The Cambridge Strategy - Foreign Exchange Financial Trading Investment Management

EXTENDED MARKETS ALPHA PROGRAMME

Current Monthly Performance - August 2010

May 2007	Jun 2007	August 2007	Aug 2007	Sept 2007	Oct 2007	Nov 2007	Dec 2007	Jan 2008
Feb 2008	Mar 2008	Apr 2008	May 2008	Jun 2008	August 2008	Aug 2008	Sep 2008	Oct 2008
Nov 2008	Dec 2008	Jan 2009	Feb 2009	Mar 2009	Apr 2009	May 2009	Jun 2009	August 2009

Aug 2009	Sept 2009	Oct 2009	Nov 2009	Dec 2009	Jan 2010	Feb 2010	Mar 2010	Apr 2010
May 2010	Jun 2010	Jun 2010

Month to Date:
-1.63%

Year to Date*:                     -3.63%

12 Months to Date*:                                                                                                               -8.61%

*At end of last month

Daily Return (as at close of business PT)

Date	NAV	Cumulative Return Month	VAR (Outright)	VAR (Adjusted)
1st August	187.33	0.00%	0.60%	0.60%
2nd August	188.33	0.53%	0.60%	0.60%
3rd August	187.82	0.26%	0.60%	0.60%
4th August	187.89	0.30%	0.60%	0.60%
5th August	187.69	0.19%	0.60%	0.60%
6th August	187.05	-0.15%	0.60%	0.60%
7th August	187.05	-0.15%	0.60%	0.60%
8th August	187.05	-0.15%	0.60%	0.60%
9th August	187.48	0.08%	0.60%	0.60%
10th August	186.23	-0.59%	0.60%	0.60%
11th August	184.15	-1.70%	0.60%	0.60%
12th August	184.75	-1.38%	0.60%	0.60%
13th August	185.03	-1.23%	0.60%	0.60%
14th August	185.03	-1.23%	0.60%	0.60%
15th August	185.03	-1.23%	0.60%	0.60%
16th August	185.08	-1.20%	0.60%	0.60%
17th August	185.74	-0.85%	0.60%	0.60%
18th August	186.04	-0.69%	0.60%	0.60%
19th August	185.53	-0.96%	0.60%	0.60%
20th August	185.38	-1.04%	0.60%	0.60%
21st August	185.38	-1.04%	0.60%	0.60%
22nd August	185.38	-1.04%	0.60%	0.60%
23rd August	185.23	-1.12%	0.60%	0.60%
24th August	183.83	-1.87%	0.60%	0.60%
25th August	184.39	-1.57%	0.60%	0.60%
26th August	184.04	-1.76%	0.60%	0.60%
27th August	183.92	-1.82%	0.60%	0.60%
28th August	183.92	-1.82%	0.60%	0.60%
29th August	183.92	-1.82%	0.60%	0.60%
30th August	184.28	-1.63%	0.60%	0.60%
31st August

**Figures are reported Gross.