I will speak to Europe, as I believe the answer is entirely clear there. The US is arguably slightly more murky.
I'm afraid I have to disagree with the conclusions of the accepted answer, which, in my opinion, is entirely wrong and risks misleading further readers. Unfortunately my answer is probably too late to be useful for the OP, but hopefully it will be useful for posterity.
Nothing you mentioned in your question would be patentable in Europe. It is not even in a grey area. Your financial structure would either be excluded subject matter (if claimed as a method in general) or lack an inventive step (if claimed as a method performed on a computer).
Excluded subject matter
EPC art 52 provides:
(1) European patents shall be granted for any inventions, in all fields of technology, provided that they are new, involve an inventive step and are susceptible of industrial application.
(2) The following in particular shall not be regarded as inventions within the meaning of paragraph 1:
(c) schemes, rules and methods for performing mental acts, playing games or doing business, and programs for computers;
Your ETF structure is solely a method for doing business, and therefore is excluded subject matter.
Inventive step
EPC art 52 is applied narrowly. If there is any non-excluded feature in a claim (such as the method being performed on a computer), then the claim as a whole is not excluded subject matter. So if your claims were a computer arranged to administer your ETF, then you would pass the low hurdle of EPC art 52.
However, your invention would then lack an inventive step.
EPC art 56 provides:
An invention shall be considered as involving an inventive step if, having regard to the state of the art, it is not obvious to a person skilled in the art.
Your ETF scheme may be non-obvious, and therefore may at first glance appear to meet this requirement. However, under European practice, non-technical features are ignored for assessing inventive step.
All of your ETF structure is non-technical, as it does not solve a technical problem. Instead, it solves a business problem (how to make more money, I guess), which lies solely in the realm of business. Because of this, it does not matter how non-obvious the ETF structure is.
The only technical feature that would be relevant to inventive step would be a general purpose computer. This is notoriously obvious. The claim would therefore lack an inventive step.