Option Strategy Index For July 2012

Monthly Rankings

Rank CTA/Program Jul 2012 Min Inv Inception
27 Option Capital Advisory
OCA Premium
-12.98 100k 5/1/2011
26 Global Vista Advisors, LLC
Global Vista Options ("GVO")
-8.99 50k 10/1/2010
25 White River Group
Stock Index Option Writing Strategy
-1.94 10k 11/1/2008
24 Bluenose Capital Management, LLC
BNC EI
-1.67 15k 7/1/2010
23 GLOBIVEST LLC
Alpha Program
-1.47 50k 4/1/2009
22 LJM Partners
LJM Preservation & Growth Strategy
-1.39 250k 5/1/2006
21 White Indian Trading Co.
SCS Program (Client)
-1.32 250k 2/1/2011
20 LJM Partners
LJM Aggressive Strategy
-0.94 500k 7/1/1998
19 White River Group
Diversified Option Writing Strategy
-0.88 20k 11/1/2008
18 LJM Partners
LJM Moderately Aggressive Strategy
-0.71 500k 4/1/2003
17 ITB Capital Advisors LLC
ITB Time Value Trading Program
-0.61 5,000k 1/1/2009
16 White Indian Trading Co.
SCS Interest Rate Program (Client)
-0.52 250k 8/1/2011
15 Global Sigma Group, LLC
Global Sigma Plus
-0.43 3,000k 11/1/2009
14 Warrington Asset Management
Warrington Strategic Program
0.22 50k 1/1/1997
13 OptHedge Advisors LLC
Diversified Options & Futures Program
0.39 250k 10/1/2008
12 Esulep LLC MAX
Esulep LLC MAX
0.40 500k 5/1/2008
11 Double Helix Capital Management
Double Helix
1.13 50k 1/1/2012
10 Liberty Funds Group, Inc
Liberty Diversified Option Strategy
1.34 750k 1/1/2009
9 Bluenose Capital Management, LLC
BNC BI
1.67 30k 10/1/2008
8 Non Correlated Capital
Positive Theta Program
1.92 250k 10/1/2007
7 Non Correlated Capital
Positive Theta Fund
1.99 50k 10/1/2007
6 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
2.00 200k 1/1/2007
5 ITB Capital Management, LLC
ITB Premium Fund I, LTD
2.22 1,000k 1/1/2006
4 Arcanum Asset Management
Equity Index Option Program (Prop)
3.00 500k 7/1/2006
3 Insignia Managed Capital
Epoch3
3.38 20k 7/1/2009
2 Shared Enlightenment, Inc.
CopulaMax NetCreditOps I
5.21 25k 1/1/2012
1 Blackheath Fund Management Inc.
Blackheath Volatility Arbitrage Fund, LP Class A
6.19 100k 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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