Unitary investment having interrelated assets

摘要: A unitary investment instrument that may be either a swap or note instrument, both of which provide multiple utilization capital. The has two performance components. An investor must deposit collateral (22) with the issuer (in case instrument) invest in principal amount instrument). first component is base portfolio (24), and second keyed to passive commodity index, having long short positions. instruments' index exposure (26) established as product leverage factor exposure; thereafter this (1) and/or (2) change value thereof. return comprises (32b, 34b) over predetermined period time (30). When configured note, includes guarantee principal, but payout factor, less than one, reducing reflected reflecting opportunity costs guaranteed payback.