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t the end of the presentation. The 2008 return includes a OAAP reserve of up to -2.61% relating to a write-off of the total exposure relating to the Lehman bankruptcy The 2009 return includes a gain of up to 0.67% relating to accrued recoveries in the Lehman bankruptcy that are attributable only to certa
, he became a Managing Director at Salomon Brothers where he served as Global Head of Internal Audit. Following the merger of Salomon Brothers into Travelers Group Inc., he continued as Managing Director and as a senior member of the General Counsel's office. With the merger of Travelers Group and Citicorp, he orga
ss EE-II, FF-II, MM-II, NN-II, EE-III, FF-III, MM-III and NN-III interests, except that they will be affected by any gains or losses attributable to Lehman Exposure (as defined, and further discussed, below in this Appendix in "Treatment of Millennium USA's Exposure to Lehman Brothers Holdings Inc. and
he became a Managing Director at Salomon Brothers where he served as Global Head of Internal Audit. Following the merger of Salomon Brothers into Travelers Group Inc., he continued as Managing Director and as a senior member of the General Counsel's office. With the merger of Travelers Group and Citicorp Inc., he
ss EE-II, FF-II, MM-II, NN-II, EE-III, FF-III, MM-III and NN-III interests, except that they will be affected by any gains or losses attributable to Lehman Exposure (as defined, and further discussed, below in this Appendix in "Treatment of Millennium USA's Exposure to Lehman Brothers Holdings Inc. and
he became a Managing Director at Salomon Brothers where he served as Global Head of Internal Audit. Following the merger of Salomon Brothers into Travelers Group Inc., he continued as Managing Director and as a senior member of the General Counsel's office. With the merger of Travelers Group and Citicorp Inc., he
Entities connected to both Lehman and Travelers Group Inc.

Ghislaine Maxwell
PERSON
United States
LOCATION
New York
LOCATION
JPMorgan Chase
ORGANIZATION
George W. Bush
PERSON
U.S. Treasury
ORGANIZATION
Wilbur Ross
PERSON
New York State
LOCATIONCayman
LOCATION
Tokyo
LOCATION
Malaysia
LOCATIONMillennium USA LP
ORGANIZATION
England
LOCATION
Millennium
ORGANIZATIONDavid Nolan
PERSON
Mohammed bin Salman
PERSONthe Commodity Futures Trading Commission
ORGANIZATIONNovogratz
PERSONthe Cayman Islands Monetary Authority
ORGANIZATIONErnst & Young LLP
ORGANIZATION