Privacy Preserving Measurement B. Case
Internet-Draft Meta
Intended status: Standards Track M. Thomson
Expires: 9 January 2025 Mozilla
8 July 2024
Simple and Efficient Binomial Protocols for Differential Privacy in MPC
draft-case-ppm-binomial-dp-01
Abstract
A method for computing a binomial noise in Multiparty Computation
(MPC) is described. The binomial mechanism for differential privacy
(DP) is a simple mechanism that is well suited to MPC, where
computation of more complex algorithms can be expensive. This
document describes how to select the correct parameters and apply
binomial noise in MPC.
About This Document
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attribution.github.io/i-d/draft-case-ppm-binomial-dp.html. Status
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Table of Contents
1. Introduction . . . . . . . . . . . . . . . . . . . . . . . . 3
1.1. DP Noise in MPC . . . . . . . . . . . . . . . . . . . . . 3
1.2. Binomal Noise . . . . . . . . . . . . . . . . . . . . . . 4
1.3. Requirements Language . . . . . . . . . . . . . . . . . . 5
2. The Binomial Mechanism for MPC . . . . . . . . . . . . . . . 5
2.1. Document Organization . . . . . . . . . . . . . . . . . . 6
3. Quantization Scale . . . . . . . . . . . . . . . . . . . . . 6
3.1. Determining number of Bernoulli trials . . . . . . . . . 7
3.1.1. Sensitivity . . . . . . . . . . . . . . . . . . . . . 7
3.2. Epsilon and Delta Constraints . . . . . . . . . . . . . . 8
3.2.1. Bounding N by delta_constraint . . . . . . . . . . . 8
3.2.2. Bounding N by epsilon_delta_constraint . . . . . . . 9
3.2.3. Setting the Quantization Scale . . . . . . . . . . . 10
4. Noise Generation Algorithm . . . . . . . . . . . . . . . . . 10
4.1. Coin Flipping and Aggregation Protocols . . . . . . . . . 10
4.1.1. Three Party Honest Majority . . . . . . . . . . . . . 11
4.1.2. Three Party Binary Field Protocol . . . . . . . . . . 11
4.1.3. Three Party Large Prime Field Protocol . . . . . . . 11
4.1.4. Two Party Protocols . . . . . . . . . . . . . . . . . 12
5. Performance Characteristics . . . . . . . . . . . . . . . . . 12
5.1. Cost Analysis . . . . . . . . . . . . . . . . . . . . . . 12
5.2. Comparison with Alternative Approaches . . . . . . . . . 13
6. Security Considerations . . . . . . . . . . . . . . . . . . . 13
7. IANA Considerations . . . . . . . . . . . . . . . . . . . . . 13
8. References . . . . . . . . . . . . . . . . . . . . . . . . . 13
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8.1. Normative References . . . . . . . . . . . . . . . . . . 13
8.2. Informative References . . . . . . . . . . . . . . . . . 14
Appendix A. Acknowledgments . . . . . . . . . . . . . . . . . . 15
Authors' Addresses . . . . . . . . . . . . . . . . . . . . . . . 15
1. Introduction
Using Multiparty Computation (MPC) to compute aggregate statistics
has some very promising privacy characteristics. MPC provides strong
assurances about the confidentiality of input values, relying only on
the assumption that the parties performing the computation do not
collude. Depending on the MPC system in use, the cryptographic
assumptions involved can be conservative. For instance, MPC is the
basis of the Verifiable, Distributed Aggregation Functions (VDAFs)
[VDAF] used in DAP [DAP].
Depending on how the system is used, particularly for systems where
the MPC system offers some flexibility in how it can be queried,
concrete privacy guarantees are harder to provide. Multiple
aggregations over similar input data might be computed, leading to
aggregates that can be compared to reveal aggregates over a small set
of inputs or even the value of specific inputs.
Differential privacy (DP) [DWORK]) offers a framework for both
analyzing and protecting privacy that can be applied to this problem
to great effect. By adding some amount of noise to aggregates,
strong guarantees can be made about the amount of privacy loss that
applies to any given input.
