Calamos Investments has unveiled a novel Bitcoin investment strategy combining zero-coupon U.S. Treasury bonds with Bitcoin futures contracts to mitigate downside volatility for institutional participants. The product allows investors to define maximum loss thresholds at 0%, 10%, or 20% while maintaining upside exposure.
Through this integrated approach, the firm addresses cryptocurrency volatility concerns by pairing Treasury bonds’ capital preservation with regulated Bitcoin derivatives. The strategy offers customizable risk parameters based on institutional tolerance levels and investment objectives.
The design leverages historically low U.S. Treasury default risk to establish a balanced risk-reward framework. This structure ensures principal protection up to predetermined limits while retaining Bitcoin’s growth potential through futures contracts.
Positioned to accelerate institutional adoption, Calamos’ innovation provides a regulated pathway for traditional finance participants to gain cryptocurrency exposure. The strategy marks significant progress in developing sophisticated financial instruments that harmonize cryptocurrency markets with conventional risk management practices.