BH Macro Limited (the "Company")                        

      (a closed-ended collective investment scheme established as a company with   
       limited liability under the laws of Guernsey with registered number 46235   

                               LEI: 549300ZOFF0Z2CM87C29                           

         Delisting of shares from the Bermuda Stock Exchange and Nasdaq Dubai      

                                   29 September 2017                               

    The delisting of the Company's Sterling shares and US Dollar shares from the
    Bermuda Stock Exchange will take effect from close of business on 30 September
    2017.

    The Company proposes that the delisting of its US Dollar shares from the
    official list of the Dubai Financial Services authority and from trading on
    Nasdaq Dubai will take effect from close of business on 31 December 2017, with
    trading being suspended with effect from 4 December 2017.  The suspension of
    trading of the US Dollar shares will allow for any transactions in the US
    Dollar shares on Nasdaq Dubai to be settled before the delisting takes effect. 

    The listing of the Company's Sterling shares and US Dollar shares on the Main
    Market of the London Stock Exchange will not be affected.

    Enquiries:

    Website: www.bhmacro.com
    Northern Trust International Fund Administration Services (Guernsey) Limited
    Sharon A Williams
    Tel:  +44 (0)1481 745436