March Performance Update

-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, DD8qODJvETiSLo9E/cecao0q46HGS1IQx4i6oj6p7jJ2q8V7CSxNLVM+B6hAoAbU r6jQs0hoOari2pFuYcAX3w== 0001193125-09-075438.txt : 20090408 0001193125-09-075438.hdr.sgml : 20090408 20090408132954 ACCESSION NUMBER: 0001193125-09-075438 CONFORMED SUBMISSION TYPE: 424B3 PUBLIC DOCUMENT COUNT: 2 FILED AS OF DATE: 20090408 DATE AS OF CHANGE: 20090408 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FRONTIER FUND CENTRAL INDEX KEY: 0001261379 STANDARD INDUSTRIAL CLASSIFICATION: [6221] IRS NUMBER: 386815533 STATE OF INCORPORATION: DE FILING VALUES: FORM TYPE: 424B3 SEC ACT: 1933 Act SEC FILE NUMBER: 333-140240 FILM NUMBER: 09739411 BUSINESS ADDRESS: STREET 1: 1660 LINCOLN STREET CITY: DENVER STATE: CO ZIP: 80264 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BALANCED SERIES, a series of The Frontier Fund CENTRAL INDEX KEY: 0001389122 IRS NUMBER: 386815533 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 424B3 SEC ACT: 1933 Act SEC FILE NUMBER: 333-140240-08 FILM NUMBER: 09739419 BUSINESS ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1660 LINCOLN ST., SUITE 100 CITY: DENVER STATE: CO ZIP: 80264 BUSINESS PHONE: 303-837-0600 MAIL ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1660 LINCOLN ST., SUITE 100 CITY: DENVER STATE: CO ZIP: 80264 FILER: COMPANY DATA: COMPANY CONFORMED NAME: WINTON/GRAHAM SERIES, a series of The Frontier Fund CENTRAL INDEX KEY: 0001389123 IRS NUMBER: 386815533 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 424B3 SEC ACT: 1933 Act SEC FILE NUMBER: 333-140240-04 FILM NUMBER: 09739415 BUSINESS ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1660 LINCOLN ST., SUITE 100 CITY: DENVER STATE: CO ZIP: 80264 BUSINESS PHONE: 303-837-0600 MAIL ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1660 LINCOLN ST., SUITE 100 CITY: DENVER STATE: CO ZIP: 80264 FORMER COMPANY: FORMER CONFORMED NAME: GRAHAM/WINTON SERIES, a series of The Frontier Fund DATE OF NAME CHANGE: 20080508 FORMER COMPANY: FORMER CONFORMED NAME: GRAHAM SERIES, a series of The Frontier Fund DATE OF NAME CHANGE: 20070206 FILER: COMPANY DATA: COMPANY CONFORMED NAME: WINTON SERIES, a series of The Frontier Fund CENTRAL INDEX KEY: 0001389124 IRS NUMBER: 386815533 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 424B3 SEC ACT: 1933 Act SEC FILE NUMBER: 333-140240-07 FILM NUMBER: 09739414 BUSINESS ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1660 LINCOLN ST., SUITE 100 CITY: DENVER STATE: CO ZIP: 80264 BUSINESS PHONE: 303-837-0600 MAIL ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1660 LINCOLN ST., SUITE 100 CITY: DENVER STATE: CO ZIP: 80264 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CAMPBELL/GRAHAM/TIVERTON SERIES, a series of The Frontier Fund CENTRAL INDEX KEY: 0001389125 IRS NUMBER: 386815533 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 424B3 SEC ACT: 1933 Act SEC FILE NUMBER: 333-140240-06 FILM NUMBER: 09739418 BUSINESS ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1660 LINCOLN ST., SUITE 100 CITY: DENVER STATE: CO ZIP: 80264 BUSINESS PHONE: 303-837-0600 MAIL ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1660 LINCOLN ST., SUITE 100 CITY: DENVER STATE: CO ZIP: 80264 FORMER COMPANY: FORMER CONFORMED NAME: WINTON/CAMPBELL/GRAHAM SERIES, a series of The Frontier Fund DATE OF NAME CHANGE: 20080429 FORMER COMPANY: FORMER CONFORMED NAME: CAMPBELL/GRAHAM SERIES, a series of The Frontier Fund DATE OF NAME CHANGE: 20070206 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CURRENCY SERIES, a series of The Frontier Fund CENTRAL INDEX KEY: 0001389126 IRS NUMBER: 386815533 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 424B3 SEC ACT: 1933 Act SEC FILE NUMBER: 333-140240-05 FILM NUMBER: 09739417 BUSINESS ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1660 LINCOLN ST., SUITE 100 CITY: DENVER STATE: CO ZIP: 80264 BUSINESS PHONE: 303-837-0600 MAIL ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1660 LINCOLN ST., SUITE 100 CITY: DENVER STATE: CO ZIP: 80264 FILER: COMPANY DATA: COMPANY CONFORMED NAME: LONG ONLY COMMODITY SERIES, a series of The Frontier Fund CENTRAL INDEX KEY: 0001389127 IRS NUMBER: 386815533 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 424B3 SEC ACT: 1933 Act SEC FILE NUMBER: 333-140240-03 FILM NUMBER: 09739413 BUSINESS ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1660 LINCOLN ST., SUITE 100 CITY: DENVER STATE: CO ZIP: 80264 BUSINESS PHONE: 303-837-0600 MAIL ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1660 LINCOLN ST., SUITE 100 CITY: DENVER STATE: CO ZIP: 80264 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FRONTIER LONG/SHORT COMMODITY SERIES, a series of The Frontier Fund CENTRAL INDEX KEY: 0001389128 IRS NUMBER: 386815533 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 424B3 SEC ACT: 1933 Act SEC FILE NUMBER: 333-140240-02 FILM NUMBER: 09739416 BUSINESS ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1660 LINCOLN ST., SUITE 100 CITY: DENVER STATE: CO ZIP: 80264 BUSINESS PHONE: 303-837-0600 MAIL ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1660 LINCOLN ST., SUITE 100 CITY: DENVER STATE: CO ZIP: 80264 FORMER COMPANY: FORMER CONFORMED NAME: LONG/SHORT COMMODITY SERIES, a series of The Frontier Fund DATE OF NAME CHANGE: 20070206 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MANAGED FUTURES INDEX SERIES, a series of The Frontier Fund CENTRAL INDEX KEY: 0001389129 IRS NUMBER: 386815533 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 424B3 SEC ACT: 1933 Act SEC FILE NUMBER: 333-140240-01 FILM NUMBER: 09739412 BUSINESS ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1660 LINCOLN ST., SUITE 100 CITY: DENVER STATE: CO ZIP: 80264 BUSINESS PHONE: 303-837-0600 MAIL ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1660 LINCOLN ST., SUITE 100 CITY: DENVER STATE: CO ZIP: 80264 424B3 1 d424b3.htm MARCH PERFORMANCE UPDATE March Performance Update

