0001193125-11-341851.txt : 20111215 0001193125-11-341851.hdr.sgml : 20111215 20111215111936 ACCESSION NUMBER: 0001193125-11-341851 CONFORMED SUBMISSION TYPE: 424B3 PUBLIC DOCUMENT COUNT: 2 FILED AS OF DATE: 20111215 DATE AS OF CHANGE: 20111215 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FRONTIER FUND CENTRAL INDEX KEY: 0001261379 STANDARD INDUSTRIAL CLASSIFICATION: [6221] 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 FILM NUMBER: 111262703 BUSINESS ADDRESS: STREET 1: 1775 SHERMAN STREET, SUITE 2500 CITY: DENVER STATE: CO ZIP: 80203 BUSINESS PHONE: 303-837-0600 MAIL ADDRESS: STREET 1: 1775 SHERMAN STREET, SUITE 2500 CITY: DENVER STATE: CO ZIP: 80203 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: 111262706 BUSINESS ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1775 SHERMAN STREET, SUITE 2500 CITY: DENVER STATE: CO ZIP: 80203 BUSINESS PHONE: 303-837-0600 MAIL ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1775 SHERMAN STREET, SUITE 2500 CITY: DENVER STATE: CO ZIP: 80203 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: 111262701 BUSINESS ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1775 SHERMAN STREET, SUITE 2500 CITY: DENVER STATE: CO ZIP: 80203 BUSINESS PHONE: 303-837-0600 MAIL ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1775 SHERMAN STREET, SUITE 2500 CITY: DENVER STATE: CO ZIP: 80203 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: 111262700 BUSINESS ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1775 SHERMAN STREET, SUITE 2500 CITY: DENVER STATE: CO ZIP: 80203 BUSINESS PHONE: 303-837-0600 MAIL ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1775 SHERMAN STREET, SUITE 2500 CITY: DENVER STATE: CO ZIP: 80203 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BERKELEY/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: 111262705 BUSINESS ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1775 SHERMAN STREET, SUITE 2500 CITY: DENVER STATE: CO ZIP: 80203 BUSINESS PHONE: 303-837-0600 MAIL ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1775 SHERMAN STREET, SUITE 2500 CITY: DENVER STATE: CO ZIP: 80203 FORMER COMPANY: FORMER CONFORMED NAME: CAMPBELL/GRAHAM/TIVERTON SERIES, a series of The Frontier Fund DATE OF NAME CHANGE: 20080508 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: 111262704 BUSINESS ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1775 SHERMAN STREET, SUITE 2500 CITY: DENVER STATE: CO ZIP: 80203 BUSINESS PHONE: 303-837-0600 MAIL ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1775 SHERMAN STREET, SUITE 2500 CITY: DENVER STATE: CO ZIP: 80203 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: 111262699 BUSINESS ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1775 SHERMAN STREET, SUITE 2500 CITY: DENVER STATE: CO ZIP: 80203 BUSINESS PHONE: 303-837-0600 MAIL ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1775 SHERMAN STREET, SUITE 2500 CITY: DENVER STATE: CO ZIP: 80203 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: 111262702 BUSINESS ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1775 SHERMAN STREET, SUITE 2500 CITY: DENVER STATE: CO ZIP: 80203 BUSINESS PHONE: 303-837-0600 MAIL ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1775 SHERMAN STREET, SUITE 2500 CITY: DENVER STATE: CO ZIP: 80203 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: 111262698 BUSINESS ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1775 SHERMAN STREET, SUITE 2500 CITY: DENVER STATE: CO ZIP: 80203 BUSINESS PHONE: 303-837-0600 MAIL ADDRESS: STREET 1: C/0 EQUINOX FUND MANAGEMENT LLC STREET 2: 1775 SHERMAN STREET, SUITE 2500 CITY: DENVER STATE: CO ZIP: 80203 424B3 1 d271650d424b3.htm NOVEMBER 2011 PERFORMANCE UPDATE - CLASS 1 ORIGINAL November 2011 Performance Update - Class 1 Original

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

LOGO

November 2011 Performance Update

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

The Frontier Fund Class 1 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.

