0001193125-11-070682.txt : 20110318 0001193125-11-070682.hdr.sgml : 20110318 20110318095439 ACCESSION NUMBER: 0001193125-11-070682 CONFORMED SUBMISSION TYPE: 424B3 PUBLIC DOCUMENT COUNT: 2 FILED AS OF DATE: 20110318 DATE AS OF CHANGE: 20110318 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: 11696986 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: 11696994 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: 11696990 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: 11696989 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: 11696993 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: 11696992 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: 11696988 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: 11696991 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: 11696987 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 CLASS 1 ORIGINAL February Class 1 Original

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

LOGO

February 2011 Performance Update

The Frontier Fund Supplement Dated February 28, 2011 to the Prospectus Dated April 30, 2010 and the Supplement to the Prospectus Dated January 28, 2011.

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, 2011   February 28, 2011   NAV /Unit  
     MTD   YTD      

Balanced Series-1

   0.21%   4.35%     $137.68   

Balanced Series-1a

   0.10%   4.16%     $121.20   

Campbell/Graham/Tiverton Series-1

   2.34%   3.29%     $114.09   

Currency Series-1

   -1.96%   -3.23%     $76.53   

Long/Short Commodity Series-1

   3.35%   10.68%     $146.91   

Winton/Graham Series-1

   2.17%   1.71%     $121.88   

Winton Series-1

   1.67%   1.50%     $137.07   

Long Only Commodity Series-1

   1.97%   3.47%     $97.37   

Managed Futures Index Series-1

   1.45%   -0.03%     $117.93   

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, 2011. 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, 2011

(Unaudited)

 

                Current
Period
 
INCOME      

Realized trading gain/(loss)

      $ 9,762,775.22   

Unrealized trading gain/(loss)

        (7,490,003.76

Less: commissions

        (308,190.71

Less: FCM fees

        (102,310.65

Foreign currency gain/(loss)

        (109,132.10

Interest income

        (1,753.64
           
Total Income        1,751,384.36   

EXPENSES

     

Management fees

        152,334.88   

Incentive fees

        267,064.92   

Broker service fees

        689,767.61   
           
Total Expenses        1,109,167.41   
Net Income (Loss)      $ 642,216.95   
           
STATEMENT OF CHANGES IN NET ASSET VALUE                  
    Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

    2,169,758.99763      $ 298,122,884.54        137.40   

Current month additions

    517.69900        72,008.44     

Current month redemptions

    (21,967.35180     (3,050,539.60  

Net Income (loss) for current month

      642,216.95     
                 

Net Asset Value, end of current month

    2,148,309.34483      $ 295,786,570.33        137.68   
                       
    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  
  1775 Sherman Street, Suite 2500  
  Denver, Colorado 80203  
  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, 2011

(Unaudited)

 

                 Current
Period
 
INCOME      

Realized trading gain/(loss)

      $ 164,211.88   

Unrealized trading gain/(loss)

        (121,906.07

Less: commissions

        (5,315.07

Less: FCM fees

        (1,760.47

Foreign currency gain/(loss)

        (1,879.83

Interest income

        2,646.05   
           
Total Income        35,996.49   

EXPENSES

     

Trading Fee

        8,087.23   

Management fees

        2,627.08   

Incentive fees

        5,347.18   

Broker service fees

        11,869.04   
           
Total Expenses        27,930.53   
Net Income (Loss)      $ 8,065.96   
           
STATEMENT OF CHANGES IN NET ASSET VALUE      
    Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

    43,510.11318      $ 5,268,183.31        121.08   

Current month additions

    6.04818        741.08     

Current month redemptions

    (1,796.64071     (220,524.35  

Net Income (loss) for current month

      8,065.96     
                 

Net Asset Value, end of current month

    41,719.52065      $ 5,056,466.00        121.20   
                       
    Monthly rate of return        0.10

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

 
 

1775 Sherman Street, Suite 2500

 
 

Denver, Colorado 80203

 
 

On Behalf of the Frontier Fund - Balanced Series 1a

 


THE FRONTIER FUND BERKELEY/GRAHAM/TIVERTON SERIES - 1

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

February 28, 2011

(Unaudited)

 

                 Current
Period
 

INCOME

     

