Option Strategy Index For September 2011

Monthly Rankings

Rank CTA/Program Sep 2011 Min Inv Inception
25 Insignia Managed Capital
Epoch3
-22.29 20k 7/1/2009
24 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-14.24 50k 10/1/2010
23 GLOBIVEST LLC
Alpha Program
-6.41 50k 4/1/2009
22 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-5.27 750k 1/1/2009
21 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
-1.95 100k 10/1/2010
20 ITB Capital Advisors LLC
ITB Time Value Trading Program
-0.68 5,000k 1/1/2009
19 OptHedge Advisors LLC
Diversified Options & Futures Program
1.07 250k 10/1/2008
18 White River Group
Stock Index Option Writing Strategy
1.16 10k 11/1/2008
17 ITB Capital Management, LLC
ITB Premium Fund I, LTD
1.23 1,000k 1/1/2006
16 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
1.34 200k 1/1/2007
15 Warrington Asset Management
Warrington Strategic Program
1.59 50k 1/1/1997
14 Esulep LLC MAX
Esulep LLC MAX
1.96 500k 5/1/2008
13 Bluenose Capital Management, LLC
BNC BI
2.85 30k 10/1/2008
12 White Indian Trading Co.
SCS Interest Rate Program (Client)
3.35 250k 8/1/2011
11 Bluenose Capital Management, LLC
BNC EI
3.36 15k 7/1/2010
10 Global Sigma Group, LLC
Global Sigma Plus
3.89 3,000k 11/1/2009
9 Option Capital Advisory
OCA Premium
4.00 100k 5/1/2011
8 Non Correlated Capital
Positive Theta Fund
4.20 50k 10/1/2007
7 Non Correlated Capital
Positive Theta Program
4.23 250k 10/1/2007
6 LJM Partners
LJM Preservation & Growth Strategy
6.69 250k 5/1/2006
5 LJM Partners
LJM Aggressive Strategy
6.95 500k 7/1/1998
4 White River Group
Diversified Option Writing Strategy
8.02 20k 11/1/2008
3 Arcanum Asset Management
Equity Index Option Program (Prop)
8.17 500k 7/1/2006
2 White Indian Trading Co.
SCS Program (Client)
9.75 250k 2/1/2011
1 LJM Partners
LJM Moderately Aggressive Strategy
12.58 500k 4/1/2003

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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