Patent ID: 6856971
Filing Date: 2005-02-15
Classification: G06Q

Abstract:
1. A unitary note investment, comprising: a principal amount invested in said unitary note investment by an investor; a predetermined maturity date for said unitary note investment, wherein said predetermined maturity date defines a time period; a performance portfolio for determining a return to said investor on said unitary note investment, said performance portfolio, at the initiation of said time period, comprising, (a) a base portfolio having an exposure in an amount equal to said principal amount, (b) a commodity index portfolio, of long and short positions, in an amount equal to a first product comprising said base portfolio exposure amount multiplied by a leverage factor of at least 100%, wherein said first product defines a commodity index portfolio exposure that reduces the risk while increasing the return of said performance portfolio and said commodity index portfolio is not correlated with said base portfolio; and said return comprising a second product comprising (1) a sum of a change in value of said base portfolio exposure and said commodity index portfolio exposure over said time period multiplied by (2) a payout factor.