Barclay CTA Indices

Barclay CTA Indices	April ROR†	Percentage of funds reporting†	YTD through April†
Barclay CTA Index	-0.25%	76.25%	6.68%
SUB INDICES
Agricultural Traders Index	1.14%	36.36%	3.16%
Currency Traders Index	0.08%	70.00%	1.64%
Discretionary Traders Index	0.20%	65.63%	6.64%
Diversified Traders Index	-0.70%	77.74%	11.98%
Fin./Met. Traders Index	-0.56%	72.17%	3.38%
Systematic Traders Index	-0.55%	77.06%	7.46%

†Estimated performance for April 2008, percentage of reporting funds, and YTD calculated with reported data as of May-13-2008 09:45 US CST

Daily Indices	May-09-2008 ROR†	MTD†	YTD†
BTOP FX Index	-0.22%	-0.80%	0.67%
Newedge CTA Index (formerly Calyon Financial Barclay Index)	0.22%	0.79%	4.88%

†Estimated performance as of May-13-2008 09:45 US CST

Investable Benchmarks	MTD thru May-09-2008†	April ROR†	YTD
BTOP50 Index	0.83%	-1.31%	5.52%

†Estimated performance as of May-13-2008 09:45 US CST

Barclay Hedge Fund Indices	April ROR†	Number of funds reporting†	YTD through April†
Barclay Hedge Fund Index	2.04%	1645	-2.46%
SUB INDICES
Convertible Arbitrage Index	0.32%	44	-3.60%
Distressed Securities Index	1.32%	41	-3.78%
Emerging Markets Index	3.06%	248	-6.16%
Equity Long Bias Index	3.21%	221	-4.12%
Equity Long/Short Index	1.73%	353	-2.13%
Equity Market Neutral Index	0.88%	53	0.30%
Equity Short Bias Index	-4.67%	12	7.81%
European Equities Index	1.80%	113	-0.55%
Event Driven Index	0.52%	48	-2.61%
Fixed Income Arbitrage Index	2.28%	23	-3.87%
Fund of Funds Index	1.01%	741	-3.39%
Global Macro Index	0.67%	86	2.00%
Healthcare & Biotechnology Index	2.16%	16	-6.97%
Merger Arbitrage Index	1.71%	16	1.18%
Multi Strategy Index	0.15%	57	-1.71%
Pacific Rim Equities Index	3.28%	91	-4.34%
Technology Index	5.77%	23	-0.15%

†Estimated performance for April 2008, number of funds included and YTD calculated with reported data as of May-13-2008 09:45 US CST

Daily Indices