Lehman Brothers Treasury Co. B.V. XS0383284840 USD Call desk Call desk 25-Aug-2018

Lehman Brothers Treasury Co. B.V. XS0383284923 SEK Call desk Call desk 25-Aug-2018

Lehman Brothers Treasury Co. B.V. XS0383285060 EUR Call desk Call desk 25-Aug-2018

Lehman Brothers Treasury Co. B.V. XS0383284766 GBP Call desk Call desk 26-Aug-2018

Lehman Brothers Treasury Co. B.V. XS0384072103 USD Call desk Call desk 27-Aug-2018

Page 80: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0382285954 USD Call desk Call desk 28-Aug-2018

Lehman Brothers Treasury Co. B.V. XS0209164192 EUR Call desk Call desk 1-Oct-2018

Lehman Brothers Treasury Co. B.V. XS0209164275 EUR Call desk Call desk 8-Oct-2018

Lehman Brothers Treasury Co. B.V. XS0209164358 EUR Call desk Call desk 15-Oct-2018

Lehman Brothers Treasury Co. B.V. XS0270220220 EUR Call desk Call desk 18-Oct-2018

Lehman Brothers Treasury Co. B.V. XS0209164432 EUR Call desk Call desk 22-Oct-2018

Lehman Brothers Treasury Co. B.V. XS0361641318 EUR Call desk Call desk 31-Oct-2018

Lehman Brothers Treasury Co. B.V. XS0361641821 EUR Call desk Call desk 31-Oct-2018

Lehman Brothers Treasury Co. B.V. XS0326476693 GBP Call desk Call desk 15-Dec-2018

Lehman Brothers Treasury Co. B.V. XS0342489316 USD Call desk Call desk 21-Dec-2018

Lehman Brothers Treasury Co. B.V. XS0384581756 EUR Call desk Call desk 31-Jan-2019

Lehman Brothers Treasury Co. B.V. XS0384581913 EUR Call desk Call desk 31-Jan-2019

Lehman Brothers Treasury Co. B.V. XS0293892419 EUR Call desk Call desk 29-Mar-2019

Lehman Brothers Treasury Co. B.V. XS0299086644 USD Call desk Call desk 9-May-2019

Lehman Brothers Treasury Co. B.V. XS0323352095 EUR Call desk Call desk 1-Oct-2019

Lehman Brothers Treasury Co. B.V. XS0327725528 USD Call desk Call desk 5-Nov-2019

Lehman Brothers Treasury Co. B.V. XS0329201528 USD Call desk Call desk 5-Nov-2019

Lehman Brothers Treasury Co. B.V. XS0329980030 USD Call desk Call desk 15-Nov-2019

Lehman Brothers Treasury Co. B.V. XS0332025120 USD Call desk Call desk 5-Dec-2019

Lehman Brothers Treasury Co. B.V. XS0334732491 USD Call desk Call desk 3-Jan-2020

Lehman Brothers Treasury Co. B.V. XS0206245234 USD Call desk Call desk 6-Jan-2020

Lehman Brothers Treasury Co. B.V. XS0336623433 USD Call desk Call desk 8-Jan-2020

Lehman Brothers Treasury Co. B.V. XS0338754525 USD Call desk Call desk 10-Jan-2020

Lehman Brothers Treasury Co. B.V. XS0208689967 USD Call desk Call desk 11-Jan-2020

Lehman Brothers Treasury Co. B.V. XS0207502781 USD Call desk Call desk 13-Jan-2020

Lehman Brothers Treasury Co. B.V. XS0341714243 USD Call desk Call desk 18-Jan-2020

Lehman Brothers Treasury Co. B.V. XS0340222750 USD Call desk Call desk 23-Jan-2020

Lehman Brothers Treasury Co. B.V. XS0342489233 USD Call desk Call desk 28-Jan-2020

Lehman Brothers Treasury Co. B.V. XS0320169013 EUR Call desk Call desk 31-Jan-2020

Lehman Brothers Treasury Co. B.V. XS0211092316 USD Call desk Call desk 3-Feb-2020

Lehman Brothers Treasury Co. B.V. XS0340062883 USD Call desk Call desk 4-Feb-2020

Lehman Brothers Treasury Co. B.V. XS0345633811 USD Call desk Call desk 6-Feb-2020

Lehman Brothers Treasury Co. B.V. XS0339215351 USD Call desk Call desk 15-Feb-2020

Lehman Brothers Treasury Co. B.V. XS0347925264 USD Call desk Call desk 27-Feb-2020

Lehman Brothers Treasury Co. B.V. XS0349757103 USD Call desk Call desk 7-Mar-2020

Lehman Brothers Treasury Co. B.V. XS0351984827 USD Call desk Call desk 18-Mar-2020

Lehman Brothers Treasury Co. B.V. XS0350635958 USD Call desk Call desk 28-Mar-2020

Lehman Brothers Treasury Co. B.V. XS0342225769 EUR Call desk Call desk 31-Mar-2020

Lehman Brothers Treasury Co. B.V. XS0341721453 EUR Call desk Call desk 1-Apr-2020

Lehman Brothers Treasury Co. B.V. XS0216140094 USD Call desk Call desk 19-Apr-2020

Lehman Brothers Treasury Co. B.V. XS0361383192 USD Call desk Call desk 9-May-2020

Lehman Brothers Treasury Co. B.V. XS0362345638 USD Call desk Call desk 28-May-2020

Lehman Brothers Treasury Co. B.V. XS0355227942 EUR Call desk Call desk 2-Jun-2020

Lehman Brothers Treasury Co. B.V. XS0368710082 USD Call desk Call desk 9-Jun-2020

Lehman Brothers Treasury Co. B.V. XS0365192078 USD Call desk Call desk 11-Jun-2020

Lehman Brothers Treasury Co. B.V. XS0221851875 USD Call desk Call desk 1-Jul-2020

Lehman Brothers Treasury Co. B.V. XS0365822435 EUR Call desk Call desk 2-Jul-2020

Lehman Brothers Treasury Co. B.V. XS0371084640 USD Call desk Call desk 3-Jul-2020

Lehman Brothers Treasury Co. B.V. XS0224536705 EUR Call desk Call desk 28-Jul-2020

Lehman Brothers Treasury Co. B.V. XS0368926506 EUR Call desk Call desk 1-Aug-2020

Lehman Brothers Treasury Co. B.V. XS0225770857 JPY Call desk Call desk 5-Aug-2020

Page 81: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0226995396 EUR Call desk Call desk 17-Aug-2020

Lehman Brothers Treasury Co. B.V. XS0226956141 EUR Call desk Call desk 25-Aug-2020

Lehman Brothers Treasury Co. B.V. XS0227573267 JPY Call desk Call desk 26-Aug-2020

Lehman Brothers Treasury Co. B.V. XS0270984957 EUR Call desk Call desk 28-Dec-2020

Lehman Brothers Treasury Co. B.V. XS0335070032 EUR Call desk Call desk 28-Dec-2020

Lehman Brothers Treasury Co. B.V. XS0249129494 USD Call desk Call desk 31-Dec-2020

Lehman Brothers Treasury Co. B.V. XS0244530498 EUR Call desk Call desk 13-Mar-2021

Lehman Brothers Treasury Co. B.V. XS0255101353 USD Call desk Call desk 19-May-2021

Lehman Brothers Treasury Co. B.V. XS0266833515 EUR Call desk Call desk 12-Sep-2021

Lehman Brothers Treasury Co. B.V. XS0268364766 JPY Call desk Call desk 29-Sep-2021

Lehman Brothers Treasury Co. B.V. XS0272080457 JPY Call desk Call desk 27-Oct-2021

Lehman Brothers Treasury Co. B.V. XS0289151879 USD Call desk Call desk 2-Mar-2022

Lehman Brothers Treasury Co. B.V. XS0293179338 USD Call desk Call desk 24-Apr-2022

Lehman Brothers Treasury Co. B.V. XS0297116070 EUR Call desk Call desk 2-May-2022

Lehman Brothers Treasury Co. B.V. XS0293180344 USD Call desk Call desk 15-May-2022

Lehman Brothers Treasury Co. B.V. XS0309870474 EUR Call desk Call desk 18-Jul-2022

Lehman Brothers Treasury Co. B.V. XS0327725106 USD Call desk Call desk 1-Nov-2022

Lehman Brothers Treasury Co. B.V. XS0329878770 JPY Call desk Call desk 16-Nov-2022

Lehman Brothers Treasury Co. B.V. XS0331488014 USD Call desk Call desk 21-Nov-2022

Lehman Brothers Treasury Co. B.V. XS0331506369 EUR Call desk Call desk 26-Nov-2022

Lehman Brothers Treasury Co. B.V. XS0336850762 USD Call desk Call desk 19-Dec-2022

Lehman Brothers Treasury Co. B.V. XS0336373575 USD Call desk Call desk 24-Dec-2022

Lehman Brothers Treasury Co. B.V. XS0336617625 USD Call desk Call desk 24-Dec-2022

Lehman Brothers Treasury Co. B.V. XS0342097747 USD Call desk Call desk 31-Jan-2023

Lehman Brothers Treasury Co. B.V. XS0340461820 USD Call desk Call desk 6-Feb-2023

Lehman Brothers Treasury Co. B.V. XS0343832605 USD Call desk Call desk 7-Feb-2023

Lehman Brothers Treasury Co. B.V. XS0345439763 USD Call desk Call desk 14-Feb-2023

Lehman Brothers Treasury Co. B.V. XS0340592681 USD Call desk Call desk 15-Feb-2023

Lehman Brothers Treasury Co. B.V. XS0343197074 USD Call desk Call desk 15-Feb-2023

Lehman Brothers Treasury Co. B.V. XS0346122343 USD Call desk Call desk 19-Feb-2023

Lehman Brothers Treasury Co. B.V. XS0346438657 USD Call desk Call desk 20-Feb-2023

Lehman Brothers Treasury Co. B.V. XS0342804365 USD Call desk Call desk 21-Feb-2023

Lehman Brothers Treasury Co. B.V. XS0347452855 USD Call desk Call desk 25-Feb-2023

Lehman Brothers Treasury Co. B.V. XS0346467326 USD Call desk Call desk 27-Feb-2023

Lehman Brothers Treasury Co. B.V. XS0347689274 USD Call desk Call desk 27-Feb-2023

Lehman Brothers Treasury Co. B.V. XS0348100362 USD Call desk Call desk 27-Feb-2023

Lehman Brothers Treasury Co. B.V. XS0348391409 USD Call desk Call desk 27-Feb-2023

Lehman Brothers Treasury Co. B.V. XS0348391235 USD Call desk Call desk 28-Feb-2023

Lehman Brothers Treasury Co. B.V. XS0349911387 EUR Call desk Call desk 3-Mar-2023

Lehman Brothers Treasury Co. B.V. XS0346689143 USD Call desk Call desk 4-Mar-2023

Lehman Brothers Treasury Co. B.V. XS0347872128 USD Call desk Call desk 4-Mar-2023

Lehman Brothers Treasury Co. B.V. XS0349092022 USD Call desk Call desk 4-Mar-2023

Lehman Brothers Treasury Co. B.V. XS0350109475 USD Call desk Call desk 10-Mar-2023

Lehman Brothers Treasury Co. B.V. XS0350187604 EUR Call desk Call desk 10-Mar-2023

Lehman Brothers Treasury Co. B.V. XS0350764337 USD Call desk Call desk 12-Mar-2023

Lehman Brothers Treasury Co. B.V. XS0351271514 USD Call desk Call desk 12-Mar-2023

Lehman Brothers Treasury Co. B.V. XS0353301947 USD Call desk Call desk 17-Mar-2023

Lehman Brothers Treasury Co. B.V. XS0349757442 USD Call desk Call desk 19-Mar-2023

Lehman Brothers Treasury Co. B.V. XS0349904689 USD Call desk Call desk 25-Mar-2023

Lehman Brothers Treasury Co. B.V. XS0353739187 USD Call desk Call desk 25-Mar-2023

Lehman Brothers Treasury Co. B.V. XS0353180895 USD Call desk Call desk 27-Mar-2023

Page 82: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0353180978 USD Call desk Call desk 27-Mar-2023

Lehman Brothers Treasury Co. B.V. XS0354608290 JPY Call desk Call desk 27-Mar-2023

Lehman Brothers Treasury Co. B.V. XS0165086165 EUR Call desk Call desk 1-Apr-2023

Lehman Brothers Treasury Co. B.V. XS0352061245 USD Call desk Call desk 1-Apr-2023

Lehman Brothers Treasury Co. B.V. XS0354197054 USD Call desk Call desk 3-Apr-2023

Lehman Brothers Treasury Co. B.V. XS0356045707 USD Call desk Call desk 9-Apr-2023

Lehman Brothers Treasury Co. B.V. XS0314254680 EUR Call desk Call desk 15-Apr-2023

Lehman Brothers Treasury Co. B.V. XS0359405023 USD Call desk Call desk 28-Apr-2023

Lehman Brothers Treasury Co. B.V. XS0360117690 USD Call desk Call desk 29-Apr-2023

Lehman Brothers Treasury Co. B.V. XS0360994296 USD Call desk Call desk 27-May-2023

Lehman Brothers Treasury Co. B.V. XS0366932407 USD Call desk Call desk 29-May-2023

Lehman Brothers Treasury Co. B.V. XS0365475531 USD Call desk Call desk 30-May-2023

Lehman Brothers Treasury Co. B.V. XS0366383387 USD Call desk Call desk 5-Jun-2023

Lehman Brothers Treasury Co. B.V. XS0368699681 USD Call desk Call desk 12-Jun-2023

Lehman Brothers Treasury Co. B.V. XS0368095237 USD Call desk Call desk 16-Jun-2023

Lehman Brothers Treasury Co. B.V. XS0366386059 JPY Call desk Call desk 19-Jun-2023

Lehman Brothers Treasury Co. B.V. XS0379247504 USD Call desk Call desk 15-Aug-2023

Lehman Brothers Treasury Co. B.V. XS0317898186 EUR Call desk Call desk 28-Oct-2023

Lehman Brothers Treasury Co. B.V. XS0361886772 EUR Call desk Call desk 31-Oct-2023

Lehman Brothers Treasury Co. B.V. XS0239715260 EUR Call desk Call desk 30-Jan-2024

Lehman Brothers Treasury Co. B.V. XS0186365499 EUR Call desk Call desk 1-Mar-2024

