Option Strategy Index For February 2012

Monthly Rankings

Rank CTA/Program Feb 2012 Min Inv Inception
27 Warrington Asset Management
Warrington Strategic Program
-0.38 50k 1/1/1997
26 Esulep LLC MAX
Esulep LLC MAX
0.32 500k 5/1/2008
25 Shared Enlightenment, Inc.
CopulaMax NetCreditOps I
0.69 25k 1/1/2012
24 LJM Partners
LJM Preservation & Growth Strategy
0.72 250k 5/1/2006
23 Bluenose Capital Management, LLC
BNC BI
1.17 30k 10/1/2008
22 Global Sigma Group, LLC
Global Sigma Plus
1.38 3,000k 11/1/2009
21 Non Correlated Capital
Positive Theta Program
1.68 250k 10/1/2007
20 OptHedge Advisors LLC
Diversified Options & Futures Program
1.72 250k 10/1/2008
19 Non Correlated Capital
Positive Theta Fund
1.73 50k 10/1/2007
18 GLOBIVEST LLC
Alpha Program
1.80 50k 4/1/2009
17 Option Capital Advisory
OCA Premium
1.97 100k 5/1/2011
16 LJM Partners
LJM Moderately Aggressive Strategy
2.27 500k 4/1/2003
15 Global Vista Advisors, LLC
Global Vista Options ("GVO")
2.38 50k 10/1/2010
14 Bluenose Capital Management, LLC
BNC EI
2.43 15k 7/1/2010
13 Double Helix Capital Management
Double Helix
2.45 50k 1/1/2012
12 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
2.54 200k 1/1/2007
11 Arcanum Asset Management
Equity Index Option Program (Prop)
2.99 500k 7/1/2006
10 ITB Capital Management, LLC
ITB Premium Fund I, LTD
3.07 1,000k 1/1/2006
9 LJM Partners
LJM Aggressive Strategy
3.10 500k 7/1/1998
8 Insignia Managed Capital
Epoch3
3.57 20k 7/1/2009
7 White River Group
Stock Index Option Writing Strategy
3.75 10k 11/1/2008
6 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
3.88 100k 10/1/2010
5 White River Group
Diversified Option Writing Strategy
4.11 20k 11/1/2008
4 White Indian Trading Co.
SCS Interest Rate Program (Client)
4.57 250k 8/1/2011
3 ITB Capital Advisors LLC
ITB Time Value Trading Program
4.77 5,000k 1/1/2009
2 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
5.76 750k 1/1/2009
1 White Indian Trading Co.
SCS Program (Client)
5.93 250k 2/1/2011

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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