Industry Updates

Lyxor Hedge Fund Index records a positive YTD performance of +3.49% and -0.78% in November

Monday, December 06, 2010

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Opalesque Industry Update - The Lyxor Hedge Fund Index was down -0.78% in November. Year-to-date performance* as of November 2010 is up + 3.49%.

The top performing strategies over the month were Lyxor Distressed Securities Index (+1.17%), Lyxor Fixed Income Arbitrage Index (+0.78%), and Lyxor L/S Equity Long Bias Index (+0.45%).

The ‘Lyxor Hedge Indices’ are investable, asset-weighted hedge fund indices. They are based on Lyxor’s hedge fund platform that covers all the major hedge fund strategies and benefits from a high level of transparency and risk control, while ensuring weekly liquidity.

Lyxor Hedge Fund Indices	Bloomberg Ticker	November 2010 Performance*	YtD Performance*
Global Index Lyxor Hedge Fund Index	LYXRHFI	-0.78%	3.49%
Strategy Indices
Lyxor L/S Equity Long Bias Index	LYXRLSLB	0.45%	3.38%
Lyxor L/S Equity Market Neutral Index	LYXRLSMN	-0.63%	0.51%
Lyxor L/S Equity Short Bias Index	LYXRLSSB	-4.53%	-21.54%
Lyxor L/S Equity Statistical Arbitrage Index	LYXRSTAT	0.03%	-1.41%
Lyxor L/S Equity Variable Bias Index	LYXRLSVR	-1.12%	-0.38%
Lyxor Convertible Bonds & Volatility Arbitrage Index	LYXRCB	0.40%	4.21%
Lyxor Distressed Securities Index	LYXRDIST	1.17%	4.72%
Lyxor Merger Arbitrage Index	LYXRMNA	-1.06%	4.46%
Lyxor Special Situations Index	LYXRSPEC	0.13%	5.39%
Lyxor L/S Credit Arbitrage Index	LYXRCRDT	-1.24%	9.22%
Lyxor Fixed Income Arbitrage Index	LYXRFIAR	0.78%	9.88%
Lyxor CTA Long Term Index	LYXRCTAL	-2.36%	7.53%
Lyxor CTA Short Term Index	LYXRCTAS	-1.96%	-0.85%
Lyxor Global Macro Index	LYXRMACR	-0.99%	3.84%
Thematic Indices		Since Inception**
Lyxor Top 10 Index	LYXRTP10	-0.20%	1.98%
Lyxor Credit Strategies Index	LYXRCDTS	0.04%	6.57%

(*) MTD returns are based on performance from the last estimated NAV of the previous month until the last estimated NAV of the reported month. YTD returns are from December 31, 2009 through November 30, 2010.
(**) Since inception returns are from January 19, 2010 through November 30, 2010.

Created in 1998, Lyxor Asset Management currently manages EUR 91.10 billion (as of October 31st, 2010). A wholly-owned subsidiary of Société Générale Group, belonging to the Corporate and Investment Banking arm of the group, the asset management company specializes in three businesses:
- Alternative Investments
- Structured and Quantitative Management
- Index Tracking

www.lyxor.com

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