-----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, JH7CUbNQOiCHuHm5/JDBUQpsyf129RCxE9Zb7sCSpyIuEPBIM/R0z2bKYxRtdwjk mWEafNQDtpZHh5oal8a7wg== 0001193125-10-079751.txt : 20100409 0001193125-10-079751.hdr.sgml : 20100409 20100408192431 ACCESSION NUMBER: 0001193125-10-079751 CONFORMED SUBMISSION TYPE: 424B3 PUBLIC DOCUMENT COUNT: 2 FILED AS OF DATE: 20100409 DATE AS OF CHANGE: 20100408 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: 10740683 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: 10740691 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: 10740687 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: 10740686 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: 10740690 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: 10740689 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: 10740685 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: 10740688 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: 10740684 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 - FRONTIER FUND CLASS 1 ORIGINAL March Performance Update - Frontier Fund Class 1 Original

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

LOGO

March 2010 Performance Update

The Frontier Fund Supplement Dated March 31, 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.

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

 

The Frontier Fund Class 1 Original    March 31, 2010   March 31, 2010   NAV / Unit
   MTD   YTD  

Balanced Series-1

   3.54%   -0.62%   $117.81

Balanced Series-1a

   3.48%   -0.80%   $104.66

Campbell/Graham/Tiverton Series-1

   1.50%   -3.25%   $101.25

Currency Series-1

   2.57%   1.93%   $79.50

Long/Short Commodity Series-1

   2.59%   -2.29%   $111.16

Winton/Graham Series-1

   5.20%   -0.54%   $109.47

Winton Series-1

   5.48%   4.92%   $123.35

Long Only Commodity Series-1

   -1.07%   -4.05%   $80.20

Managed Futures Index Series-1

   -1.15%   -0.89%   $111.54

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, 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

March 31, 2010

(Unaudited)

 

                 Current
Period
 

INCOME

      

Realized trading gain/(loss)

       $ (13,273,467.34

Unrealized trading gain/(loss)

         24,533,504.22   

Less: commissions

         (447,614.06

Less: FCM fees

         (99,741.64

Foreign currency gain/(loss)

         (35,800.55

Interest income

         46,903.78   
            
Total Income        10,723,784.41   

EXPENSES

      

Management fees

         150,493.81   

Incentive fees

         272,334.47   

Broker service fees

         744,053.06   
            
Total Expenses        1,166,881.34   
Net Income (Loss)      $ 9,556,903.07   
            

STATEMENT OF CHANGES IN NET ASSET VALUE

      
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

   2,384,425.77578      $ 271,290,632.78        113.78   

Current month additions

   454.76289        52,187.41     

Current month redemptions

   (26,699.32520     (3,092,394.50  

Net Income (loss) for current month

       9,556,903.07     
                

Net Asset Value, end of current month

   2,358,181.21347      $ 277,807,328.76        117.81   
                      
   Monthly rate of return        3.54

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

March 31, 2010

(Unaudited)

 

                 Current
Period
 

INCOME

      

Realized trading gain/(loss)

       $ (435,569.81

Unrealized trading gain/(loss)

         764,603.32   

Less: commissions

         (13,427.40

Less: FCM fees

         (2,965.44

Foreign currency gain/(loss)

         (1,205.91

Interest income

         9,481.74   
            
Total Income        320,916.50   

EXPENSES

      

Trading Fee

         13,340.01   

Management fees

         4,696.13   

Incentive fees

         8,216.61   

Broker service fees

         22,123.48   
            
Total Expenses        48,376.23   
Net Income (Loss)      $ 272,540.27   
            

STATEMENT OF CHANGES IN NET ASSET VALUE

      
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

   84,278.30565      $ 8,523,940.76        101.14   

Current month additions

   128.88167        13,337.03     

Current month redemptions

   (18,976.85464     (1,962,119.59  

Net Income (loss) for current month

       272,540.27     
                

Net Asset Value, end of current month

   65,430.33268      $ 6,847,698.47        104.66   
                      
   Monthly rate of return        3.48

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 1a   


THE FRONTIER FUND CAMPBELL/GRAHAM/TIVERTON SERIES - 1

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

March 31, 2010

(Unaudited)

