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How Futures Stack Up vs. Stocks and Bonds

                     1993   1994     1995     1996    1997    1998*

FUTURES
 BARCLAY CTA INDEX** 10.4%  -0.7%    13.7%    9.1%    10.9%   0.1%
 MAX. DRAWDOWN***     4.5    4.7      2.5      4.8     4.6    1.0

STOCKS
 S&P 500**           10.1    1.3     37.6     22.9    33.4   14.0
 MAX. DRAWDOWN***     2.4    7.0      0.4      4.4     5.6    0.0

BONDS
 TREASURY BONDS**    16.4   -6.9     30.7     -0.4    14.9    1.5
 MAX. DRAWDOWN***     2.7   11.7      1.6      8.2     3.3    0.7


*Through Mar. 31
**Annual return
*** Maximum one-month percentage drop in net asset value

DATA: BARCLAY TRADING GROUP LTD.


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Updated May 28, 1998 by bwwebmaster
Copyright 1998, by The McGraw-Hill Companies Inc. All rights reserved.
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