Abstract: According to some implementations, a method comprises creating a debt security, wherein the debt security has a creation date and a maturity date, further wherein the debt security is associated with at least one security; issuing the debt security with a principal amount; and determining a rate of return for the debt security at the maturity date, wherein the rate of return for the debt security is inversely related to a rate of return of the associated at least one security between the creation date and the maturity date. According to some implementations, an exchange traded note comprises at least one associated security; and a rate of return, wherein the rate of return for the exchange traded note is inversely related to a rate of return of the associated at least one security between a creation date and a maturity date.

Abstract: A method of determining membership in an index based on an investment time horizon comprises determining an asset allocation commensurate with the investment time horizon and constituting the index based on the asset allocation determination. The method may further comprise rebalancing the asset allocation, and the investment time horizon may be factored into the rebalancing. An index may be constituted according to the method, and a marketplace may comprise one or more indices.

Abstract: A security and its transaction are provided. In an illustrative implementation, a plurality of securities are provided that are aggregated/combined according to at least one instruction set to form a bundled instrument security. The illustrative implementation provides that, in practice, the exemplary bundled instrument security may be transacted at a bundled price. Furthermore, the implementation provides that the bundled price be derived from the price of the plurality of securities and a selected multiple value and/or security feature. The illustrative implementation further provides that options may be made available and/or transacted on the bundled instrument security.