424B3 1 d424b3.htm JUNE PERFORMANCE UPDATE - CLASS 2 ORIGINAL June Performance Update - Class 2 Original

Filed Pursuant to Rule 424(b)(3)

Registration No. 333-155800

LOGO

June 2011 Performance Update

The Frontier Fund Supplement Dated June 30, 2011 to Prospectus Dated April 30, 2011.

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.

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

 

The Frontier Fund Class 2 Original

    
 
June 30, 2011
MTD
  
  
    
 
June 30, 2011
YTD
  
  
     NAV / Unit   

Balanced Series-2

     -2.48%         0.35%       $ 160.02   

Balanced Series-2a

     -2.61%         -0.23%       $ 133.35   

Berkeley/Graham/Tiverton Series-2

     -3.32%         -7.37%       $ 122.02   

Currency Series-2

     -0.23%         -4.08%       $ 91.54   

Long/Short Commodity Series-2

     -5.80%         7.46%       $ 164.69   

Winton/Graham Series-2

     -3.67%         -3.57%       $ 138.90   

Winton Series-2

     -3.24%         -0.69%       $ 152.92   

Long Only Commodity Series-2

     -3.32%         0.74%       $ 104.48   

Managed Futures Index Series-2

     -5.32%         -11.00%       $ 115.43   

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 June 30, 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—2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

June 30, 2011

(Unaudited)

 

     Current Period  

INCOME

  

Realized trading gain/(loss)

   $ 4,479,569.39   

Unrealized trading gain/(loss)

     (5,702,487.50

Less: commissions

     (97,091.75

Less: FCM fees

     (24,425.03

Foreign currency gain/(loss)

     (76,783.45

Interest income

     16,466.30   
        

Total Income

     (1,404,752.04

EXPENSES

  

Management fees

     46,158.28   

Incentive fees

     277,271.69   
        

Total Expenses

     323,429.97   

Net Income (Loss)

   $ (1,728,182.01
        

STATEMENT OF CHANGES IN NET ASSET VALUE

 

     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

     429,926.09891      $ 70,543,044.16        164.08   

Current month additions

     —          —       

Current month redemptions

     (7,652.55373     (1,243,596.62  

Net Income (loss) for current month

       (1,728,182.01  
                  

Net Asset Value, end of current month

     422,273.54518      $ 67,571,265.53        160.02   
                        

Monthly rate of return

       -2.48%   

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

1775 Sherman Street, Suite 2500

Denver, Colorado 80203

On Behalf of the Frontier Fund—Balanced Series 2


THE FRONTIER FUND BALANCED SERIES—2a

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

June 30, 2011

(Unaudited)

 

     Current Period  

INCOME

  

Realized trading gain/(loss)

   $ 224,398.44   

Unrealized trading gain/(loss)

     (283,662.95

Less: commissions

     (4,779.55

Less: FCM fees

     (1,199.78

Foreign currency gain/(loss)

     (3,827.29

Interest income

     3,270.49   
        

Total Income

     (65,800.64

EXPENSES

  

Trading Fee

     7,017.42   

Management fees

     2,261.33   

Incentive fees

     13,805.92   
        

Total Expenses

     23,084.67   

Net Income (Loss)

   $ (88,885.31
        

STATEMENT OF CHANGES IN NET ASSET VALUE

 

     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

     25,657.60344      $ 3,513,097.03        136.92   

Current month additions

     —          —       

Current month redemptions

     (1,137.50989     (154,424.22  

Net Income (loss) for current month

       (88,885.31  
                  

Net Asset Value, end of current month

     24,520.09355      $ 3,269,787.50        133.35   
                        

Monthly rate of return

         -2.61

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 2a


THE FRONTIER FUND BERKELEY/GRAHAM/TIVERTON SERIES—2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

June 30, 2011

(Unaudited)

 

     Current Period  

INCOME

  

Realized trading gain/(loss)

   $ (156,147.09

Unrealized trading gain/(loss)

     (7,050.91

Less: commissions

     (4,829.23

Less: FCM fees

     (2,218.62

Foreign currency gain/(loss)