 

                 Current
Period
 

INCOME

      

Realized trading gain/(loss)

       $ 511,221.51   

Unrealized trading gain/(loss)

         907,025.38   

Less: commissions

         (40,873.31

Less: FCM fees

         (29,333.06

Foreign currency gain/(loss)

         (5,430.76

Interest income

         (1,652.32
            
Total Income        1,340,957.44   

EXPENSES

      

Management fees

         188,522.77   

Incentive fees

         —     

Broker service fees

         177,818.26   
            
Total Expenses        366,341.03   
Net Income (Loss)      $ 974,616.41   
            

STATEMENT OF CHANGES IN NET ASSET VALUE

      
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

   656,454.49641      $ 65,483,766.77        99.75   

Current month additions

   83.43036        8,310.68     

Current month redemptions

   (8,975.78312     (904,153.43  

Net Income (loss) for current month

       974,616.41     
                

Net Asset Value, end of current month

   647,562.14365      $ 65,562,540.43        101.25   
                      
   Monthly rate of return        1.50

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

March 31, 2010

(Unaudited)

 

                 Current
Period
 

INCOME

      

Realized trading gain/(loss)

       $ 9,790.02   

Unrealized trading gain/(loss)

         214,011.96   

Less: FCM fees

         (3,475.16

Interest income

         4,393.46   
            
Total Income        224,720.28   

EXPENSES

      

Management fees

         5,547.73   

Incentive fees

         —     

Broker service fees

         21,192.85   
            
Total Expenses        26,740.58   
Net Income (Loss)      $ 197,979.70   
            

STATEMENT OF CHANGES IN NET ASSET VALUE

      
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

   100,310.52987      $ 7,775,313.95        77.51   

Current month additions

   66.86010        5,261.57     

Current month redemptions

   (2,359.62134     (185,883.55  

Net Income (loss) for current month

       197,979.70     
                

Net Asset Value, end of current month

   98,017.76863      $ 7,792,671.67        79.50   
                      
   Monthly rate of return        2.57

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

March 31, 2010

(Unaudited)

 

                 Current
Period
 

INCOME

      

Realized trading gain/(loss)

       $ (2,690,920.26

Unrealized trading gain/(loss)

         4,069,754.80   

Less: commissions

         (81,686.32

Less: FCM fees

         (17,975.03

Foreign currency gain/(loss)

         74.11   

Interest income

         38,362.46   
            
Total Income        1,317,609.76   

EXPENSES

      

Management fees

         171,990.61   

Incentive fees

         17,754.42   

Broker service fees

         109,113.96   
            
Total Expenses        298,858.99   
Net Income (Loss)      $ 1,018,750.77   
            

STATEMENT OF CHANGES IN NET ASSET VALUE

      
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

   368,853.05920      $ 39,965,808.81        108.35   

Current month additions

   93.80261        10,243.54     

Current month redemptions

   (18,904.47117     (2,084,136.80  

Net Income (loss) for current month

       1,018,750.77     
                

Net Asset Value, end of current month

   350,042.39064      $ 38,910,666.32        111.16   
                      
   Monthly rate of return        2.59

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

March 31, 2010

(Unaudited)

 

                 Current
Period
 

INCOME

      

Realized trading gain/(loss)

       $ 1,458,570.99   

Unrealized trading gain/(loss)

         1,124,893.91   

Less: commissions

         (25,067.33

Less: FCM fees

         (20,393.43

Foreign currency gain/(loss)

         9,071.62   

Interest income

         20,697.83   
            
Total Income        2,567,773.59   

EXPENSES

      

Management fees

         137,390.30   

Incentive fees

         —     

Broker service fees

         123,389.24   
            
Total Expenses        260,779.54   
Net Income (Loss)      $ 2,306,994.05   
            
STATEMENT OF CHANGES IN NET ASSET VALUE       
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

