Barclay CTA Indices

Barclay CTA Indices	February ROR†	Percentage of funds reporting†	YTD through February†
Barclay CTA Index	0.24%	73.61%	-1.34%
SUB INDICES
Agricultural Traders Index	-1.70%	75.00%	1.68%
Currency Traders Index	0.48%	68.70%	0.52%
Discretionary Traders Index	0.17%	61.84%	0.59%
Diversified Traders Index	0.09%	74.32%	-3.01%
Fin./Met. Traders Index	0.56%	70.30%	-0.39%
Systematic Traders Index	0.07%	76.64%	-2.42%

†Estimated performance for February 2010, percentage of reporting funds, and YTD calculated with reported data as of March-12-2010 10:40 US CST

†Estimated performance as of March-12-2010 10:40 US CST

Investable Benchmarks	MTD thru Mar-10-2010†	February ROR†	YTD
BTOP50 Index	0.44%	0.72%	-0.39%

†Estimated performance as of March-12-2010 10:40 US CST

Barclay Hedge Fund Indices	February ROR†	Number of funds reporting†	YTD through February†
Barclay Hedge Fund Index	0.76%	1471	0.41%
SUB INDICES
Convertible Arbitrage Index	0.69%	21	1.52%
Distressed Securities Index	0.58%	27	3.24%
Emerging Markets Index	-0.04%	247	-1.09%
Equity Long Bias Index	1.65%	182	-0.22%
Equity Long/Short Index	0.75%	340	0.33%
Equity Market Neutral Index	0.43%	58	0.69%
Equity Short Bias Index	-2.02%	7	0.49%
European Equities Index	-0.88%	97	-0.50%
Event Driven Index	0.99%	59	1.70%
Fixed Income Arbitrage Index	0.30%	23	2.20%
Fund of Funds Index	0.19%	600	-0.23%
Global Macro Index	0.44%	78	-0.87%
Healthcare & Biotechnology Index	1.55%	17	1.79%
Merger Arbitrage Index	0.66%	11	1.35%
Multi Strategy Index	0.06%	46	1.32%
Pacific Rim Equities Index	-0.08%	50	0.34%
Technology Index	2.09%	21	-0.48%

†Estimated performance for February 2010, number of funds included and YTD calculated with reported data as of March-12-2010 10:40 US CST

Daily Indices