Option Strategy Index For August 2011

Monthly Rankings

Rank CTA/Program Aug 2011 Min Inv Inception
25 LJM Partners
LJM Aggressive Strategy
-34.30 500k 7/1/1998
24 ITB Capital Advisors LLC
ITB Time Value Trading Program
-30.22 5,000k 1/1/2009
23 LJM Partners
LJM Moderately Aggressive Strategy
-28.00 500k 4/1/2003
22 White River Group
Stock Index Option Writing Strategy
-16.26 10k 11/1/2008
21 White River Group
Diversified Option Writing Strategy
-15.08 20k 11/1/2008
20 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
-15.01 200k 1/1/2007
19 ITB Capital Management, LLC
ITB Premium Fund I, LTD
-14.29 1,000k 1/1/2006
18 White Indian Trading Co.
SCS Program (Client)
-13.72 250k 2/1/2011
17 LJM Partners
LJM Preservation & Growth Strategy
-8.31 250k 5/1/2006
16 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-6.77 750k 1/1/2009
15 Bluenose Capital Management, LLC
BNC EI
-5.65 15k 7/1/2010
14 Warrington Asset Management
Warrington Strategic Program
-4.49 50k 1/1/1997
13 OptHedge Advisors LLC
Diversified Options & Futures Program
-2.31 250k 10/1/2008
12 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
-1.72 100k 10/1/2010
11 Global Sigma Group, LLC
Global Sigma Plus
-1.55 3,000k 11/1/2009
10 Non Correlated Capital
Positive Theta Program
-0.89 250k 10/1/2007
9 Non Correlated Capital
Positive Theta Fund
-0.89 50k 10/1/2007
8 White Indian Trading Co.
SCS Interest Rate Program (Client)
0.00 250k 8/1/2011
7 Bluenose Capital Management, LLC
BNC BI
0.53 30k 10/1/2008
6 Arcanum Asset Management
Equity Index Option Program (Prop)
1.36 500k 7/1/2006
5 Esulep LLC MAX
Esulep LLC MAX
3.48 500k 5/1/2008
4 GLOBIVEST LLC
Alpha Program
4.51 50k 4/1/2009
3 Insignia Managed Capital
Epoch3
5.54 20k 7/1/2009
2 Option Capital Advisory
OCA Premium
6.74 100k 5/1/2011
1 Global Vista Advisors, LLC
Global Vista Options ("GVO")
15.70 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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