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US07792737B2 Index participation notes securitized by futures contracts 有权
期货合约证券化指数参考票据

Index participation notes securitized by futures contracts
Abstract:
Techniques are described for securitizing, administrating and trading various index shares securitized by derivative, cash-settled instruments on the underlying index. In some aspects, a tradable index share is backed by a fractional interest in a creation unit. The creation unit includes a derivative financial instrument and an amount of cash that secure the tradable index receipt.
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