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

 

The Frontier Fund Class 1 Original    November 30, 2011
MTD		   November 30, 2011
YTD		   NAV/Unit  

Balanced Series-1

    2.77%   -4.74%   $ 125.69   

Balanced Series-1a

    2.63%   -5.88%   $ 109.52   

Berkeley/Graham/Tiverton Series-1

    -3.12%   -17.97%   $ 90.62   

Currency Series-1

    0.56%   -12.10%   $ 69.52   

Long/Short Commodity Series-1

    -0.32%   3.26%   $ 137.06   

Winton/Graham Series-1

    -2.62%   -13.79%   $ 103.30   

Winton Series-1

    0.74%   2.91%   $ 138.97   

Long Only Commodity Series-1

    -0.36%   -7.40%   $ 87.14   

Managed Futures Index Series-1

    -1.21%   -9.20%   $ 107.11   

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 November 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 - 1

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

November 30, 2011

(Unaudited)

 

     Current Period  

INCOME

   

Realized trading gain/(loss)

    $ 43,737,043.25   

Unrealized trading gain/(loss)

      (37,584,325.94 ) 

Less: commissions

      (258,836.88 ) 

Less: FCM fees

      (117,505.31 ) 

Foreign currency gain/(loss)

      104,946.47   

Interest income

      28,110.58   
  

 

 

  
Total Income      5,909,432.17   
EXPENSES   

Management fees

      169,421.22   

Incentive fees

      92,633.16   

Broker service fees

      471,149.78   
  

 

 

  

Total Expenses

      733,204.16   

Net Income (Loss)

    $ 5,176,228.01   
  

 

 

  

 

     Units     Dollars     $’s per unit  
STATEMENT OF CHANGES IN NET ASSET VALUE       

Net Asset Value, end of prior month

      1,526,198.99537      $ 186,658,249.44        122.30   

Current month additions

      353.61186        44,940.83     

Current month redemptions

      (22,175.75842 )      (2,799,577.88 )   

Net Income (loss) for current month

        5,176,228.01     
  

 

 

    

 

 

    

Net Asset Value, end of current month

      1,504,376.84881      $ 189,079,840.40        125.69   
  

 

 

    

 

 

    

 

 

  
     Monthly rate of return        2.77 % 

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

November 30, 2011

(Unaudited)

     Current Period  

INCOME

   

Realized trading gain/(loss)

    $ 725,319.02   

Unrealized trading gain/(loss)

      (618,472.60 ) 

Less: commissions

      (4,357.43 ) 

Less: FCM fees

      (1,976.41 ) 

Foreign currency gain/(loss)

      1,630.96   

Interest income

      3,036.02   
  

 

 

  

Total Income

      105,179.56   
EXPENSES   

Trading fees

      6,866.21   

Management fees

      2,850.56   

Incentive fees

      1,448.16   

Broker service fees

      7,923.78   
  

 

 

  

Total Expenses

      19,088.71   

Net Income (Loss)

    $ 86,090.85   
  

 

 

  

 

     Units     Dollars     $’s per unit  
STATEMENT OF CHANGES IN NET ASSET VALUE       

Net Asset Value, end of prior month

      30,161.95916      $ 3,218,625.53        106.71   

Current month additions

      2.42598        268.89     

Current month redemptions

      (1,798.60553 )      (198,491.16 )   

Net Income (loss) for current month

        86,090.85     
  

 

 

    

 

 

    

Net Asset Value, end of current month

      28,365.77961      $ 3,106,494.11        109.52   
  

 

 

    

 

 

    

 

 

  
     Monthly rate of return        2.63 % 

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

November 30, 2011

(Unaudited)

 

     Current Period  

INCOME

   

Realized trading gain/(loss)

    $ (854,945.50 ) 

Unrealized trading gain/(loss)

      19,323.45   

Less: commissions

      (57,250.91 ) 

Less: FCM fees

      (22,597.88 ) 

Foreign currency gain/(loss)

      (8,179.83 ) 

Interest income

      11,801.44   
  

 

 

  

Total Income

      (911,849.23 ) 
EXPENSES   

Management fees

      143,930.66   

Incentive fees

      —     

Broker service fees

      91,467.75   
  

 

 

  

Total Expenses

      235,398.41   

Net Income (Loss)

    $ (1,147,247.64 ) 
  

 

 

  

 

