Leapmach Capital Management

Limted (DNST)

Fund Investment Objectives

The overall goal of the DELTA NEUTRAL SHORT TERM STRATEGY ("DNST") is to achieve account appreciation through the use of an exchange cleared options writing investment strategy. Leapmach Capital Management Limited will attempt to generate a constant revenue stream by buying/selling various combinations of call/put options to mainly collect premiums while reducing risks. In doing this our objective will be to obtain, relatively high risk-adjusted returns while striving to protect investor capital under management against adverse market trends. LCML, through DNST will trade options on commodity futures contracts with various combinations of strike prices and utilize various techniques to do so.