   430,077.40172      $ 44,754,605.67        104.06   

Current month additions

   97.28838        10,291.64     

Current month redemptions

   (6,924.35474     (738,355.82  

Net Income (loss) for current month

       2,306,994.05     
                

Net Asset Value, end of current month

   423,250.33536      $ 46,333,535.54        109.47   
                      
   Monthly rate of return        5.20

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

March 31, 2010

(Unaudited)

 

                 Current
Period
 

INCOME

      

Realized trading gain/(loss)

       $ 1,375,981.04   

Unrealized trading gain/(loss)

         1,458,820.26   

Less: commissions

         (9,332.90

Less: FCM fees

         (21,492.93

Foreign currency gain/(loss)

         8,760.86   

Interest income

         4,058.68   
            
Total Income        2,816,795.01   

EXPENSES

      

Management fees

         118,393.99   

Incentive fees

         —     

Broker service fees

         130,652.95   
            
Total Expenses        249,046.94   
Net Income (Loss)      $ 2,567,748.07   
            
STATEMENT OF CHANGES IN NET ASSET VALUE       
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

   402,657.88677      $ 47,086,170.50        116.94   

Current month additions

   159.03209        18,936.04     

Current month redemptions

   (6,052.02015     (731,992.62  

Net Income (loss) for current month

       2,567,748.07     
                

Net Asset Value, end of current month

   396,764.89871      $ 48,940,861.99        123.35   
                      
   Monthly rate of return        5.48

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 - Winton Series 1   


THE FRONTIER FUND LONG ONLY COMMODITY SERIES - 1

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

March 31, 2010

(Unaudited)

 

                 Current
Period
 

INCOME

      

Realized trading gain/(loss)

       $ (27,628.99

Unrealized trading gain/(loss)

         (3,725.57

Less: commissions

         —     

Less: FCM fees

         (1,505.52

Foreign currency gain/(loss)

         —     

Interest income

         6,315.50   
            
Total Income        (26,544.58

EXPENSES

      

Management fees

         4,152.44   

Incentive fees

         —     

Broker service fees

         6,125.68   
            
Total Expenses        10,278.12   
Net Income (Loss)      $ (36,822.70
            
STATEMENT OF CHANGES IN NET ASSET VALUE       
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

   42,291.18443      $ 3,428,482.71        81.07   

Current month additions

   0.88999        70.84     

Current month redemptions

   (651.29112     (52,084.79  

Net Income (loss) for current month

       (36,822.70  
                

Net Asset Value, end of current month

   41,640.78330      $ 3,339,646.06        80.20   
                      
   Monthly rate of return        -1.07

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 - Long Only Commodity Series 1   


THE FRONTIER FUND MANAGED FUTURES INDEX SERIES - 1

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

March 31, 2010

(Unaudited)

 

                 Current
Period
 

INCOME

      

Realized trading gain/(loss)

       $ (16,140.33

Unrealized trading gain/(loss)

         2,989.82   

Less: commissions

         (574.48

Less: FCM fees

         (783.30

Foreign currency gain/(loss)

         (143.22

Interest income

         1,003.88   
            
Total Income        (13,647.63

EXPENSES

      

Management fees

         3,432.63   

Incentive fees

         —     

Broker service fees

         3,155.96   
            
Total Expenses        6,588.59   
Net Income (Loss)      $ (20,236.22
            
STATEMENT OF CHANGES IN NET ASSET VALUE       
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