     Units     Dollars     $’s per unit  
STATEMENT OF CHANGES IN NET ASSET VALUE       

Net Asset Value, end of prior month

      400,154.01813      $ 37,429,127.02        93.54   

Current month additions

      41.39004        3,893.32     

Current month redemptions

      (7,209.01772 )      (674,389.20 )   

Net Income (loss) for current month

        (1,147,247.64 )   
  

 

 

    

 

 

    

Net Asset Value, end of current month

      392,986.39045      $ 35,611,383.50        90.62   
  

 

 

    

 

 

    

 

 

  
     Monthly rate of return        -3.12 % 

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

November 30, 2011

(Unaudited)

 

     Current Period  

INCOME

   

Realized trading gain/(loss)

    $ —     

Unrealized trading gain/(loss)

      36,821.36   

Less: FCM fees

      (2,597.61 ) 

Interest income

      (237.38 ) 
  

 

 

  

Total Income

      33,986.37   
EXPENSES   

Management fees

      —     

Incentive fees

      —     

Broker service fees

      10,577.28   
  

 

 

  

Total Expenses

      10,577.28   

Net Income (Loss)

    $ 23,409.09   
  

 

 

  

 

     Units     Dollars     $’s per unit  
STATEMENT OF CHANGES IN NET ASSET VALUE       

Net Asset Value, end of prior month

      62,438.46872      $ 4,316,539.22        69.13   

Current month additions

      65.35718        4,519.62     

Current month redemptions

      (1,438.25702 )      (99,330.62 )   

Net Income (loss) for current month

        23,409.09     
  

 

 

    

 

 

    

Net Asset Value, end of current month

      61,065.56888      $ 4,245,137.31        69.52   
  

 

 

    

 

 

    

 

 

  
     Monthly rate of return        0.56 % 

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

November 30, 2011

(Unaudited)

 

     Current Period  

INCOME

   

Realized trading gain/(loss)

    $ (197,658.95 ) 

Unrealized trading gain/(loss)

      225,258.99   

Less: commissions

      (5,388.63 ) 

Less: FCM fees

      (4,803.26 ) 

Foreign currency gain/(loss)

      557.38   

Interest income

      12,306.82   
  

 

 

  

Total Income

      30,272.35   
EXPENSES   

Management fees

      36,810.04   

Incentive fees

      (2,099.51 ) 

Broker service fees

      19,426.95   
  

 

 

  

Total Expenses

      54,137.48   

Net Income (Loss)

    $ (23,865.13 ) 
  

 

 

  

 

     Units     Dollars     $’s per unit  

STATEMENT OF CHANGES IN NET ASSET VALUE

       

Net Asset Value, end of prior month

      61,824.10436      $ 8,500,949.06        137.50   

Current month additions

      23.99422        3,311.72     

Current month redemptions

      (8,905.54313 )      (1,224,026.14 )   

Net Income (loss) for current month

        (23,865.13 )   
  

 

 

    

 

 

    

 

 

  

Net Asset Value, end of current month

      52,942.55545      $ 7,256,369.51        137.06   
  

 

 

    

 

 

    

 

 

  
     Monthly rate of return        -0.32 % 

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/Short Commodity Series 1

THE FRONTIER FUND WINTON/GRAHAM SERIES - 1

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

November 30, 2011

(Unaudited)

 

     Current Period  

INCOME

   

Realized trading gain/(loss)

    $ (488,409.28 ) 

Unrealized trading gain/(loss)

      (17,264.87 ) 

Less: commissions

      (15,102.58 ) 

Less: FCM fees

      (15,972.66 ) 

Foreign currency gain/(loss)

      (2,494.63 ) 

Interest income

      15,527.32   
  

 

 

  

Total Income

      (523,716.70 ) 
EXPENSES   

Management fees

      79,883.57   

Incentive fees

      —     

Broker service fees

      64,485.95   
  

 

 

  

Total Expenses

      144,369.52   

Net Income (Loss)

    $ (668,086.22 ) 
  

 

 

  

 

 

     Units     Dollars     $’s per unit  

STATEMENT OF CHANGES IN NET ASSET VALUE

       

Net Asset Value, end of prior month

      247,941.35623      $ 26,302,871.93        106.09   

Current month additions

      60.19827        6,535.59     

Current month redemptions

      (5,052.61301 )      (543,593.05 )   

