Jefferies

Press Release

FOR IMMEDIATE RELEASE
Jefferies Position in the Sovereign Debt of Portugal, Italy, Ireland, Greece and Spain
  Long Short Net Cash Futures Net Total
Italy 2,086 (2,011) 75 (100) (25)
Spain 191 (209) (18) - (18)
Ireland 110 (80) 30 - 30
Portugal 20 (16) 4 - 4
Greece - - - - -

Total

2,407

(2,316)

91

(100)

(9)

Interest-rate risk on such positions: DV01 = $37,000