Lehman Brothers Treasury Co. B.V. XS0317898004 EUR Call desk Call desk 30-Jul-2024

Lehman Brothers Treasury Co. B.V. XS0224301571 EUR Call desk Call desk 1-Aug-2025

Lehman Brothers Treasury Co. B.V. XS0232569086 JPY Call desk Call desk 27-Oct-2025

Lehman Brothers Treasury Co. B.V. XS0234063906 JPY Call desk Call desk 10-Nov-2025

Lehman Brothers Treasury Co. B.V. XS0346438731 USD Call desk Call desk 27-Feb-2026

Lehman Brothers Treasury Co. B.V. XS0245162531 EUR Call desk Call desk 7-Mar-2026

Lehman Brothers Treasury Co. B.V. XS0255434085 EUR Call desk Call desk 26-May-2026

Lehman Brothers Treasury Co. B.V. XS0260592752 EUR Call desk Call desk 24-Jul-2026

Lehman Brothers Treasury Co. B.V. XS0284375283 EUR Call desk Call desk 20-Dec-2026

Lehman Brothers Treasury Co. B.V. XS0284376760 EUR Call desk Call desk 20-Dec-2026

Lehman Brothers Treasury Co. B.V. XS0284379350 EUR Call desk Call desk 20-Dec-2026

Lehman Brothers Treasury Co. B.V. XS0284381257 EUR Call desk Call desk 20-Dec-2026

Lehman Brothers Treasury Co. B.V. XS0292221008 JPY Call desk Call desk 25-Mar-2027

Lehman Brothers Treasury Co. B.V. XS0295094923 JPY Call desk Call desk 13-Apr-2027

Lehman Brothers Treasury Co. B.V. XS0297097429 EUR Call desk Call desk 30-Apr-2027

Lehman Brothers Treasury Co. B.V. US52519VAP13 USD Call desk Call desk 20-Dec-2027

Lehman Brothers Treasury Co. B.V. US52519VAQ95 USD Call desk Call desk 20-Dec-2027

Lehman Brothers Treasury Co. B.V. US52519VAS51 USD Call desk Call desk 20-Dec-2027

Lehman Brothers Treasury Co. B.V. US52519VAU08 USD Call desk Call desk 20-Dec-2027

Lehman Brothers Treasury Co. B.V. XS0327716881 USD Call desk Call desk 20-Dec-2027

Lehman Brothers Treasury Co. B.V. XS0327717343 USD Call desk Call desk 20-Dec-2027

Lehman Brothers Treasury Co. B.V. XS0327717855 USD Call desk Call desk 20-Dec-2027

Lehman Brothers Treasury Co. B.V. XS0327717939 USD Call desk Call desk 20-Dec-2027

Lehman Brothers Treasury Co. B.V. XS0337916406 JPY Call desk Call desk 11-Jan-2028

Lehman Brothers Treasury Co. B.V. XS0331053719 USD Call desk Call desk 15-May-2028

Lehman Brothers Treasury Co. B.V. XS0373960011 EUR Call desk Call desk 20-Jun-2028

Lehman Brothers Treasury Co. B.V. XS0237558662 EUR Call desk Call desk 12-Dec-2030

Lehman Brothers Treasury Co. B.V. XS0126813053 EUR Call desk Call desk 28-Mar-2031

Lehman Brothers Treasury Co. B.V. XS0361015471 EUR Call desk Call desk 30-Jun-2031

Lehman Brothers Treasury Co. B.V. XS0288702052 EUR Call desk Call desk 28-Feb-2032

Page 83: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0335394879 JPY Call desk Call desk 21-Dec-2032

Lehman Brothers Treasury Co. B.V. XS0336192868 JPY Call desk Call desk 27-Dec-2032

Lehman Brothers Treasury Co. B.V. XS0249942870 EUR Call desk Call desk 7-Jul-2033

Lehman Brothers Treasury Co. B.V. XS0335156005 EUR Call desk Call desk 18-Dec-2034

Lehman Brothers Treasury Co. B.V. XS0210433206 EUR Call desk Call desk 15-Feb-2035

Lehman Brothers Treasury Co. B.V. XS0213416141 EUR Call desk Call desk 16-Mar-2035

Lehman Brothers Treasury Co. B.V. XS0218304458 EUR Call desk Call desk 17-May-2035

Lehman Brothers Treasury Co. B.V. XS0224442805 JPY Call desk Call desk 20-Jul-2035

Lehman Brothers Treasury Co. B.V. XS0229584296 EUR Call desk Call desk 5-Oct-2035

Lehman Brothers Treasury Co. B.V. XS0232364868 EUR Call desk Call desk 2-Nov-2035

Lehman Brothers Treasury Co. B.V. XS0239265555 JPY Call desk Call desk 11-Jan-2036

Lehman Brothers Treasury Co. B.V. XS0253139843 JPY Call desk Call desk 16-May-2036

Lehman Brothers Treasury Co. B.V. XS0253743800 JPY Call desk Call desk 23-May-2036

Lehman Brothers Treasury Co. B.V. XS0256400127 JPY Call desk Call desk 20-Jun-2036

Lehman Brothers Treasury Co. B.V. XS0256520700 JPY Call desk Call desk 20-Jun-2036

Lehman Brothers Treasury Co. B.V. XS0256731828 JPY Call desk Call desk 20-Jun-2036

Lehman Brothers Treasury Co. B.V. XS0256732800 JPY Call desk Call desk 20-Jun-2036

Lehman Brothers Treasury Co. B.V. XS0256932053 JPY Call desk Call desk 20-Jun-2036

Lehman Brothers Treasury Co. B.V. XS0259838745 JPY Call desk Call desk 25-Jul-2036

Lehman Brothers Treasury Co. B.V. XS0263507278 JPY Call desk Call desk 11-Aug-2036

Lehman Brothers Treasury Co. B.V. XS0266104867 JPY Call desk Call desk 12-Sep-2036

Lehman Brothers Treasury Co. B.V. XS0266838407 JPY Call desk Call desk 12-Sep-2036

Lehman Brothers Treasury Co. B.V. XS0266912905 JPY Call desk Call desk 26-Sep-2036

Lehman Brothers Treasury Co. B.V. XS0267300589 JPY Call desk Call desk 26-Sep-2036

Lehman Brothers Treasury Co. B.V. XS0268241683 JPY Call desk Call desk 26-Sep-2036

Lehman Brothers Treasury Co. B.V. XS0268364253 JPY Call desk Call desk 29-Sep-2036

Lehman Brothers Treasury Co. B.V. XS0270328189 JPY Call desk Call desk 20-Oct-2036

Lehman Brothers Treasury Co. B.V. XS0270820177 JPY Call desk Call desk 24-Oct-2036

Lehman Brothers Treasury Co. B.V. XS0270752313 EUR Call desk Call desk 25-Oct-2036

Lehman Brothers Treasury Co. B.V. XS0274755072 JPY Call desk Call desk 28-Nov-2036

Lehman Brothers Treasury Co. B.V. XS0278981658 EUR Call desk Call desk 18-Dec-2036

Lehman Brothers Treasury Co. B.V. XS0279378532 JPY Call desk Call desk 18-Dec-2036

Lehman Brothers Treasury Co. B.V. XS0280508952 JPY Call desk Call desk 28-Dec-2036

Lehman Brothers Treasury Co. B.V. XS0278290589 JPY Call desk Call desk 29-Dec-2036

Lehman Brothers Treasury Co. B.V. XS0281179811 JPY Call desk Call desk 16-Jan-2037

Lehman Brothers Treasury Co. B.V. XS0185247912 EUR Call desk Call desk 29-Jan-2037

Lehman Brothers Treasury Co. B.V. XS0286637144 JPY Call desk Call desk 23-Feb-2037

Lehman Brothers Treasury Co. B.V. XS0287308299 USD Call desk Call desk 23-Feb-2037

Lehman Brothers Treasury Co. B.V. XS0288782658 JPY Call desk Call desk 9-Mar-2037

Lehman Brothers Treasury Co. B.V. XS0289338948 JPY Call desk Call desk 9-Mar-2037

Lehman Brothers Treasury Co. B.V. XS0290717486 JPY Call desk Call desk 13-Mar-2037

Lehman Brothers Treasury Co. B.V. XS0289536400 JPY Call desk Call desk 16-Mar-2037

Lehman Brothers Treasury Co. B.V. XS0290093847 JPY Call desk Call desk 16-Mar-2037

Lehman Brothers Treasury Co. B.V. XS0291873122 JPY Call desk Call desk 23-Mar-2037

Lehman Brothers Treasury Co. B.V. XS0290716595 JPY Call desk Call desk 27-Mar-2037

Lehman Brothers Treasury Co. B.V. XS0291869955 JPY Call desk Call desk 27-Mar-2037

Lehman Brothers Treasury Co. B.V. XS0292540019 JPY Call desk Call desk 27-Mar-2037

Lehman Brothers Treasury Co. B.V. XS0292305280 JPY Call desk Call desk 30-Mar-2037

Lehman Brothers Treasury Co. B.V. XS0293140553 JPY Call desk Call desk 5-Apr-2037

Lehman Brothers Treasury Co. B.V. XS0293875083 JPY Call desk Call desk 13-Apr-2037

Lehman Brothers Treasury Co. B.V. XS0293363858 JPY Call desk Call desk 17-Apr-2037

Page 84: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0297459868 JPY Call desk Call desk 15-May-2037

Lehman Brothers Treasury Co. B.V. XS0299876457 JPY Call desk Call desk 15-May-2037

Lehman Brothers Treasury Co. B.V. XS0302264535 JPY Call desk Call desk 12-Jun-2037

Lehman Brothers Treasury Co. B.V. XS0302480230 JPY Call desk Call desk 12-Jun-2037

Lehman Brothers Treasury Co. B.V. XS0303531700 JPY Call desk Call desk 19-Jun-2037

Lehman Brothers Treasury Co. B.V. XS0305103565 JPY Call desk Call desk 22-Jun-2037

Lehman Brothers Treasury Co. B.V. XS0305127150 JPY Call desk Call desk 3-Jul-2037

Lehman Brothers Treasury Co. B.V. XS0307008481 JPY Call desk Call desk 10-Jul-2037

Lehman Brothers Treasury Co. B.V. XS0310885933 JPY Call desk Call desk 13-Jul-2037

Lehman Brothers Treasury Co. B.V. XS0307903830 JPY Call desk Call desk 17-Jul-2037

Lehman Brothers Treasury Co. B.V. XS0309227436 JPY Call desk Call desk 26-Jul-2037

Lehman Brothers Treasury Co. B.V. XS0312480196 JPY Call desk Call desk 2-Aug-2037

Lehman Brothers Treasury Co. B.V. XS0312057432 JPY Call desk Call desk 7-Aug-2037

Lehman Brothers Treasury Co. B.V. XS0313326646 JPY Call desk Call desk 10-Aug-2037

Lehman Brothers Treasury Co. B.V. XS0313326729 JPY Call desk Call desk 14-Aug-2037

Lehman Brothers Treasury Co. B.V. XS0314743963 JPY Call desk Call desk 17-Aug-2037

Lehman Brothers Treasury Co. B.V. XS0313664459 JPY Call desk Call desk 21-Aug-2037

Lehman Brothers Treasury Co. B.V. XS0314747105 AUD Call desk Call desk 24-Aug-2037

Lehman Brothers Treasury Co. B.V. XS0315419134 JPY Call desk Call desk 24-Aug-2037

Lehman Brothers Treasury Co. B.V. XS0316169050 JPY Call desk Call desk 24-Aug-2037

Lehman Brothers Treasury Co. B.V. XS0317943586 JPY Call desk Call desk 24-Aug-2037

Lehman Brothers Treasury Co. B.V. XS0316953925 JPY Call desk Call desk 4-Sep-2037

Lehman Brothers Treasury Co. B.V. XS0317981081 JPY Call desk Call desk 5-Sep-2037

Lehman Brothers Treasury Co. B.V. XS0316953255 AUD Call desk Call desk 7-Sep-2037

Lehman Brothers Treasury Co. B.V. XS0318599056 JPY Call desk Call desk 14-Sep-2037

Lehman Brothers Treasury Co. B.V. XS0319724851 JPY Call desk Call desk 14-Sep-2037

Lehman Brothers Treasury Co. B.V. XS0321080912 JPY Call desk Call desk 19-Sep-2037

Lehman Brothers Treasury Co. B.V. XS0319683990 JPY Call desk Call desk 25-Sep-2037

Lehman Brothers Treasury Co. B.V. XS0328666119 JPY Call desk Call desk 30-Sep-2037

Lehman Brothers Treasury Co. B.V. XS0321792151 USD Call desk Call desk 9-Oct-2037

Lehman Brothers Treasury Co. B.V. XS0321396987 JPY Call desk Call desk 10-Oct-2037

Lehman Brothers Treasury Co. B.V. XS0325959285 JPY Call desk Call desk 18-Oct-2037

Lehman Brothers Treasury Co. B.V. XS0324342582 JPY Call desk Call desk 23-Oct-2037

Lehman Brothers Treasury Co. B.V. XS0327082854 JPY Call desk Call desk 6-Nov-2037

Lehman Brothers Treasury Co. B.V. XS0327082938 JPY Call desk Call desk 6-Nov-2037

Lehman Brothers Treasury Co. B.V. XS0328666036 JPY Call desk Call desk 6-Nov-2037

Lehman Brothers Treasury Co. B.V. XS0330205625 JPY Call desk Call desk 16-Nov-2037

Lehman Brothers Treasury Co. B.V. XS0329067531 JPY Call desk Call desk 20-Nov-2037

Lehman Brothers Treasury Co. B.V. XS0330724229 JPY Call desk Call desk 20-Nov-2037

Lehman Brothers Treasury Co. B.V. XS0329878267 JPY Call desk Call desk 27-Nov-2037

Lehman Brothers Treasury Co. B.V. XS0333969706 JPY Call desk Call desk 7-Dec-2037

Lehman Brothers Treasury Co. B.V. XS0333106333 JPY Call desk Call desk 11-Dec-2037

Lehman Brothers Treasury Co. B.V. XS0333106416 JPY Call desk Call desk 11-Dec-2037

Lehman Brothers Treasury Co. B.V. XS0333106762 JPY Call desk Call desk 11-Dec-2037

Lehman Brothers Treasury Co. B.V. XS0334885729 JPY Call desk Call desk 14-Dec-2037

