Net Asset Value(s)

BH Macro Limited
04 April 2007


                        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 March 2007, 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           $10.01             B1NPGV1        30 March 2007
     BH Macro Limited            1001p             B1NP514        30 March 2007
     BH Macro Limited          € 10.01             B1NPGZ5        30 March 2007


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: 04 April 2007




                      This information is provided by RNS
            The company news service from the London Stock Exchange