Barclay CTA Indices

Barclay CTA Indices	June ROR†	Percentage of funds reporting†	YTD through June†
Barclay CTA Index	-0.51%	40.09%	-0.44%
SUB INDICES
Agricultural Traders Index	0.77%	27.59%	1.84%
Currency Traders Index	0.10%	42.06%	0.71%
Discretionary Traders Index	-0.39%	26.90%	3.98%
Diversified Traders Index	-1.00%	40.56%	-2.16%
Fin./Met. Traders Index	-0.25%	41.41%	0.72%
Systematic Traders Index	-0.64%	43.93%	-2.73%

†Estimated performance for June 2009, percentage of reporting funds, and YTD calculated with reported data as of July-3-2009 20:05 US CST

Daily Indices	Jul-01-2009 ROR†	MTD†	YTD†
BTOP FX Index	-0.23%	-0.23%	-3.63%
Newedge CTA Index (formerly Calyon Financial Barclay Index)	-0.20%	-0.20%	-4.74%

†Estimated performance as of July-3-2009 20:05 US CST

Investable Benchmarks	MTD thru Jul-01-2009†	June ROR†	YTD
BTOP50 Index	-0.03%	-1.52%	-3.40%

†Estimated performance as of July-3-2009 20:05 US CST

Barclay Hedge Fund Indices	June ROR†	Number of funds reporting†	YTD through June†
Barclay Hedge Fund Index	0.81%	250	11.41%
SUB INDICES
Convertible Arbitrage Index	N/A	0	20.83%
Distressed Securities Index	4.12%	4	12.97%
Emerging Markets Index	0.28%	47	21.39%
Equity Long Bias Index	1.98%	26	13.90%
Equity Long/Short Index	0.75%	52	7.67%
Equity Market Neutral Index	0.10%	14	-0.63%
Equity Short Bias Index	-4.54%	2	-8.93%
European Equities Index	-0.49%	8	7.04%
Event Driven Index	1.85%	10	14.09%
Fixed Income Arbitrage Index	2.16%	4	4.58%
Fund of Funds Index	-0.29%	17	3.77%
Global Macro Index	-0.46%	20	2.76%
Healthcare & Biotechnology Index	0.17%	5	12.25%
Merger Arbitrage Index	1.92%	4	6.67%
Multi Strategy Index	3.35%	3	15.65%
Pacific Rim Equities Index	3.70%	5	12.56%
Technology Index	-1.20%	6	8.27%

†Estimated performance for June 2009, number of funds included and YTD calculated with reported data as of July-3-2009 20:05 US CST

Daily Indices