Lehman Brothers Treasury Co. B.V. XS0333106259 JPY Call desk Call desk 18-Dec-2037

Lehman Brothers Treasury Co. B.V. XS0333106507 JPY Call desk Call desk 18-Dec-2037

Lehman Brothers Treasury Co. B.V. XS0335622253 JPY Call desk Call desk 18-Dec-2037

Lehman Brothers Treasury Co. B.V. XS0336192942 USD Call desk Call desk 18-Dec-2037

Lehman Brothers Treasury Co. B.V. XS0335621875 JPY Call desk Call desk 21-Dec-2037

Lehman Brothers Treasury Co. B.V. XS0336408462 JPY Call desk Call desk 21-Dec-2037

Page 85: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0336409353 JPY Call desk Call desk 21-Dec-2037

Lehman Brothers Treasury Co. B.V. XS0320168718 EUR Call desk Call desk 31-Dec-2037

Lehman Brothers Treasury Co. B.V. XS0336623516 JPY Call desk Call desk 8-Jan-2038

Lehman Brothers Treasury Co. B.V. XS0336851653 JPY Call desk Call desk 8-Jan-2038

Lehman Brothers Treasury Co. B.V. XS0338518128 JPY Call desk Call desk 8-Jan-2038

Lehman Brothers Treasury Co. B.V. XS0338677270 JPY Call desk Call desk 8-Jan-2038

Lehman Brothers Treasury Co. B.V. XS0339677139 USD Call desk Call desk 11-Jan-2038

Lehman Brothers Treasury Co. B.V. XS0338518391 JPY Call desk Call desk 15-Jan-2038

Lehman Brothers Treasury Co. B.V. XS0338675571 JPY Call desk Call desk 15-Jan-2038

Lehman Brothers Treasury Co. B.V. XS0339479684 USD Call desk Call desk 15-Jan-2038

Lehman Brothers Treasury Co. B.V. XS0339479502 JPY Call desk Call desk 18-Jan-2038

Lehman Brothers Treasury Co. B.V. XS0338518045 JPY Call desk Call desk 19-Jan-2038

Lehman Brothers Treasury Co. B.V. XS0339480773 JPY Call desk Call desk 25-Jan-2038

Lehman Brothers Treasury Co. B.V. XS0339559287 JPY Call desk Call desk 25-Jan-2038

Lehman Brothers Treasury Co. B.V. XS0341031192 JPY Call desk Call desk 25-Jan-2038

Lehman Brothers Treasury Co. B.V. XS0342155370 JPY Call desk Call desk 29-Jan-2038

Lehman Brothers Treasury Co. B.V. XS0340462042 JPY Call desk Call desk 5-Feb-2038

Lehman Brothers Treasury Co. B.V. XS0343216809 JPY Call desk Call desk 5-Feb-2038

Lehman Brothers Treasury Co. B.V. XS0343217104 JPY Call desk Call desk 5-Feb-2038

Lehman Brothers Treasury Co. B.V. XS0343584602 JPY Call desk Call desk 5-Feb-2038

Lehman Brothers Treasury Co. B.V. XS0342155297 JPY Call desk Call desk 12-Feb-2038

Lehman Brothers Treasury Co. B.V. XS0344830608 JPY Call desk Call desk 15-Feb-2038

Lehman Brothers Treasury Co. B.V. XS0343872577 JPY Call desk Call desk 22-Feb-2038

Lehman Brothers Treasury Co. B.V. XS0346508616 JPY Call desk Call desk 26-Feb-2038

Lehman Brothers Treasury Co. B.V. XS0346509002 JPY Call desk Call desk 26-Feb-2038

Lehman Brothers Treasury Co. B.V. XS0348443135 JPY Call desk Call desk 26-Feb-2038

Lehman Brothers Treasury Co. B.V. XS0348444026 JPY Call desk Call desk 26-Feb-2038

Lehman Brothers Treasury Co. B.V. XS0346438814 JPY Call desk Call desk 4-Mar-2038

Lehman Brothers Treasury Co. B.V. XS0349756980 JPY Call desk Call desk 4-Mar-2038

Lehman Brothers Treasury Co. B.V. XS0349442532 JPY Call desk Call desk 5-Mar-2038

Lehman Brothers Treasury Co. B.V. XS0350115951 JPY Call desk Call desk 11-Mar-2038

Lehman Brothers Treasury Co. B.V. XS0352061088 JPY Call desk Call desk 11-Mar-2038

Lehman Brothers Treasury Co. B.V. XS0350190145 JPY Call desk Call desk 12-Mar-2038

Lehman Brothers Treasury Co. B.V. XS0351650964 JPY Call desk Call desk 12-Mar-2038

Lehman Brothers Treasury Co. B.V. XS0349442615 JPY Call desk Call desk 18-Mar-2038

Lehman Brothers Treasury Co. B.V. XS0349757368 JPY Call desk Call desk 18-Mar-2038

Lehman Brothers Treasury Co. B.V. XS0351275341 JPY Call desk Call desk 18-Mar-2038

Lehman Brothers Treasury Co. B.V. XS0352062052 JPY Call desk Call desk 19-Mar-2038

Lehman Brothers Treasury Co. B.V. XS0352901416 JPY Call desk Call desk 19-Mar-2038

Lehman Brothers Treasury Co. B.V. XS0351439475 JPY Call desk Call desk 26-Mar-2038

Lehman Brothers Treasury Co. B.V. XS0352601024 JPY Call desk Call desk 26-Mar-2038

Lehman Brothers Treasury Co. B.V. XS0352601370 USD Call desk Call desk 26-Mar-2038

Lehman Brothers Treasury Co. B.V. XS0352601610 JPY Call desk Call desk 26-Mar-2038

Lehman Brothers Treasury Co. B.V. XS0352601701 JPY Call desk Call desk 26-Mar-2038

Lehman Brothers Treasury Co. B.V. XS0353348823 JPY Call desk Call desk 26-Mar-2038

Lehman Brothers Treasury Co. B.V. XS0353872939 JPY Call desk Call desk 26-Mar-2038

Lehman Brothers Treasury Co. B.V. XS0353873663 JPY Call desk Call desk 26-Mar-2038

Lehman Brothers Treasury Co. B.V. XS0354316241 JPY Call desk Call desk 26-Mar-2038

Lehman Brothers Treasury Co. B.V. XS0354483140 JPY Call desk Call desk 26-Mar-2038

Lehman Brothers Treasury Co. B.V. XS0354496555 JPY Call desk Call desk 8-Apr-2038

Lehman Brothers Treasury Co. B.V. XS0353875106 JPY Call desk Call desk 9-Apr-2038

Page 86: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0355669614 JPY Call desk Call desk 15-Apr-2038

Lehman Brothers Treasury Co. B.V. XS0354482928 JPY Call desk Call desk 16-Apr-2038

Lehman Brothers Treasury Co. B.V. XS0357773000 JPY Call desk Call desk 22-Apr-2038

Lehman Brothers Treasury Co. B.V. XS0358426244 JPY Call desk Call desk 22-Apr-2038

Lehman Brothers Treasury Co. B.V. XS0359279212 JPY Call desk Call desk 7-May-2038

Lehman Brothers Treasury Co. B.V. XS0362680695 JPY Call desk Call desk 13-May-2038

Lehman Brothers Treasury Co. B.V. XS0360775141 JPY Call desk Call desk 14-May-2038

Lehman Brothers Treasury Co. B.V. XS0362376435 JPY Call desk Call desk 14-May-2038

Lehman Brothers Treasury Co. B.V. XS0362680778 JPY Call desk Call desk 20-May-2038

Lehman Brothers Treasury Co. B.V. XS0362661398 JPY Call desk Call desk 28-May-2038

Lehman Brothers Treasury Co. B.V. XS0363628982 JPY Call desk Call desk 28-May-2038

Lehman Brothers Treasury Co. B.V. XS0364649763 JPY Call desk Call desk 28-May-2038

Lehman Brothers Treasury Co. B.V. XS0364769314 JPY Call desk Call desk 28-May-2038

Lehman Brothers Treasury Co. B.V. XS0364650183 JPY Call desk Call desk 3-Jun-2038

Lehman Brothers Treasury Co. B.V. XS0364995240 JPY Call desk Call desk 3-Jun-2038

Lehman Brothers Treasury Co. B.V. XS0364995323 JPY Call desk Call desk 3-Jun-2038

Lehman Brothers Treasury Co. B.V. XS0365299204 JPY Call desk Call desk 3-Jun-2038

Lehman Brothers Treasury Co. B.V. XS0364649250 JPY Call desk Call desk 4-Jun-2038

Lehman Brothers Treasury Co. B.V. XS0368576848 JPY Call desk Call desk 11-Jun-2038

Lehman Brothers Treasury Co. B.V. XS0368582812 JPY Call desk Call desk 17-Jun-2038

Lehman Brothers Treasury Co. B.V. XS0369334700 JPY Call desk Call desk 17-Jun-2038

Lehman Brothers Treasury Co. B.V. XS0366374634 JPY Call desk Call desk 18-Jun-2038

Lehman Brothers Treasury Co. B.V. XS0368882451 JPY Call desk Call desk 18-Jun-2038

Lehman Brothers Treasury Co. B.V. XS0368926092 JPY Call desk Call desk 25-Jun-2038

Lehman Brothers Treasury Co. B.V. XS0373147064 JPY Call desk Call desk 15-Jul-2038

Lehman Brothers Treasury Co. B.V. XS0374734480 JPY Call desk Call desk 15-Jul-2038

Lehman Brothers Treasury Co. B.V. XS0376740956 JPY Call desk Call desk 30-Jul-2038

Lehman Brothers Treasury Co. B.V. XS0379987372 JPY Call desk Call desk 14-Aug-2038

Lehman Brothers Treasury Co. B.V. XS0384259866 JPY Call desk Call desk 3-Sep-2038

Lehman Brothers Treasury Co. B.V. XS0320168809 EUR Call desk Call desk 21-Dec-2040

Lehman Brothers Treasury Co. B.V. XS0237937171 EUR Call desk Call desk 12-Dec-2045

Lehman Brothers Treasury Co. B.V. XS0258581403 EUR Call desk Call desk 22-Jun-2046

Lehman Brothers Treasury Co. B.V. XS0311664543 JPY Call desk Call desk 25-Jul-2047

Lehman Brothers Treasury Co. B.V. XS0235648747 USD Call desk Call desk 20-Nov-2008

Lehman Brothers Treasury Co. B.V. XS0336130835 USD Call desk Call desk 14-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0347064924 EUR Call desk Call desk 29-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0269149497 EUR Call desk Call desk 30-Oct-2009

Lehman Brothers Treasury Co. B.V. XS0378810823 USD Call desk Call desk 5-Feb-2010

Lehman Brothers Treasury Co. B.V. XS0292542494 CHF Call desk Call desk 30-Mar-2013

Lehman Brothers Treasury Co. B.V. XS0368230628 EUR Call desk Call desk 20-Dec-2017

Lehman Brothers Treasury Co. B.V. XS0331053719 USD Call desk Call desk 15-May-2028

Lehman Brothers Treasury Co. B.V. XS0336336960 USD Call desk Call desk 20-Dec-2008

Lehman Brothers Treasury Co. B.V. XS0366314226 USD Call desk Call desk 28-May-2009

Lehman Brothers Treasury Co. B.V. XS0356126705 EUR Call desk Call desk 20-Dec-2017

Lehman Brothers Treasury Co. B.V. XS0331053719 USD Call desk Call desk 15-May-2028

Lehman Brothers Treasury Co. B.V. CH0027120770 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. CH0027120853 CHF Call desk Call desk

Lehman Brothers Treasury Co. B.V. CH0027120945 CHF Call desk Call desk

Lehman Brothers Treasury Co. B.V. CH0036891080 CHF Call desk Call desk

Lehman Brothers Treasury Co. B.V. CH0036891106 CHF Call desk Call desk

Lehman Brothers Treasury Co. B.V. CH0036891114 CHF Call desk Call desk

Page 87: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. CH0036891122 CHF Call desk Call desk

Lehman Brothers Treasury Co. B.V. CH0036891239 CHF Call desk Call desk

Lehman Brothers Treasury Co. B.V. CH0039308652 CHF Call desk Call desk

Lehman Brothers Treasury Co. B.V. CH0039308660 CHF Call desk Call desk

Lehman Brothers Treasury Co. B.V. CH0039308686 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. CH0039308710 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. CH0043088621 CHF Call desk Call desk

Lehman Brothers Treasury Co. B.V. CH0043088639 CHF Call desk Call desk

Lehman Brothers Treasury Co. B.V. CH0043088647 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. CH0043088654 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. DE000A0LHNW7 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. DE000A0LHVD0 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. DE000A0LJV62 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. DE000A0LU6X5 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. DE000A0MGS69 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. DE000A0MHXQ6 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. DE000A0MJHE1 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. DE000A0N6GH8 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. DE000A0N7XQ2 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. DE000A0N8MX9 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. DE000A0NLYL5 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. DE000A0NLZG2 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. DE000A0NMJ46 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. DE000A0NMXZ5 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. DE000A0NPV47 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. DE000A0NTV01 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. DE000A0NXKZ9 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. DE000A0NZAV4 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. DE000A0S1160 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. DE000A0S2A33 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. DE000A0S5NN9 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. DE000A0S7D50 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. DE000A0SG1J6 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. DE000A0SG1R9 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. DE000A0SHLW6 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. DE000A0SHPH8 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. DE000A0SUA81 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. DE000A0SUA99 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. DE000A0SUEV6 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. DE000A0SUT07 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. DE000A0TU1P4 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. DE000A0V4E15 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. DE000A0WDDE2 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. US52519VAP13 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. US52519VAQ95 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. US52519VAR78 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. US52519VAS51 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. US52519VAU08 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. US52519VAW63 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0121110455 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0121503774 EUR Call desk Call desk

Page 88: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0122516296 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0122516379 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0123410838 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0124186981 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0124187104 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0125538974 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0125559111 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0126892172 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0143565843 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0154706153 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0155540700 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0170825664 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0180153826 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0180383662 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0180580572 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0183360063 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0185247912 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0188371024 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0194346135 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0197481897 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0201733945 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0204335409 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0205443764 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0207884379 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0208110055 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0209637437 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0212467947 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0213519464 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0215568667 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0220100183 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0225522365 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0226254547 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0226456258 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0226711629 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0228314885 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0231346593 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0231644260 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0232035534 CHF Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0232035880 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0232037159 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0232254259 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0233810521 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0234632700 CHF Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0234972981 CHF Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0235227302 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0235648747 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0236406277 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0236536644 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0237048623 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0237049605 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0238679079 CHF Call desk Call desk

