May 2010 Performance Update Class 2 Original

-----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, SdIzEdDFbgEqpajNYT4Oo6FSqy+W+6ovI3C6ACuXQMfti4SmKReJkAroq8gH/lM3 OcrBtxWK3xGfD/DXXJ7Ekw== 0001193125-10-138870.txt : 20100614 0001193125-10-138870.hdr.sgml : 20100614 20100614162901 ACCESSION NUMBER: 0001193125-10-138870 CONFORMED SUBMISSION TYPE: 424B3 PUBLIC DOCUMENT COUNT: 2 FILED AS OF DATE: 20100614 DATE AS OF CHANGE: 20100614 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: 10895148 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: 10895157 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: 10895153 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: 10895151 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: 10895156 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: 10895155 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: 10895150 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: 10895154 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: 10895149 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 MAY 2010 PERFORMANCE UPDATE CLASS 2 ORIGINAL May 2010 Performance Update Class 2 Original

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

LOGO

May 2010 Performance Update

The Frontier Fund Supplement Dated May 31, 2010 to Prospectus Dated April 30, 2010

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.

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


The Frontier Fund Class 2 Original	May 31, 2010	May 31, 2010	NAV / Unit
	MTD	YTD
Balanced Series-2	-0.76%	3.08%	$	143.29
Balanced Series-2a	-0.83%	2.76%	$	120.85
Campbell/Graham/Tiverton Series-2	-0.33%	-1.55%	$	119.21
Currency Series-2	2.02%	5.12%	$	96.01
Long/Short Commodity Series-2	-4.00%	-1.67%	$	125.37
Winton/Graham Series-2	-0.53%	1.95%	$	130.89
Winton Series-2	-0.76%	6.99%	$	139.20
Long Only Commodity Series-2	-8.13%	-10.20%	$	81.09
Managed Futures Index Series-2	4.95%	2.06%	$	123.77

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 May 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 - 2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

May 31, 2010

(Unaudited)


						Current Period
INCOME

Realized trading gain/(loss)						$	(424,145.45	)
Unrealized trading gain/(loss)							271,084.91
Less: commissions							(97,888.85	)
Less: FCM fees							(24,498.58	)
Foreign currency gain/(loss)							(36,979.32	)
Interest income							3,345.49

Total Income							(309,081.80	)

EXPENSES

Management fees							46,992.77
Incentive fees							224,773.39

Total Expenses							271,766.16

Net Income (Loss)						$	(580,847.96	)


STATEMENT OF CHANGES IN NET ASSET VALUE

	Units		Dollars			$’s per unit
Net Asset Value, end of prior month	532,778.95973		$	76,925,553.41			144.39
Current month additions	—			—
Current month redemptions	(3,305.63576	)		(474,049.86	)
Net Income (loss) for current month				(580,847.96	)

Net Asset Value, end of current month	529,473.32397		$	75,870,655.59			143.29


	Monthly rate of return						-0.76	%

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

May 31, 2010

(Unaudited)


					Current Period
INCOME

Realized trading gain/(loss)					$	(18,244.28	)
Unrealized trading gain/(loss)						11,723.70
Less: commissions						(4,207.09	)
Less: FCM fees						(1,052.08	)
Foreign currency gain/(loss)						(1,586.24	)
Interest income						3,028.13

Total Income						(10,337.86	)

EXPENSES

Trading Fee						5,333.19
Management fees						2,019.84
Incentive fees						9,660.16

Total Expenses						17,013.19

Net Income (Loss)					$	(27,351.05	)


STATEMENT OF CHANGES IN NET ASSET VALUE
	Units	Dollars			$’s per unit
Net Asset Value, end of prior month	27,044.16933	$	3,295,507.96			121.86
Current month additions	—		—
Current month redemptions	—		—
Net Income (loss) for current month			(27,351.05	)

Net Asset Value, end of current month	27,044.16933	$	3,268,156.91			120.85


	Monthly rate of return					-0.83	%

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 - Balanced Series 2a

THE FRONTIER FUND CAMPBELL/GRAHAM/TIVERTON SERIES - 2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

May 31, 2010

(Unaudited)


						Current Period
INCOME

Realized trading gain/(loss)						$	(86,536.30	)
Unrealized trading gain/(loss)							89,431.92
Less: commissions							(4,365.54	)
Less: FCM fees							(3,305.58	)
Foreign currency gain/(loss)							(5,243.35	)
Interest income							—

Total Income							(10,018.85	)

EXPENSES

Management fees							21,713.96
Incentive fees							—

Total Expenses							21,713.96

Net Income (Loss)						$	(31,732.81	)


STATEMENT OF CHANGES IN NET ASSET VALUE
	Units		Dollars			$’s per unit
Net Asset Value, end of prior month	74,481.21113		$	8,908,317.39			119.60
Current month additions	—			—
Current month redemptions	(1,471.80935	)		(172,902.46	)
Net Income (loss) for current month				(31,732.81	)

Net Asset Value, end of current month	73,009.40178		$	8,703,682.12			119.21


	Monthly rate of return						-0.33	%

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

May 31, 2010

(Unaudited)


				Current Period
INCOME

Realized trading gain/(loss)				$	55,292.19
Unrealized trading gain/(loss)					224,131.40
Net change in inter-series payables					(255,205.31	)
Less: FCM fees					(5,192.86	)
Interest income					6,491.73

