Option Strategy Index For December 2011

Monthly Rankings

Rank CTA/Program Dec 2011 Min Inv Inception
25 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-2.57 50k 10/1/2010
24 Bluenose Capital Management, LLC
BNC BI
0.62 30k 10/1/2008
23 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
0.65 750k 1/1/2009
22 White Indian Trading Co.
SCS Program (Client)
0.83 250k 2/1/2011
21 Esulep LLC MAX
Esulep LLC MAX
1.33 500k 5/1/2008
20 Global Sigma Group, LLC
Global Sigma Plus
1.34 3,000k 11/1/2009
19 LJM Partners
LJM Preservation & Growth Strategy
1.99 250k 5/1/2006
18 White Indian Trading Co.
SCS Interest Rate Program (Client)
2.34 250k 8/1/2011
17 Bluenose Capital Management, LLC
BNC EI
2.41 15k 7/1/2010
16 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
2.84 100k 10/1/2010
15 Non Correlated Capital
Positive Theta Program
2.86 250k 10/1/2007
14 Non Correlated Capital
Positive Theta Fund
2.88 50k 10/1/2007
13 White River Group
Diversified Option Writing Strategy
2.97 20k 11/1/2008
12 Warrington Asset Management
Warrington Strategic Program
3.63 50k 1/1/1997
11 White River Group
Stock Index Option Writing Strategy
3.93 10k 11/1/2008
10 Insignia Managed Capital
Epoch3
4.52 20k 7/1/2009
9 GLOBIVEST LLC
Alpha Program
4.56 50k 4/1/2009
8 Option Capital Advisory
OCA Premium
4.92 100k 5/1/2011
7 ITB Capital Management, LLC
ITB Premium Fund I, LTD
5.04 1,000k 1/1/2006
6 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
5.39 200k 1/1/2007
5 LJM Partners
LJM Moderately Aggressive Strategy
6.79 500k 4/1/2003
4 Arcanum Asset Management
Equity Index Option Program (Prop)
7.00 500k 7/1/2006
3 OptHedge Advisors LLC
Diversified Options & Futures Program
8.35 250k 10/1/2008
2 LJM Partners
LJM Aggressive Strategy
8.72 500k 7/1/1998
1 ITB Capital Advisors LLC
ITB Time Value Trading Program
12.50 5,000k 1/1/2009

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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