Option Strategy Index For July 2011

Monthly Rankings

Rank CTA/Program Jul 2011 Min Inv Inception
24 ITB Capital Advisors LLC
ITB Time Value Trading Program
-14.14 5,000k 1/1/2009
23 LJM Partners
LJM Aggressive Strategy
-8.18 500k 7/1/1998
22 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
-7.80 200k 1/1/2007
21 ITB Capital Management, LLC
ITB Premium Fund I, LTD
-7.49 1,000k 1/1/2006
20 LJM Partners
LJM Moderately Aggressive Strategy
-5.38 500k 4/1/2003
19 Insignia Managed Capital
Epoch3
-3.95 20k 7/1/2009
18 LJM Partners
LJM Preservation & Growth Strategy
-3.03 250k 5/1/2006
17 GLOBIVEST LLC
Alpha Program
-2.55 50k 4/1/2009
16 White Indian Trading Co.
SCS Program (Client)
-2.05 250k 2/1/2011
15 Warrington Asset Management
Warrington Strategic Program
-1.58 50k 1/1/1997
14 White River Group
Stock Index Option Writing Strategy
0.12 10k 11/1/2008
13 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
0.35 100k 10/1/2010
12 Esulep LLC MAX
Esulep LLC MAX
0.38 500k 5/1/2008
11 Bluenose Capital Management, LLC
BNC EI
1.12 15k 7/1/2010
10 Non Correlated Capital
Positive Theta Fund
1.12 50k 10/1/2007
9 Non Correlated Capital
Positive Theta Program
1.15 250k 10/1/2007
8 Bluenose Capital Management, LLC
BNC BI
1.46 30k 10/1/2008
7 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
1.54 750k 1/1/2009
6 White River Group
Diversified Option Writing Strategy
2.05 20k 11/1/2008
5 Global Sigma Group, LLC
Global Sigma Plus
2.42 3,000k 11/1/2009
4 Arcanum Asset Management
Equity Index Option Program (Prop)
2.67 500k 7/1/2006
3 OptHedge Advisors LLC
Diversified Options & Futures Program
3.75 250k 10/1/2008
2 Option Capital Advisory
OCA Premium
7.14 100k 5/1/2011
1 Global Vista Advisors, LLC
Global Vista Options ("GVO")
11.94 50k 10/1/2010

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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