     620.24   

Interest income

     881.18   
        

Total Income

     (168,744.43

EXPENSES

  

Management fees

     17,721.14   

Incentive fees

     —     
        

Total Expenses

     17,721.14   

Net Income (Loss)

   $ (186,465.57
        

STATEMENT OF CHANGES IN NET ASSET VALUE

 

     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

     47,003.97607      $ 5,932,358.58        126.21   

Current month additions

     —          —       

Current month redemptions

     (4,274.02073     (531,838.26  

Net Income (loss) for current month

       (186,465.57  
                  

Net Asset Value, end of current month

     42,729.95534      $ 5,214,054.75        122.02   
                        

Monthly rate of return

         -3.32%   

To the best of my knowledge and belief, the information

contained in this statement is accurate and complete

 

/s/ S. Brent Bales

S. Brent Bales, Chief Accounting Officer of the Managing Owner

Equinox Fund Management LLC

1775 Sherman Street, Suite 2500

Denver, Colorado 80203

On Behalf of the Frontier Fund—Berkeley/Graham/Tiverton Series 2


THE FRONTIER FUND CURRENCY SERIES—2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

June 30, 2011

(Unaudited)

 

     Current Period  

INCOME

  

Realized trading gain/(loss)

   $ (24,148.29

Unrealized trading gain/(loss)

     3,392.25   

Net change in inter-series payables

     28,403.02   

Less: FCM fees

     (4,873.64

Interest income

     5,875.86   
        

Total Income

     8,649.20   

EXPENSES

  

Management fees

     8,928.27   

Incentive fees

     —     
        

Total Expenses

     8,928.27   

Net Income (Loss)

   $ (279.07
        

STATEMENT OF CHANGES IN NET ASSET VALUE

 

     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

     1,459.01422      $ 133,860.07        91.75   

Current month additions

     —          —       

Current month redemptions

     (120.44481     (11,054.40  

Net Income (loss) for current month

       (279.07  
                  

Net Asset Value, end of current month

     1,338.56941      $ 122,526.60        91.54   
                        

Monthly rate of return

         -0.23%   

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 2


THE FRONTIER FUND LONG/SHORT COMMODITY SERIES—2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

June 30, 2011

(Unaudited)

 

     Current Period  

INCOME

  

Realized trading gain/(loss)

   $ 11,646,872.41   

Unrealized trading gain/(loss)

     (12,335,741.22

Less: commissions

     (7,044.22

Less: FCM fees

     (4,746.93

Foreign currency gain/(loss)

     (1,022.19

Interest income

     21,342.85   
        

Total Income

     (680,339.30

EXPENSES

  

Management fees

     56,147.56   

Incentive fees

     (16,878.80
        

Total Expenses

     39,268.76   

Net Income (Loss)

   $ (719,608.06
        

STATEMENT OF CHANGES IN NET ASSET VALUE

 

     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

     73,692.48401      $ 12,883,151.14        174.82   

Current month additions

     —          —       

Current month redemptions

     (6,529.50873     (1,102,485.76  

Net Income (loss) for current month

       (719,608.06  
                  

Net Asset Value, end of current month

     67,162.97528      $ 11,061,057.32        164.69   
                        

Monthly rate of return

         -5.80%   

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 2


THE FRONTIER FUND WINTON/GRAHAM SERIES—2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

June 30, 2011

(Unaudited)

 

     Current Period  

INCOME

  

Realized trading gain/(loss)

   $ (42,109.40

Unrealized trading gain/(loss)

     (205,001.25

Less: commissions

     (4,005.80

Less: FCM fees

     (2,803.52

Foreign currency gain/(loss)

     725.00   

Interest income

     2,221.36   
        

Total Income

     (250,973.61

EXPENSES

  

Management fees

     19,343.26   

Incentive fees

     (5,582.64
        

Total Expenses

     13,760.62   

Net Income (Loss)

   $ (264,734.23
        

STATEMENT OF CHANGES IN NET ASSET VALUE

 

