In a method and system for securitizing contracts valued on an index, a special purpose entity (SPE) is provided and holds as substantially all of its assets a derivative contract with a contract dealer. The contract has an initial notional value and is tied to an index related to items traded by a multilateral...http://www.google.com/patents/US20080065529?utm_source=gb-gplus-sharePatent US20080065529 - Method and system for securitizing contracts valued on an index
