Annual Information Update

BH Macro Limited
28 March 2008



28 March 2008


BH Macro Limited

Annual Information Update


In accordance with Rule 5.2 of the Prospectus Rules, BH Macro Limited announces
that the following information has been published or made available to the
public over the period from 17 January 2007 (date of incorporation) to 29
February 2008 in compliance with laws, rules dealing with the regulation of
securities, issues of securities and securities markets.


1. Regulatory announcements


The following UK regulatory announcements have been made by the Company via a
Regulatory Information Service since the 17 January 2007: -

Date of          Regulatory Headline
publication

23.01.2007:      Press Release
08.02.2007:      Publication of Prospectus
05.03.2007:      Supplementary Prospectus
09.03.2007:      Offer Size Statement
09.03.2007:      Stabilisation Notice (x3)
09.03.2007:      First Day of Dealings
15.03.2007:      Holding(s) in Company
21.03.2007:      Holding(s) in Company
23.03.2007:      Performance Review
03.04.2007:      Risk Reports
05.04.2007:      Exercise of over allotment
12.04.2007:      Stabilisation Notice
20.04.2007:      Investor Release
17.05.2007:      Holding(s) in Company
23.05.2007:      Website Launch
25.05.2007:      Monthly Shareholder Report
06.06.2007:      Notice of EGM
11.06.2007:      Analyst Presentation
18.06.2007:      Monthly Shareholder Report
27.06.2007:      Result of EGM
28.06.2007:      Holding(s) in Company
16.07.2007:      Conversion of Securities
19.07.2007:      Monthly Shareholder Report
20.07.2007:      Director Declaration
02.08.2007:      Conversion of Securities
15.08.2007:      Monthly Shareholder Report
05.09.2007:      Calendar of Events
12.09.2007:      Holding(s) in Company
12.09.2007:      Holding(s) in Company
13.09.2007:      Holding(s) in Company
13.09.2007:      Holding(s) in Company
13.09.2007:      Holding(s) in Company
14.09.2007:      Share Conversion Notice
20.09.2007:      Director Declaration
25.09.2007:      Board Changes
25.09.2007:      Monthly Shareholder Report
26.09.2007:      Interim Results
26.09.2007:      Board Changes - Clarification
03.10.2007:      Conversion of Securities
05.10.2007:      Statement Re: Brevan Howard
16.10.2007:      Moody Rating
23.10.2007:      Cash Placing
24.10.2007:      Result of Cash Placing
25.10.2007:      Monthly Shareholder Report
26.10.2007:      Director/ PDMR Shareholding
26.10.2007:      Conversion of Securities
30.10.2007:      Holding(s) In Company
30.10.2007:      Holding(s) In Company
30.10.2007:      Holding(s) In Company
30.10.2007:      Holding(s) In Company
31.10.2007:      Holding(s) In Company
07.11.2007:      Holding(s) In Company
26.11.2007:      Monthly Shareholder Report
13.12.2007:      Conversion of Securities
19.12.2007:      Monthly Shareholder Report
20.12.2007:      Increase in Operational Services
03.01.2008:      Share Conversion Notice
17.01.2008:      Letter Re Operational Service Fee
07.02.2008:      Holdings in Company
22.02.2008:      Monthly Shareholder Report
29.02.2008:      Final Results

Weekly Net Asset Values were announced during the period.

1.       Documents filed with H.M. Geffier;


The following documents have been filed by the Company with H.M Greffier over
the previous twelve months: -

Date of Filing     Document type

16 March 2007      Cancellation of Share Premium
2 July 2007        Extract from the Extraordinary General Meeting Minutes
29 October 2007    Share Allotment
02 November 2007   Share Allotment
07 November 2007   Share Allotment
09 November 2007   Share Allotment
02 January 2008    Annual Return made up to 1 January 2008


2. Documents published and sent to shareholders;

The following documents have been published by the Company and sent to
shareholders of the Company over the previous twelve months: -

Date of           Document
Publication
06 June 2007      Notice of Extraordinary General Meeting
27 September 2007 Interim Unaudited Financial Statements for
                  the period from 17 January 2007 (date of
                  incorporation) to 30 June 2007
29 Febraury 2008  Annual Audited Financial Statements for the
                  year ended 31 December 2007


The information contained in the documents listed above was accurate and
up-to-date at the time of issue or publication, but some information may now be
out-of-date.

Copies of all the documents listed above are available on request from the
Company's registered office at Trafalgar Court, Les Banques, St Peter Port,
Guernsey, Channel Islands and copies of the RNS announcements can be viewed at
www.londonstockexchange.com under code BHMG.

All Enquiries:

Eleanor Fitzgerald
Northern Trust International Fund Administration Services (Guernsey) Limited
Trafalgar Court
Les Banques
St Peter Port
Guernsey
Channel Islands

Tel: [phone]
Fax: [phone]

END




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