Patent ID: 8131620

Claim:
A non-transitory computer-readable medium having stored thereon computer-readable instructions for implementing a method for constructing a financial instrument, comprising the operations: selecting a universe of securities satisfying a first and second selection criterion; ranking the universe of securities by the first selection criterion; wherein the first selection criterion is a market capitalization; the second selection criterion is a positive dividend yield; and each of the plurality of securities is associated with an affiliated entity; selecting a top number of the universe of securities, as ranked, to form a first plurality of securities; constructing a first derivative index from the first plurality of securities; providing information based on the first derivative index to an entity for constructing a financial instrument based on the first derivative index; selecting a first percentage of a portion of the universe of securities, as ranked, to form a second plurality of securities; constructing a second derivative index from the second plurality of securities; wherein the portion of the universe of securities excludes the first plurality of securities; the second plurality of securities does not overlap the first plurality of securities; and providing information based on the second derivative index to the entity for constructing a financial instrument based on the second derivative index.