Option Strategy Index For July 2008

Monthly Rankings

Rank CTA/Program Jul 2008 Min Inv Inception
10 Warrington Asset Management
Warrington Strategic Program
0.24 50k 1/1/1997
9 LJM Partners
LJM Preservation & Growth Strategy
0.98 250k 5/1/2006
8 Esulep LLC MAX
Esulep LLC MAX
1.99 500k 5/1/2008
7 ITB Capital Management, LLC
ITB Premium Fund I, LTD
3.75 1,000k 1/1/2006
6 LJM Partners
LJM Aggressive Strategy
4.62 500k 7/1/1998
5 LJM Partners
LJM Moderately Aggressive Strategy
4.65 500k 4/1/2003
4 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
7.14 200k 1/1/2007
3 Non Correlated Capital
Positive Theta Program
8.63 250k 10/1/2007
2 Arcanum Asset Management
Equity Index Option Program (Prop)
9.00 500k 7/1/2006
1 Non Correlated Capital
Positive Theta Fund
11.00 50k 10/1/2007

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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