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Method and system for securitizing contracts valued on an index

  • US 20050119962A1
  • Filed: 12/02/2002
  • Published: 06/02/2005
  • Est. Priority Date: 07/03/2002
  • Status: Abandoned Application
First Claim
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1. A method for securitizing at least one contract valued on an index comprising the steps of:

  • (a) providing a special purpose entity holding as substantially all of its assets at least one derivative contract of a first type between the special purpose entity and at least one contract dealer, the contract of the first type having an initial notional value and being tied to an index related to items traded by a multilateral transactional execution facility, the contract being structured to permit its notional value to be increased on demand in exchange for a corresponding payment to the contract dealer and decreased on demand in exchange for a corresponding payment from the contract dealer; and

    (b) issuing from the special purpose entity exchange tradable securities based on the value of the at least one derivative contract of the first type.

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