| 摘要 |
Methods of creating indexes to reflect the relative performance of a pair of investment assets are provided. Also provided are methods of trading derivative investment products based on such an indexes. According to embodiments the invention index values are calculated based on the single day percentage change in the value of each asset, the cumulative relative change in the value of each asset, or the average daily relative change in the value of each asset. According to an embodiment all positions in derivative investment products based on an index are settled in cash at the end of each trading session, and the index is reset to a base value prior to trading the derivative investment products in the next session.
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