Digital Asset Management

                                        16 May 2022:              BTC Diversified ALPHA:   +0.07% YEST   -3.29% MTD      3.41% YTD      73.32% 12MTH      BTC Covered Call:  -0.03% YEST     2.00% MTD     6.04% YTD     43.86% 12MTH.          BTC Negative Gamma:  0.07% YEST     -9.41% MTD    -2.53% YTD     95.04% 12MTH.                  BTC Volatility Trading:  0.20% YEST     -4.47% MTD     10.56% YTD     39.20% 12MTH.         ETH Diversified ALPHA: +0.38% YEST   2.29% MTD      16.20% YTD      108.04% 12MTH           ETH Covered Call: 0.04% YEST     0.51% MTD     28.08% YTD     145.08% 12MTH.                  ETH Negative Gamma:  0.57% YEST     7.36% MTD     -11.48% YTD     36.93% 12MTH.         ETH Volatility Trading  0.47% YEST     -1.51% MTD     -2.96% YTD     -2.96% 12MTH.         As at 9 am CET 16 May 2022 

                                        16 May 2022:              BTC Diversified ALPHA:   +0.07% YEST   -3.29% MTD      3.41% YTD      73.32% 12MTH      BTC Covered Call:  -0.03% YEST     2.00% MTD     6.04% YTD     43.86% 12MTH.          BTC Negative Gamma:  0.07% YEST     -9.41% MTD    -2.53% YTD     95.04% 12MTH.                  BTC Volatility Trading:  0.20% YEST     -4.47% MTD     10.56% YTD     39.20% 12MTH.         ETH Diversified ALPHA: +0.38% YEST   2.29% MTD      16.20% YTD      108.04% 12MTH           ETH Covered Call: 0.04% YEST     0.51% MTD     28.08% YTD     145.08% 12MTH.                  ETH Negative Gamma:  0.57% YEST     7.36% MTD     -11.48% YTD     36.93% 12MTH.         ETH Volatility Trading  0.47% YEST     -1.51% MTD     -2.96% YTD     -2.96% 12MTH.         As at 9 am CET 16 May 2022 

                                        16 May 2022:              BTC Diversified ALPHA:   +0.07% YEST   -3.29% MTD      3.41% YTD      73.32% 12MTH      BTC Covered Call:  -0.03% YEST     2.00% MTD     6.04% YTD     43.86% 12MTH.          BTC Negative Gamma:  0.07% YEST     -9.41% MTD    -2.53% YTD     95.04% 12MTH.                  BTC Volatility Trading:  0.20% YEST     -4.47% MTD     10.56% YTD     39.20% 12MTH.         ETH Diversified ALPHA: +0.38% YEST   2.29% MTD      16.20% YTD      108.04% 12MTH           ETH Covered Call: 0.04% YEST     0.51% MTD     28.08% YTD     145.08% 12MTH.                  ETH Negative Gamma:  0.57% YEST     7.36% MTD     -11.48% YTD     36.93% 12MTH.         ETH Volatility Trading  0.47% YEST     -1.51% MTD     -2.96% YTD     -2.96% 12MTH.         As at 9 am CET 16 May 2022 

Adding Yield to Your BTC or ETH holdings

Passive Bitcoin/Ethereum held on balance sheets by investors provides little to no yield enhancement. LibertyRoad addresses this problem by trading and arbitraging the BTC/ETH volatility surface to provide significant additional returns.

Achieve your goals easier than ever before. LibertyRoad offers a suite of products that provide returns that are significantly higher than those provided by staking or repoing. The product range we provide varies from 100% Principal Protected Notes right through to Alpha Volatility trading.

Covered Call strategy

Uses an AI program that analyses and maximises the risk premium by selling calls at the peaks on the volatility surface. Zero leverage and USD principal  100% protected

Negative Gamma

Up to 3x leverage, trading the BTC/ETH volatility surface with a directional bias depending on fundamental blockchain analysis and technical indicators

Volatility Trading

Buys and sells BTC/ETH calls and puts, arbitrages the volatility surface, arbitrages across products. Risk is actively managed and delta hedging is employed

7000

Assets Under Management (+ BTC)

29

Months Positive

52

Annualised Returns From (+%)