Option Strategy Index For September 2007

Monthly Rankings

Rank CTA/Program Sep 2007 Min Inv Inception
7 Warrington Asset Management
Warrington Strategic Program
3.11 50k 1/1/1997
6 LJM Partners
LJM Preservation & Growth Strategy
3.31 250k 5/1/2006
5 ITB Capital Management, LLC
ITB Premium Fund I, LTD
4.71 1,000k 1/1/2006
4 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
4.95 200k 1/1/2007
3 LJM Partners
LJM Aggressive Strategy
7.14 500k 7/1/1998
2 Arcanum Asset Management
Equity Index Option Program (Prop)
7.33 500k 7/1/2006
1 LJM Partners
LJM Moderately Aggressive Strategy
8.22 500k 4/1/2003

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

IASG indexes are generated daily based on CTA manager supplied sector focus, investment strategy and performance. To participate in the IASG index, a program must have a minimum track record of 3 year's performance. Other indexes require a minimum two year track record. Strategy based indexes require the program's composition be more than 50% of the specific strategy. It is not possible for an investor to invest in any of the IASG indexes.

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