-----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, SyTQzYWv3LSmnKtVVJ7zZ9dQCSisvRCyeBorEAacDZnY0W0gqnr8yZEzLxr84eJd Mzz2UFLgsLKJuqD9ENleFQ== 0001193125-09-189920.txt : 20090910 0001193125-09-189920.hdr.sgml : 20090910 20090910151615 ACCESSION NUMBER: 0001193125-09-189920 CONFORMED SUBMISSION TYPE: 424B3 PUBLIC DOCUMENT COUNT: 2 FILED AS OF DATE: 20090910 DATE AS OF CHANGE: 20090910 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: 333-155800 FILM NUMBER: 091062676 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: 333-155800-11 FILM NUMBER: 091062684 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: 333-155800-01 FILM NUMBER: 091062680 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: 333-155800-02 FILM NUMBER: 091062679 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: 333-155800-06 FILM NUMBER: 091062683 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: 333-155800-05 FILM NUMBER: 091062682 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: 333-155800-04 FILM NUMBER: 091062678 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: 333-155800-08 FILM NUMBER: 091062681 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: 333-155800-03 FILM NUMBER: 091062677 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 AUGUST PERFORMANCE UPDATE - FRONTIER FUND CLASS 2 ORIGINAL August Performance Update - Frontier Fund Class 2 Original

Filed Pursuant to Rule 424(b)(3)

Registration No. 333-155800

LOGO

August 2009 Performance Update

The Frontier Fund Supplement Dated September 10, 2009 to Prospectus Dated May 26, 2009

The Frontier Fund Class 2 Original

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.

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

 

The Frontier Fund Class 2 Original    August 31, 2009    August 31, 2009    NAV /Unit
     MTD    YTD     

Balanced Series-2

   0.48%    -2.14%    $139.40

Balanced Series-2a

   0.42%    -2.52%    $118.23

Campbell/Graham/Tiverton Series-2

   0.02%    -5.77%    $116.99

Currency Series-2

   -3.07%    -13.04%    $95.04

Long/Short Commodity Series-2

   -0.32%    10.69%    $120.96

Winton/Graham Series-2

   0.95%    -6.01%    $123.59

Winton Series-2

   0.21%    -10.01%    $126.02

Long Only Commodity Series-2

   -0.96%    9.36%    $81.42

Managed Futures Index Series-2

   -1.02%    -8.94%    $127.21

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 August 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

August 31, 2009

(Unaudited)

 

 

                 Current
Period
 

INCOME

      

Realized trading gain/(loss)

       $ (653,905.08

Unrealized trading gain/(loss)

         1,298,057.39   

Less: commissions

         (65,635.52

Less: FCM fees

         (26,428.65

Foreign currency gain/(loss)

         (4,854.39

Interest income

         20,718.27   
            
Total Income        567,952.02   

EXPENSES

      

Management fees

         33,979.82   

Incentive fees

         132,789.27   
            
Total Expenses        166,769.09   
Net Income (Loss)      $ 401,182.93   
            

STATEMENT OF CHANGES IN NET ASSET VALUE

      
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

   613,653.50569      $ 85,134,660.03        138.73   

Current month additions

   —          —       

Current month redemptions

   (7,678.05718     (1,064,081.86  

Net Income (loss) for current month

       401,182.93     
                

Net Asset Value, end of current month

   605,975.44851      $ 84,471,761.10        139.40   
                      
   Monthly rate of return        0.48

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

August 31, 2009

(Unaudited)

 

 

                 Current
Period
 

INCOME

      

Realized trading gain/(loss)

       $ (26,438.74

Unrealized trading gain/(loss)

         52,466.53   

Less: commissions

         (2,638.08

Less: FCM fees

         (1,062.06

Foreign currency gain/(loss)

         (194.79

Interest income

         3,731.90   
            
Total Income        25,864.76   

EXPENSES

      

Trading Fee

         4,534.15   

Management fees

         1,717.56   

Incentive fees

         5,294.62   
            
Total Expenses        11,546.33   
Net Income (Loss)      $ 14,318.43   
            

STATEMENT OF CHANGES IN NET ASSET VALUE

      
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

   29,334.60821      $ 3,453,825.79        117.74   

Current month additions

   —          —       

Current month redemptions

   (489.43304     (57,674.84  

Net Income (loss) for current month

       14,318.43     
                

Net Asset Value, end of current month

   28,845.17517      $ 3,410,469.38        118.23   
                      
   Monthly rate of return        0.42

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

August 31, 2009

(Unaudited)

 

 

                 Current
Period
 

INCOME

      

Realized trading gain/(loss)

       $ (98,500.85

Unrealized trading gain/(loss)

         128,182.66   

Less: commissions

         (3,707.17

Less: FCM fees

         (4,315.08

Foreign currency gain/(loss)

         730.44   

Interest income

         3,205.35   
            
Total Income        25,595.35   

EXPENSES

      

Management fees

         23,381.09   

Incentive fees

         (9.25
            
Total Expenses        23,371.84   
Net Income (Loss)      $ 2,223.51   
            

STATEMENT OF CHANGES IN NET ASSET VALUE

      
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

   87,877.13665      $ 10,278,105.66        116.96   

Current month additions

   —          —       

Current month redemptions

   (458.38841     (53,646.68  

Net Income (loss) for current month

       2,223.51     
                

Net Asset Value, end of current month

   87,418.74824      $ 10,226,682.49        116.99   
                      
   Monthly rate of return        0.02

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

August 31, 2009

(Unaudited)

 

 

                 Current
Period
 

INCOME

      

Realized trading gain/(loss)

       $ (3,947.57

Unrealized trading gain/(loss)

         (472,020.13

Net change in inter-series payables

         403,865.45   

Less: FCM fees

         (6,491.71

Interest income

         4,715.42   
            
Total Income        (73,878.54

EXPENSES

      

