BarCap develops hedge fund basket options

Barclays Capital has developed a range of new option products based on underlying baskets of hedge funds.

Clients will be able to select five to 10 hedge funds from the 100 listed on the HFR Manager Select platform, run by the US HFR hedge fund data group. Call options will be priced in euros, sterling, Swiss francs, US dollars or yen, with three- to five-year maturities. The minimum dealing threshold is $500,000. Barclays Capital said the products are aimed at institutions and rich private

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