Realized trading gain/(loss)

      $ 2,110,072.65   

Unrealized trading gain/(loss)

        (160,812.90

Less: commissions

        (73,825.70

Less: FCM fees

        (23,784.49

Foreign currency gain/(loss)

        8,705.86   

Interest income

        (607.01
           
Total Income        1,859,748.41   

EXPENSES

     

Management fees

        184,122.16   

Incentive fees

        83,407.28   

Broker service fees

        144,029.77   
           
Total Expenses        411,559.21   
Net Income (Loss)      $ 1,448,189.20   
           
STATEMENT OF CHANGES IN NET ASSET VALUE                  
    Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

    555,702.45271      $ 61,950,311.07        111.48   

Current month additions

    84.42952        9,532.51     

Current month redemptions

    (5,172.25558     (586,550.30  

Net Income (loss) for current month

      1,448,189.20     
                 

Net Asset Value, end of current month

    550,614.62665      $ 62,821,482.48        114.09   
                       
    Monthly rate of return        2.34

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  
  1775 Sherman Street, Suite 2500  
  Denver, Colorado 80203  
  On Behalf of the Frontier Fund - Berkeley/Graham/Tiverton Series 1  


THE FRONTIER FUND CURRENCY SERIES - 1

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

February 28, 2011

(Unaudited)

 

                 Current
Period
 

INCOME

      

Realized trading gain/(loss)

       $ (26,416.90

Unrealized trading gain/(loss)

         (76,173.46

Less: FCM fees

         (2,293.49

Interest income

         2,632.18   
            
Total Income        (102,251.67

EXPENSES

      

Management fees

         3,892.53   

Incentive fees

         —     

Broker service fees

         13,995.62   
            
Total Expenses        17,888.15   
Net Income (Loss)      $ (120,139.82
            

STATEMENT OF CHANGES IN NET ASSET VALUE

      
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

     79,371.05819      $ 6,195,578.42        78.06   

Current month additions

     67.40769        5,220.36     

Current month redemptions

     (1,575.71888     (121,814.01  

Net Income (loss) for current month

       (120,139.82  
                  

Net Asset Value, end of current month

     77,862.74700      $ 5,958,844.95        76.53   
                        
     Monthly rate of return        -1.96

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  
  1775 Sherman Street, Suite 2500  
  Denver, Colorado 80203  
  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, 2011

(Unaudited)

 

                 Current
Period
 
INCOME       

Realized trading gain/(loss)

       $ 1,445,280.27   

Unrealized trading gain/(loss)

         42,592.27   

Less: commissions

         (22,390.23

Less: FCM fees

         (12,576.79

Foreign currency gain/(loss)

         (729.62

Interest income

         39,516.05   
            
Total Income        1,491,691.95   

EXPENSES

      

Management fees

         123,305.09   

Incentive fees

         194,353.47   

Broker service fees

         76,123.03   
            
Total Expenses        393,781.59   
Net Income (Loss)      $ 1,097,910.36   
            

STATEMENT OF CHANGES IN NET ASSET VALUE

  

     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

     231,362.34072      $ 32,886,482.57        142.14   

Current month additions

     64.97774        9,548.60     

Current month redemptions

     (11,846.78429     (1,735,837.82  

Net Income (loss) for current month

       1,097,910.36     
                  

Net Asset Value, end of current month

     219,580.53417      $ 32,258,103.71        146.91   
                        
     Monthly rate of return        3.35

 

 

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  
  1775 Sherman Street, Suite 2500  
  Denver, Colorado 80203  
 

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, 2011

(Unaudited)

 

                Current
Period
 

INCOME

     

Realized trading gain/(loss)

      $ 643,605.14   

Unrealized trading gain/(loss)

        805,219.71   

Less: commissions

        (35,339.20

Less: FCM fees

        (17,554.94

Foreign currency gain/(loss)

        173.94   

Interest income

        11,706.93   
           
Total Income        1,407,811.58   

EXPENSES

     