Total Income					25,517.15
EXPENSES

Management fees					8,146.38
Incentive fees					—

Total Expenses					8,146.38

Net Income (Loss)				$	17,370.77


STATEMENT OF CHANGES IN NET ASSET VALUE

	Units	Dollars		$’s per unit
Net Asset Value, end of prior month	9,141.49485	$	860,295.56		94.11
Current month additions	—		—
Current month redemptions	—		—
Net Income (loss) for current month			17,370.77

Net Asset Value, end of current month	9,141.49485	$	877,666.33		96.01


	Monthly rate of return				2.02	%

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 - Currency Series 2

THE FRONTIER FUND LONG/SHORT COMMODITY SERIES - 2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

May 31, 2010

(Unaudited)


						Current Period
INCOME

Realized trading gain/(loss)						$	(421,946.14	)
Unrealized trading gain/(loss)							(75,261.17	)
Less: commissions							(31,087.45	)
Less: FCM fees							(5,406.26	)
Foreign currency gain/(loss)							179.36
Interest income							22,292.42

Total Income							(511,229.24	)

EXPENSES

Management fees							54,210.46
Incentive fees							20,798.96

Total Expenses							75,009.42

Net Income (Loss)						$	(586,238.66	)


STATEMENT OF CHANGES IN NET ASSET VALUE

	Units		Dollars			$’s per unit
Net Asset Value, end of prior month	113,271.09388		$	14,792,353.66			130.59
Current month additions	—			—
Current month redemptions	(2,301.61071	)		(293,941.01	)
Net Income (loss) for current month				(586,238.66	)

Net Asset Value, end of current month	110,969.48317		$	13,912,173.99			125.37


	Monthly rate of return						-4.00	%

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

May 31, 2010

(Unaudited)


						Current Period
INCOME

Realized trading gain/(loss)						$	7,889.58
Unrealized trading gain/(loss)							(34,282.93	)
Less: commissions							(6,931.82	)
Less: FCM fees							(4,667.68	)
Foreign currency gain/(loss)							(736.55	)
Interest income							3,932.64

Total Income							(34,796.76	)

EXPENSES

Management fees							31,509.69
Incentive fees							—

Total Expenses							31,509.69

Net Income (Loss)						$	(66,306.45	)


STATEMENT OF CHANGES IN NET ASSET VALUE

	Units		Dollars			$’s per unit
Net Asset Value, end of prior month	94,587.83795		$	12,446,295.27			131.58
Current month additions	—			—
Current month redemptions	(632.31328	)		(81,821.65	)
Net Income (loss) for current month				(66,306.45	)

Net Asset Value, end of current month	93,955.52467		$	12,298,167.17			130.89


	Monthly rate of return						-0.53	%

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

May 31, 2010

(Unaudited)


						Current Period
INCOME

Realized trading gain/(loss)						$	27,716.91
Unrealized trading gain/(loss)							(85,539.97	)
Less: commissions							(1,617.22	)
Less: FCM fees							(4,021.38	)
Foreign currency gain/(loss)							580.88
Interest income							3,379.13

Total Income							(59,501.65	)

EXPENSES

Management fees							21,651.69
Incentive fees							—

Total Expenses							21,651.69

Net Income (Loss)						$	(81,153.34	)


STATEMENT OF CHANGES IN NET ASSET VALUE

	Units		Dollars			$’s per unit
Net Asset Value, end of prior month	76,202.37862		$	10,688,508.99			140.26
Current month additions	—			—
Current month redemptions	(42.14275	)		(5,821.71	)
Net Income (loss) for current month				(81,153.34	)

Net Asset Value, end of current month	76,160.23587		$	10,601,533.94			139.20


	Monthly rate of return						-0.76	%

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

May 31, 2010

(Unaudited)


						Current Period
INCOME

Realized trading gain/(loss)						$	(73,996.13	)
Unrealized trading gain/(loss)							1,002.42
Less: commissions							—
Less: FCM fees							(310.81	)
Foreign currency gain/(loss)							—
Interest income							1,391.42

Total Income							(71,913.10	)

EXPENSES

Management fees							797.61
Incentive fees

Total Expenses							797.61

Net Income (Loss)						$	(72,710.71	)


STATEMENT OF CHANGES IN NET ASSET VALUE

	Units		Dollars			$’s per unit
Net Asset Value, end of prior month	10,322.27976		$	911,147.56			88.27
Current month additions	—			—
Current month redemptions	(554.91079	)		(46,400.52	)
Net Income (loss) for current month				(72,710.71	)

Net Asset Value, end of current month	9,767.36897		$	792,036.33			81.09


	Monthly rate of return						-8.13	%

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

May 31, 2010

(Unaudited)


						Current Period
INCOME

Realized trading gain/(loss)						$	122,264.87
Unrealized trading gain/(loss)							74,026.98
Less: commissions							(1,566.12	)
Less: FCM fees							(1,483.77	)
Foreign currency gain/(loss)							(595.97	)
Interest income							685.52

Total Income							193,331.51

EXPENSES

Management fees							6,564.47
Incentive fees							—

Total Expenses							6,564.47

Net Income (Loss)						$	186,767.04


STATEMENT OF CHANGES IN NET ASSET VALUE

	Units		Dollars			$’s per unit
Net Asset Value, end of prior month	31,909.44420		$	3,763,350.68			117.94
Current month additions	—			—
Current month redemptions	(132.33598	)		(16,997.07	)
Net Income (loss) for current month				186,767.04

Net Asset Value, end of current month	31,777.10822		$	3,933,120.65			123.77


	Monthly rate of return						4.95	%

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 - Managed Futures Index Series 2

GRAPHIC 2 g16633g44u87.jpg GRAPHIC begin 644 g16633g44u87.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-----