   15,651.53603      $ 1,765,982.83        112.83   

Current month additions

   —          —       

Current month redemptions

   (99.27937     (11,067.04  

Net Income (loss) for current month

       (20,236.22  
                

Net Asset Value, end of current month

   15,552.25666      $ 1,734,679.57        111.54   
                      
   Monthly rate of return        -1.15

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   
GRAPHIC 2 g55774g44u87.jpg GRAPHIC begin 644 g55774g44u87.jpg M_]C_X``02D9)1@`!`0$`>`!X``#_X0!H17AI9@``24DJ``@````#``!1!``! M``````````11`0`!`````````&F'!``!````,@`````````!`(:2`@`;```` M1`````````!3;V9T=V%R93H@36EC`+X`P$B``(1`0,1`?_$`!\```$%`0$!`0$!```````````!`@,$!08'"`D* M"__$`+40``(!`P,"!`,%!00$```!?0$"`P`$$042(3%!!A-180'EZ@X2%AH>(B8J2DY25EI>8F9JBHZ2EIJ>H MJ:JRL[2UMK>XN;K"P\3%QL?(R;GZ.GJ\?+S]/7V M]_CY^O_$`!\!``,!`0$!`0$!`0$````````!`@,$!08'"`D*"__$`+41``(! M`@0$`P0'!00$``$"=P`!`@,1!`4A,08205$'87$3(C*!"!1"D:&QP0DC,U+P M%6)RT0H6)#3A)?$7&!D:)BH*#A(6&AXB)BI*3E)66EYB9FJ*CI*6FIZBIJK*SM+6V MM[BYNL+#Q,7&Q\C)RM+3U-76U]C9VN+CY.7FY^CIZO+S]/7V]_CY^O_:``P# M`0`"$0,1`#\`]_HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB M@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****` M"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`* M***`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HH MHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB M@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****` M"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`* M***`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HH MHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB M@`HHHH`Y_6_&WA_P[?+9:I?&"=HQ)M$$C_*3@?=4]_\`/(SZT MJX,\4;^6Y,;)AL`X^8#/!'3CFN"\1WUU8?&2RGLK"74)UTS"V\;A2>7[GH!G M/_Z_F]!T>^N]0L//O=-ET^;>5\B1PYP.AR.*Z*E.,8)K=KNORW,*=24IM/H^ MWZE;7?%6C^&GMEU:Z:W^T!S$1$[YV[<_=!Q]X?G3=#\7:'XD9UTJ^6=T71 M=_T/2)98X(GEE=8XT4L[NPKF;/XB^%;_44L;?55:9VV(6C=58\`88 M@#DG`]>/49F\>G'@76/^N!&/7D:9:78DO+,D3Q%&4K@X/4`'GTSU' MJ*U*\*BNKK1/B'KGB"'<;2QU00WB@$DQS,P)[="O'N5_&:%%5%+NBJU9TW'L MSV+1=?T[Q#;/@^';Z.SU2]:"> M2/S5`@D?*Y('*J>X/^2,\U\'V#>&M090-AU!B,'/_+./_/\`G)VOB*?^*#U4 M8ZQKR3Q]]>#S_C^/0MTH1K^S=[7M_6@E5DZ/M.I@PH-5O!O_`").A_\` M7A!CZ;!_G^IZUR_Q;_Y!FA\#_D)Q\Y_V6_S_`)P5"G"5;DZ#E4E&ESO<]#KE MKWXC>%=.OIK*ZU)HYX'9)%^S2G:P.",A>?P]O49ZFO)?