Page 89: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0238681307 CHF Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0238796204 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0238861115 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0239231573 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0239265555 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0239997496 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0241421089 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0242396249 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0242973906 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0243541215 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0243626123 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0243988978 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0243990446 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0244566336 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0244568035 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0245637748 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0245973770 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0246504210 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0246674138 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0246862998 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0247650087 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0247651721 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0247687162 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0247757049 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0247886442 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0248142894 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0248282120 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0248302845 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0248497595 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0248499617 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0249034603 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0249046284 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0249435776 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0249942870 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0250113502 CHF Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0250331088 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0250573689 SKK Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0250656542 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0251050364 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0251360714 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0251363064 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0251375233 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0251529136 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0251683214 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0251909395 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0251909478 CHF Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0251909635 CHF Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0251995709 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0252816755 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0253139843 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0253214646 JPY Call desk Call desk

Page 90: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0253216005 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0253223555 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0253610678 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0253612534 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0253717986 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0253740889 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0253743800 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0253852254 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0253857642 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0254466153 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0254532046 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0255006446 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0255599598 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0255671967 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0256257907 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0256313239 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0256400127 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0256520700 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0256731828 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0256732800 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0256738757 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0256932053 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0257328392 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0257587815 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0257593037 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0257595834 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0257915503 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0257916063 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0258128247 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0258128916 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0258731909 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0258782720 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0258901759 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0258947745 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0259664653 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0259838745 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0260439210 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0260445530 CHF Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0260979751 SEK Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0260996334 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0261032238 CHF Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0261613474 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0261618606 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0261749450 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0262585374 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0263098674 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0263507278 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0264242321 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0264674549 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0264994459 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0265627751 CHF Call desk Call desk

Page 91: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0266551299 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0266686897 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0266698801 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0266838407 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0266901700 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0267045705 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0267300589 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0267329307 CHF Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0268077780 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0268238622 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0268244356 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0268364253 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0268789939 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0268997532 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0269149497 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0269492038 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0269500665 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0269670401 SEK Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0269787858 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0269866306 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0270233397 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0270328189 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0270679722 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0270820177 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0270926081 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0271141565 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0271188285 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0271522442 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0272052753 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0272095216 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0272317131 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0272349332 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0272486753 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0272574889 SEK Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0272576827 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0272577809 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0272915116 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0272915389 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0273043629 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0273083096 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0273084656 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0273587302 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0273904044 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0273921568 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0274497279 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0275062916 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0275453438 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0275536307 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0275721628 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0275725611 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0275726007 USD Call desk Call desk

Page 92: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0275905270 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0275908456 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0275924578 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0275925112 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0276047494 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0276072682 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0276139341 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0276147104 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0276148508 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0276149738 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0276154738 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0276245700 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0276282737 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0276286993 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0276437521 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0276444147 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0276598538 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0276599346 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0276600292 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0276619805 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0276793311 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0276842894 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0277121264 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0277181243 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0277470943 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0278126510 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0278266951 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0278290589 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0278370696 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0278449441 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0278544274 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0278638258 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0278639579 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0278671382 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0278755052 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0279202682 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0279295595 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0279324957 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0279378532 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0279424310 CHF Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0279493398 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0279675150 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0279730435 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0280063222 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0280371989 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0280372367 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0280507715 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0280508952 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0280541573 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0280723502 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0280903583 JPY Call desk Call desk

Page 93: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0280903740 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0280904714 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0280981035 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0281179811 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0281181809 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0281219385 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0281248723 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0281385046 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0281421965 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0281423235 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0281494335 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0281520352 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0281953207 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0281959311 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0281969112 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0281973148 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0281979269 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0281980432 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0282034460 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0282574655 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0282579290 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0282763035 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0282764199 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0282843068 CHF Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0282866192 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0282871358 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0282872240 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0282872752 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0283174927 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0283189016 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0283189875 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0283630795 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0283818671 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0283819562 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0283820065 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0283914637 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0283944899 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0283951597 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0284084802 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0284162533 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0284313847 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0284375283 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0284376760 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0284379350 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0284381257 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0284490629 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0284511994 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0284513347 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0284513933 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0284517413 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0284726683 JPY Call desk Call desk

Page 94: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0284731840 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0284892261 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0285049853 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0285051750 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0285052998 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0285200852 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0285201660 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0285385026 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0285422597 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0285457114 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0285459243 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0285460845 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0285617683 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0285620802 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0285639141 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0285759121 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0285769278 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0285799002 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0285799770 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0285864939 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0286018758 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0286031850 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0286034870 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0286127021 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0286239925 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0286242390 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0286406177 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0286531156 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0286586648 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0286634125 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0286637144 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0286637656 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0286778476 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0286994099 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0287004310 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0287160104 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0287234313 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0287237761 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0287442692 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0287474976 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0287476161 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0287478456 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0287541089 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0287672694 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0287869050 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0287900152 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0287987332 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0288040834 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0288138729 CHF Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0288341448 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0288428484 JPY Call desk Call desk

Page 95: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0288569972 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0288589228 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0288610016 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0288760761 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0288802605 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0289002957 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0289004490 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0289069519 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0289100967 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0289151283 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0289152331 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0289153651 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0289154030 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0289154972 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0289253287 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0289261546 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0289323320 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0289324641 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0289338948 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0289482639 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0289483017 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0289484171 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0289487943 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0289536400 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0289659400 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0289701962 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0289723263 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0289746470 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0289748252 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0289748682 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0289830936 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0289837436 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0289940289 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0290092955 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0290093847 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0290095628 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0290096600 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0290100139 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0290106508 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0290107225 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0290111177 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0290111417 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0290250454 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0290251007 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0290363497 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0290366243 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0290440667 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0290555480 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0290556454 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0290557692 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0290563740 JPY Call desk Call desk

Page 96: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0290596161 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0290694925 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0290716595 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0290717486 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0290766269 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0290770378 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0290772077 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0290836658 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0290975340 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0290976157 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0290977049 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0290980340 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0290986206 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0290989309 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0290989994 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0290993590 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0291145364 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0291152576 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0291251808 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0291347234 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0291396959 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0291463221 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0291463734 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0291464385 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0291646577 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0291655057 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0291656022 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0291657004 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0291659471 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0291660644 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0291662343 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0291869955 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0291873122 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0291905858 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0291974664 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0292198420 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0292217311 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0292220455 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0292221776 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0292305280 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0292336673 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0292337309 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0292467189 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0292471454 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0292502514 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0292528311 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0292540019 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0292542494 CHF Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0292985644 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0293062146 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0293140553 JPY Call desk Call desk

Page 97: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0293166517 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0293363858 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0293572425 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0293628748 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0293784525 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0293784871 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0293875083 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0293965660 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0294059059 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0294059307 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0294244032 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0294545156 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0294561351 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0294645535 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0294646426 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0294649529 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0294778336 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0294815047 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0294898662 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0295002231 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0295003981 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0295005333 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0295087042 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0295087125 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0295094923 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0295258627 CHF Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0295276017 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0295277684 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0295278146 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0295664535 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0295760093 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0295859622 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0295860125 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0295860554 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0295861107 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0295861289 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0296067142 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0296281735 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0296545576 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0296548596 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0296787236 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0296830267 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0297021361 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0297022419 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0297023813 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0297060856 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0297123019 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0297123522 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0297127861 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0297155136 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0297155565 EUR Call desk Call desk

Page 98: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0297183187 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0297246950 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0297454471 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0297459868 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0297488883 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0297490277 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0297501065 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0297515446 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0297522228 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0297906801 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0297907791 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0297908849 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0297915117 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0297918301 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0298200238 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0298201988 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0298202952 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0298317347 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0298318667 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0298320218 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0298326256 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0298437244 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0298442160 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0298612697 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0298886556 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0298931956 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0298933143 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0299103084 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0299172725 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0299211721 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0299354919 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0299369511 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0299411222 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0299624568 SEK Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0299661099 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0299665249 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0299667963 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0299857234 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0299876457 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0299886092 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0299993336 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0300152070 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0300152666 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0300153714 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0300154365 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0300155099 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0300339578 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0300349296 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0300349452 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0300349882 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0300350203 SGD Call desk Call desk

Page 99: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0300350625 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0300351193 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0300460721 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0300476214 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0300516969 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0300661542 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0300662607 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0300878799 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0300880183 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0301086475 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0301128061 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0301129036 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0301129549 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0301130554 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0301130711 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0301335286 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0301336417 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0301337225 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0301338546 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0301339510 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0301340872 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0301341417 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0301347968 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0301517552 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0301519681 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0301520184 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0301547542 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0301565957 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0301567227 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0301568118 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0301568977 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0301569603 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0301665401 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0301885272 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0301886247 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0301956396 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0301956800 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0301958178 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0302043012 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0302115372 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0302117311 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0302264535 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0302280499 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0302282602 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0302285290 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0302370308 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0302370720 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0302371538 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0302371702 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0302452619 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0302453005 USD Call desk Call desk

Page 100: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0302480230 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0302504948 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0302510911 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0302511216 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0302668545 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0302669196 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0302669519 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0302815609 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0302821086 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0302821755 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0302904296 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0302906077 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0303172117 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0303174832 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0303176456 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0303178825 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0303315161 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0303465214 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0303475957 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0303476849 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0303531700 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0303537574 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0303538200 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0303557259 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0303572217 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0303756299 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0303759632 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0303764129 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0303838006 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0303862998 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0303864184 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0303865074 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0303866981 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0303962780 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0304195026 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0304276297 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0304471070 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0304471666 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0304472474 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0304473019 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0304565723 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0304593857 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0304832784 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0304836264 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0304838559 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0304909327 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0304909830 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0304910416 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0304910929 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0304911570 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0305084591 USD Call desk Call desk

Page 101: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0305085218 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0305098971 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0305099359 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0305099789 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0305100389 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0305100892 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0305103565 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0305127150 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0305154717 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0305155011 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0305155441 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0305163460 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0305338799 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0305339417 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0305340779 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0305438151 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0305438821 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0305440991 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0305443409 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0305627043 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0305631151 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0305645375 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0305886227 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0305889593 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0305948860 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0305949595 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0306029512 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0306090423 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0306144022 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0306151662 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0306153015 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0306179168 CHF Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0306232744 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0306249045 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0306311373 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0306341958 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0306345355 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0306637306 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0306693127 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0306694448 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0306772426 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0306849158 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0306849745 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0306927723 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0307008481 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0307009372 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0307093491 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0307153493 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0307252980 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0307256544 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0307264050 USD Call desk Call desk

Page 102: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0307325455 SEK Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0307390608 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0307481159 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0307616424 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0307616937 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0307617315 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0307734037 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0307752955 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0307903830 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0308098663 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0308099125 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0308100402 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0308102283 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0308274140 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0308319341 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0308390052 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0308390722 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0308391704 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0308461176 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0308481794 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0308527612 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0308588838 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0308734242 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0308734911 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0308736296 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0308935575 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0308937514 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0308937605 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0308939130 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0308970994 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0308971539 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0308972347 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0308973311 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0308982650 SGD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0308983203 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0308985240 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0309183043 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0309183555 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0309184793 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0309186731 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0309227436 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0309334356 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0309351103 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0309363371 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0309364262 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0309365319 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0309435039 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0309435898 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0309436359 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0309436862 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0309471182 AUD Call desk Call desk

Page 103: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0309813839 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0309822319 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0309835139 CHF Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0310069538 CHF Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0310083950 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0310084339 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0310085575 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0310085815 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0310271019 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0310410823 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0310412019 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0310414908 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0310476766 SGD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0310478978 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0310486641 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0310487292 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0310793905 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0310856678 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0310863021 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0310885933 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0311102544 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0311179252 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0311223688 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0311225469 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0311226608 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0311446479 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0311479488 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0311482193 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0311484561 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0311486269 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0311621733 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0311621816 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0311622038 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0311664543 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0311685209 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0311744576 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0311745383 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0311748130 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0311753130 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0311754963 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0311755697 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0311764509 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0311765068 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0311769219 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0311853195 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0311855729 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0311857428 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0311860562 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0311864986 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0311866171 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0311866767 JPY Call desk Call desk

Page 104: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0311947682 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0311955511 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0312057432 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0312058752 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0312172298 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0312173262 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0312175473 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0312176109 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0312177255 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0312194854 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0312196719 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0312197360 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0312197956 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0312198251 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0312427460 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0312428609 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0312435729 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0312461642 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0312463184 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0312480196 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0312721730 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0312723272 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0312723603 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0312726705 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0312729634 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0312924334 SGD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0312938045 SGD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0312938557 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0312938714 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0313103003 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0313326646 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0313326729 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0313326992 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0313327453 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0313432329 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0313436072 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0313437716 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0313528944 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0313532623 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0313662321 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0313664459 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0313734922 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0313737271 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0313789074 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0313791567 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0313893561 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0313948050 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0313948480 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0314067140 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0314157644 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0314159855 JPY Call desk Call desk

Page 105: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0314160358 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0314250779 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0314254680 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0314391672 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0314392647 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0314479337 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0314578310 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0314637348 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0314743963 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0314746479 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0314747105 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0314763052 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0314774257 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0314855338 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0314857466 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0314918276 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0314999250 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0315356039 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0315419134 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0315529312 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0315548296 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0315548700 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0315549187 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0315549690 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0315559061 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0315799709 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0315804475 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0315805019 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0315845155 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0316169050 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0316206357 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0316264638 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0316372522 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0316388445 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0316394336 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0316395739 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0316405637 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0316455061 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0316515229 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0316527828 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0316826733 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0316829166 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0316829919 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0316842698 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0316937647 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0316953925 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0316992154 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0316992824 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0316993475 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0316994010 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0317240157 EUR Call desk Call desk

Page 106: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0317292117 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0317359718 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0317366333 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0317366416 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0317366689 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0317366846 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0317416377 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0317417003 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0317742335 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0317744380 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0317898004 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0317898186 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0317943586 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0317996279 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0318191219 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0318191565 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0318192704 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0318538005 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0318538930 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0318599056 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0318999744 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0318999827 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0319000187 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0319000260 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0319161518 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0319210661 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0319358064 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0319358650 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0319359039 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0319611819 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0319611900 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0319612114 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0319632575 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0319632732 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0319632906 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0319633037 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0319683990 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0319724851 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0319739537 SGD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0319816897 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0319817788 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0320031684 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0320033110 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0320033466 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0320033540 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0320102295 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0320168718 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0320168809 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0320169013 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0320520884 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0320521007 USD Call desk Call desk

