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00239344 FOR EXISTING INVESTOR USE ONLY and therefore, as described below under "Certain Tax Matters Relating to the Master Partnership — Certain Cayman Islands Tax Matters," general and limited partners in the Master Partnership are not currently subject to income, corporation, capital gains or other taxes in the Caym
t risk, and/or restrictions imposed on the management and nature of the permissible reference assets and costs of creating the structured products. Interest-Rate and Foreign Exchange-Rate Risks The prices of assets held by the Fund may be sensitive to interest-rate and foreign exchange-rate fluctuations; suc
limited partnership in the Cayman Islands and therefore, as described below under "Certain Tax Matters Relating to the Master Partnership — Certain Cayman Islands Tax Matters," general and limited partners in the Master Partnership are not currently subject to income, corporation, capital gains or other taxes in the Cayma
t risk, and/or restrictions imposed on the management and nature of the permissible reference assets and costs of creating the structured products. Interest-Rate and Foreign Exchange-Rate Risks The prices of assets held by the Fund may be sensitive to interest-rate and foreign exchange-rate fluctuations; suc
limited partnership in the Cayman Islands and therefore, as described below under "Certain Tax Matters Relating to the Master Partnership — Certain Cayman Islands Tax Matters," general and limited partners in the Master Partnership are not currently subject to income, corporation, capital gains or other taxes in the Cayma
t risk, and/or restrictions imposed on the management and nature of the permissible reference assets and costs of creating the structured products. Interest-Rate and Foreign Exchange-Rate Risks The prices of assets held by the Fund may be sensitive to interest-rate and foreign exchange-rate fluctuations; suc
Entities connected to both Cayman Islands Tax Matters and Interest-Rate

New York State
LOCATION
Millennium
ORGANIZATIONthe Mutual Funds Law
ORGANIZATION
England
LOCATIONMillennium USA LP
ORGANIZATIONCayman
LOCATIONErnst & Young LLP
ORGANIZATIONthe Non-USD Shares
ORGANIZATION
Mohammed bin Salman
PERSON
New York
LOCATIONthe Cayman Islands Monetary Authority
ORGANIZATION
United States
LOCATIONLehman
ORGANIZATIONthe "Service
ORGANIZATION
JPMorgan Chase
ORGANIZATION
Tokyo
LOCATION
Ghislaine Maxwell
PERSON
Wilbur Ross
PERSON
United Kingdom
LOCATION
U.S. Treasury
ORGANIZATION