#VHZKIWCCQ>=*T)M M4,EX`^VZ6'R\%R,[NNG:7J=IK.F0: MC8R&2VG7=&Q0J2,XZ'GM61JWCOPWH>I/I^HZ@8;E%#.H@D?;G!'*J>N1^GJ* MW;22::S@EN+K]>??"VTE>#5M?81I#K%P9HX(R"(0&;(/OEC^6>]>@ MUG6@H3<5T+I3)N1 MZ[ITNJ'3HIGDN5=HVV0NR*X4,5+@;0P!!P3GD5HUPFCZ-J^G:5XG:*RO(;ZZ MNKB6QS=JG6'$+7"W%PA<8"B18W MY`S@X))ZDYS3E2CTD"J2M=H[6BN1LK3Q%%!X@)-V+>1!_9=O/.C3QOLYR^XC M&[&-S-T.?>'PU9^);76=/?44O?LC:4$N_.NDE`NPPYQN)QM!''X\Y-+V2LWS M+0?M'=*S.PGGBMK>2XG=8XHD+N['A5`R2?PI+6YAO;2&ZMI%E@F021NO1E(R M"/PKC-(TS7M/TSQ''+#?O?RS3M8SM>AU92`(L;GX(P/O`<#'/>2>W\5?V%X= MC6.X9HXU&JQ)<(+AV"@`J^X`C=DGY@2,<]06Z2O;F7](7M)=OZN=I5#4M9L= M)\L7A)P M.:4:<>LN_P"'^8.I+9+L=;%*D\*2QDE'4,I((X//0T^N!U2T\8"]U6.R2]>) M[V"6SF2ZC"K%QYB89@?7MV/MF[KMIX@N]<=K.*_2Q.F2!1%>)'BZR"F1NSQC M'I^!.3V2T]Y![5Z^ZSL:I:9J]CK,$LUA/YT<4IA<[2N'&,CD#U% M'$,5P[1JG]KQ)/&D\A`'W7W`8W9)PP)'&>H*>%[36/#_`(:U%3I$TUT;V2:" MV:XC#2([#&7W$9`R3GGCN>2>R2BW=7]0]H^:UM#LZ*Y;6XM=D\0VKQV]W/HI MM65X;*Y6&:.?<,,Q++E<=@WKD=,U=:L_$SWS?91=RV1TMH[=+>Y6-X;O(P\C M%EWC\QP?E]5&DG;5#=1J^C.SHKD+RS\2RV_AB-FF:6-E&JM;3B-2-H!SR">> M?E]_8'-T:Q\86MUH;78OW2.>=+WS;J-_W)`\K(W_`#$9.2/FX/7C+5%6OS+^ MK_Y?D#JM.W*_ZL>@T445B:A1110`4444`%%%%`!1110`4444`%%%%`',S^&; MF7XAVOB07,?V>*T-NT)SNS\W([8^;_/.>FJE'!<#6)KAG/VW6NVES$ME>Q!;FW M((8N`,,.W49_X$WXZ^J1:A.+,Z?(8)5EW.S\J%VG(89YY(QCH1FIM,CN8=&L MX[DL]TENBR&1LDN%&1?>*CJ$D4]GKC@B-,[D7+YSD=?G!'O^9Z32K>XM[()=2R2S M;CEI&R<#A?\`QT#/OD]ZNU,:DHIJ/4J4(R:;.6\">%[GPEH]Q8W-Q%.TEQYH M>/(XV*N#G_=S^/XG2\3Z1)KWAR]TR*1(Y+A`H9P2H^8'D#Z5+IL-_%-FS'E@>=[G('8;3&,9ZJ>.[20VUP-8N+F21O(*!(TW-CMDXW8ZC^[GGKURW M4DY\[W$J<5#D6PS0=.;2/#^GZ:[J[VMND+,HP"54#(K)\:^&)_$]G816\\4+ MVMVMP3(#\P`(QQ]?\]^GJBT%TVMI-OQ:+#@+N;[^3V!`Z$=0>G&.ZC4E&?.M MQNFG'D>Q>KS^+PAXHTS7]8U'1]6T^!-2G\UUEA+G`)*CI_M-^?Y]AJ2WS/!] MBS@G#D$87E3DY/3`/3)Y_`OU6*[FT]H[&3RK@O'M?^Z-X)/Y9X_GTITZCA>W M44Z:G:_0=I<=]%IL":G/'/>`'S9(EVJQSV';C%8<7AFX7X@7/B%YX6M9K3[. M(=IW#[O)[$?*?S^N=W3$N8]*M$O&+72PH)B3GY\#//?FJ?AZ'4(=+5=2,GGX M3(D?>P.Q0V2">KAS]".E)3:;:ZC<%*U^AF^#_#%UX5;4;074G;I3(MHIW7&B`99`752P MZ'.>F:+,.9&I16<->TTI"_V@A)E#QLT3@,I*@,"1TRZ<^]2'5K,*6+R;?-\G M/DOR^XK@<<\J1GIT]13Y9=@YEW+M%4H]5M)9DB5I=[*&`,+C@D@$Y'`R#S5V MDTUN.X4444@"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`" MBBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`** M**`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHH MH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`K&^QZ1>75S`SF:2 MX`\P&1L'RF`^4^JM@$@Y!Z\ULUSC^';AY7>*:.W1V$LD*%C'-()4DW%"<(3L M8'&=QD).2.;C;J[$3]+EX^'=.,TDQCHVC&.:E@ MT33[:XCFAM]IC@SSCUYZU6%GHJQ>4TT3):B,`//GR1&2% MYSD=2I]1D'.3FW=VK'OBB+36L@DFMD;,.F:?