Net Asset Value(s)

RNS Number : 1792B

BH Macro Limited

21 October 2009

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 30th September 2009, 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	$16.78	B1NPGV1	30th September 2009
BH Macro Limited	1723p	B1NP514	30th September 2009
BH Macro Limited	€16.82	B1NPGZ5	30th September 2009

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.

Enquiries:

Northern Trust International Fund Administration Services (Guernsey) Limited

Harry Rouillard 44 (0)1481 745315

Date: 21st October 2009