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Multi-asset participation structured note and swap combination

DC
  • US 7,848,985 B2
  • Filed: 11/12/2004
  • Issued: 12/07/2010
  • Est. Priority Date: 03/25/1999
  • Status: Expired due to Fees
First Claim
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1. A computerized investment product comprising:

  • a benchmark performance portfolio of assets having a benchmark portfolio exposure;

    a computer that manages a leverage portfolio comprising a commodity index portfolio, of long and short positions, having a commodity index portfolio exposure equal to the benchmark portfolio exposure multiplied by a leverage factor of at least 100%;

    wherein the benchmark performance portfolio and the leverage portfolio together reduce the risk while increasing the return of the investment product as compared to the benchmark performance portfolio alone.

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