Option Strategy Index For January 2009

Monthly Rankings

Rank CTA/Program Jan 2009 Min Inv Inception
16 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
0.00 750k 1/1/2009
17 ITB Capital Advisors LLC
ITB Time Value Trading Program
0.00 5,000k 1/1/2009
15 OptHedge Advisors LLC
Diversified Options & Futures Program
0.63 250k 10/1/2008
14 ITB Capital Management, LLC
ITB Premium Fund I, LTD
0.85 1,000k 1/1/2006
13 Esulep LLC MAX
Esulep LLC MAX
1.13 500k 5/1/2008
12 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
1.31 200k 1/1/2007
11 LJM Partners
LJM Preservation & Growth Strategy
1.35 250k 5/1/2006
10 White River Group
Stock Index Option Writing Strategy
2.06 10k 11/1/2008
9 Bluenose Capital Management, LLC
BNC BI
2.26 30k 10/1/2008
8 Warrington Asset Management
Warrington Strategic Program
2.34 50k 1/1/1997
7 White River Group
Diversified Option Writing Strategy
2.60 20k 11/1/2008
6 LJM Partners
LJM Moderately Aggressive Strategy
2.93 500k 4/1/2003
5 LJM Partners
LJM Aggressive Strategy
4.14 500k 7/1/1998
4 Arcanum Asset Management
Equity Index Option Program (Prop)
5.67 500k 7/1/2006
3 Bluenose Capital Management, LLC
BNC EI
7.07 15k 7/1/2010
2 Non Correlated Capital
Positive Theta Program
18.40 250k 10/1/2007
1 Non Correlated Capital
Positive Theta Fund
22.89 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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