There are multiple methods for applying noise to aggregates, but the
one that offers the lowest amount of noise — and therefore the most
useful outputs — is one where a single entity samples and adds noise,
known as central DP. Alternatives include local DP, where each noise
is added to each input to the aggregation, or shuffle DP, which
reduces noise requirements for local DP by shuffling inputs.
Applying noise in a single place ensures that the amount of noise is
directly proportional to the sensitivity (that is, the maximum amount
that any input might contribute to the output) rather than being in
some way proportional to the number of inputs. The amount of noise
relative to aggregates decreases as the number of inputs increases,
meaning that central DP effectively provides an optimal amount of
noise.
1.1. DP Noise in MPC
There are several approaches to adding noise in MPC.
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Use of local or shuffle DP is possible. As noted, these methods can
add more noise than is ideal.
Noise can be added by each party independently. Each party adds
noise in a fraction that is based on its understanding of the number
of honest parties present. In two-party MPC, each party has to
assume the other is dishonest, so each adds the entire noise
quantity, ultimately doubling the overall noise that is added. In a
three-party honest majority MPC, each party can add half of the
required noise on the assumption that one other party is honest,
resulting in a 50% increase in the amount of noise.
Finally, an MPC protocol can be executed to add noise. The primary
drawback of this approach is that there is an increased cost to
generating the noise in MPC. However, MPC protocols can avoid having
to include additional noise in order to compensate for the risk of
information leakage from a dishonest participant. Adding noise using
MPC provides strong assurances that noise is not known to any party,
including the parties that perform the computation, up to the limits
of the MPC scheme in use. Finally, the costs of computation in MPC
scale only with the privacy parameters for the differential privacy,
not the number of inputs. Amortizing this cost over large sets of
inputs can make the additional cost small.
1.2. Binomal Noise
The Bernoulli distribution provides approximate differential privacy
(DP) [DWORK]. This is sometimes named (epsilon, delta)-differential
privacy or (ε, δ)-differential privacy. The epsilon value in
approximate DP bounds privacy loss for most contributions to the
output, however the delta value is a non-zero bound on the
probability that a higher privacy loss occurs.
A binomial, Bin(N, p), distribution is the number of successes out of
N Bernoulli trials, where each Bernoulli trial is a coin flip with
success probability p.
Due to the central limit theorem, a binomial distribution with large
N is a close approximation of a Normal or Gaussian distribution,
which has a number of useful properties.
This document describes a simple MPC protocol, with several
instantiations, for efficiently computing binomial noise.
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1.3. Requirements Language
The key words "MUST", "MUST NOT", "REQUIRED", "SHALL", "SHALL NOT",
"SHOULD", "SHOULD NOT", "RECOMMENDED", "NOT RECOMMENDED", "MAY", and
"OPTIONAL" in this document are to be interpreted as described in
BCP 14 [BCP14] when, and only when, they appear in all capitals, as
shown here.
2. The Binomial Mechanism for MPC
The binomial mechanism for DP generates binomial noise in MPC and
adds it to outputs before they are released.
Our parameter choices rely on an analysis from [CPSGD], which
provides more comprehensive formulae for a range of parameters.
To sample from a Bin(N, p) distribution in MPC, two things are
needed:
* A protocol for Bernoulli trials, or coin-flipping protocol, that
produces a value of 1 with probability p and 0 otherwise.
* A means to sum the value of N trials.
This protocol sets p to 0.5. This value of p provides both an
optimal privacy/utility trade off and good efficiency for computation
in MPC. Each Bernoulli sample requires a single, uniformly
distributed bit, which can be done very efficiently. Using p = 0.5
also requires the fewest samples for any set of parameters, except
for cases with extremely low variance requirements, which we consider
to be out of scope; see Section 2 of [CPSGD].
There are several ways to instantiate a coin flipping protocol in MPC
depending what MPC protocol is being used. Section 4.1 describes
some basic protocol instantiations.
For any given set of privacy parameters (epsilon, delta) and for a
known sensitivity, Section 3.1 describes how to determine the number
of Bernoulli samples needed.
