Option Strategy Index For March 2012

Monthly Rankings

Rank CTA/Program Mar 2012 Min Inv Inception
27 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
-0.92 750k 1/1/2009
26 Bluenose Capital Management, LLC
BNC BI
-0.53 30k 10/1/2008
25 Bluenose Capital Management, LLC
BNC EI
-0.21 15k 7/1/2010
24 Warrington Asset Management
Warrington Strategic Program
-0.02 50k 1/1/1997
23 LJM Partners
LJM Preservation & Growth Strategy
0.16 250k 5/1/2006
22 White River Group
Stock Index Option Writing Strategy
0.68 10k 11/1/2008
21 Esulep LLC MAX
Esulep LLC MAX
1.02 500k 5/1/2008
20 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
1.17 100k 10/1/2010
19 Shared Enlightenment, Inc.
CopulaMax NetCreditOps I
1.28 25k 1/1/2012
18 LJM Partners
LJM Moderately Aggressive Strategy
1.35 500k 4/1/2003
17 Non Correlated Capital
Positive Theta Program
1.43 250k 10/1/2007
16 Non Correlated Capital
Positive Theta Fund
1.49 50k 10/1/2007
15 Global Vista Advisors, LLC
Global Vista Options ("GVO")
1.53 50k 10/1/2010
14 LJM Partners
LJM Aggressive Strategy
1.68 500k 7/1/1998
13 Global Sigma Group, LLC
Global Sigma Plus
1.75 3,000k 11/1/2009
12 OptHedge Advisors LLC
Diversified Options & Futures Program
2.09 250k 10/1/2008
11 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
2.10 200k 1/1/2007
10 White River Group
Diversified Option Writing Strategy
2.25 20k 11/1/2008
9 ITB Capital Management, LLC
ITB Premium Fund I, LTD
2.47 1,000k 1/1/2006
8 Double Helix Capital Management
Double Helix
2.76 50k 1/1/2012
7 GLOBIVEST LLC
Alpha Program
2.87 50k 4/1/2009
6 Arcanum Asset Management
Equity Index Option Program (Prop)
3.00 500k 7/1/2006
5 ITB Capital Advisors LLC
ITB Time Value Trading Program
3.49 5,000k 1/1/2009
4 White Indian Trading Co.
SCS Interest Rate Program (Client)
3.67 250k 8/1/2011
3 Option Capital Advisory
OCA Premium
3.82 100k 5/1/2011
2 White Indian Trading Co.
SCS Program (Client)
4.35 250k 2/1/2011
1 Insignia Managed Capital
Epoch3
6.55 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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