Page 107: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0320521429 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0320744724 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0320745028 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0320876120 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0321019258 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0321101007 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0321125014 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0321317603 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0321396987 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0321471517 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0321495532 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0321793803 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0321794280 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0321795170 CHF Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0321795840 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0321980582 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0322030437 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0322030940 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0322031591 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0322031757 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0322265157 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0322467886 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0322467969 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0322468777 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0322468850 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0322469403 SGD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0322470088 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0322498923 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0323081801 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0323312974 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0323353499 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0323412337 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0323535418 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0323619600 CHF Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0323619782 CHF Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0323634583 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0323634740 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0323634823 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0323635473 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0323635713 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0323643063 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0323747781 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0323826221 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0323848977 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0323869205 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0323881671 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0323881754 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0323881838 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0323881911 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0323882059 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0323882216 SGD Call desk Call desk

Page 108: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0323978089 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0324058865 ILS Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0324187839 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0324269488 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0324269561 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0324341345 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0324356376 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0324405173 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0324409241 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0324409837 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0324446524 CHF Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0324461671 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0324461838 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0324461911 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0324462133 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0324464345 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0324476943 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0324584670 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0324723203 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0324731990 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0324844256 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0324844769 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0324929164 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0324983450 SGD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0324983963 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0324984185 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0325077864 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0325080900 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0325081460 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0325152154 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0325197845 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0325287166 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0325385259 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0325385333 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0325550472 CHF Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0325550555 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0325784204 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0325784626 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0325785276 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0325786084 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0325786167 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0325786324 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0325790276 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0325841368 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0325841525 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0325886116 NZD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0325886389 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0325886462 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0325886546 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0325959285 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326025847 USD Call desk Call desk

Page 109: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0326025920 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326026068 SGD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326026225 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326026498 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326172557 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326172631 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326264750 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326277810 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326278032 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326402731 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326403200 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326403895 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326404190 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326404430 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326476693 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326486221 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326486734 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326490504 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326490843 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326516746 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326538120 SGD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326539102 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326539367 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326539797 NZD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326540290 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326608279 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326608352 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326608436 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326608519 SGD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326708491 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326708657 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326730313 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326826343 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326862819 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326865085 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326865325 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326865671 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326865754 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326865911 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326866133 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326866216 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326866307 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326907697 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0326999959 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0327055371 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0327055702 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0327082854 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0327082938 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0327234380 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0327235783 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0327236088 GBP Call desk Call desk

Page 110: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0327236914 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0327275144 SGD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0327275227 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0327275573 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0327275656 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0327275904 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0327277199 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0327277272 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0327291349 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0327398656 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0327421060 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0327464979 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0327465190 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0327465356 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0327465430 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0327465604 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0327465786 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0327465869 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0327713359 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0327714837 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0327723580 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0327731096 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0327784376 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0327847470 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0327847553 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0327847801 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0327848015 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0327859301 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0327940176 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0327940259 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0327940929 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0327941067 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0328209480 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0328209720 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0328210496 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0328210652 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0328585467 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0328585970 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0328586358 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0328586515 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0328586606 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0328587166 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0328587240 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0328587323 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0328587679 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0328666036 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0328666119 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0328672430 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0328672943 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0328864698 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0328864771 USD Call desk Call desk

Page 111: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0328864854 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0328864938 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0328865232 NZD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0328865406 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0328865588 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0328865661 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0329067531 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0329159221 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0329192511 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0329243108 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0329243876 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0329289192 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0329336704 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0329336969 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0329337264 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0329337348 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0329337421 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0329337850 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0329338072 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0329428907 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0329429202 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0329429541 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0329430044 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0329430556 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0329628829 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0329665946 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0329666167 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0329670433 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0329670946 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0329713423 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0329713852 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0329714074 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0329714157 SGD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0329714231 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0329714314 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0329714405 NZD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0329804651 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0329804735 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0329804818 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0329804909 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0329878267 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0330074344 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0330074427 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0330074690 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0330074930 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0330075077 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0330075234 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0330075317 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0330110833 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0330111567 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0330111641 JPY Call desk Call desk

Page 112: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0330111997 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0330196022 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0330201988 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0330204149 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0330205625 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0330205898 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0330206789 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0330207837 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0330222984 CHF Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0330420943 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0330421164 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0330421321 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0330421834 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0330422055 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0330437087 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0330724229 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0330730200 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0330730382 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0330730465 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0330730622 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0330730895 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0330730978 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0330731273 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0330837773 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0330867762 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0330867846 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0331032044 NZD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0331034172 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0331034768 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0331037605 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0331039569 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0331044726 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0331044999 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0331045020 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0331048040 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0331048123 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0331053719 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0331195932 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0331288513 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0331333160 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0331399773 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0331399856 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0331399930 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0331400027 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0331400456 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0331400530 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0331427061 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0331504745 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0331504828 NZD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0331505122 NZD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0331505395 USD Call desk Call desk

Page 113: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0331505478 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0331517564 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0331533173 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0331653823 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0331661172 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0331769454 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0331769538 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0331880566 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0331880640 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0331881374 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0331881457 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0332050078 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0332108413 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0332134179 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0332136380 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0332136463 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0332136620 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0332136976 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0332137271 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0332153807 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0332185676 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0332546448 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0332547099 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0332547339 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0332547503 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0332547685 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0332587715 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0332632446 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0332634657 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0332714764 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0332756849 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0332759272 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0332762227 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0332762904 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0332763035 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0332763118 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0332763209 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0332764785 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0332848372 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0332976884 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0333106259 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0333106333 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0333106416 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0333106507 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0333106762 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0333301462 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0333301629 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0333301975 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0333302437 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0333302601 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0333302783 USD Call desk Call desk

Page 114: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0333307584 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0333308632 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0333496619 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0333496700 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0333757606 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0333830700 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0333830882 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0333830965 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0333831187 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0333940129 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0333969706 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0334088118 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0334088548 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0334088977 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0334090106 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0334090288 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0334090445 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0334213112 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0334223699 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0334224077 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0334224317 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0334225470 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0334225710 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0334227096 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0334227336 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0334227682 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0334450326 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0334450599 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0334450672 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0334450755 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0334450839 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0334450912 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0334476552 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0334492757 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0334494290 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0334496154 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0334641692 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0334656617 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0334701694 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0334702072 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0334704524 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0334885729 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0334921896 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0334922860 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0334923322 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0335080346 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0335127089 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0335137120 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0335143102 NZD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0335143284 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0335143441 AUD Call desk Call desk

Page 115: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0335143524 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0335143797 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0335156773 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0335243159 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0335344932 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0335345665 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0335346556 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0335352877 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0335387584 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0335528666 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0335622253 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0335622501 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0335623061 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0335623491 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0335623731 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0335624036 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0335742663 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0335742747 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0335743042 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0335743125 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0335743398 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0335971858 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0335972070 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336050058 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336129589 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336130835 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336192868 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336218176 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336218762 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336249569 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336249643 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336249726 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336250146 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336250229 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336250732 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336320022 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336336531 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336336960 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336408462 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336409353 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336414437 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336414601 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336414866 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336414940 SGD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336415327 SGD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336415913 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336416051 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336416309 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336416564 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336416721 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336573406 USD Call desk Call desk

Page 116: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0336616494 NZD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336616577 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336617203 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336623516 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336633150 CHF Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336643035 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336644199 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336645089 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336738769 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336927149 ISK Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336927735 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336927818 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336927909 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336928030 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336928113 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336930440 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0336951107 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0337137623 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0337385875 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0337388382 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0337406036 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0337407943 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0337413917 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0337488505 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0337553092 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0337553175 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0337553258 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0337553415 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0337553688 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0337553761 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0337617327 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0337869720 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0337877582 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0337915267 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0337915853 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338049462 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338069494 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338076515 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338076606 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338082752 CZK Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338084378 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338329740 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338330672 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338330755 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338464950 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338465098 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338465171 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338465254 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338518045 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338518128 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338518391 JPY Call desk Call desk

Page 117: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0338524795 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338525099 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338525172 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338526576 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338656787 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338656860 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338657082 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338657165 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338675571 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338675654 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338675811 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338675902 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338676033 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338676116 NZD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338676207 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338676389 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338676546 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338676629 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338677270 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338684482 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338684565 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338764912 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338765059 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338765133 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338765307 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338765562 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338801110 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338801383 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338801623 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338802191 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338845596 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338845752 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338845919 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338846057 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338846131 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0338846214 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0339221912 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0339222050 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0339222308 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0339237678 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0339238569 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0339239294 NZD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0339408584 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0339413311 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0339479502 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0339480773 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0339559287 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0339559360 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0339559527 NZD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0339559790 NZD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0339559873 USD Call desk Call desk

Page 118: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0339560020 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0339560293 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0339560376 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0339560889 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0339561002 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0339760117 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0339762162 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0339763640 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0339763996 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0339764028 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0339810078 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0340031730 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0340076321 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0340113629 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0340114353 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0340299386 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0340348852 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0340349074 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0340460855 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0340461150 NZD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0340462042 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0340647840 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0340648145 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0340648657 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0340649036 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0340649200 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0341031192 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0341159589 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0341160082 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0341160249 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0341162708 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0341163342 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0341166105 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0341168069 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0341175866 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0341223427 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0341721453 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0341731338 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0341731411 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0341731767 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0341732658 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0341733110 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0341743184 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0341745635 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0341769221 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0342120820 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0342144416 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0342155297 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0342155370 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0342194601 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0342236295 EUR Call desk Call desk

Page 119: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0342399325 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0342399598 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0342399754 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0342422838 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0342489316 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0342637872 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0342751905 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0342782702 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0342803128 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0342945002 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0342989398 NZD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0342989554 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0342989711 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0343530340 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0343590914 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0343642905 NZD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0343643036 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0343647706 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0343798400 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0343799044 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0343872494 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0343872577 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0343900022 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0343900451 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0343900535 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0344072318 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0344087183 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0344087340 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0344101273 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0344101356 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0344101513 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0344101943 NZD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0344102164 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0344442420 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0344485312 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0344549141 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0344834691 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0344835078 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0344884019 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0345061591 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0345205693 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0345215148 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0345278062 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0345439250 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0345439334 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0345700198 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0345791999 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0345813397 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0345814791 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0345814874 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0345815178 AUD Call desk Call desk

Page 120: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0346123150 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0346123408 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0346124638 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0346124984 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0346438145 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0346438228 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0346438814 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0346508616 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0346509002 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0346689499 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0347064924 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0347383274 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0347451618 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0347769035 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0347938671 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0348072561 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0348072728 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0348324988 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0348406876 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0348407411 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0348443135 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0348444026 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0348533984 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0348936161 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0349153931 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0349154152 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0349154400 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0349154582 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0349159623 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0349166917 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0349279108 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0349442532 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0349442615 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0349505635 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0349506104 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0349511872 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0349512094 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0349512250 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0349550771 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0349756980 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0349757368 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0349852433 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0349856343 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0349924109 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0349924281 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0350115951 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0350116330 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0350116843 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0350116926 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0350117064 NZD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0350119359 HKD Call desk Call desk

Page 121: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0350190145 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0350310909 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0350314059 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0350390406 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0350507959 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0350571377 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0350817630 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0350892336 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0350893490 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0350893904 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0350894209 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0350899182 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0350902580 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0350980206 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0350982830 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0351201651 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0351275341 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0351359103 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0351359368 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0351359442 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0351390017 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0351439475 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0351627806 NZD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0351629687 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0351630347 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0351859094 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0351910897 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0351979587 CHF Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0351984660 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0352061088 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0352088875 CHF Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0352089410 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0352117641 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0352483746 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0352601024 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0352601610 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0352601701 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0352901416 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0352980022 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0352986813 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0352986904 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0352987894 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0353258832 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0353289712 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0353348823 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0353499790 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0353507212 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0353507485 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0353507642 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0353872939 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0353873663 JPY Call desk Call desk

Page 122: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0353875106 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0353875528 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0353875791 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0354064841 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0354065061 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0354225954 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0354298241 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0354316241 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0354482928 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0354483140 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0354496555 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0354643016 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0354645227 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0355133454 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0355567453 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0355669614 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0355694729 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0355937482 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0356126705 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0356202811 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0356444660 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0356499052 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0356861343 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0357385177 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0357601722 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0357773000 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0357874451 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0358125473 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0358125630 NZD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0358125713 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0358299542 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0358300571 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0358410164 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0358426244 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0358444734 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0358446275 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0358689841 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0358734811 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0358735032 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0358787421 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0358787694 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0359279212 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0359279998 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0359302642 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0359314225 SEK Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0359351938 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0359352159 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0359370722 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0359607750 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0359608139 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0359631974 EUR Call desk Call desk

Page 123: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0359722773 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0359722856 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0359724472 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0359858593 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0359858676 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0359858759 NZD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0360205479 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0360377765 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0360517105 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0360599665 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0360700487 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0360700560 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0360700644 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0360716566 MXN Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0360775141 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0360870306 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0360870488 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0360926298 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0361039067 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0361107674 NZD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0361107757 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0361107831 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0361311102 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0361471997 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0361641318 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0361641821 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0361670762 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0361723553 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0361723637 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0361857674 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0361858136 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0361915621 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0361915894 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0361965212 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0362181421 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0362181934 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0362182155 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0362361593 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0362376435 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0362408733 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0362447806 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0362500893 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0362646597 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0362661398 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0362680695 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0362680778 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0362745498 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0362745571 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0362745654 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0362747353 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0362829599 USD Call desk Call desk

Page 124: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0362892951 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0363204602 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0363206722 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0363206995 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0363488106 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0363488361 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0363628982 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0363707265 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0363707349 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0363707695 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0363950527 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0363956722 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0363956995 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0363981324 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0364018340 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0364018779 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0364226299 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0364263227 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0364508514 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0364512979 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0364513431 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0364513514 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0364513787 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0364513860 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0364549112 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0364649250 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0364649763 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0364650183 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0364742972 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0364769314 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0364806884 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0364868058 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0364895614 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0364895887 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0364948918 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0364962661 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0364976299 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0364976372 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0364976539 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0364976703 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0364995240 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0365038586 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0365048387 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0365299204 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0365324325 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0365338200 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0365822781 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0365822864 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0365823243 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0365839751 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0365839835 EUR Call desk Call desk