Filed Pursuant to Rule 424(b)(3)

Registration No. 333-140240

LOGO

March 2009 Performance Update

The Frontier Fund Supplement Dated April 8, 2009 to Prospectus Dated February 11, 2009

T H E F R O N T I E R F U N D ’ S G O A L : To provide you – the investor – with a managed futures product that, over the long term, provides attractive returns, reduces volatility, and improves the overall performance of your investment portfolio.

March performance for the various Series of The Frontier Fund is detailed below:*


The Frontier Fund Class 2	March 31, 2009 MTD	March 31, 2009 YTD	NAV / Unit
Balanced Series-2	-1.36%	0.77%	$	143.54
Balanced Series-2a	-1.45%	0.54%	$	121.95
Campbell/Graham/Tiverton Series-2	-2.74%	-1.92%	$	121.77
Currency Series-2	-2.04%	-5.08%	$	103.75
Long/Short Commodity Series-2	1.69%	4.50%	$	114.20
Winton/Graham Series-2	-2.37%	-1.90%	$	128.99
Winton Series-2	-1.64%	-1.56%	$	137.86
Long Only Commodity Series-2	3.71%	-5.61%	$	70.28
Managed Futures Index Series-2	-2.68%	-5.99%	$	131.33

Additional information, including monthly rates of return, concerning the aforementioned Series and the Trading Advisor(s) is contained in the Prospectus and the respective Series Appendix to the Prospectus.

The above table sets forth the actual performance for the Class and Series as of March 31, 2009. Actual gross trading performance (gross realized and unrealized gain/loss before deduction for trading commissions and fees, management fees, any other expense, and before addition of interest income) is adjusted for the trading expenses, management fees, initial service fees, on-going service fees, and interest income of the applicable Series.

