Minimum Investment
Management Fee 2.00%
Performance Fee 20.00%


The Lekka Capital management ("Lekka") EuroDocII program involves spread-trading in EuroDollar futures contracts. These contracts provide exchange trading of risk forward interest rates in 3-month U.S. Dollar LIBOR. A spread metric in the trading system sets spreads in anticipation of how these interest rate forecasts may change. Trading follows a low-leverage disciplined approach designed to minimize the size of drawdowns. This program is systematic with a discretionary overlay.