-----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, WksES2nGVH5JGzw1iMtKR8gjX0Poc1MVWwoWbJHSpN3NnAL4OLfJoofLekvaWU6w rE5hKhRbYD0vrpSZ9mEbjw== 0001193125-10-051032.txt : 20100309 0001193125-10-051032.hdr.sgml : 20100309 20100309112501 ACCESSION NUMBER: 0001193125-10-051032 CONFORMED SUBMISSION TYPE: 424B3 PUBLIC DOCUMENT COUNT: 2 FILED AS OF DATE: 20100309 DATE AS OF CHANGE: 20100309 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: 10665820 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: 10665828 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: 10665824 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: 10665823 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: 10665827 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: 10665826 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: 10665822 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: 10665825 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: 10665821 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 FEBRUARY PERFORMANCE UPDATE - FRONTIER FUND CLASS 1 ORIGINAL February Performance Update - Frontier Fund Class 1 Original

Filed Pursuant to Rule 424(b)(3)
Registration No. 333-155800

LOGO

February 2010 Performance Update

The Frontier Fund Supplement Dated March 9, 2010 to Prospectus Dated February 16, 2010

The Frontier Fund Class 1 Original

T H E    F RO 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.

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

 

The Frontier Fund Class 1 Original    February 28, 2010   February 28, 2010   NAV / Unit
   MTD   YTD  

Balanced Series-1

    1.64%   -4.02%   $113.78

Balanced Series-1a

    1.58%   -4.13%   $101.14

Campbell/Graham/Tiverton Series-1

    0.65%   -4.68%     $99.75

Currency Series-1

    0.57%   -0.63%     $77.51

Long/Short Commodity Series-1

    0.48%   -4.76%   $108.35

Winton/Graham Series-1

    1.67%   -5.45%   $104.06

Winton Series-1

    2.83%   -0.54%   $116.94

Long Only Commodity Series-1

    3.60%   -3.01%     $81.07

Managed Futures Index Series-1

   -0.96%    0.26%   $112.83
      

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 February 28, 2010. 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 - 1

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

February 28, 2010

(Unaudited)

 

                  Current
Period
 

INCOME

       

Realized trading gain/(loss)

        $ 31,074,663.44   

Unrealized trading gain/(loss)

          (25,292,596.98

Less: commissions

          (355,774.40

Less: FCM fees

          (83,963.91

Foreign currency gain/(loss)

          (8,818.53

Interest income

          37,361.11   
             
Total Income        5,370,870.73   

EXPENSES

       

Management fees

          89,633.48   

Incentive fees

          251,777.09   

Broker service fees

          625,776.88   
             
Total Expenses        967,187.45   
Net Income (Loss)      $ 4,403,683.28   
             
STATEMENT OF CHANGES IN NET ASSET VALUE     
     Units      Dollars     $’s per unit  

Net Asset Value, end of prior month

   2,401,915.17361       $ 268,871,661.42        111.94   

Current month additions

   533.93355         60,653.25     

Current month redemptions

   (18,023.33138      (2,045,365.19  

Net Income (loss) for current month

        4,403,683.28     
                 

Net Asset Value, end of current month

   2,384,425.77578       $ 271,290,632.76        113.78   
                       
   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 - Balanced Series 1   


THE FRONTIER FUND BALANCED SERIES - 1a

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

February 28, 2010

(Unaudited)

 

                  Current
Period
 

INCOME

       

Realized trading gain/(loss)

        $ 979,638.63   

Unrealized trading gain/(loss)

          (796,285.60

Less: commissions

          (11,207.40

Less: FCM fees

          (2,645.74

Foreign currency gain/(loss)

          (278.42

Interest income

          8,418.81   
             
Total Income        177,640.28   

EXPENSES

       

Trading Fee

          12,276.93   

Management fees

          2,830.56   

Incentive fees

          7,954.55   

Broker service fees

          19,717.29   
             
Total Expenses        42,779.33   
Net Income (Loss)      $ 134,860.95   
             
STATEMENT OF CHANGES IN NET ASSET VALUE     
     Units      Dollars     $’s per unit  