     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

     50,330.68555      $ 7,257,006.07        144.19   

Current month additions

     —          —       

Current month redemptions

     (401.00226     (57,273.67  

Net Income (loss) for current month

       (264,734.23  
                  

Net Asset Value, end of current month

     49,929.68329      $ 6,934,998.17        138.90   
                        

Monthly rate of return

         -3.67%   

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/Graham Series 2


THE FRONTIER FUND WINTON SERIES—2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

June 30, 2011

(Unaudited)

 

     Current Period  

INCOME

  

Realized trading gain/(loss)

   $ 13,594.11   

Unrealized trading gain/(loss)

     (375,249.59

Less: commissions

     (1,035.64

Less: FCM fees

     (4,387.69

Foreign currency gain/(loss)

     221.68   

Interest income

     7,239.89   
        

Total Income

     (359,617.24

EXPENSES

  

Management fees

     21,991.45   

Incentive fees

     (14,279.56
        

Total Expenses

     7,711.89   

Net Income (Loss)

   $ (367,329.13
        

STATEMENT OF CHANGES IN NET ASSET VALUE

 

     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

     72,276.30801      $ 11,422,508.26        158.04   

Current month additions

     -—        —       

Current month redemptions

     (1,291.98625     (200,000.00  

Net Income (loss) for current month

       (367,329.13  
                  

Net Asset Value, end of current month

     70,984.32176      $ 10,855,179.13        152.92   
                        

Monthly rate of return

         -3.24%   

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 2


THE FRONTIER FUND LONG ONLY COMMODITY SERIES—2

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

June 30, 2011

(Unaudited)

 

     Current Period  

INCOME

  

Realized trading gain/(loss)

   $ (10,509.53

Unrealized trading gain/(loss)

     (9.41

Less: commissions

     —     

Less: FCM fees

     (117.84

Foreign currency gain/(loss)

     —     

Interest income

     533.57   
        

Total Income

     (10,103.21

EXPENSES

  

Management fees

     332.74   

Incentive fees

     —     
        

Total Expenses

     332.74   

Net Income (Loss)

   $ (10,435.95
        

STATEMENT OF CHANGES IN NET ASSET VALUE

 

     Units     Dollars     $’s per unit  

Net Asset Value, end of prior month

     2,891.28419      $ 312,445.60        108.06   

Current month additions

     —          —       

Current month redemptions

     (96.34885     (10,000.00  

Net Income (loss) for current month

       (10,435.95  
                  

Net Asset Value, end of current month

     2,794.93534      $ 292,009.65        104.48   
                        

Monthly rate of return

         -3.32%   

To the best of my knowledge and belief, the information

contained in this statement is accurate and complete

 

/s/ S. Brent Bales

S. Brent Bales, Chief Accounting Officer of the Managing Owner

Equinox Fund Management LLC

1775 Sherman Street, Suite 2500

Denver, Colorado 80203

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

June 30, 2011

(Unaudited)

 

     Current Period  

INCOME

  

Realized trading gain/(loss)

   $ (92,114.04

Unrealized trading gain/(loss)

     (64,415.07

Less: commissions

     (1,086.55

Less: FCM fees

     (1,178.26

Foreign currency gain/(loss)

     273.34   

Interest income

     4,921.10   
        

Total Income

     (153,599.48

EXPENSES

  

Management fees

     6,007.10   

Incentive fees

     —     
        

Total Expenses

     6,007.10   

Net Income (Loss)

   $ (159,606.58
        

STATEMENT OF CHANGES IN NET ASSET VALUE

 

     Units        Dollars        $’s per unit   
                        

Net Asset Value, end of prior month

     25,014.97293      $ 3,049,516.87        121.91   

Current month additions

     —          —       

Current month redemptions

     (577.07804     (69,134.50  

Net Income (loss) for current month

       (159,606.58  
                  

Net Asset Value, end of current month

     24,437.89489      $ 2,820,775.79        115.43   
                        

Monthly rate of return

         -5.32%   

To the best of my knowledge and belief, the information

contained in this statement is accurate and complete

 

/s/ S. Brent Bales

S. Brent Bales, Chief Accounting Officer of the Managing Owner

Equinox Fund Management LLC

1660 Lincoln Street, Suite 100

Denver, Colorado 80264

On Behalf of the Frontier Fund—Managed Futures Index Series 2