OK, so I'm not the OP, but I'll try to explain my best understanding.
The security OP was invested represented a share of debt owed to a bank (or something. I don't really know). It was leveraged, meaning the OP paid X and was owed the appreciation on 2X, along with presumably paying some sort of ongoing fee. The performance of the security was related to a market index (in this case, an energy partnership index of some sort -- maybe something even more esoteric).
The security has a provision to protect the bank in case the price falls quickly. Imagine if OP bought in at X, and then on the same day, the price went to zero. The OP would lose X, and the bank would lose X, because the OP's leverage is unsecured and the risk is to the issuer. So the bank has a rule that if the price drops by more than Y% during some period, they will immediately resolve the note. If the security is down, OP loses twice -- once from the decline in the value of his principle, and once from the decline in the margin, which the OP also owes. Rather, say that the loss in the margin is effectively paid out of OP's principle.
Anyway,
that happened. OP I guess has their own ideas about investing, but for everyone else: if the sales brochure of an investment product includes the phrase "an innovative class of investment products," it's probably not something you, as a potential early retiree, are interested in.