THIS INSERT MUST BE ACCOMPANIED OR PRECEDED BY THE CURRENT PROSPECTUS OF THE FRONTIER FUND

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS

THE FRONTIER FUND BALANCED SERIES - 2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

March 31, 2009

(Unaudited)


						Current Period
INCOME

Realized trading gain/(loss)						$	(1,392,990.37	)
Unrealized trading gain/(loss)							538,502.19
Less: commissions							(38,615.85	)
Less: FCM fees							(37,553.04	)
Foreign currency gain/(loss)							3,546.26
Interest income							1,939.16

Total Income							(925,171.65)

EXPENSES

Management fees							28,826.23
Incentive fees							88,085.19

Total Expenses							116,911.42

Net Income (Loss)						$	(1,042,083.07)


STATEMENT OF CHANGES IN NET ASSET VALUE

	Units		Dollars			$’s per unit
Net Asset Value, end of prior month	510,479.55155		$	74,284,150.07			145.52
Current month additions	45,791.81064			6,598,561.19
Current month redemptions	(12,994.60747	)		(1,857,574.14	)
Net Income (loss) for current month				(1,042,083.07	)

Net Asset Value, end of current month	543,276.75472		$	77,983,054.05			143.54


	Monthly rate of return						-1.36	%

To the best of my knowledge and belief, the information

contained in this statement is accurate and complete

/s/ S. Brent Bales

S. Brent Bales, Chief Accounting Officer of the Managing Owner

Equinox Fund Management LLC

1660 Lincoln Street, Suite 100

Denver, Colorado 80264

On Behalf of the Frontier Fund - Balanced Series 2

THE FRONTIER FUND BALANCED SERIES - 2A

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

March 31, 2009

(Unaudited)


						Current Period
INCOME

Realized trading gain/(loss)						$	(40,531.45	)
Unrealized trading gain/(loss)							14,490.95
Less: commissions							(1,121.26	)
Less: FCM fees							(1,095.40	)
Foreign currency gain/(loss)							105.68
Interest income							703.08

Total Income							(27,448.40)

EXPENSES

Trading Fee							2,246.56
Management fees							1,329.61
Incentive fees							2,430.36

Total Expenses							6,006.53

Net Income (Loss)						$	(33,454.93)


STATEMENT OF CHANGES IN NET ASSET VALUE

	Units		Dollars			$’s per unit
Net Asset Value, end of prior month	17,046.67135		$	2,109,266.45			123.73
Current month additions	2,265.39870			279,000.00
Current month redemptions	(202.04502	)		(24,423.00	)
Net Income (loss) for current month				(33,454.93	)

Net Asset Value, end of current month	19,110.02503		$	2,330,388.52			121.95


	Monthly rate of return						-1.45	%

To the best of my knowledge and belief, the information

contained in this statement is accurate and complete

/s/ S. Brent Bales

S. Brent Bales, Chief Accounting Officer of the Managing Owner

Equinox Fund Management LLC

1660 Lincoln Street, Suite 100

Denver, Colorado 80264

On Behalf of the Frontier Fund - Balanced Series 2A

THE FRONTIER FUND CAMPBELL/GRAHAM/TIVERTON SERIES - 2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

March 31, 2009

(Unaudited)


						Current Period
INCOME

Realized trading gain/(loss)						$	(43,053.20	)
Unrealized trading gain/(loss)							(211,828.59	)
Less: commissions							(2,918.01	)
Less: FCM fees							(4,577.40	)
Foreign currency gain/(loss)							502.70
Interest income							5,909.90

Total Income							(255,964.60)

EXPENSES

Management fees							22,855.19
Incentive fees							(16,319.98	)

Total Expenses							6,535.21

Net Income (Loss)						$	(262,499.81)


STATEMENT OF CHANGES IN NET ASSET VALUE

	Units		Dollars			$’s per unit
Net Asset Value, end of prior month	73,335.67185		$	9,181,491.38			125.20
Current month additions	8,875.65437			1,094,829.59
Current month redemptions	(2,889.19860	)		(355,073.80	)
Net Income (loss) for current month				(262,499.81	)

