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Geared Hedge Fund Participation Note - page 2 / 14

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Note Characteristics

  • Rabobank Note

    • Assets geared and return linked to performance of a professionally-managed portfolio of hedge funds

    • Issuer: Rabobank International (AAA/Aaa)

    • Initial Issue Date: 23 November 2005

      • Additional issues available on demand (new 5-year tenor)

    • Initial Issue’s Maturity Date: 30 November 2010 (5 years)

      • Early exit subject to notice period and bid-ask spread of the Issuer

    • Minimum Investment: US$5,000,000

    • Leveraged 2.5-to-1

    • Non-recourse gearing

      • Note is terminated if underlying portfolio’s unit value reaches 50% of Note’s face value at issue

    • Monthly pricing

  • Greenwich-Van Absolute Return Fund, Ltd.

    • Fund of Hedge Funds managed by Greenwich-Van Asset Management

    • Strategy allocation designed specifically to optimize risk/return of the Note

    • Initial and ongoing manager selection based on the Greenwich-Van Value Score and full due diligence

      • Balance struck between quantitative and qualitative processes

      • Designed to select the best performing managers in each target strategy

    • Portfolio Risk Management to be overseen by Greenwich-Van

Raising the Power of Hedge Funds

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