Roy Adams

US Patent:

20100023457, Jan 28, 2010

Filed:

Nov 10, 2008

Appl. No.:

12/291436

Inventors:

Tarik Riviere - New York NY, US
Roy P. Adams - Bronx NY, US
Michael D. Waldron - New York NY, US

Assignee:

Barclays Capital Inc. - New York NY

International Classification:

G06Q 40/00

US Classification:

705 36 R

Abstract:

In at least one aspect, the invention comprises a computer-implemented method comprising: (a) electronically receiving data regarding projections of commodity consumption for exchange-traded futures contracts on one or more biofuel feedstock commodities; (b) selecting, based on said received data, one or more of said futures contracts for inclusion in a biofuel excess return strategy index; and (c) electronically weighting each of said selected one or more futures contracts; wherein said weighting is based on projected relative consumption of each commodity corresponding to said selected futures contracts. In another aspect, the invention comprises a computer-implemented method comprising: (a) electronically receiving data regarding prices of one or more exchange-traded futures contracts; (b) selecting, based on said received data, one or more of said futures contracts for inclusion in a commodity index; and (c) electronically calculating excess return for each of said commodities by accounting for foreign exchange rates.