I can see this type of product isn't available in the US yet? And no, you do not get 7% per annum plus 40% of the annual gains.... That would be a nice product.
Everbank offers a bunch of products like this . They had a cd tied to the stockmarket but not sure if its still available. http://bankdeals.blogspot.com/2007/07/everbanks-world-currency-cds-my.html http://www.everbank.com/001CertificatesMSGold.aspx