Patent ID: 7729973

Claim:
A system, comprising: a memory operable to store market data; and a processor communicatively coupled to the memory and operable to: buy a plurality of index futures, wherein: the plurality of index futures are held as long positions in a trust; and a particular index future is publicly traded on a commodity exchange; issue a plurality of trust receipts associated with the trust, wherein the plurality of trust receipts are publicly traded on at least one security exchange; and post a margin with a first futures commission merchant (FCM) associated with the trust, wherein: the margin is based at least in part on the plurality of index futures; and the first FCM makes a first interest payment to the commodity exchange, the first interest payment associated with the plurality of index futures; and based at least in part on the first interest payment, the commodity exchange transmits a second interest payment to a second FCM associated with an investor that holds one or more short positions in index futures.