Option Strategy Index For February 2010

Monthly Rankings

Rank CTA/Program Feb 2010 Min Inv Inception
20 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-0.16 750k 1/1/2009
19 LJM Partners
LJM Preservation & Growth Strategy
0.90 250k 5/1/2006
18 White River Group
Diversified Option Writing Strategy
0.94 20k 11/1/2008
17 White River Group
Stock Index Option Writing Strategy
1.10 10k 11/1/2008
16 Global Sigma Group, LLC
Global Sigma Plus
1.68 3,000k 11/1/2009
15 GLOBIVEST LLC
Alpha Program
1.94 50k 4/1/2009
14 OptHedge Advisors LLC
Diversified Options & Futures Program
2.78 250k 10/1/2008
13 Bluenose Capital Management, LLC
BNC EI
2.89 15k 7/1/2010
12 Bluenose Capital Management, LLC
BNC BI
2.92 30k 10/1/2008
11 ITB Capital Management, LLC
ITB Premium Fund I, LTD
3.39 1,000k 1/1/2006
10 LJM Partners
LJM Moderately Aggressive Strategy
3.79 500k 4/1/2003
9 Warrington Asset Management
Warrington Strategic Program
3.79 50k 1/1/1997
8 Esulep LLC MAX
Esulep LLC MAX
4.24 500k 5/1/2008
7 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
4.69 200k 1/1/2007
6 LJM Partners
LJM Aggressive Strategy
5.95 500k 7/1/1998
5 Arcanum Asset Management
Equity Index Option Program (Prop)
6.33 500k 7/1/2006
4 ITB Capital Advisors LLC
ITB Time Value Trading Program
7.06 5,000k 1/1/2009
3 Insignia Managed Capital
Epoch3
7.30 20k 7/1/2009
2 Non Correlated Capital
Positive Theta Program
8.29 250k 10/1/2007
1 Non Correlated Capital
Positive Theta Fund
10.32 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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