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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

 June ROR† Percentage
of funds
reporting†		 YTD
through June†
Barclay CTA Index 1.88%85.65%8.81%
SUB INDICES      
Agricultural Traders Index 4.90%72.73%8.24%
Currency Traders Index -0.12%81.30%1.32%
Discretionary Traders Index 2.17%78.05%8.93%
Diversified Traders Index 3.52%88.52%15.91%
Fin./Met. Traders Index 0.48%78.18%4.13%
Systematic Traders Index 2.12%88.52%9.82%

†Estimated performance for June 2008, percentage of reporting funds, and YTD calculated with reported data as of July-20-2008 18:35 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

 Jul-17-2008 ROR† MTD† YTD†
BTOP FX Index 0.28%0.17%2.24%
Newedge CTA Index (formerly Calyon Financial Barclay Index) -0.75%-0.23%8.05%

†Estimated performance as of July-20-2008 18:35 US CST

Investable Benchmarks

 MTD thru Jul-17-2008† June ROR† YTD
BTOP50 Index -0.06%2.10%8.05%

†Estimated performance as of July-20-2008 18:35 US CST

Barclay Hedge Fund Indices

 June ROR† Number of funds reporting† YTD
through June†
Barclay Hedge Fund Index -1.48% 2381 -2.24%
SUB INDICES      
Convertible Arbitrage Index -0.04% 52 -2.79%
Distressed Securities Index -0.48% 50 -2.58%
Emerging Markets Index -4.45% 385 -9.67%
Equity Long Bias Index -3.10% 289 -4.44%
Equity Long/Short Index -0.77% 511 -1.08%
Equity Market Neutral Index 2.60% 80 4.57%
Equity Short Bias Index 8.57% 15 15.30%
European Equities Index -0.32% 158 0.97%
Event Driven Index -1.84% 92 -2.28%
Fixed Income Arbitrage Index -0.14% 42 -2.87%
Fund of Funds Index -0.73% 1573 -2.55%
Global Macro Index 0.61% 107 4.02%
Healthcare & Biotechnology Index 1.23% 25 -2.18%
Merger Arbitrage Index -0.99% 22 1.21%
Multi Strategy Index -0.27% 81 0.04%
Pacific Rim Equities Index -3.12% 101 -5.99%
Technology Index -1.85% 35 -2.26%

†Estimated performance for June 2008, number of funds included and YTD calculated with reported data as of July-20-2008 18:35 US CST

Snapshot of Barclay Databases

As of July-20-2008 18:35 US CST

 Managed
Futures		 Hedge
Funds
Currently Active 980 5810
Updated through June 2008 825 4023
Percentage updated 84.18% 69.24%
Updated during the past 7 days 111 1586
Funds with positive ROR 596 1729
Average Positive ROR 4.65% 2.04%
Funds with negative ROR 229 2294
Average Negative ROR -2.80% -3.63%
Average ROR 2.58%-1.19%
Highest ROR75.78%41.06%
Median ROR1.69%-0.40%
Lowest ROR -31.18% -35.26%
Fund of Funds reporting 49 1592