Page 125: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0365855526 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0365870756 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0365870830 NZD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0365872968 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0365880987 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0365881019 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0365915791 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0365915874 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0365916096 NZD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0365916179 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0365916252 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366064870 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366064953 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366065174 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366065257 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366065687 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366074242 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366090792 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366125507 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366125929 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366126224 AUD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366126737 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366211927 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366213626 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366299831 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366300191 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366300357 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366314226 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366374634 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366384609 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366385085 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366385598 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366387024 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366401031 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366475076 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366576774 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366664711 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366668381 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366668464 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366668548 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366668621 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366802964 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366803269 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366859055 ILS Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366859485 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366859642 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366879913 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366880176 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366918240 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366986163 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366986593 USD Call desk Call desk

Page 126: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0366986676 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366986833 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0366986916 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0367268066 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0367279774 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0367279931 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0367280277 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0367282059 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0367648648 NZD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0367648721 NZD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0367656237 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0367878567 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0367878641 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0367878997 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0367881603 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0367930582 NZD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368094420 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368097951 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368098090 NZD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368098173 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368098256 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368198635 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368198718 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368205869 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368230628 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368366018 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368366109 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368366281 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368366877 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368533369 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368574637 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368574710 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368575527 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368576848 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368582739 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368582812 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368586482 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368586722 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368587456 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368587613 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368587969 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368588181 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368588421 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368588777 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368700109 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368700281 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368727722 GBP Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368739495 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368751433 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368800156 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368800669 JPY Call desk Call desk

Page 127: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0368801477 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368801717 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368882451 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368926092 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368988951 ILS Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368995220 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368995493 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368995659 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368995907 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368996038 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0368996111 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0369192991 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0369334700 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0369337711 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0369418040 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0369514947 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0369515084 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0369545313 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0369673073 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0369673156 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0369673313 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0369673586 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0369674550 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0369744353 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0369744510 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0369744601 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0369744783 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0369744866 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0369744940 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0369868327 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0369868590 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0370386442 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0370386954 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0370988338 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0371026443 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0371134411 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0371134924 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0371594762 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0371606012 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0371764514 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0371847210 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0372051762 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0372294313 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0372528165 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0372820737 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0372820810 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0372823673 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0373045227 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0373147064 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0373590685 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0373609295 USD Call desk Call desk

Page 128: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0373609378 ILS Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0373776433 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0373826808 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0374062528 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0374132677 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0374132750 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0374191251 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0374326105 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0374643509 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0374643764 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0374734480 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0375027074 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0375919718 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0376340344 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0376340690 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0376340930 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0376740956 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0376779657 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0376779814 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0376779905 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0377054381 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0377288450 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0378248529 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0378451917 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0378452303 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0378480692 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0378810823 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0378981806 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0379217184 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0379577397 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0379987372 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0380268952 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0380275908 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0380276385 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0380276971 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0381364966 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0381368280 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0381368363 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0381371664 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0381438919 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0381626679 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0381855781 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0381884617 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0381884963 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0382037975 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0382187945 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0382188083 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0382188166 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0382588001 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0382588340 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0382589074 USD Call desk Call desk

Page 129: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Treasury Co. B.V. XS0382626967 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0383013066 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0383076493 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0383364873 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0383378071 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0383457453 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0383554655 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0383554812 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0383779906 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0384062211 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0384213442 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0384213871 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0384213954 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0384259866 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0384581756 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0384581913 EUR Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0384984018 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0384984281 HKD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0385434310 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0385755979 JPY Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0386331127 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0386674088 USD Call desk Call desk

Lehman Brothers Treasury Co. B.V. XS0386716269 HKD Call desk Call desk

Lehman Brothers Securities N.V. ANN521331184 USD Call desk Call desk

Lehman Brothers Securities N.V. ANN521331267 USD Call desk Call desk

Lehman Brothers Securities N.V. ANN521331424 USD Call desk Call desk

Lehman Brothers Securities N.V. ANN521331671 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN521331754 JPY Call desk Call desk

Lehman Brothers Securities N.V. ANN521332174 USD Call desk Call desk

Lehman Brothers Securities N.V. ANN521332745 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN521333404 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN521334238 USD Call desk Call desk

Lehman Brothers Securities N.V. ANN521334311 USD Call desk Call desk

Lehman Brothers Securities N.V. ANN521334980 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN521335979 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN521336399 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN521336472 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN521336886 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN521337611 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN521338114 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN521338296 USD Call desk Call desk

Lehman Brothers Securities N.V. ANN521338452 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN521338783 USD Call desk Call desk

Lehman Brothers Securities N.V. ANN5214A1035 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN5214A1118 CHF Call desk Call desk

Lehman Brothers Securities N.V. ANN5214A1373 CHF Call desk Call desk

Lehman Brothers Securities N.V. ANN5214A3197 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN5214A3353 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN5214A3437 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN5214A3502 USD Call desk Call desk

Lehman Brothers Securities N.V. ANN5214A4674 EUR Call desk Call desk

Page 130: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Securities N.V. ANN5214A4757 USD Call desk Call desk

Lehman Brothers Securities N.V. ANN5214A4914 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN5214A5259 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN5214A6166 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN5214A6323 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN5214A6406 USD Call desk Call desk

Lehman Brothers Securities N.V. ANN5214A6653 USD Call desk Call desk

Lehman Brothers Securities N.V. ANN5214A6737 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN5214A6810 USD Call desk Call desk

Lehman Brothers Securities N.V. ANN5214A7313 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN5214A7560 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN5214A7982 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN5214A8063 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN5214A8303 CHF Call desk Call desk

Lehman Brothers Securities N.V. ANN5214A8634 USD Call desk Call desk

Lehman Brothers Securities N.V. ANN5214A8717 USD Call desk Call desk

Lehman Brothers Securities N.V. ANN5214A8899 CHF Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R1481 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R1556 USD Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R2059 USD Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R2547 CHF Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R2620 USD Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R2885 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R2968 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R3388 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R3792 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R3875 USD Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R3958 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R4030 CHF Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R4782 USD Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R4865 USD Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R4949 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R5029 USD Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R5102 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R5284 USD Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R5441 USD Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R5771 USD Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R5854 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R5938 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R6357 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R6431 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R6506 USD Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R6761 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R6845 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R6928 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R7009 N/A Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R7181 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R7348 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R7595 USD Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R7678 USD Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R7751 EUR Call desk Call desk

Page 131: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Securities N.V. ANN5214R7918 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R8098 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R8171 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R8254 USD Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R8338 USD Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R8411 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R8585 USD Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R8668 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN5214R8825 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T1109 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T1364 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T1448 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T1513 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T1778 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T1851 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T1935 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T2016 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T2198 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T2438 USD Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T2503 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T2685 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T2768 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T2842 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T2925 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T3006 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T3428 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T3592 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T3675 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T3832 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T3915 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T4178 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T4251 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T4335 USD Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T4418 SEK Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T4582 SEK Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T4749 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T4822 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T5084 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T5167 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T5241 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T5324 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T5407 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T5571 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T5654 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T5811 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T5993 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T6074 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T6157 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T6231 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T6496 EUR Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T6645 GBP Call desk Call desk

Page 132: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Securities N.V. ANN5214T6728 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T6801 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T6983 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T7064 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T7148 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T7221 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T7304 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T7486 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T7551 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T7973 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T8054 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T8138 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T8211 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5214T8542 GBP Call desk Call desk

Lehman Brothers Securities N.V. ANN5215P1821 GBP Call desk Call desk

Lehman Brothers Securities N.V. CH0017601359 USD Call desk Call desk

Lehman Brothers Securities N.V. CH0027120887 CHF Call desk Call desk

Lehman Brothers Securities N.V. CH0027120895 EUR Call desk Call desk

Lehman Brothers Securities N.V. CH0027121034 CHF Call desk Call desk

Lehman Brothers Securities N.V. CH0034774510 CHF Call desk Call desk

Lehman Brothers Securities N.V. CH0034774536 CHF Call desk Call desk

Lehman Brothers Securities N.V. CH0036891353 CHF Call desk Call desk

Lehman Brothers Securities N.V. CH0036891395 EUR Call desk Call desk

Lehman Brothers Securities N.V. NO0010382252 NOK Call desk Call desk

Lehman Brothers Securities N.V. NO0010387806 NOK Call desk Call desk

Lehman Brothers Securities N.V. NO0010392962 NOK Call desk Call desk

Lehman Brothers Securities N.V. NO0010397672 NOK Call desk Call desk

Lehman Brothers Securities N.V. NO0010397680 NOK Call desk Call desk

Lehman Brothers Securities N.V. NO0010401433 NOK Call desk Call desk

Lehman Brothers Securities N.V. NO0010404197 NOK Call desk Call desk

Lehman Brothers Securities N.V. NO0010418247 NOK Call desk Call desk

Lehman Brothers Securities N.V. NO0010418254 NOK Call desk Call desk

Lehman Brothers Securities N.V. NO0010421910 NOK Call desk Call desk

Lehman Brothers Securities N.V. NO0010422066 NOK Call desk Call desk

Lehman Brothers Securities N.V. XS0274985828 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0282806537 CHF Call desk Call desk

Lehman Brothers Securities N.V. XS0283228368 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0284024816 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0284850004 EUR Call desk Call desk

Lehman Brothers Securities N.V. XS0285988829 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0287521131 EUR Call desk Call desk

Lehman Brothers Securities N.V. XS0287563646 EUR Call desk Call desk

Lehman Brothers Securities N.V. XS0287567043 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0288784944 EUR Call desk Call desk

Lehman Brothers Securities N.V. XS0288787459 CHF Call desk Call desk

Lehman Brothers Securities N.V. XS0289316381 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0292042255 CHF Call desk Call desk

Lehman Brothers Securities N.V. XS0292112728 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0293731914 SEK Call desk Call desk

Lehman Brothers Securities N.V. XS0294745673 EUR Call desk Call desk

Lehman Brothers Securities N.V. XS0295725260 USD Call desk Call desk

Page 133: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Securities N.V. XS0296463689 SEK Call desk Call desk

Lehman Brothers Securities N.V. XS0296595910 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0298339077 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0299641224 SEK Call desk Call desk

Lehman Brothers Securities N.V. XS0300812004 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0301197975 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0301473327 SEK Call desk Call desk

Lehman Brothers Securities N.V. XS0302356737 EUR Call desk Call desk

Lehman Brothers Securities N.V. XS0305114760 SEK Call desk Call desk

Lehman Brothers Securities N.V. XS0306972604 GBP Call desk Call desk

Lehman Brothers Securities N.V. XS0307355445 CZK Call desk Call desk

Lehman Brothers Securities N.V. XS0307360528 SEK Call desk Call desk

Lehman Brothers Securities N.V. XS0308791390 EUR Call desk Call desk

Lehman Brothers Securities N.V. XS0310175566 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0311578388 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0311887250 EUR Call desk Call desk

Lehman Brothers Securities N.V. XS0312365843 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0313080896 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0313430463 EUR Call desk Call desk

Lehman Brothers Securities N.V. XS0313891359 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0313928029 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0314871293 GBP Call desk Call desk

Lehman Brothers Securities N.V. XS0315798560 CHF Call desk Call desk

Lehman Brothers Securities N.V. XS0316014876 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0318527495 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0319610845 EUR Call desk Call desk

Lehman Brothers Securities N.V. XS0319862818 CHF Call desk Call desk

Lehman Brothers Securities N.V. XS0320322901 CHF Call desk Call desk

Lehman Brothers Securities N.V. XS0320655540 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0320664377 ILS Call desk Call desk

Lehman Brothers Securities N.V. XS0321451246 EUR Call desk Call desk

Lehman Brothers Securities N.V. XS0321455312 EUR Call desk Call desk

Lehman Brothers Securities N.V. XS0322009589 GBP Call desk Call desk

Lehman Brothers Securities N.V. XS0322748202 CHF Call desk Call desk

Lehman Brothers Securities N.V. XS0322789578 NOK Call desk Call desk

Lehman Brothers Securities N.V. XS0322794578 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0323005610 CHF Call desk Call desk

Lehman Brothers Securities N.V. XS0323590199 CHF Call desk Call desk

Lehman Brothers Securities N.V. XS0323923267 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0324192243 EUR Call desk Call desk

Lehman Brothers Securities N.V. XS0324515518 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0324618676 EUR Call desk Call desk

Lehman Brothers Securities N.V. XS0324890440 CHF Call desk Call desk

Lehman Brothers Securities N.V. XS0325193000 EUR Call desk Call desk

Lehman Brothers Securities N.V. XS0325244514 CHF Call desk Call desk

Lehman Brothers Securities N.V. XS0325369725 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0325758208 EUR Call desk Call desk

Lehman Brothers Securities N.V. XS0325958980 ILS Call desk Call desk

Lehman Brothers Securities N.V. XS0326006201 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0326244133 CHF Call desk Call desk

Lehman Brothers Securities N.V. XS0326427480 CHF Call desk Call desk

Page 134: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Securities N.V. XS0326507836 ILS Call desk Call desk

Lehman Brothers Securities N.V. XS0326542072 EUR Call desk Call desk

Lehman Brothers Securities N.V. XS0326795019 EUR Call desk Call desk

Lehman Brothers Securities N.V. XS0326819728 EUR Call desk Call desk

Lehman Brothers Securities N.V. XS0326978102 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0327214358 ILS Call desk Call desk

Lehman Brothers Securities N.V. XS0327348636 ILS Call desk Call desk

Lehman Brothers Securities N.V. XS0327728464 EUR Call desk Call desk

Lehman Brothers Securities N.V. XS0327822135 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0327903646 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0328064810 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0328225411 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0328877674 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0329001860 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0329012396 CHF Call desk Call desk

Lehman Brothers Securities N.V. XS0329515620 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0329522758 CHF Call desk Call desk

Lehman Brothers Securities N.V. XS0329633829 CHF Call desk Call desk

Lehman Brothers Securities N.V. XS0329635790 CHF Call desk Call desk

Lehman Brothers Securities N.V. XS0329812084 CHF Call desk Call desk

Lehman Brothers Securities N.V. XS0330998781 ILS Call desk Call desk

Lehman Brothers Securities N.V. XS0331000199 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0331874163 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0332199115 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0332645422 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0333611225 ILS Call desk Call desk

Lehman Brothers Securities N.V. XS0333939469 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0334545208 ILS Call desk Call desk

Lehman Brothers Securities N.V. XS0335495395 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0336037204 CHF Call desk Call desk