Management fees

         7,997.42   

Incentive fees

         (2,682.26
            
Total Expenses        5,315.16   
Net Income (Loss)      $ (79,193.70
            

STATEMENT OF CHANGES IN NET ASSET VALUE

      
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

   26,343.21401      $ 2,582,981.73        98.05   

Current month additions

   —          —       

Current month redemptions

   (68.92232     (6,573.88  

Net Income (loss) for current month

       (79,193.70  
                

Net Asset Value, end of current month

   26,274.29169      $ 2,497,214.15        95.04   
                      
   Monthly rate of return        -3.07

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

August 31, 2009

(Unaudited)

 

 

                 Current
Period
 

INCOME

      

Realized trading gain/(loss)

       $ 39,922.63   

Unrealized trading gain/(loss)

         (23,832.21

Less: commissions

         (18,101.37

Less: FCM fees

         (6,177.91

Foreign currency gain/(loss)

         (81.91

Interest income

         21,693.23   
            
Total Income        13,422.46   

EXPENSES

      

Management fees

         53,699.16   

Incentive fees

         5,837.88   
            
Total Expenses        59,537.04   
Net Income (Loss)      $ (46,114.58
            

STATEMENT OF CHANGES IN NET ASSET VALUE

      
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

   120,789.32258      $ 14,658,658.99        121.36   

Current month additions

   —          —       

Current month redemptions

   (858.84518     (105,254.29  

Net Income (loss) for current month

       (46,114.58  
                

Net Asset Value, end of current month

   119,930.47740      $ 14,507,290.12        120.96   
                      
   Monthly rate of return        -0.32

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

August 31, 2009

(Unaudited)

 

 

                 Current
Period
 

INCOME

      

Realized trading gain/(loss)

       $ 152,295.19   

Unrealized trading gain/(loss)

         2,305.82   

Less: commissions

         (6,153.09

Less: FCM fees

         (5,298.39

Foreign currency gain/(loss)

         736.55   

Interest income

         4,115.10   
            
Total Income        148,001.18   

EXPENSES

      

Management fees

         28,313.17   

Incentive fees

         —     
            
Total Expenses        28,313.17   
Net Income (Loss)      $ 119,688.01   
            

STATEMENT OF CHANGES IN NET ASSET VALUE

      
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

   103,407.69057      $ 12,659,414.23        122.42   

Current month additions

   —          —       

Current month redemptions

   (1,197.96122     (147,294.34  

Net Income (loss) for current month

       119,688.01     
                

Net Asset Value, end of current month

   102,209.72935      $ 12,631,807.90        123.59   
                      
   Monthly rate of return        0.95

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

August 31, 2009

(Unaudited)

 

 

                 Current
Period
 

INCOME

      

Realized trading gain/(loss)

       $ (15,687.43

Unrealized trading gain/(loss)

         56,701.38   

Less: commissions

         (909.46

Less: FCM fees

         (4,342.86

Foreign currency gain/(loss)

         (309.58

Interest income

         3,180.84   
            
Total Income        38,632.89   

EXPENSES

      

Management fees

         16,818.27   

Incentive fees

         —     
            
Total Expenses        16,818.27   
Net Income (Loss)      $ 21,814.62   
            

STATEMENT OF CHANGES IN NET ASSET VALUE

      
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

   83,192.94099      $ 10,461,712.04        125.75   

Current month additions

   —          —       

Current month redemptions

   (468.88532     (58,624.87  

Net Income (loss) for current month

       21,814.62     
                

Net Asset Value, end of current month

   82,724.05567      $ 10,424,901.79        126.02   
                      
   Monthly rate of return        0.21

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

August 31, 2009

(Unaudited)

 

 

                Current
Period
 

INCOME

       

Realized trading gain/(loss)

        $ (8,979.21

Unrealized trading gain/(loss)

          576.82   

Less: commissions

          —     

Less: FCM fees

          (370.83

Foreign currency gain/(loss)

          —     

Interest income

          1,295.73   
             
Total Income        (7,477.49

EXPENSES

       

Management fees

          902.47   

Incentive fees

          —     
             
Total Expenses        902.47   
Net Income (Loss)      $ (8,379.96
             

STATEMENT OF CHANGES IN NET ASSET VALUE

       
     Units    Dollars     $’s per unit  

Net Asset Value, end of prior month

   10,643.35955    $ 874,995.56        82.21   

Current month additions

   —        —       

Current month redemptions

   —        —       

Net Income (loss) for current month

        (8,379.96  
               

Net Asset Value, end of current month

   10,643.35955    $ 866,615.60        81.42   
                     
   Monthly rate of return        -0.96

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

August 31, 2009

(Unaudited)

 

 

                Current
Period
 

INCOME

       

Realized trading gain/(loss)

        $ (13,000.65

Unrealized trading gain/(loss)

          (9,476.61

Less: commissions

          (572.08

Less: FCM fees

          (954.98

Foreign currency gain/(loss)

          936.83   

Interest income

          3,293.98   
             
Total Income        (19,773.51

EXPENSES

       

Management fees

          3,610.85   

Incentive fees

          —     
             
Total Expenses        3,610.85   
Net Income (Loss)      $ (23,384.36
             

STATEMENT OF CHANGES IN NET ASSET VALUE

       
     Units    Dollars     $’s per unit  

Net Asset Value, end of prior month

   17,783.74481    $ 2,285,576.76        128.52   

Current month additions

   —        —       

Current month redemptions

   —        —       

Net Income (loss) for current month

        (23,384.36  
               

Net Asset Value, end of current month

   17,783.74481    $ 2,262,192.40        127.21   
                     
   Monthly rate of return        -1.02

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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