ROYAL BK SCOTLAND GROUP PLC

CUSIP: 780097BB6 Class: NOTE 8.625%12/3

MILLENNIUM MANAGEMENT LLC's Holding History (CIK: 0001273087)

Note: Option positions (PUT/CALL) are excluded.

Q4 2016
Shares 5,000,000 Value ($000) $5,094 Avg Close — Range —
Q3 2016
Shares 12,205,000 Value ($000) $12,113 Avg Close — Range —