Lehman Brothers Securities N.V. XS0336707459 GBP Call desk Call desk

Lehman Brothers Securities N.V. XS0337337710 CHF Call desk Call desk

Lehman Brothers Securities N.V. XS0337637515 CHF Call desk Call desk

Lehman Brothers Securities N.V. XS0337685670 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0337787161 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0337790389 CHF Call desk Call desk

Lehman Brothers Securities N.V. XS0338053498 EUR Call desk Call desk

Lehman Brothers Securities N.V. XS0338105801 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0338492571 CHF Call desk Call desk

Lehman Brothers Securities N.V. XS0338493033 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0338494197 CHF Call desk Call desk

Lehman Brothers Securities N.V. XS0338495087 EUR Call desk Call desk

Lehman Brothers Securities N.V. XS0338544041 EUR Call desk Call desk

Lehman Brothers Securities N.V. XS0340735892 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0340740116 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0340774529 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0341191129 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0341466596 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0341522687 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0341547676 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0342161006 ILS Call desk Call desk

Page 135: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

Lehman Brothers Securities N.V. XS0343043609 ILS Call desk Call desk

Lehman Brothers Securities N.V. XS0343185731 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0343668967 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0343681473 EUR Call desk Call desk

Lehman Brothers Securities N.V. XS0344956379 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0344956700 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0344957690 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0344958581 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0344960488 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0344962260 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0345288459 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0346098881 ILS Call desk Call desk

Lehman Brothers Securities N.V. XS0346699613 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0347382110 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0347441817 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0347732892 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0347742933 EUR Call desk Call desk

Lehman Brothers Securities N.V. XS0348119974 EUR Call desk Call desk

Lehman Brothers Securities N.V. XS0348143842 EUR Call desk Call desk

Lehman Brothers Securities N.V. XS0349350842 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0350590161 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0351254346 GBP Call desk Call desk

Lehman Brothers Securities N.V. XS0352917768 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0352925860 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0353212177 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0353381790 EUR Call desk Call desk

Lehman Brothers Securities N.V. XS0353383499 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0354475120 EUR Call desk Call desk

Lehman Brothers Securities N.V. XS0354478140 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0355273110 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0364418102 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0364428754 CHF Call desk Call desk

Lehman Brothers Securities N.V. XS0364431030 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0364438639 EUR Call desk Call desk