Net Asset Value, end of current month	79,322.12762		$	9,658,747.36			121.77


	Monthly rate of return						-2.74	%

To the best of my knowledge and belief, the information

contained in this statement is accurate and complete

/s/ S. Brent Bales

S. Brent Bales, Chief Accounting Officer of the Managing Owner

Equinox Fund Management LLC

1660 Lincoln Street, Suite 100

Denver, Colorado 80264

On Behalf of the Frontier Fund - Campbell/Graham/Tiverton Series 2

THE FRONTIER FUND CURRENCY SERIES - 2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

March 31, 2009

(Unaudited)


						Current Period
INCOME

Realized trading gain/(loss)						$	56,152.45
Unrealized trading gain/(loss)							(390,413.28	)
Net change in inter-series payables							290,309.89
Less: FCM fees							(9,092.26	)
Interest income							4,033.00

Total Income							(49,010.20)

EXPENSES

Management fees							8,429.34
Incentive fees							—

Total Expenses							8,429.34

Net Income (Loss)						$	(57,439.54)


STATEMENT OF CHANGES IN NET ASSET VALUE

	Units		Dollars			$’s per unit
Net Asset Value, end of prior month	26,366.92096		$	2,792,554.97			105.91
Current month additions	236.67828			25,000.00
Current month redemptions	(467.35219	)		(48,487.65	)
Net Income (loss) for current month				(57,439.54	)

Net Asset Value, end of current month	26,136.24705		$	2,711,627.78			103.75


	Monthly rate of return						-2.04	%

To the best of my knowledge and belief, the information

contained in this statement is accurate and complete

/s/ S. Brent Bales

S. Brent Bales, Chief Accounting Officer of the Managing Owner

Equinox Fund Management LLC

1660 Lincoln Street, Suite 100

Denver, Colorado 80264

On Behalf of the Frontier Fund - Currency Series 2

THE FRONTIER FUND LONG/SHORT COMMODITY SERIES - 2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

March 31, 2009

(Unaudited)


						Current Period
INCOME

Realized trading gain/(loss)						$	(517,052.26	)
Unrealized trading gain/(loss)							794,095.74
Less: commissions							(10,181.22	)
Less: FCM fees							(6,610.18	)
Foreign currency gain/(loss)							140.02
Interest income							27,452.76

Total Income							287,844.86

EXPENSES

Management fees							45,034.36
Incentive fees							30,738.20

Total Expenses							75,772.56

Net Income (Loss)						$	212,072.30


STATEMENT OF CHANGES IN NET ASSET VALUE

	Units		Dollars			$’s per unit
Net Asset Value, end of prior month	106,177.64626		$	11,924,461.28			112.31
Current month additions	9,184.77236			1,037,736.82
Current month redemptions	(2,049.97344	)		(233,658.98	)
Net Income (loss) for current month				212,072.30

Net Asset Value, end of current month	113,312.44518		$	12,940,611.42			114.20


	Monthly rate of return						1.69	%

To the best of my knowledge and belief, the information

contained in this statement is accurate and complete

/s/ S. Brent Bales

S. Brent Bales, Chief Accounting Officer of the Managing Owner

Equinox Fund Management LLC

1660 Lincoln Street, Suite 100

Denver, Colorado 80264

On Behalf of the Frontier Fund - Long/Short Commodity Series 2

THE FRONTIER FUND WINTON/GRAHAM SERIES - 2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

March 31, 2009

(Unaudited)


						Current Period
INCOME

Realized trading gain/(loss)						$	(289,196.81	)
Unrealized trading gain/(loss)							(49,724.94	)
Less: commissions							(4,618.44	)
Less: FCM fees							(5,723.49	)
Foreign currency gain/(loss)							22.28
Interest income							8,881.87

Total Income							(340,359.53)

EXPENSES

Management fees							28,580.61
Incentive fees							(26,105.04	)

Total Expenses							2,475.57

Net Income (Loss)						$	(342,835.10)


STATEMENT OF CHANGES IN NET ASSET VALUE

	Units		Dollars			$’s per unit
Net Asset Value, end of prior month	110,352.55235		$	14,578,732.86			132.11
Current month additions	—			—
Current month redemptions	(1,037.82278	)		(135,871.50	)
Net Income (loss) for current month				(342,835.10	)

Net Asset Value, end of current month	109,314.72957		$	14,100,026.26			128.99


	Monthly rate of return						-2.37	%

To the best of my knowledge and belief, the information

contained in this statement is accurate and complete

/s/ S. Brent Bales

S. Brent Bales, Chief Accounting Officer of the Managing Owner

Equinox Fund Management LLC

1660 Lincoln Street, Suite 100

Denver, Colorado 80264

On Behalf of the Frontier Fund - Winton/Graham Series 2

THE FRONTIER FUND WINTON SERIES - 2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

