Final Results of the Millennium CDS Auction, 3rd February 2009

On 3rd February 2009, 11 dealers submitted inside markets, physical settlement requests and limit orders to the Millennium auction administered by Creditex and Markit to settle trades across the market referencing Millennium America Inc. .

The inputs and results are detailed below.

Dealer Inside Markets

Adjustment Amounts

Physical Settlement Requests

Limit Orders

** Limit Orders that were derived from inside markets.

* Limit Orders that were filled.

^ Limit Orders that were partially filled.