Lehman Brothers Securities N.V. XS0366059953 USD Call desk Call desk

Lehman Brothers Securities N.V. XS0366603339 EUR Call desk Call desk

ACINDAR INDUSTRIES - 11.25% USD 97/04 US004514AF20 USD  15/02/2004 

ALPARGATAS 00-10 9% SERIE B STEP UP US020545AD13 USD  15/03/2010 

ARC Capital Holdings Ltd (UP) KYG0450H1002 EUR

Arcus AEIF 1 L.P. GG0121000008 EUR

ARGENTINA - 1999/2009 11.75%  US040114BE93 USD  07/04/2009 

ARGENTINA - 96/2002 5% EMISSIONE 4A JPY JP503200ASC0 JPY  20/12/2002 

ARGENTINA - 98/09 TV 10.375% FINO AL 30/10/00 POI 8% IN ITL XS0084832483 ITL  30/10/2009  

ARGENTINA - ARGENT 7.4%  XS0064910812 JPY  04/04/2006 

ARGENTINA - CALLABLE  DE0001348100 DEM  13/11/2026 

ARGENTINA - EMTN 96/2006 JPY 7.40% XS0065490988 JPY  25/04/2006 

ARGENTINA - EMTN 97/2004 ITL STEP DOWN (9% FINO A 3/99-POI 7% FINO A SCADENZA) XS0081057589 ITL  18/03/2004 

ARGENTINA - TITOLI DI STATO - ZERO COUPON US04011NAN84 EUR  28/05/2016 

ARGENTINA - TITOLI DI STATO - ZERO COUPON  US04011NAM02 EUR  28/05/2011 

ARGENTINA - TITOLI DI STATO  US040114AX83 USD  10/04/2005 

ARGENTINA - TITOLO DI STATO 91/07 TASSO VAR. USD ARP04981BA66 USD  01/04/2007 

Page 136: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

ARGENTINA - TITOLO DI STATO 92/02 TASSO VAR. USD ARP04981DG19 USD  01/09/2002 

ARGENTINA - TITOLO STATO - ZERO COUPON  US04011NAP33 EUR  28/05/2021  

ARGENTINA - TREASURY 10% EUR 00/05 XS0105572837 EUR  07/01/2005 

ARGENTINA - TREASURY 10% EUR 00/05 DE0004503206 EUR  07/01/2005 

ARGENTINA - TREASURY 11.750% ARS 97/07 USP0450KAB90 ARS  12/02/2007 

ARGENTINA - TREASURY 12.125 USD 00/05 ARARGE032581 USD  21/05/2005 

ARGENTINA - TREASURY 12.125% USD 99/19 US040114BC38 USD  25/02/2019 

ARGENTINA - TREASURY 9% EUR 00/05 US04011NAT54 EUR  24/05/2005 

ARGENTINA - TREASURY 9% EUR 00/05 XS0111307046 EUR  24/05/2005 

ARGENTINA - TREASURY 9.25% EUR 00/04 XS0113833510 EUR  20/07/2004 

ARGENTINA - TREASURY USD 9.75% 1997/2027 US040114AV28 USD  19/09/2027 

ARGENTINA - TS - 97/17 11.375% - USD US004011AR16 USD  30/01/2017 

ARGENTINA - TS 00/04  XS0109203298 EUR  04/10/2004 

ARGENTINA - TS-00/20  US040114FB19 USD  01/02/2020 

ARGENTINA - TS-EURO-99/09  DE0003085106 EUR  26/05/2009 

ARGENTINA - ZC  US040114BL37 USD  15/10/2004 

ARGENTINA 00-05 9%   US040114FZ86 USD   24/05/2005 

ARGENTINA 00-05 9.00%  USP8055KFQ33 EUR  24/05/2005 

ARGENTINA 00-07 10%  DE0005450258 EUR  07/09/2007 

ARGENTINA 00-10 11.375% IN DEFAULT US040114FC91 USD  15/03/2010 

ARGENTINA 00-30 10.25%  US040114GB00 USD  21/07/2030 

ARGENTINA 01-08 7%  US040114GF14 USD  19/12/2008 

ARGENTINA 01-18 12.25%  US040114GG96 USD  19/06/2018 

ARGENTINA 01-31 12% GLOBAL  US040114GH79 USD  19/06/2031 

ARGENTINA 1996-09.10.06 11% SENIOR GLOBAL US040114AN02 USD  09/10/2006 

ARGENTINA 1997-2004 STEP DOWN EMTN XS0080809253 ITL  18/03/2004 

ARGENTINA 1997-2007 STEP DOWN EMTN XS0078502399 ITL  11/08/2007 

ARGENTINA 1998-2008 STEP DOWN  DE0001767101 DEM  19/11/2008 

ARGENTINA 1998-2008 STEP DOWN  XS0103457585 EUR  26/02/2008 

ARGENTINA 1998-2008 STEP DOWN  DE0001974608 EUR  26/02/2008 

ARGENTINA 1999 22-12-04 TASSO VARIABILE XS0105224470 EUR  22/12/2004 

ARGENTINA 1999-2004 8.50%  DE0003089850 EUR  01/07/2004 

ARGENTINA 1999-2004 STEP DOWN EMTN XS0096960751 EUR  18/03/2004 

ARGENTINA- 2000/2015 11.75%   US040114GA27 USD  15/06/2015 

ARGENTINA 2000-2007 10.25%  DE0004509005 EUR  26/01/2007 

ARGENTINA- 2001/2031 12%  USP8055KGV19 USD  31/01/2031 

ARGENTINA 2001-2006 11.75%  ARARGE033076 USD  15/05/2006 

ARGENTINA 2001-2012 12.375% GLOBAL US040114GD65 USD  21/02/2012 

ARGENTINA 96-06 7.4  XS0066125559 JPY  15/05/2006 

ARGENTINA 96-16 12%  DE0001340917 DEM  19/09/2016 

ARGENTINA 97/02 USD FRN  US040114AW01 USD  30/11/2002 

ARGENTINA 97/04 EURO MEDIUM TERM NOTES XS0076249308 JPY  27/05/2004 

ARGENTINA 97-02 7.50%  ES0273541013 EUR  23/05/2002 

ARGENTINA 97-07 10% SERIE 47 1 TRANCHE XS0071898349 ITL  03/01/2007 

ARGENTINA 98-03 8.75%  XS0084071421 EUR  04/02/2003 

ARGENTINA- 99/2003 ZC   US040114BK53 USD  15/10/2003 

ARGENTINA 99-02 ZC GLOBAL SERIE D US040114BJ80 USD  15/10/2002 

ARGENTINA 99-03 8.75%  XS0101736477 EUR  04/02/2003 

ARGENTINA 99-08 STEP DOWN  DE0002966900 EUR  26/02/2008 

ARGENTINA 99-29 8.875%  US040114BD11 USD  01/03/2029 

ARGENTINA ATS  AT0001912331 ATS  18/03/2004 

Page 137: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

ARGENTINA DISC. L  XS0043118172 USD  31/03/2023 

ARGENTINA EURO MT NOTES 2001-2007 10% XS0124528703 EUR  22/02/2007 

ARGENTINA II EMIS  DE0001322402 DEM  10/04/2006 

ARGENTINA- OBBL 97/09 TASSO 8% DEM DE0001954097 DEM  30/10/2009 

ARGENTINA PAR SER. L  XS0043119147 USD  31/03/2023 

ARGENTINA PAR  DE0004103007 DEM  31/03/2023 

ARGENTINA TITOLI DI STATO 97-09 8% DE0001954907 DEM  30/10/2009 

ARGENTINA- TITOLO DI STATO 00/03 TASSO FISSO 10.75% USA $ ARARGE032573 USD  21/05/2003 

ARGENTINA- TITOLO DI STATO 00/03 TASSO FISSO 9 EURO  DE0002466208 EUR   20/06/2003 

ARGENTINA- TITOLO DI STATO 98/05 TASSO FISSO 11% IN USD -EX WARRANTS US040114AZ32 USD  04/12/2005 

ARGENTINA- TITOLO DI STATO 98/05 TASSO FISSO 11% IN USD-CUM WARRANTS US040114BA71 USD  04/12/2005 

ARGENTINA- TITOLO DI STATO 98/08 8.125% XS0086333472 EUR  21/04/2008 

ARGENTINA- TITOLO DI STATO 98/26 Z.C ECU US04011NAQ16 EUR  28/05/2026 

ARGENTINA- TITOLO DI STATO 98/28 Z.C US04011NAR98 EUR  28/05/2028 

ARGENTINA- TITOLO DI STATO 99/04 TASSO VARIA USA $ US04011MAS98 USD  06/04/2004 

ARGENTINA- TITOLO DI STATO 99/08 15% STEP DOWN 15% - 8% DE0002923851 EUR  26/02/2008 

ARGENTINA- TITOLO DI STATO 99/09 TASSO FISS0 9% EURO  DE0003045357 EUR  26/05/2009 

ARGENTINA- TITOLO DI STATO TASSO FISSO 8.50% XS0089277825 EUR  30/07/2010 

ARGENTINA- TITOLO DISTATO 1999-2003 EURIBOR 6 MESI + 400 BP IT0006529769 EUR  22/07/2003 

ARGENTINA TREASURY BILLS 1997 27-05-2004 TV XS0076397248 ITL  27/05/2004 

ARGENTINA  CH0005458101 CHF  04/12/2003 

ARGENTINA  DE0001354751 DEM  23/02/2005 

ARGENTINA  DE0001340909 DEM  19/09/2003 

ARGENTINA  DE0001319507 DEM  10/04/2006 

ARGENTINA  DE0001308609 DEM  06/02/2003 

ARGENTINA  XS0070808166 JPY  24/03/2005 

ARGENTINA  ARARGE032086 USD  21/07/2003 

ARGENTINA  US040114AH34 USD  20/12/2003 

ARGENTINA  XS0043120236 USD  31/03/2005 

ARGENTINA  XS0043120582 USD   31/03/2005 

ARGENTINA, REPUBLIC OF - 1999/2002 8% PRIVATE PLACEMENT IT0006527292 EUR  25/02/2002 

ARGENTINA-2000/2005 SOSTITUISCE DE0004503206 XS0105694789 EUR  07/01/2005 

ARGENTINA---7% 1997-18.03.04 PARALLEL BONDS DE0001904308 DEM  18/03/2004 

ARGENTINA--8.75% 1997-09.05.02  ARARGE031633 USD  09/05/2002 

ARGENTINA-98/2005  DE0002488509 DEM  29/07/2005 

ARGENTINA-99/02 7.125%  XS0098314874 EUR  10/06/2002 

ARGENTINA-99/04 11.25%  ARARGE032409 USD  24/05/2004 

ARGENTINA-99/04 8.50%  XS0098716086 EUR  01/07/2004 

ARGENTINA-99/04 SENIOR REG S FLOAT.RATE US04011NAS71 USD  06/04/2004 

ARGENTINA-99/04 TRANCHE 2 10%  DE0004502570 EUR  07/12/2004 

ARGENTINA-99/19  US040114BB54 USD  25/02/2019 

ARGENTINA-REPUBBLICA - 2A TRANCHE DEL COD. 645383 DE0001328409 DEM  20/05/2011 

ARGENTINA-REPUBBLICA - EMTN 98/2010 8% STEP-UP DEM DE0002483203 EUR  06/07/2010 

ARGENTINA-REPUBBLICA - TASSO FISSO 98/08 XS0085052842 FRF  26/02/2008 

ARGENTINA-REPUBBLICA - TITOLI DI STATO USP8055KAP05 ARS  10/07/2002 

ARGENTINA-REPUBBLICA - TITOLI STATO ITL XS0088590863 ITL  08/07/2005 

ARGENTINA-REPUBBLICA - TS 98/2008 STEP DOWN (10% FINO 2001 POI 8% ALLA SCADENZA)  XS0085052339 NLG  26/02/2008 

ARGENTINA-REPUBBLICA- 10% GBP 1997/2007 XS0077243730 GBP  25/06/2007 

ARGENTINA-REPUBBLICA 1996 20 05 11 11.75% SENIOR DE0001325017 DEM  20/05/2011 

ARGENTINA-REPUBBLICA CRED. INTERNO DE0001300200 DEM  14/11/2002 

ARGENTINA-REPUBBLICA DI - 91/2007 FR BONOS CONSOLIDAC 1A SERIE ARP04981BV04 ARS  01/04/2007 

Page 138: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

ARGENTINA-REPUBBLICA  DE0001304459 DEM  14/11/2002 

ARGENTINA-REPUBBLICA   US040114AR16 USD  30/01/2017 

ARGENTINA-REPUBBLICA-1996/2003 11% XS0070531420 ITL  05/11/2003 

ARGENTINA-REPUBBLICA-OBB.98/03-7% CH0009716751 CHF  04/12/2003 

ARIS EURO AGGRESSIVE CELL GB0030276538 EUR

AUTOPISTAS DEL SOL  USP0605BAA54 USD  01/08/2004 

BANCO DE GALICIA Y BUENOS AIRES - 97/2002 USD 7.875% US05953VAC19 USD  26/08/2002 

BANCO DE GALICIA Y BUENOS AIRES 93-03 9% US059538AC29 USD  01/11/2003 

BANCO DE GALICIA Y BUENOS AIRES US059538AD02 USD  01/08/2002 

BANCO HIPOTECARIO 02-05 4.50%  US05959FAH91 USD  15/03/2005 

BANCO HIPOTECARIO NACIONAL - OBBL 97/03 TASSO 10% IN USD US05959FAA49 USD  17/04/2003 

BANCO HIPOTECARIO NACIONAL - OBBL 98/08 TASSO 13% IN USD US05959FAB22 USD  03/12/2008 

BANCO HIPOTECARIO NACIONAL- 00/02 8.75% EURO XS0118659928 EUR  18/10/2002 

BANCO HIPOTECARIO NACIONAL EURO MT NOTES 01-04 10.75% XS0123668179 EUR  06/02/2004 

BANCO HIPOTECARIO SA - 12.25% USD 99/02  USP1330HAK07 USD 15/03/2002 

BANCO HIPOTECARIO SA - 2000/2003 12.625% US05959FAG19 USD  17/02/2003 

BANCO HIPOTECARIO SA 00-02 9.00%  XS0108883363 EUR  27/03/2002 

BANCO HIPOTECARIO SA 02-05 8.00%  XS0144974044 EUR  15/06/2005 

BANCO RIO DE LA PLATA S.A.  US059644AE44 USD  15/12/2003 

BANCO SUDAMERIS ARGENTINA SA 00-10 BONDS SUB. GLOBAL SERIE 3 FLOATING RATE  US0596A1AC72 USD  27/09/2010 

BUENOS AIRES CITTA DI - BONDS 10.50% PESO 1997/2004 XS0074931774 ARS  28/05/2004 

BUENOS AIRES CITTA DI  XS0076265502 ITL  23/05/2004 

BUENOS AIRES CITTA DI  XS0076821825 ITL  10/06/2005 

BUENOS AIRES CITTA DI  XS0074563015 USD  11/04/2007 

BUENOS AIRES PROVINCIA DE - 1999/2004 9.75% DE0003040408 EUR  06/05/2004 

BUENOS AIRES PROVINCIA DE - 7.75% CHF 98/03 CH0009777647 CHF  23/10/2003 

BUENOS AIRES PROVINCIA DE - BONDS 10.375% EUR 01/04 XS0124395129 EUR  23/02/2004 

BUENOS AIRES PROVINCIA DE - BONDS 12.5% USD 99/02 US11942XAA37 USD  15/03/2002 

BUENOS AIRES PROVINCIA DE - BONDS 13.25% USD 00/10 US11942XAD75 USD  29/03/2010 

BUENOS AIRES PROVINCIA DE - OBBL. 2000-2005 10.75% DE0004528450 EUR  03/03/2005 

BUENOS AIRES PROVINCIA DE- 00/03 12.75% USA $ OBB. US11942XAP06 USD  01/08/2003 

BUENOS AIRES PROVINCIA DE 00-04 10% - VEDI XS0113550213 - DE0006143951 EUR  05/07/2004 

BUENOS AIRES PROVINCIA DE 2001-2002 ZERO COUPON XS0125903772 USD  11/03/2002 

BUENOS AIRES PROVINCIA DE 7.875% XS0088755375 EUR  12/07/2002 

BUENOS AIRES PROVINCIA DE EURO MEDIUM TERM NOTES 00-02 9% XS0116709113 EUR  06/09/2002 

BUENOS AIRES PROVINCIA DE- OBB. 00/04 XS0113550213 EUR  05/07/2004 

BUENOS AIRES PROVINCIA DE- OBB. 00/10 TASSO FISSO 13.25% USA $ USP19110AA65 USD  29/03/2010 

BUENOS AIRES PROVINCIA DE OBBLIGAZIONI 00-07 13.75% US11942XAQ88 USD  05/09/2007 

BUENOS AIRES PROVINCIA DE  CH0005243701 CHF  23/10/2003 

BUENOS AIRES-CITTA DI- OBB- 00/03 TASSO FISSO 9.50 EURO XS0113105679 EUR  07/07/2003 

BUENOS AIRES-CITTA DI-  US11942GAA04 USD  11/04/2007 

BUENOS AIRESPROVINCIA DE- 00/03 10.25% EURO XS0123127507 EUR  30/01/2003 

CABLEVISION SA - 00/2007 13.75%  USP19157AC34 USD  30/07/2007 

CABLEVISION SA- 00/03 TASSO FISSO 12.50% USA $ USP19157AB50 USD  02/03/2003 

CABLEVISION SA- 00/07 13.75% OBB. CABLEVISION US12686NAE58 USD  30/04/2007 

CABLEVISION SA- 00/07 13.75% USA $ OBB. US12686NAF24 USD  30/04/2007 

CEI CITICORP HOLDINGS - 1997/2007 11.75% USP21923AC41 ARS  14/02/2007 

CEI CITICORP HOLDINGS - BONDS 9.75% USD 98/07 US125154AG92 USD  14/02/2007 

CEI CITICORP HOLDINGS  USP21923AB67 USD  14/02/2007 

CIA COMPANIA DE RADIOCOMUNIC MOVILES - BONDS 9.25% USD 98/08 XS0087119094 USD  08/05/2008 

CIA TRANSPORTE ENERGIA - OBBL. 98/08 USD US20445DAB82 USD  01/04/2008 

Page 139: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

COINTEL (COMPANIA INTL.DE COMUNICATIONES) 1997/2004 8.85% US20445LAA26 USD  01/08/2004 

COINTEL (COMPANIA INTL.DE COMUNICATIONES)- OBB. 97/04 TASSO FISSO 10.375 US20445FAB31 ARS  01/08/2004 

COINTEL -MEDIUM TERM NOTES TR. 1 US20445FAA57 USD  01/08/2004 

COMPANIA ALIMENTOS FARGO - BONDS 13.25% USD 98/08 USP30566AA46 USD  01/08/2008 

COMPANIA ALIMENTOS FARGO- 99/2008 13.25% US204440AC51 USD  01/08/2008 

CRESUD 02-07 8% CONVERTIBILE  US226406AB24 USD  14/11/2007 

DE0003138806 BUENOS AIRES,PROVINCIA DE 99-06 10.625% DE0003138806 EUR  14/07/2006 

DE0003527966 ARGENTINA 1999-2002 EMTM 9.25% DE0003527966 EUR  21/10/2002 

DISCO SA - 1998/15.5.2003 9.125%  USP3561ZAC43 USD  11/05/2003 

DISCO SA - 98/03 9.125%  US254609AC46 USD  15/05/2003 

DISCO SA - 98/08 9.875%  USP3561ZAD26 USD  15/05/2008 

DISCO SA - 98/08 9.875%  US254609AD29 USD  15/05/2008 

DR DURHAM OVERSEAS FUND BMG288472605 EUR

GED EASTERN FUND II ES0127332031 EUR

GED SUR CAPITAL, S.A. SGECR FUNDOES0141174039 EUR

German Real Estate Fund KYG5569M2620 EUR

Gottex Abi Fund Limited Class Eur KYG399911232 EUR

HSBC BANK ARGENTINA S.A. - GIA HSBC BANCO ROBERTS S.A. - 1999/16.6.2004 18.25% SUB XS0098574352 USD  16/06/2004 

IMPSAT CORP - BONDS 6.0625 USD 97/03 US45321TAC71 USD  16/07/2003 

IMPSAT S.A.  USU45038AA10 USD  15/07/2003 

INDUSTRIAS METALURGICA PESCARMONA S.A. - 97/2002 9.50% US45647XAB73 USD  31/05/2003 

INVERSORA DE ELEECTRICA - OBBL. 8.65% USP52594AA95 USD  16/09/2002 

MASTELLONE HERMANOS S.A. - OBBL. 98/08 -  USP6460MAA29 USD  01/04/2008 

MASTELLONE HERMANOS S.A.-OBB.98/08-11.75% US57632PAC41 USD  01/04/2008 

MENDOZA-PROVINCIA DI OBBL. TASSO FISSO 10% USA $ USP6480JAA53 USD  25/07/2002 

MENDOZA-PROVINCIA DI-  USP6480JAC10 USD  04/09/2007 

METROGAS SA OBBLIGAZIONI 00-02 7.375% XS0118072833 EUR  27/09/2002 

MULTICANAL S.A.- 10.50%  US62544FAD15 USD  01/02/2007 

MULTICANAL S.A.- BONDS 10.50% USD 97/07 USP6988YAB76 USD  01/02/2007 

Pacific Alliance China Land Limited (UP) KYG6846Y1035 EUR

PASA PETROQUIMICA ARGENTINA SAICF Y DE M.- 1997/1.8.2002 7.875% US70217FAA66 USD  01/08/2002 

PECOM Energia --- 9% Notes 2003-30.1.07 Global Reg S USP7652MAE05 USD  30/01/2007 

PECOM ENERGIA SA - 2002/1.8.2005 7.875% USP7652MAD22 USD  01/08/2005 

PECOM ENERGIA SA 02-05 7.875%  US70522MAC73 USD  01/08/2005 

PEREZ COMPANC 9%  USP77061AA05 USD  30/01/2004 

PEREZ COMPANC S.A. (EX COMPANIA NAVIERA PEREZ CO.) - USP7705ZAA68 USD  15/07/2007 

PEREZ COMPANC TASSO LIBOR 3 MESI XS0074479907 ITL  01/04/2002 

PHOENIX FINANCIAL TRUST - 01/10 TV XS0124954040 ARS  11/09/2010 

PHOENIX FINANCIAL TRUST 01/10 TV  XS0124953661 ARS  06/09/2010 

REPUBBLICA ARGENTINA 1998-2006 ZC US04011NAL29 EUR  28/05/2006 

REPUBBLICA ARGENTINA 1999-2004 PAN EURO BOND 9.50% DE0002929452 EUR  04/03/2004 

REPUBBLICA ARGENTINA 1999-2006 PAN EURO BONDS 9% DE0002998952 EUR  26/04/2006 

REPUBLIC ARGENTINA 1999-2003 9.75% DE0003538914 EUR  26/11/2003 

REPUBLIC ARGENTINA 1999-2004 10%  DE0004500558 EUR  07/12/2004 

SIDECO AMERICANA SA - BONDS 9.125% USD 1997/2002 USP8633MAA01 USD  01/08/2002 

Signet Credit Fund - EUR Share Class VGG7558X1924 EUR

SUPERMERCADOS NORTE  USP8802PAA86 USD  09/02/2004 

TELECOM ARGENTINA STET-FRANCE S.A. - OBBL. 8.875% ITL 97/07 XS0076689024 ITL  30/05/2007 

TELECOM ARGENTINA STET-FRANCE SA 01-04 9.5% XS0131485624 EUR  02/07/2004 

TELECOM ARGENTINA STET-FRANCE TELECOM S.A. - 00/03 7.625% XS0109260686 EUR  07/04/2003 

TELECOM ARGENTINA STET-FRANCE TELECOM S.A. 1998 18-03-2008 TV XS0084707313 ITL  18/03/2008 

Page 140: Trench Capital , February 2015, London based specialist broker of illiquid credits such as Lehman Brothers, Kaupthing, Glitnir, Landsbanki, Hedge Fund Side pockets and unlisted fund

Trench Capital Partners LLP

1-3 Fredrick's Place

London EC2R 8AE

Specialist brokerage of illiquid, distressed and esoteric assets www.trenchcapital.com

Key Contacts

Robert Southey email:

Antoine Barbara email:

Issuer ISIN Currency Maturity date Issue dateIndicative Bid

Indicative

Offer

[email protected]

TELECOM ARGENTINA STET-FRANCE TELECOM S.A.- OBB. 99/04 TASSO FISSO 8.375 EURO XS0096148779 EUR  08/04/2004 

TELECOM ARGENTINA STET-FRANCE TELECOM S.A. US879273AE01 USD  15/11/2002 

TELECOM ARGENTINA STET-FRANCE TELECOM S.A.-99/02 -7.25% XS0099123712 EUR  01/07/2049 

TELEFONICA DE ARGENTINA - OBBL 98/08 TASSO 9.125% IN USD USP90325AE48 USD  07/05/2008 

TELEFONICA DE ARGENTINA- 2002/2006 REG S 9.875% USP90325AH78 USD  01/07/2006 

TELEFONICA DE ARGENTINA  US879378AC15 USD  01/11/2004 

TELEFONICA DE ARGENTINA-99/02 9.875% USP90325AG95 USD  01/07/2002 

The Fine Art Fund II, L.P. GBR12100007 EUR

The Fine Art Fund, L.P. GBR12100008 EUR

TRANSPORTADORA GAS- OBB. 00/03 TASSO FISSO 5.18750 USA $  US89387RAC07 USD  15/04/2003 

Vinaland Ltd. (UP KYG936361016 EUR

YACIMENTOS PETROLIFEROS FISCALES S.A. - YPF S.A  US984245AA81 USD  15/02/2004 

YACIMENTOS PETROLIFEROS FISCALES S.A. - YPF S.A.- 1998/2003 7.25% US984245AE04 USD  15/03/2003 

Cadogan MNF Sidepocket XD0100731252 EUR

YACIMENTOS PETROLIFEROS FISCALES S.A. - YPF S.A. US984245AD21 USD  27/08/2007 

YACIMENTOS PETROLIFEROS FISCALES-YPF S.A. - 99/2009 9.125% USD US984245AG51 USD  24/02/2009 

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