Methodology

How the baskets are built.

Yield-generating

Market-Neutral Baskets

Inventory-managed, delta-neutral vaults. NAV per share; spread and maker rebate harvested flat into settlement, across three risk tiers.

ITO-BN50 · ITO-EC100
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Directional

Thematic Baskets

Outcome baskets across AI, conflict, energy, macro and political risk. Constituents weighted by causal exposure and reweighted on catalysts.

ITO-T · S · E · X · P series
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