Houston, Texas, September 12, 2006 - Three-month trends reversed in August, as the percentage of investors’ assets allocated to equities increased, while those in fixed-income instruments declined. It was the first move in those respective directions since April.

This asset-allocation performance analysis is based upon figures compiled by CPMKTS^sm The Capital Markets Index, the first and only measure of the total return of the U.S. capital markets.

Equities, as a percentage of total market value, were 52.66% in August 2006, up from 51.43% a month before and 51.69% at the end of August 2005.

This came at the expense of bonds, which totaled 32.29% in August 2006, down from 33.15% at the end of July and 33.18% at the end of August 2005. Liquid investments totaled 15.05%, down from 15.42% a month earlier, and up from 14.94% a year earlier.

"Interestingly, investors’ return to equities in August took place during a month when the CPMKTS equities sub-index rose 3.05%, compared with a 1.5% gain for the bond index and a 0.45% increase for the liquidity index," said Warren Schmalenberger, founder and chief executive officer of Dorchester Capital Management, which created the indexes. "Conversely, in the April-July 2006 period, when allocations grew for fixed-income investments and fell for equities, the CPMKTS bond index rose 1.96%, compared with a 2.58% decline by the equities index and a 1.26% increase by the liquidity index."

CPMKTS is carried on The American Stock Exchange under the symbol CPMKTS, with data updates every 15 seconds. The Amex also publishes sub-indexes CPMKTE, CPMKTB and CPMKTL, tracking equities, bonds and liquidity. Dorchester utilizes market data and government statistics to adjust weights used in calculating CPMKTS, ensuring the index accurately reflects the total return of the markets, based on actual asset allocation.

At August 31, 2006, the value of the investment-grade capital markets was $27.73 trillion, up from $26.96 trillion a month earlier and $26.92 trillion at August 31, 2005.

About Dorchester Capital Management Co.
Dorchester Capital Management Company is a Houston-based company principally focused on designing financial products for the professional investment community. For additional information, please visit the company's Web site at www.cpmkts.com.

###