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The Barclay Group

The Barclay Group, founded in 1985, is dedicated to serving institutional and high net worth clients worldwide in the field of hedge fund and managed futures performance measurement and portfolio management.

Barclay CTA Indices

 July ROR† Percentage
of funds
reporting†		 YTD
through July†
Barclay CTA Index -2.51%87.98%7.43%
SUB INDICES      
Agricultural Traders Index 0.17%72.73%11.03%
Currency Traders Index 0.16%82.35%1.27%
Discretionary Traders Index -1.32%82.93%8.59%
Diversified Traders Index -4.62%89.22%12.44%
Fin./Met. Traders Index -1.22%87.96%3.45%
Systematic Traders Index -3.12%87.63%7.52%

†Estimated performance for July 2008, percentage of reporting funds, and YTD calculated with reported data as of August-21-2008 12:45 US CST

Money Under Management

 2nd Qtr 07† 1st Qtr 07†
Managed Futures Industry $ 182.0 B $ 172.0 B
Hedge Fund Industry $ 1,910.0 B $ 1,776.5 B

†Industry-wide estimated in USD Billions

Daily Indices

 Aug-19-2008 ROR† MTD† YTD†
BTOP FX Index -0.08%-0.95%1.12%
Newedge CTA Index (formerly Calyon Financial Barclay Index) 0.27%-1.34%4.02%

†Estimated performance as of August-21-2008 12:45 US CST

Investable Benchmarks

 MTD thru Aug-19-2008† July ROR† YTD
BTOP50 Index -0.78%-1.48%5.97%

†Estimated performance as of August-21-2008 12:45 US CST

Barclay Hedge Fund Indices

 July ROR† Number of funds reporting† YTD
through July†
Barclay Hedge Fund Index -1.98% 2358 -4.39%
SUB INDICES      
Convertible Arbitrage Index -1.54% 49 -5.11%
Distressed Securities Index -2.37% 54 -5.88%
Emerging Markets Index -2.46% 362 -11.89%
Equity Long Bias Index -2.88% 287 -7.53%
Equity Long/Short Index -1.63% 479 -2.86%
Equity Market Neutral Index -1.23% 79 3.01%
Equity Short Bias Index 1.06% 15 17.02%
European Equities Index -2.11% 150 -1.03%
Event Driven Index -1.98% 96 -4.15%
Fixed Income Arbitrage Index -0.73% 39 -2.99%
Fund of Funds Index -2.63% 1590 -5.10%
Global Macro Index -2.12% 114 1.46%
Healthcare & Biotechnology Index 1.17% 25 -1.23%
Merger Arbitrage Index 0.09% 24 1.43%
Multi Strategy Index -1.89% 100 -1.88%
Pacific Rim Equities Index -1.33% 93 -7.57%
Technology Index -1.00% 38 -4.18%

†Estimated performance for July 2008, number of funds included and YTD calculated with reported data as of August-21-2008 12:45 US CST

Snapshot of Barclay Databases

As of August-21-2008 12:45 US CST

 Managed
Futures		 Hedge
Funds
Currently Active 996 5832
Updated through July 2008 853 4009
Percentage updated 85.64% 68.74%
Updated during the past 7 days 122 1732
Funds with positive ROR 365 929
Average Positive ROR 2.79% 2.03%
Funds with negative ROR 488 3080
Average Negative ROR -6.30% -3.54%
Average ROR -2.41%-2.25%
Highest ROR29.15%72.95%
Median ROR-0.93%-1.91%
Lowest ROR -52.69% -46.70%
Fund of Funds reporting 46 1603