Option Strategy Index For November 2008

Monthly Rankings

Rank CTA/Program Nov 2008 Min Inv Inception
15 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
-3.13 200k 1/1/2007
14 Warrington Asset Management
Warrington Strategic Program
-2.30 50k 1/1/1997
13 ITB Capital Management, LLC
ITB Premium Fund I, LTD
-1.17 1,000k 1/1/2006
11 White River Group
Diversified Option Writing Strategy
0.00 20k 11/1/2008
10 White River Group
Stock Index Option Writing Strategy
0.00 10k 11/1/2008
12 Bluenose Capital Management, LLC
BNC BI
0.00 30k 10/1/2008
9 LJM Partners
LJM Aggressive Strategy
0.56 500k 7/1/1998
8 Bluenose Capital Management, LLC
BNC EI
0.83 15k 7/1/2010
7 LJM Partners
LJM Moderately Aggressive Strategy
0.89 500k 4/1/2003
6 Esulep LLC MAX
Esulep LLC MAX
1.95 500k 5/1/2008
5 OptHedge Advisors LLC
Diversified Options & Futures Program
1.97 250k 10/1/2008
4 LJM Partners
LJM Preservation & Growth Strategy
3.27 250k 5/1/2006
3 Arcanum Asset Management
Equity Index Option Program (Prop)
4.33 500k 7/1/2006
2 Non Correlated Capital
Positive Theta Program
17.83 250k 10/1/2007
1 Non Correlated Capital
Positive Theta Fund
21.25 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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