Management fees

        112,263.51   

Incentive fees

        208,157.24   

Broker service fees

        106,129.43   
           
Total Expenses        426,550.18   
Net Income (Loss)      $ 981,261.40   
           

STATEMENT OF CHANGES IN NET ASSET VALUE

     
    Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

    380,264.70758      $ 45,362,071.48        119.29   

Current month additions

    102.11239        12,382.22     

Current month redemptions

    (2,504.44755     (301,297.04  

Net Income (loss) for current month

      981,261.40     
                 

Net Asset Value, end of current month

    377,862.37242      $ 46,054,418.06        121.88   
                       
    Monthly rate of return        2.17

 

    

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  
  1775 Sherman Street, Suite 2500  
  Denver, Colorado 80203  
  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, 2011

(Unaudited)

 

                 Current
Period
 
INCOME       

Realized trading gain/(loss)

       $ 1,012,287.55   

Unrealized trading gain/(loss)

         138,444.91   

Less: commissions

         (3,112.64

Less: FCM fees

         (18,839.64

Foreign currency gain/(loss)

         133.00   

Interest income

         23,635.72   
            
Total Income        1,152,548.90   

EXPENSES

      

Management fees

         84,830.29   

Incentive fees

         133,197.87   

Broker service fees

         114,387.82   
            
Total Expenses        332,415.98   
Net Income (Loss)      $ 820,132.92   
            

STATEMENT OF CHANGES IN NET ASSET VALUE

  

     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

     363,782.25996      $ 49,044,733.56        134.82   

Current month additions

     187.35571        25,558.72     

Current month redemptions

     (738.23880     (101,049.49  

Net Income (loss) for current month

       820,132.92     
                  

Net Asset Value, end of current month

     363,231.37687      $ 49,789,375.71        137.07   
                        
     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  
  1775 Sherman Street, Suite 2500  
  Denver, Colorado 80203  
  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, 2011

(Unaudited)

 

                  Current
Period
 

INCOME

      

Realized trading gain/(loss)

       $ 69,979.60   

Unrealized trading gain/(loss)

         (2,154.48

Less: commissions

         —     

Less: FCM fees

         (1,256.34

Foreign currency gain/(loss)

         —     

Interest income

         5,441.27   
            
Total Income        72,010.05   

EXPENSES

      

Management fees

         3,263.15   

Incentive fees

         —     

Broker service fees

         5,100.00   
            
Total Expenses        8,363.15   
Net Income (Loss)      $ 63,646.90   
            

STATEMENT OF CHANGES IN NET ASSET VALUE

      
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

     35,435.22150      $ 3,383,730.30        95.49   

Current month additions

     0.99626        92.68     

Current month redemptions

     (772.07124     (72,232.01  

Net Income (loss) for current month

       63,646.90     
                  

Net Asset Value, end of current month

     34,664.14652      $ 3,375,237.87        97.37   
                        
     Monthly rate of return        1.97

 

  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  
  1775 Sherman Street, Suite 2500  
  Denver, Colorado 80203  
  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, 2011

(Unaudited)

 

                 Current
Period
 

INCOME

      

Realized trading gain/(loss)

       $ 42,095.97   

Unrealized trading gain/(loss)

         (25,602.54

Less: commissions

         (239.63

Less: FCM fees

         (370.91

Foreign currency gain/(loss)

         126.02   

Interest income

         1,396.53   
            
Total Income        17,405.44   

EXPENSES

      

Management fees

         1,557.92   

Incentive fees

         —     

Broker service fees

         1,489.38   
            
Total Expenses        3,047.30   
Net Income (Loss)      $ 14,358.14   
            

STATEMENT OF CHANGES IN NET ASSET VALUE

      
     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

     8,366.77295      $ 972,609.70        116.25   

Current month additions

     —          —       

Current month redemptions

     (322.59997     (38,326.07  

Net Income (loss) for current month

       14,358.14     
                  

Net Asset Value, end of current month

     8,044.17298      $ 948,641.77        117.93   
                        
     Monthly rate of return        1.45

 

  To the best of my knowledge and belief, the information  
  contained in this statement is accurate and complete  
 

/s/    S. Brent Bales

 
  S. Brent Bales, Chief Accounting Officer of the Managing Owner  
  Equinox Fund Management LLC  
  1775 Sherman Street, Suite 2500  
  Denver, Colorado 80203  
  On Behalf of the Frontier Fund - Managed Futures Index Series 1  
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