Option Strategy Index For July 2009

Monthly Rankings

Rank CTA/Program Jul 2009 Min Inv Inception
19 ITB Capital Advisors LLC
ITB Time Value Trading Program
-12.66 5,000k 1/1/2009
18 Bluenose Capital Management, LLC
BNC EI
-9.98 15k 7/1/2010
17 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
-9.94 200k 1/1/2007
16 LJM Partners
LJM Aggressive Strategy
-6.72 500k 7/1/1998
15 ITB Capital Management, LLC
ITB Premium Fund I, LTD
-5.88 1,000k 1/1/2006
14 Bluenose Capital Management, LLC
BNC BI
-5.77 30k 10/1/2008
13 LJM Partners
LJM Moderately Aggressive Strategy
-4.26 500k 4/1/2003
12 LJM Partners
LJM Preservation & Growth Strategy
-4.22 250k 5/1/2006
11 Insignia Managed Capital
Epoch3
0.00 20k 7/1/2009
10 Warrington Asset Management
Warrington Strategic Program
0.53 50k 1/1/1997
9 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
0.94 750k 1/1/2009
8 White River Group
Stock Index Option Writing Strategy
1.01 10k 11/1/2008
7 Esulep LLC MAX
Esulep LLC MAX
1.23 500k 5/1/2008
6 GLOBIVEST LLC
Alpha Program
1.89 50k 4/1/2009
5 White River Group
Diversified Option Writing Strategy
2.49 20k 11/1/2008
4 OptHedge Advisors LLC
Diversified Options & Futures Program
4.89 250k 10/1/2008
3 Arcanum Asset Management
Equity Index Option Program (Prop)
5.33 500k 7/1/2006
2 Non Correlated Capital
Positive Theta Program
10.00 250k 10/1/2007
1 Non Correlated Capital
Positive Theta Fund
12.71 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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