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Omni Trading LLC 

Bayou City Capital LP

Manager: Robert Hay

Address: 1505 W. 22nd St., Houston, TX, 77008, U.S.A.

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CPO
Inception Date:Jan 1, 2004
AUM:$6,150,000
QEP:No
Incentive Fee:20%
Annual Mgt Fee:2%
Min Investment:$20,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:690.02%137.36%
Annual ROR:16.12%6.45%
YTD:12.31%15.81%
1 Year:13.51%17.88%
Alpha:1.64
Beta:0.00
Statistics Program S&P 500
Average Monthly Gain:6.46%3847.84%
Average Monthly Loss:-9.17%-2.63%
Winning Months:119135
Losing Months:4731
Current DD:18.040.00
Max DD:80.3552.56
Sharpe Ratio (RF 1%):0.39
Annualized Std Dev:38.70

Methodology

Discretionary:25%
Systematic:75%

Strategy

StrategyMulti-Strategy
DirectionalLong
Holding PeriodShort Term
---------------------------
Option Writing:75%
Volatility:25%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
20171.810.991.961.720.400.551.561.551.33-0.1712.31
2016-13.280.382.071.762.80-3.031.961.980.672.360.641.07-1.77
2015-10.469.26-1.110.01-0.074.182.52-15.155.071.042.44-2.65-7.23
20140.347.582.86-3.617.095.31-1.836.650.86-16.087.91-11.572.07
20137.041.364.660.20-0.50-4.538.712.384.335.612.413.1139.96
201222.1310.558.082.50-2.784.23-1.4513.847.60-1.223.925.6298.37
20114.663.506.236.976.051.24-12.12-26.93-35.6411.41-10.8138.57-24.79
2010-0.016.085.61-4.67-19.220.1314.434.4410.327.442.709.7137.86
2009-18.9011.34-0.4415.9819.0211.78-9.978.045.990.0715.6611.8685.15
2008-10.408.592.9810.847.936.261.1210.55-69.95-6.45-30.1053.12-57.16
20077.21-7.31-3.439.816.88-3.92-6.60-14.3912.81-2.09-5.8415.684.10
20061.392.714.433.06-0.453.164.258.804.9210.491.493.7859.40
20052.98-2.023.20-11.569.93-1.746.505.4411.17-4.778.065.2034.43
20045.8811.745.12-3.41-1.5212.830.4210.018.30-8.09-8.9811.1548.49

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

The Bayou City Capital Fund was started in 2000 to explore an option-selling strategy utilized with natural gas storage facilities. The Fund began with friends and family assets and originally, the Strategy was utilized over various asset classes, including natural gas, crude oil, and equity markets. Bayou City Capital began focusing solely on the S&P 500 for the Trading Strategy in 2004, which is based upon these premises:

1.) Markets can be Volatile
2.) Markets are Uncertain
3.) Sustained Predictability about Market Direction is Not Possible

The Bayou City Capital Fund capitalizes on the premium market by Selling Options (receiving Premiums). Following the sell of an option, Bayou City's profitability is determined by the extent, or amount, of the premium the Fund is able to retain. Premiums received can be eroded or eliminated due to market fluctuations. Therefore, Bayou City Capital employs strict hedging strategies in an attempt to mitigate this erosion.

Over the last 10 years, the Fund has developed risk metrics and parameters to shape its option positions. A 3rd party, Liquid Holdings out of New York, provides real-time daily monitoring of the Fund's positions and ensures compliance with these proprietary risk limits.

Company Info

Omni Trading, LLC, is a registered CTA and CPO with the NFA and is the General Partner of Bayou City Capital LP, a Commodity Pool. Omni Trading offers investment in its Trading Strategy, the S&P 500 Option Overwriting Program, through either the Bayou City Capital Fund or a Managed Account vehicle.

Manager Info

Mr. Hay has been involved in trading both physical and financial instruments in the energy markets for his entire professional career. Mr. Hay was a co-founder of Bishop Pipeline in 1985, a natural gas marketing and trading concern. It was very active during the early stages of deregulation of the natural gas industry. Mr. Hay was responsible for the sale of Bishop to Metallgesellschaft Corp. in 1990 and remained as President of MG Natural Gas until 1994. Mr. Hay co-founded eCORP Energy Marketing in 2002 and was its President until the assets were sold to Louis Dreyfus Hybridge in 2009. At eCORP, Mr. Hay implemented an option overwriting program using physical natural gas storage assets as a hedging vehicle and founded Bayou City Capital in 2000 to explore the strategy's application amongst various asset classes. Mr. Hay is a 1981 graduate of the University of California at Davis where he received a Bachelor of Science degree in Electrical Engineering.