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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

 February ROR† Percentage
of funds
reporting†		 YTD
through February†
Barclay CTA Index 0.12%85.06%-1.46%
SUB INDICES      
Agricultural Traders Index -1.57%82.14%1.82%
Currency Traders Index 0.46%80.70%0.50%
Discretionary Traders Index 0.05%80.26%0.47%
Diversified Traders Index -0.09%85.20%-3.19%
Fin./Met. Traders Index 0.39%82.18%-0.55%
Systematic Traders Index -0.04%84.15%-2.53%

†Estimated performance for February 2010, percentage of reporting funds, and YTD calculated with reported data as of March-22-2010 01:25 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

 Mar-18-2010 ROR† MTD† YTD†
BTOP FX Index -0.06%0.62%1.87%
Newedge CTA Index -0.18%1.64%1.15%

†Estimated performance as of March-22-2010 01:25 US CST

Investable Benchmarks

 MTD thru Mar-18-2010† February ROR† YTD
BTOP50 Index 0.91%0.77%0.12%

†Estimated performance as of March-22-2010 01:25 US CST

Barclay Hedge Fund Indices

 February ROR† Number of funds reporting† YTD
through February†
Barclay Hedge Fund Index 0.77% 2108 0.40%
SUB INDICES      
Convertible Arbitrage Index 0.43% 34 1.25%
Distressed Securities Index 0.43% 55 2.98%
Emerging Markets Index 0.06% 352 -1.06%
Equity Long Bias Index 1.59% 247 -0.35%
Equity Long/Short Index 0.71% 461 0.29%
Equity Market Neutral Index 0.26% 83 0.50%
Equity Short Bias Index -2.25% 9 0.24%
European Equities Index -0.39% 134 -0.01%
Event Driven Index 0.85% 83 1.65%
Fixed Income Arbitrage Index 0.37% 33 2.27%
Fund of Funds Index 0.17% 1184 -0.25%
Global Macro Index 0.41% 109 -0.88%
Healthcare & Biotechnology Index 1.25% 21 1.49%
Merger Arbitrage Index 0.62% 16 1.29%
Multi Strategy Index 0.62% 69 1.88%
Pacific Rim Equities Index -0.10% 66 0.32%
Technology Index 1.38% 33 -1.62%

†Estimated performance for February 2010, number of funds included and YTD calculated with reported data as of March-22-2010 01:25 US CST

Snapshot of Barclay Databases

As of March-22-2010 01:25 US CST

 Managed
Futures		 Hedge
Funds
Currently Active 1099 4647
Updated through February 2010 882 3366
Percentage updated 80.25% 72.43%
Updated during the past 7 days 112 1075
Funds with positive ROR 555 2123
Average Positive ROR 2.39% 1.63%
Funds with negative ROR 327 1243
Average Negative ROR -2.13% -1.31%
Average ROR 0.71%0.54%
Highest ROR23.81%30.74%
Median ROR0.59%0.28%
Lowest ROR -14.98% -86.00%
Fund of Funds reporting 46 1202