+:+'"S/:AMR(DQ**P<-D8/ M9E'TQQBG'1K4SBYR>,XJ]4N33T948JVJ*<6EVD-RERL9\]`RB0N22&8M@\\X).,YQDXZG* M#2K47:7+"1WCD:6(/(6$;,"&(SZ@GCH,G&,U=HJ>9E>M6:**3=]RDK!1112`****`"BBB M@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****` M"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`* M***`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HH MHH`****`"BBB@`HHHH`****`"N6EM[\VFM);I>B_:XZ7J$T$D$7EM#YEL[#`/[V.-BQ#'Y5\U2>%[XSUK2FF MW9&=2UKLG:;6#-(6P7,)B)4 MB/*KB4-P74-N&#@D-G&5P:]YKNHV^FZE<1012-ITK)*^P['551RP&[(`5F!Q MN.5.`>`9]>UJYL%@^P1+<2.LCO&$+.JJH;.W(XY7/.?F&`2<52B]K(CF2W9' M)8@8_=Q]TOSS].!F]IE]7O7!#9(.'/*@8'4'&Z?3[Z M]9;B6[>&6!3L@>*$QF5APV`78D$Y`]<'M@E27N[%)Z[E.S2ZBT2U%Q:W4VMQ MQ+OW2,%>;:,DN#MV$C..F.-N?EI[W.K![9XEN&C98C,)(`&1C(FY<#@C9O)Q MG&T8)S@U(/%-S*EHGD0F:]AM9870Y1#,')5N><"-B#D;B0.."57Q5)(I>%%: M.+[,)/,0J[O+<-"RJ,X&THP'+;CC!Q@M;A.]VB%*-M&:+7&IL7,43H1/$(8W M3*O"=F\LV M:K,'>.WGB;SH1%;S(,>653S-S>HS)SGJHX/&Z?39M3/;7]N6U-(IIRMC-')+NA3RH\NV#O.'#D`]>G0@UU=%4JC M[$^S\SFHWUD:EYHMGE'F!(8KABJK%Y((W>! MPS)))))*"%_>;RY(;`Y`+M@?GFJ5NI+OT',FC-*0\5GOMRR'=&N8L8=NH^4< MJV>G*GN*;JL^F:=I;W5U:QS6X.]L*K;CC&?F/S,1QW)Z#-*-#C5S*+NZ,YA, M!F8JS,F,`'*X;!^89!Y+=F(-N[M#=1>5]HEC0J58*%.X$8YW`^_Y]ZI-)K70 MFTFGH45O]*AU1U2!$G>86\LXC`_>M&KA&/7)7;[=!G.!4FFWMEJ8EC@MPHL9 M1%M95*HVP$;2I(X#8XY'(J./PY8V^P6QFA1'21$5\A76,1*W.3D(%&#D9`., MYS-#I"Q7+70NI_M,AC$TH"CS%3.U",8"Y9CQ@\]<<4/EZ"BIWU*5MK&D7ME< MO!;*\'RR2@H@5BQ/WB3@,-IR&((XR.1EXU;3_L6FWXL9!!,(1#(85'D^:RH@ MZ\9+`?+G'?C!,ECX>M]-YL[B>-_+CB+':2R)G`/'S'YC\QR??KE8]!C@-L+> M\N88[?)6-!&59F)+,VJ$O-6T[2)YC+"8W$`N+AD M096/=C75M)O5[:$SN>"-HQZ'(//`(&><9%27&DP7 MD217;O<1*Y8K(%^8$Y"DXSM'`QW`PV[)R@TM?MHO&G>2=%D2$LJXB5V#,``! MD_*!DYX`Z\YE&]/N M;6XAG0R/<;_,G8+O._:&[8&0BC@?PBM95"*%484#`'I2ER]"H\W46BBBI*"B MBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`*** M*`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH M`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@` MHHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"B EBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`/_V3\_ ` end
-----END PRIVACY-ENHANCED MESSAGE-----