March 31, 2009

(Unaudited)


						Current Period
INCOME

Realized trading gain/(loss)						$	(99,716.50	)
Unrealized trading gain/(loss)							(81,883.25	)
Less: commissions							(844.31	)
Less: FCM fees							(5,393.51	)
Foreign currency gain/(loss)							(345.21	)
Interest income							11,840.64

Total Income							(176,342.14)

EXPENSES

Management fees							21,566.96
Incentive fees							(6,410.77	)

Total Expenses							15,156.19

Net Income (Loss)						$	(191,498.33)


STATEMENT OF CHANGES IN NET ASSET VALUE

	Units		Dollars			$’s per unit
Net Asset Value, end of prior month	83,058.98718		$	11,642,417.43			140.17
Current month additions	—			—
Current month redemptions	(36.15677	)		(5,000.00	)
Net Income (loss) for current month				(191,498.33	)

Net Asset Value, end of current month	83,022.83041		$	11,445,919.10			137.86


	Monthly rate of return						-1.64	%

To the best of my knowledge and belief, the information

contained in this statement is accurate and complete

/s/ S. Brent Bales

S. Brent Bales, Chief Accounting Officer of the Managing Owner

Equinox Fund Management LLC

1660 Lincoln Street, Suite 100

Denver, Colorado 80264

On Behalf of the Frontier Fund - Winton Series 2

THE FRONTIER FUND LONG ONLY COMMODITY SERIES - 2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

March 31, 2009

(Unaudited)


						Current Period
INCOME

Realized trading gain/(loss)						$	25,932.20
Unrealized trading gain/(loss)							1,419.14
Less: commissions							—
Less: FCM fees							(337.10	)
Foreign currency gain/(loss)							—
Interest income							1,322.88

Total Income							28,337.12

EXPENSES

Management fees							815.73
Incentive fees							—

Total Expenses							815.73

Net Income (Loss)						$	27,521.39


STATEMENT OF CHANGES IN NET ASSET VALUE

	Units		Dollars			$’s per unit
Net Asset Value, end of prior month	11,474.36428		$	777,600.46			67.77
Current month additions	37.39312			2,500.00
Current month redemptions	(579.67768	)		(39,303.41	)
Net Income (loss) for current month				27,521.39

Net Asset Value, end of current month	10,932.07972		$	768,318.44			70.28


	Monthly rate of return						3.71	%

To the best of my knowledge and belief, the information

contained in this statement is accurate and complete

/s/ S. Brent Bales

S. Brent Bales, Chief Accounting Officer of the Managing Owner

Equinox Fund Management LLC

1660 Lincoln Street, Suite 100

Denver, Colorado 80264

On Behalf of the Frontier Fund - Long Only Commodity Series 2

THE FRONTIER FUND MANAGED FUTURES INDEX SERIES - 2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

March 31, 2009

(Unaudited)


					Current Period
INCOME

Realized trading gain/(loss)					$	(37,305.56	)
Unrealized trading gain/(loss)						(6,542.74	)
Less: commissions						(393.02	)
Less: FCM fees						(650.40	)
Foreign currency gain/(loss)						(27.28	)
Interest income						2,402.24

Total Income						(42,516.76)

EXPENSES

Management fees						2,596.73
Incentive fees						—

Total Expenses						2,596.73

Net Income (Loss)					$	(45,113.49)


STATEMENT OF CHANGES IN NET ASSET VALUE

	Units	Dollars			$’s per unit
Net Asset Value, end of prior month	11,459.71825	$	1,546,501.66			134.95
Current month additions	1,680.92427		224,388.00
Current month redemptions	—		—
Net Income (loss) for current month			(45,113.49	)

Net Asset Value, end of current month	13,140.64252	$	1,725,776.17			131.33


	Monthly rate of return					-2.68	%

To the best of my knowledge and belief, the information

contained in this statement is accurate and complete

/s/ S. Brent Bales

S. Brent Bales, Chief Accounting Officer of the Managing Owner

Equinox Fund Management LLC

1660 Lincoln Street, Suite 100

Denver, Colorado 80264

On Behalf of the Frontier Fund - Managed Futures Index Series 2

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