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The BMO/BDC Managed Futures Net Asset Value (NAV) is calculated and posted to the Web site on a daily basis. It is defined as the dollar value of a single unit, based on the daily market value of the underlying assets of the fund minus its liabilities, divided by the number of units outstanding. Monthly numbers and performance reviews are also available.   Automatic Data Processing Information Systems Management Close of Business August 27 2010 Prior Day NB-1 5673087 N/A 115.31 115.45 BMO Bank of Montreal Managed Futures Certificate of Deposit - Series NB1 NB-2 5678503 N/A 111.26 111.44 BMO Bank of Montreal Managed Futures Certificate of Deposit - Series NB2 NB-3 5683169 N/A 114.94 115.14 BMO Bank of Montreal Managed Futures Certificate of Deposit - Series NB3 NB-4 5690900 N/A 107.21 107.39 BMO Bank of Montreal Managed Futures Certificate of Deposit - Series NB4 NB-5 5702140 N/A 119.45 119.82 BMO Bank of Montreal Managed Futures Certificate of Deposit - Series NB5