Net Income (loss) for current month

        (668,086.22 )   
  

 

 

    

 

 

    

Net Asset Value, end of current month

      242,948.94149      $ 25,097,728.25        103.30   
  

 

 

    

 

 

    

 

 

  
     Monthly rate of return        -2.62 % 

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

November 30, 2011

(Unaudited)

 

     Current Period  

INCOME

   

Realized trading gain/(loss)

    $ 106,569.41   

Unrealized trading gain/(loss)

      337,989.09   

Less: commissions

      (2,280.92 ) 

Less: FCM fees

      (23,279.86 ) 

Foreign currency gain/(loss)

      (7,371.54 ) 

Interest income

      30,851.94   
  

 

 

  

Total Income

      442,478.12   
EXPENSES   

Management fees

      67,071.12   

Incentive fees

      —     

Broker service fees

      94,258.83   
  

 

 

  

Total Expenses

      161,329.95   

Net Income (Loss)

    $ 281,148.17   
  

 

 

  

 

     Units     Dollars     $’s per unit  

STATEMENT OF CHANGES IN NET ASSET VALUE

       

Net Asset Value, end of prior month

      274,847.59459      $ 37,916,335.04        137.95   

Current month additions

      133.49495        18,760.41     

Current month redemptions

      (2,232.98311 )      (311,915.47 )   

Net Income (loss) for current month

        281,148.17     
  

 

 

    

 

 

    

Net Asset Value, end of current month

      272,748.10643      $ 37,904,328.15        138.97   
  

 

 

    

 

 

    

 

 

  
     Monthly rate of return        0.74 % 

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

November 30, 2011

(Unaudited)

 

     Current Period  

INCOME

   

Realized trading gain/(loss)

    $ (1,179.01 ) 

Unrealized trading gain/(loss)

      91.46   

Less: commissions

      —     

Less: FCM fees

      (326.75 ) 

Foreign currency gain/(loss)

      —     

Interest income

      882.53   
  

 

 

  

Total Income

      (531.77 ) 
EXPENSES   

Management fees

      559.59   

Incentive fees

      —     

Broker service fees

      886.25   
  

 

 

  

Total Expenses

      1,445.84   

Net Income (Loss)

    $ (1,977.61 ) 
  

 

 

  

 

     Units     Dollars     $’s per unit  

STATEMENT OF CHANGES IN NET ASSET VALUE

       

Net Asset Value, end of prior month

      6,317.66054      $ 552,528.03        87.46   

Current month additions

      0.94002        81.98     

Current month redemptions

      (309.28624 )      (26,970.15 )   

Net Income (loss) for current month

        (1,977.61 )   
  

 

 

    

 

 

    

Net Asset Value, end of current month

      6,009.31432      $ 523,662.25        87.14   
  

 

 

    

 

 

    

 

 

  
     Monthly rate of return        -0.36 % 

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

November 30, 2011

(Unaudited)

 

     Current Period  

INCOME

   

Realized trading gain/(loss)

    $ (739.84 ) 

Unrealized trading gain/(loss)

      (2,240.31 ) 

Less: commissions

      (64.79 ) 

Less: FCM fees

      (207.11 ) 

Foreign currency gain/(loss)

      (193.32 ) 

Interest income

      628.02   
  

 

 

  

Total Income

      (2,817.35 ) 
EXPENSES   

Management fees

      574.86   

Incentive fees

      —     

Broker service fees

      554.82   
  

 

 

  

Total Expenses

      1,129.68   

Net Income (Loss)

    $ (3,947.03 ) 
  

 

 

  

 

     Units     Dollars     $’s per unit  

STATEMENT OF CHANGES IN NET ASSET VALUE

       

Net Asset Value, end of prior month

      3,144.91393      $ 341,002.37        108.43   

Current month additions

      —          —       

Current month redemptions

      (84.46771 )      (9,236.78 )   

Net Income (loss) for current month

        (3,947.03 )   
  

 

 

    

 

 

    

Net Asset Value, end of current month

      3,060.44622      $ 327,818.56        107.11   
  

 

 

    

 

 

    

 

 

  
     Monthly rate of return        -1.21 % 

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 - Managed Futures Index Series 1

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