Net Asset Value(s)

RNS Number : 4862M

BH Macro Limited

25 May 2010

BH MACRO LIMITED (the "Company")

(a closed-ended investment company incorporated in Guernsey with registration number 46235)

Announcement of Month End Final Net Asset Values

As at the close of business on 30 April 2010 the month end final net asset values of each class of the Company's shares are as follows:

FUND NAME	NAV	SEDOL	NAV DATE
BH Macro Limited	$17.03	B1NPGV1	30 April 2010
BH Macro Limited	1750p	B1NP514	30 April 2010
BH Macro Limited	€17.07	B1NPGZ5	30 April 2010

The Net Asset Value figures in this announcement have been calculated by Northern Trust International Fund Administration Services (Guernsey) Limited and are based on unaudited valuations.

This document is for information purposes only and is not an offer to invest. All investments are subject to risk. Past performance is no guarantee of future returns and the value of investments may fluctuate. Prospective investors are advised to seek expert legal, financial, tax and other professional advice before making any investment decisions. Results achieved in the past are no guarantee of future results.

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