Net Asset Value, end of prior month

   85,851.59678       $ 8,547,995.71        99.57   

Current month additions

   12.67415         1,280.11     

Current month redemptions

   (1,585.96528      (160,195.95  

Net Income (loss) for current month

        134,860.95     
                 

Net Asset Value, end of current month

   84,278.30565       $ 8,523,940.82        101.14   
                       
   Monthly rate of return        1.58

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 1a   


THE FRONTIER FUND CAMPBELL/GRAHAM/TIVERTON SERIES - 1

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

February 28, 2010

(Unaudited)

 

                  Current
Period
 

INCOME

       

Realized trading gain/(loss)

        $ (507,570.58

Unrealized trading gain/(loss)

          1,296,423.96   

Less: commissions

          (29,892.30

Less: FCM fees

          (24,821.30

Foreign currency gain/(loss)

          (3,897.75

Interest income

          357.86   
             
Total Income        730,599.89   

EXPENSES

       

Management fees

          155,709.48   

Incentive fees

          —     

Broker service fees

          150,506.46   
             
Total Expenses        306,215.94   
Net Income (Loss)      $ 424,383.95   
             
STATEMENT OF CHANGES IN NET ASSET VALUE     
     Units      Dollars     $’s per unit  

Net Asset Value, end of prior month

   660,291.78422       $ 65,440,648.63        99.11   

Current month additions

   100.56382         9,991.26     

Current month redemptions

   (3,937.85163      (391,257.09  

Net Income (loss) for current month

        424,383.95     
                 

Net Asset Value, end of current month

   656,454.49641       $ 65,483,766.75        99.75   
                       
   Monthly rate of return        0.65

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 1   


THE FRONTIER FUND CURRENCY SERIES - 1

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

February 28, 2010

(Unaudited)

 

                  Current
Period
 

INCOME

       

Realized trading gain/(loss)

        $ 2,659.33   

Unrealized trading gain/(loss)

          62,204.30   

Less: FCM fees

          (2,945.34

Interest income

          5,069.06   
             
Total Income        66,987.35   

EXPENSES

       

Management fees

          4,612.66   

Incentive fees

          (10.75

Broker service fees

          17,972.17   
             
Total Expenses        22,574.08   
Net Income (Loss)      $ 44,413.27   
             
STATEMENT OF CHANGES IN NET ASSET VALUE     
     Units      Dollars     $’s per unit  

Net Asset Value, end of prior month

   101,107.99750       $ 7,792,748.68        77.07   

Current month additions

   75.92389         5,881.81     

Current month redemptions

   (873.39152      (67,729.82  

Net Income (loss) for current month

        44,413.27     
                 

Net Asset Value, end of current month

   100,310.52987       $ 7,775,313.94        77.51   
                       
   Monthly rate of return        0.57

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 1   


THE FRONTIER FUND LONG/SHORT COMMODITY SERIES - 1

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

February 28, 2010

(Unaudited)

 

                  Current
Period
 

INCOME

       

Realized trading gain/(loss)

        $ (1,891,252.84

Unrealized trading gain/(loss)

          2,406,947.36   

Less: commissions

          (47,909.07

Less: FCM fees

          (16,032.07

Foreign currency gain/(loss)

          (753.51

Interest income

          41,088.21   
             
Total Income        492,088.08   

EXPENSES

       

Management fees

          156,035.22   

Incentive fees

          25,020.15   

Broker service fees

          97,349.30   
             
Total Expenses        278,404.67   
Net Income (Loss)      $ 213,683.41   
             
STATEMENT OF CHANGES IN NET ASSET VALUE     
     Units      Dollars     $’s per unit  

Net Asset Value, end of prior month

   400,238.68915       $ 43,159,158.76        107.83   

Current month additions

   97.97135         10,652.40     

Current month redemptions

   (31,483.60130      (3,417,685.84  

Net Income (loss) for current month

        213,683.41     
                 

Net Asset Value, end of current month

   368,853.05920       $ 39,965,808.73        108.35   
                       
   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 - Long/Short Commodity Series 1   


THE FRONTIER FUND WINTON/GRAHAM SERIES - 1

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

February 28, 2010

(Unaudited)

 

                  Current
Period
 

INCOME

       

Realized trading gain/(loss)

        $ (1,446,574.22

Unrealized trading gain/(loss)

          2,409,202.81   

Less: commissions

          (21,711.77

Less: FCM fees

          (16,825.94

Foreign currency gain/(loss)

          (1,371.76

Interest income

          25,593.61   
             
Total Income        948,312.73   

EXPENSES

       

