Barclay BTOP FX Index

The BTOP FX Index seeks to replicate the overall composition of the currency sector of the managed futures industry with regard to trading style and overall market exposure. The BTOP FX Index employs a top-down approach in selecting its constituents. The largest investable currency trading programs, as measured by assets under management, are selected for inclusion in the BTOP FX Index . In each calendar year the selected currency trading programs represent, in aggregate, no less than 50% of the investable assets of the Barclay Currency Traders Universe. To be included in the BTOP FX Index , the following criteria must be met:

• Program must trade exclusively currencies, either futures or interbank.
• Program must be open for investment.
• Program must be willing to provide Barclay with daily rates of return on a timely basis.
• The BTOP FX Index will be equally weighted among the selected programs at the beginning of each calendar year and will be rebalanced annually.

†Estimated performance as of July-4-2009 18:00 US CST