To count the number of successes across these N trials, the MPC
helpers simply run an aggregation circuit over the secret shared
results of the N Bernoulli trials, each or which is either 0 or 1.
The result of this sum is a sample from a Bin(N, p) distribution.
This binomial noise value is then added to the output inside the MPC
and then the final noised result revealed to the appropriate output
parties. That is, if the MPC computes f(D), it outputs shares of the
result f(D) + Bin(N,p).
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The party receiving the output can then postprocess this output to
get an unbiased estimate for f(D) by subtracting the mean of the
Bin(N,p) distribution, which is N·p.
2.1. Document Organization
In the remainder of this document is organized as follows:
* Section 3 introduces an additional quantization scaling parameter
that can be used to optimize the privacy/utility tradeoff.
* Section 3.1 details the process of determining for a given
function f() and privacy parameters how to determine the optimal
number of trials, N.
* Section 4.1 describes some instantiations of the coin flipping
protocol and the aggregation protocol.
* Section 5.1 includes a cost analysis of different instantiations
in both computation and communication costs.
* Section 5.2 compares the binomial mechanism to other DP approaches
that might be used in MPC.
3. Quantization Scale
[CPSGD] provides an additional "quantization scale" parameter, s, for
the binomial mechanism that can be tuned to make it more closely
approximate the Gaussian mechanism and get an improved privacy/
utility tradeoff.
The paper defines the application of the binomial mechanism as:
f(D) + (X - Np) * s
where f(D) is the value that is protected and X is a sample from a
Bin(N, p) distribution. This produces a scaled and unbiased output.
The value of s is typically smaller than one, meaning that the sample
noise is effectively able to produce non-integer values. However,
operating on non-integer values in MPC is more complex, so this
documents uses a modified version where the MPC computes:
o = f(D) / s + X
For an MPC system, the output of the system is shares of this scaled
and biased value. The recipient can reconstruct the an unbiased,
unscaled, noised value by:
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* Adding the shares it receives: o = sum(oᵢ, o₂, …)
* Correcting for bias: o - N·p
* Scaling the value: f′(D) = s * (o - N·p)
The resulting value is always within N·p·s of the computed aggregate,
but it could be negative if that aggregate is smaller than N·p·s.
3.1. Determining number of Bernoulli trials
Applying noise for differential privacy requires understanding the
function being computed, f(), and the private dataset, D. For an f
that is a d-dimensional query with integer outputs, the output vector
is in ℤd. That is, the output is a d-dimensional vector
of natural numbers.
The binomial mechanism requires understanding the sensitivity of the
result under three separate norms.
3.1.1. Sensitivity
Differential privacy describes sensitivity in terms of databases. In
this, databases are considering "neighboring" if the additional,
removal, or sometimes the substitution of inputs related to a single
subject turns one database into the other.
For two neighboring databases D₁, D₂, the sensitivity of f is:
||f(D₁) - f(D₂)||ₚ
For f(D) that produces output that is a d-dimensional vector of
integer values, the p-norms of interest for use with the binomial
mechanism is the L1, L2, and L∞ (or Linfty) norms.
The L1 norm of x∊ℤd is:
sensitivity_1 = ||x||₁ = sum(i=1..d, |xᵢ|)
The L2 norm is:
sensitivity_2 = ||x||₂ = sqrt(sum(i=1..d,xᵢ²))
Finally, the L∞ norm is:
sensitivity_infty = ||x||∞ = maxᵢ(|xᵢ|)
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These properties of the function f() are all specific to the use case
and need to be known.
3.2. Epsilon and Delta Constraints
The privacy parameters for approximate DP are epsilon, ε, and delta,
δ. These parameters determine the bounds on privacy loss.
Epsilon may vary considerably, though is typically in the range
[0.01, 10]. Often, multiple queries spend proportions of a larger
epsilon privacy budget. For example, a privacy budget of epsilon=3
might be spent in three separate queries with epsilon 1 or as four
queries with epsilon of 2, 0.1, 0.3, and 0.6.