Management fees

          111,433.04   

Incentive fees

          —     

Broker service fees

          101,871.80   
             
Total Expenses        213,304.84   
Net Income (Loss)      $ 735,007.89   
             
STATEMENT OF CHANGES IN NET ASSET VALUE     
     Units      Dollars     $’s per unit  

Net Asset Value, end of prior month

   433,656.26002       $ 44,386,780.95        102.35   

Current month additions

   123.40647         12,673.02     

Current month redemptions

   (3,702.26477      (379,856.15  

Net Income (loss) for current month

        735,007.89     
                 

Net Asset Value, end of current month

   430,077.40172       $ 44,754,605.71        104.06   
                       
   Monthly rate of return        1.67

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 1   


THE FRONTIER FUND WINTON SERIES - 1

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

February 28, 2010

(Unaudited)

 

                  Current
Period
 

INCOME

       

Realized trading gain/(loss)

        $ (615,853.95

Unrealized trading gain/(loss)

          2,131,111.72   

Less: commissions

          (5,262.13

Less: FCM fees

          (17,500.95

Foreign currency gain/(loss)

          (1,080.79

Interest income

          6,342.36   
             
Total Income        1,497,756.26   

EXPENSES

       

Management fees

          93,808.74   

Incentive fees

          —     

Broker service fees

          106,487.82   
             
Total Expenses        200,296.56   
Net Income (Loss)      $ 1,297,459.70   
             
STATEMENT OF CHANGES IN NET ASSET VALUE     
     Units      Dollars     $’s per unit  

Net Asset Value, end of prior month

   404,675.53368       $ 46,020,839.49        113.72   

Current month additions

   190.74657         21,999.74     

Current month redemptions

   (2,208.39348      (254,128.44  

Net Income (loss) for current month

        1,297,459.70     
                 

Net Asset Value, end of current month

   402,657.88677       $ 47,086,170.49        116.94   
                       
   Monthly rate of return        2.83

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 1   


THE FRONTIER FUND LONG ONLY COMMODITY SERIES - 1

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

February 28, 2010

(Unaudited)

 

                  Current
Period
 

INCOME

       

Realized trading gain/(loss)

        $ 124,526.74   

Unrealized trading gain/(loss)

          329.36   

Less: commissions

          —     

Less: FCM fees

          (1,284.15

Foreign currency gain/(loss)

          —     

Interest income

          5,984.02   
             
Total Income        129,555.97   

EXPENSES

       

Management fees

          3,388.84   

Incentive fees

          —     

Broker service fees

          5,226.00   
             
Total Expenses        8,614.84   
Net Income (Loss)      $ 120,941.13   
             
STATEMENT OF CHANGES IN NET ASSET VALUE     
     Units      Dollars     $’s per unit  

Net Asset Value, end of prior month

   43,318.74121       $ 3,389,796.11        78.25   

Current month additions

   1.00663         81.75     

Current month redemptions

   (1,028.56341      (82,336.27  

Net Income (loss) for current month

        120,941.13     
                 

Net Asset Value, end of current month

   42,291.18443       $ 3,428,482.72        81.07   
                       
   Monthly rate of return        3.60

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 1   


THE FRONTIER FUND MANAGED FUTURES INDEX SERIES - 1

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

February 28, 2010

(Unaudited)

 

                  Current
Period
 

INCOME

       

Realized trading gain/(loss)

        $ (20,700.88

Unrealized trading gain/(loss)

          9,037.27   

Less: commissions

          (585.16

Less: FCM fees

          (682.69

Foreign currency gain/(loss)

          179.18   

Interest income

          877.64   
             
Total Income        (11,874.64

EXPENSES

       

Management fees

          2,901.69   

Incentive fees

          —     

Broker service fees

          2,750.46   
             
Total Expenses        5,652.15   
Net Income (Loss)      $ (17,526.79
             
STATEMENT OF CHANGES IN NET ASSET VALUE     
     Units      Dollars     $’s per unit  

Net Asset Value, end of prior month

   15,824.23762       $ 1,802,837.10        113.93   

Current month additions

   —           —       

Current month redemptions

   (172.70159      (19,327.49  

Net Income (loss) for current month

        (17,526.79  
                 

Net Asset Value, end of current month

   15,651.53603       $ 1,765,982.82        112.83   
                       
   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 - Managed Futures Index Series 1   
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