Option Strategy Index For April 2011

Monthly Rankings

Rank CTA/Program Apr 2011 Min Inv Inception
23 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-4.28 50k 10/1/2010
22 Bluenose Capital Management, LLC
-1.62 30k 10/1/2008
21 LJM Partners
LJM Preservation & Growth Strategy
-1.41 250k 5/1/2006
20 ITB Capital Advisors LLC
ITB Time Value Trading Program
-0.99 5,000k 1/1/2009
19 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
-0.87 100k 10/1/2010
18 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
-0.51 200k 1/1/2007
17 ITB Capital Management, LLC
ITB Premium Fund I, LTD
-0.10 1,000k 1/1/2006
16 OptHedge Advisors LLC
Diversified Options & Futures Program
0.08 250k 10/1/2008
15 LJM Partners
LJM Aggressive Strategy
0.13 500k 7/1/1998
14 LJM Partners
LJM Moderately Aggressive Strategy
0.29 500k 4/1/2003
Alpha Program
0.61 50k 4/1/2009
12 Esulep LLC MAX
Esulep LLC MAX
0.88 500k 5/1/2008
11 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
0.90 750k 1/1/2009
10 Bluenose Capital Management, LLC
1.18 15k 7/1/2010
9 Global Sigma Group, LLC
Global Sigma Plus
1.20 3,000k 11/1/2009
8 Warrington Asset Management
Warrington Strategic Program
1.50 50k 1/1/1997
7 White River Group
Stock Index Option Writing Strategy
2.05 10k 11/1/2008
6 Arcanum Asset Management
Equity Index Option Program (Prop)
2.33 500k 7/1/2006
5 Non Correlated Capital
Positive Theta Fund
3.63 50k 10/1/2007
4 Non Correlated Capital
Positive Theta Program
3.66 250k 10/1/2007
3 White River Group
Diversified Option Writing Strategy
4.06 20k 11/1/2008
2 White Indian Trading Co.
SCS Program (Client)
4.21 250k 2/1/2011
1 Insignia Managed Capital
6.99 20k 7/1/2009

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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