Delta is often be fixed in the range (2^-29..2^-24). Typically, the
only constraint on delta is to ensure that 1/delta > population; that
is, expected number of contributions that will suffer privacy loss
greater than epsilon is kept less than one. For MPC functions that
include very large numbers of inputs, delta might need to be reduced.
Theorem 1 of [CPSGD] gives a way to determine the fewest Bernoulli
trials, N, needed to achieve approximate DP. There are two main
constraints that need to be satisfied which we call the
delta_constraint and epsilon_delta_constraint.
As the number Bernoulli trials increases, each constraint
monotonically allows for smaller epsilon and delta values to be
achieved. To find the smallest number of Bernoullis that
simultaneously satisfies both constraints, find the minimum N
determined by the delta_constraint and the minimum N determined by
the epsilon_delta_contraint and then take the maximum of these two
values.
A possible approach to satisfying both constraints is to perform a
binary search over N to find the smallest one satisfying both
constraints simultaneously. A search might be acceptable as the
computation only needs to be performed once for each set of
parameters. An alternative and more direct approach is described in
the following sections.
3.2.1. Bounding N by delta_constraint
The delta_constraint is a function of delta, the dimension, d, the
sensitivityᵢnfty, the quantization scale, s, and p (which is fixed to
0.5 in this document). This produces a simple formula for
determining the minimum value of N:
N >= 4·max(23·ln(10·d/delta), 2·sensitivity_infty/s)
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3.2.2. Bounding N by epsilon_delta_constraint
The epsilon_delta_constraint is a function of epsilon, delta, s, d,
sensitivity_1, sensitivity_2, sensitivity_infty, and p (0.5). It is
a more complicated formula.
For the epsilon_delta constraint, [CPSGD] defines some intermediate
functions of the success probability, p. For p = 0.5, these become
fixed constants:
bₚ = 1/3
cₚ = sqrt(2)·7/4
dₚ = 2/3
The epsilon_delta_constraint, as written in formula (7) of [CPSGD],
determines what epsilon is currently attained by the provided N and
other parameters:
epsilon =
sensitivity_2·sqrt(2·ln(1.25/delta))
/ (s/2·sqrt(N))
+ (sensitivity_2·cₚ·sqrt(ln(10/delta)) + sensitivity_1·bₚ)
/ ((s/4)·(1-delta/10) · N)
+ (2/3·sensitivity_infty·ln(1.25/delta)
+ sensitivity_infty·dₚ·ln(20·d/delta)·ln(10/delta))
/ ((s/4)·N)
The value of N for a fixed set of values for epsilon, delta,
sensitivity, and s, is a quadratic equation in N.
To see this first write equation (7) as with other variables gathered
into constants c₁ and c₂:
epsilon = c₁ / sqrt(N) + c₂ / N
c₁ = 2·sensitivity_2·sqrt(2·ln(1.25/delta))
c₂ = 4 / s·(
(sensitivity_2·cₚ·sqrt(ln(10/delta)) + sensitivity_1·bₚ)
/ (1-delta/10)
+ 2·sensitivity_infty·ln(1.25/delta) / 3
+ sensitivity_infty·dₚ·ln(20·d/delta)·ln(10/delta)
)
The formula for epsilon can then be written as a quadratic equation
in N:
0 = (epsilon / c₁)^2·N² + (2·epsilon·c₂ / c₁² - 1)·N + (c₂ / c₁)^2
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Once the values of all the other parameters are fixed, this can be
solved with the quadratic formula.
3.2.3. Setting the Quantization Scale
Setting the quantization scale correctly can help get the best
privacy/utility trade offs for the mechanism. An additional equation
to note is the error of the mechanism which we would like to minimize
subject to the privacy constraints
error = d·s²·N·p·(1-p) = 4·d·s²·N
[CPSGD] discusses more about why 0.5 is the optimal choice for p.
When it comes to setting the quantization scale s, making it smaller
will decrease the error directly but also require a larger N.
It is generally the case that making s smaller will continually
decrease the error, but at some point there is necessarily a
performance constraint from the MPC cost of how large an N is
practical.
