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are rot deposits or obligations of, or guaranteed or endorsed by, any bank or other insured depository institution, and are not federally insured by the Federal Deposit Insurance Corporation, the Federal Reserve Board, a any other governmental agency Forward looking statements: Certain information contained in this document constitutes
arch 31, 2011 are those of Millennum USA LP and are net of the 20% incentive allocation to the Mdknnium General Partner, costs of Millennium USA and Millennium USA's pro rata share of costs incurred by Millennium Master Fund The incentive Notation is generally allocated at the end of the year. However, to calcula
d and/or the Underlying Fund and the ability of the AlphaKeys Fund and/or the Underlying Fund to execute its investment strategy. The CFTC, the SEC, the Federal Deposit Insurance Corporation, other regulators and self-regulatory organizations and exchanges are authorized to take extraordinary actions in the event of market emergencies.
n Millennium USA does not constitute a complete investment program, and (iii) that fully understand and are willing to assume the risks involved in Millennium USA's investment program. Millennium USA's investment practices, by their nature, may be considered to involve a substantial degree of risk. (See "Certa
d and/or the Underlying Fund and the ability of the AlphaKeys Fund and/or the Underlying Fund to execute its investment strategy. The CFTC, the SEC, the Federal Deposit Insurance Corporation, other regulators and self-regulatory organizations and exchanges are authorized to take extraordinary actions in the event of market emergencies.
n Millennium USA does not constitute a complete investment program, and (iii) that fully understand and are willing to assume the risks involved in Millennium USA's investment program. Millennium USA's investment practices, by their nature, may be considered to involve a substantial degree of risk. (See "Certa
Entities connected to both FDIC and Millennium USA's

JPMorgan Chase
ORGANIZATION
the Internal Revenue Service
ORGANIZATION
Ghislaine Maxwell
PERSONthe State of New York
LOCATION
United States
LOCATION
Federal Reserve
ORGANIZATIONthe Securities and Exchange Commission
ORGANIZATION
George W. Bush
PERSON
U.S. Treasury
ORGANIZATION
United Kingdom
LOCATION
UBS AG
ORGANIZATION
New York
LOCATIONMarkel
ORGANIZATIONthe Monetary Authority of Singapore
ORGANIZATIONthe District of Columbia
LOCATION
Wilbur Ross
PERSONCayman
LOCATIONErnst & Young LLP
ORGANIZATIONKeogh
ORGANIZATIONMillennium International, Ltd.
ORGANIZATION