Annual Report

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) Annual Accounts 20 April 2015 The Company announces that the Annual Report and Audited Financial Statementsof the Company for the year ended 31st December 2014 (the "Accounts") havebeen posted to shareholders. In accordance with Listing Rule 9.6.3,a copy of the Accountshas been submittedto the National Storage Mechanism and will shortly be available for inspectionat: www.morningstar.co.uk/uk/NSM and are also available on the Company's websiteat: www.bhmacro.com. Enquiries: Company website: www.bhmacro.com Northern Trust International Fund Administration Services (Guernsey) LimitedAndrew MaidenTel: +44 (0) 1481 745368