One approach to setting the scale parameter would be to first
determine an upper bound allowed for N and then set s as small as
possible within that constraint. Another approach would be to look
for a point at which decreasing s and increasing N leads to
diminishing returns in reducing the error of the mechanism.
4. Noise Generation Algorithm
Once the optimal number of Bernoulli trials has been determined,
there are two phases to the algorithm:
1. Perform a distributed coin flipping protocol so that all helpers
hold secret shares of 0 or 1 with probability, p.
2. Sum up these secret shared samples into a sample from a Bin(N,
p).
This document uses p = 0.5, so the coin flipping protocol can use a
uniformly-distributed source of entropy.
4.1. Coin Flipping and Aggregation Protocols
The use of the binomial mechanism for p = 0.5 in a concrete MPC
requires a protocol for jointly computing a number of random bits.
Different systems will have different requirements. This section
describes three basic protocols that can be used to compute the
binomial distribution.
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4.1.1. Three Party Honest Majority
A three party honest majority system is appealing because there are
very efficient protocols for performing multiplication; see
[MPC-MUL].
Two protocols are described:
* A binary circuit allows the coin flip to be performed without any
communication cost using PRSS [PRSS]. Aggregation requires the
use of an addition circuit, which requires one binary
multiplication per bit.
* A circuit using prime fields allows the aggregation to be
performed without communication, but the coin flip protocol, which
also uses PRSS, requires a modulus conversion operation.
Overall, the binary circuit is more efficient in terms of
communication costs, but it might be easier to integrate the prime
field circuit into a system that uses prime fields.
4.1.2. Three Party Binary Field Protocol
A coin flip protocol in a three party honest majority system simply
samples a random share using PRSS. The result is a three-way,
replicated sharing of a random binary value.
Aggregating these values can be performed using a binary circuit in a
tree. Two bits, a and b, are added to form a binary value, {a∧b,
a⊕b}.
This process is continued pairwise. The resulting pairs, {a1, a2}
and {b1, b2}, are also added pairwise to produce a three-bit value,
{a1∧b1, a1⊕b1⊕(a2∧b2), a2⊕b2}.
Each successive iteration involves one more bit and half as many
values, until a single value with log₂(N) bits is produced.
This aggregation process requires at most 4N binary multiplications.
4.1.3. Three Party Large Prime Field Protocol
Addition of values in a prime field with a modulus greater than the
number of samples (N) can be performed trivially. However, producing
a replicated secret sharing across three parties using a single bit
sample from PRSS results in a value that is uniformly distributed
between 0 and 2 inclusive.
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A modulus conversion operation can be used to convert that into a
sharing in the prime field. This requires two multiplications,
though some parts of those multiplications can be avoided; see
[KIMHC].
Three bits are sampled by each pair of parties. These are turned
into three shared values, where two of the shared values are filled
with zeros. The exclusive OR of these three values is computed using
two multiplications in the form: x⊕y = x + y - 2xy. This produces a
three-way replicated sharing of a bit in the prime field.
Shares can then be aggregated through simple addition.
4.1.4. Two Party Protocols
Obtaining multiple random bits in a two party protocol might involve
the use of an oblivious transfer protocol. Ideally, these are
obtained in a large prime field so that addition is free.
Details of OT protocol TBD.
5. Performance Characteristics
A binomial function is relatively inexpensive to compute in MPC.
5.1. Cost Analysis
With large epsilon and delta values (that is, low privacy) the use of
the binomial mechanism can be very efficient. However, smaller
values for epsilon or delta can require significant numbers of
Bernoulli trials.
The following table shows some typical values and the resulting
number of trials, along with approximate values for the quantization
scaling factor (s) and error.
