Patent ID: 6922677

Claim:
A unitary swap and structured note investment instrument, comprising: a predetermined time period for said instrument; a performance portfolio; a structured note having a face amount equal to an investment principal and providing an incremental benchmark exposure as well as a commodity index exposure; said performance portfolio, at the initiation of said predetermined time period, comprising, (a) a benchmark portfolio having a benchmark portfolio exposure, (b) an incremental benchmark portfolio having said incremental benchmark portfolio exposure less than 50% of said benchmark portfolio exposure, (c) a commodity index portfolio, of long and short positions, in an amount equal to said benchmark portfolio exposure multiplied by a leverage factor of at least 100%, which together define said commodity index exposure and reduce the risk while increasing the return of said performance portfolio, wherein said commodity index portfolio is not correlated with said benchmark and incremental benchmark portfolios; and a return comprising a change in value of said benchmark and incremental benchmark portfolios and said commodity index exposure over said predetermined time period.