Option Strategy Index For September 2009

Monthly Rankings

Rank CTA/Program Sep 2009 Min Inv Inception
19 Arcanum Asset Management
Equity Index Option Program (Prop)
-12.75 500k 7/1/2006
18 Esulep LLC MAX
Esulep LLC MAX
-5.41 500k 5/1/2008
17 Bluenose Capital Management, LLC
BNC BI
-2.97 30k 10/1/2008
16 ITB Capital Advisors LLC
ITB Time Value Trading Program
-0.77 5,000k 1/1/2009
15 ITB Capital Management, LLC
ITB Premium Fund I, LTD
-0.19 1,000k 1/1/2006
14 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
-0.05 200k 1/1/2007
13 Bluenose Capital Management, LLC
BNC EI
0.24 15k 7/1/2010
12 Warrington Asset Management
Warrington Strategic Program
0.80 50k 1/1/1997
11 White River Group
Stock Index Option Writing Strategy
1.74 10k 11/1/2008
10 LJM Partners
LJM Preservation & Growth Strategy
2.12 250k 5/1/2006
9 LJM Partners
LJM Moderately Aggressive Strategy
2.30 500k 4/1/2003
8 White River Group
Diversified Option Writing Strategy
3.21 20k 11/1/2008
7 OptHedge Advisors LLC
Diversified Options & Futures Program
3.35 250k 10/1/2008
6 GLOBIVEST LLC
Alpha Program
4.39 50k 4/1/2009
5 LJM Partners
LJM Aggressive Strategy
4.40 500k 7/1/1998
4 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
4.44 750k 1/1/2009
3 Insignia Managed Capital
Epoch3
5.27 20k 7/1/2009
2 Non Correlated Capital
Positive Theta Program
10.34 250k 10/1/2007
1 Non Correlated Capital
Positive Theta Fund
13.34 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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