+=========+=======+======+======+=======+
| epsilon | delta | N | s | error |
+=========+=======+======+======+=======+
| 3 | 10e-6 | TODO | TODO | TODO |
+---------+-------+------+------+-------+
| 1 | 10e-6 | TODO | TODO | TODO |
+---------+-------+------+------+-------+
| 0.1 | 10e-6 | TODO | TODO | TODO |
+---------+-------+------+------+-------+
Table 1
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5.2. Comparison with Alternative Approaches
Two other approaches that should be compared with are:
* simply having each helper party add noise independently [DWORK]
* amplification by shuffling [SHUFLDP] where local DP is added by
clients and used to get a central DP guarantee
A binomial will alway give better privacy/utility trade offs compared
to independent noise. An MPC system has to ensure that t out of P
parties can reveal their shares without degrading the privacy of
outputs. Consequently, the noise that each party adds needs to be
proportional to P/(P-t) times the target amount, assuming that noise
can be simply added. For a three party honest majority system, P is
3 and t is 1, producing 50% more noise than is ideal. For a two
party system, the amount of noise needs to be doubled.
Shuffling and any scheme that makes use of noised inputs results in
noise that increases in magnitude as the number of inputs increases,
which degrades utility. The binomial mechanism does not result in
any additional noise.
6. Security Considerations
TODO
7. IANA Considerations
This document has no IANA considerations.
8. References
8.1. Normative References
[BCP14] Best Current Practice 14,
.
At the time of writing, this BCP comprises the following:
Bradner, S., "Key words for use in RFCs to Indicate
Requirement Levels", BCP 14, RFC 2119,
DOI 10.17487/RFC2119, March 1997,
.
Leiba, B., "Ambiguity of Uppercase vs Lowercase in RFC
2119 Key Words", BCP 14, RFC 8174, DOI 10.17487/RFC8174,
May 2017, .
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[MPC-MUL] Savage, B. and M. Thomson, "Efficient Protocols for Binary
Fields in the 3-Party Honest Majority MPC Setting", Work
in Progress, Internet-Draft, draft-savage-ppm-3phm-mpc-01,
July 2024, .
[PRSS] Thomson, M. and B. Savage, "High Performance Pseudorandom
Secret Sharing (PRSS)", Work in Progress, Internet-Draft,
draft-thomson-ppm-prss-00, July 2024,
.
8.2. Informative References
[CPSGD] Agarwal, N., Suresh, A. T., Yu, F., Kumar, S., and H. B.
Mcmahan, "cpSGD: Communication-efficient and
differentially-private distributed SGD", May 2018.
[DAP] Geoghegan, T., Patton, C., Pitman, B., Rescorla, E., and
C. A. Wood, "Distributed Aggregation Protocol for Privacy
Preserving Measurement", Work in Progress, Internet-Draft,
draft-ietf-ppm-dap-11, 21 May 2024,
.
[DWORK] Dwork, C. and A. Roth, "The Algorithmic Foundations of
Differential Privacy", Now Publishers, Foundations and
Trends® in Theoretical Computer Science vol. 9, no. 3-4,
pp. 211-407, DOI 10.1561/0400000042, 2013,
.
[KIMHC] Kikuchi, R., Ikarashi, D., Matsuda, T., Hamada, K., and K.
Chida, "Efficient Bit-Decomposition and Modulus-Conversion
Protocols with an Honest Majority", Springer International
Publishing, Information Security and Privacy pp. 64-82,
DOI 10.1007/978-3-319-93638-3_5, ISBN ["9783319936376",
"9783319936383"], 2018,
.
[SHUFLDP] Cheu, A., Smith, A., Ullman, J., Zeber, D., and M.
Zhilyaev, "Distributed Differential Privacy via
Shuffling", Springer International Publishing, Advances in
Cryptology – EUROCRYPT 2019 pp. 375-403,
DOI 10.1007/978-3-030-17653-2_13, ISBN ["9783030176525",
"9783030176532"], 2019,
.
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[VDAF] Barnes, R., Cook, D., Patton, C., and P. Schoppmann,
"Verifiable Distributed Aggregation Functions", Work in
Progress, Internet-Draft, draft-irtf-cfrg-vdaf-10, 8 July
2024, .
Appendix A. Acknowledgments
TODO
Authors' Addresses
Ben Case
Meta
Email: bmcase@meta.com
Martin Thomson
Mozilla
Email: mt@lowentropy.net
Case & Thomson Expires 9 January 2025 [Page 15]