APPENDIX A
Case 1:15-cv-00871-SHS Document 36-1 Filed 06/19/15 Page 1 of 14
Sonterra Capital Master Fund Ltd. v. Credit Suisse Group AG et al.
, Docket No. 15-cv-0871 (SHS) CHRONOLOGICAL APPENDIX OF SWISS FRANC LIBOR INSTANT MESSAGES, EMAILS AND OTHER COMMUNICATIONS REVEALED IN DEFENDANTS’ GOVERNMENT SETTLEMENTS DATE STATEMENT DEFENDANTS IDENTIFIED SOURCE
February 2005 UBS Swiss Franc LIBOR Submitter: [I]ts our natural right to reflect our interest in the libor fixing process based on our maturity schedule. Any other bank will do the same. In the case we overdo, we will fall off the fixing process anyway. UBS UBS DOJ Statement of Facts at 31. February 10, 2005 BlueCrest Capital Employee (To Deutsche Bank director): Can’t you ask your fft to contribute 1m chf libor very low today?? I have 10yr of fix, 8 of which against ubs, and they’re getting on my nerves BlueCrest Capital and Deutsche Bank Deutsche Bank NYSDFS Consent Order at 10. July 5, 2006 UBS Swiss Franc Derivatives Trader told UBS Swiss Franc Trader-Submitter that he was on the receiving end of a large fixing tied to one-month Swiss Franc LIBOR at the end of July, and, therefore, wanted a high one-month fixing. The Trader-Submitter agreed to make the submission high. Swiss Franc Trader: looking for high 1 month fix Swiss Franc LIBOR Submitter: no problem, will fix 1 month high UBS UBS DOJ Statement of Facts at 31; UBS CFTC Order at 38. March 26, 2007 London MMD Swiss Franc Trader 1: hello sir, welcome back, you missed nothing, not sure if matches with you but my int is for a lower fixing, thanks Swiss Franc Submitter 1: HI [London MMD Swiss Franc Trader 1], NOTED N LET U KNOW….NO PROBL CIAOOO Deutsche Bank Deutsche Bank CFTC Order at 33. July 4, 2007 Swiss Franc Trader: (To Bank E Swiss Franc Trader) yes.. they called 3m libor unchanged this morn[,] so i complained[,] so its all moved RBS Bank E RBS CFTC Order at 27. 1
Case 1:15-cv-00871-SHS Document 36-1 Filed 06/19/15 Page 2 of 14
Sonterra Capital Master Fund Ltd. v. Credit Suisse Group AG et al.
, Docket No. 15-cv-0871 (SHS)
July 24, 2007 Bank E Swiss Franc Trader: 1m libor not a bit high? Swiss Franc Trader: yes it s ajoke. im so annoyed Bank E Swiss Franc Trader: This is shittt[,] With a fwd of 29.2 should be pretty much same as yesterday no? Swiss Franc Trader: yep […] 1m libor should not be higher Bank E Swiss Franc Trader: I told them Swiss Franc Trader: what they say? i moaned too.. they had 6m libor at 85.. i was gonna lose 1.25 bps on 2k futs Bank E Swiss Franc Trader: Where should 6m be then? I need it low Swiss Franc Trader: well 6m 3s irs is 86.4.. so you will still make 0.4 ag fix RBS Bank E RBS CFTC Order 27-28. September 17, 2007 Swiss Franc Submitter 1: LET ME KNOW ON THE FIXINGS IN CASE U NEED SOMETHG SPECIAL London MMD Swiss Franc Trader 1: i have been trying to run as little as possible in the tn (as it was just costing me money),.. another nice low 3m tom would be nice Deutsche Bank Deutsche Bank CFTC Order at 33. December 13, 2007 External Swiss Franc Trader B: make sure you tell your guy to set low LIBOR . . . . RBS Derivatives Trader A: I have told him but not sure how low he will go RBS Panel Bank 2 RBS FSA Final Notice at 16-17. 2
Case 1:15-cv-00871-SHS Document 36-1 Filed 06/19/15 Page 3 of 14
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