The present invention allows market participants to exchange bundles of
assets, including assets in different asset classes. A market participant
may value the bundle as an entity, alleviating the need to attempt to
attain a value objective in the aggregate by valuing and trading assets
individually. A bundle of assets to be traded is entered, wherein
proportions of each asset to be traded in units of a specified bundle
size are provided by the market participant. Assets to be acquired by one
market participant are matched against the same asset which other market
participants are seeking to dispose. A market participant may enter
multiple bundles, and may specify substitutability among bundles by
entering one or more portfolio constraints. An exchange of bundled assets
among market participants, in units of the bundles themselves is effected
when the exchange satisfies a predetermined set of criteria.