Invention Grant
US08175949B2 Methods and systems for providing a constant maturity commodity index
有权
提供不变成熟度商品指数的方法和系统
- Patent Title: Methods and systems for providing a constant maturity commodity index
- Patent Title (中): 提供不变成熟度商品指数的方法和系统
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Application No.: US12216876Application Date: 2008-07-11
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Publication No.: US08175949B2Publication Date: 2012-05-08
- Inventor: Jerome Drouin
- Applicant: Jerome Drouin
- Applicant Address: CH Zurich
- Assignee: UBS AG
- Current Assignee: UBS AG
- Current Assignee Address: CH Zurich
- Agency: Finnegan, Henderson, Farabow, Garrett & Dunner LLP
- Main IPC: G06Q40/00
- IPC: G06Q40/00
Abstract:
Methods and systems provide a commodity index for investing. In one implementation, a method selects a commodity component for inclusion in the commodity index and calculates a target weight of the commodity component. The method further selects a time interval for maturity of the commodity component to be fixed at from a current date. Financial instruments may be purchased corresponding to the commodity component.
Public/Granted literature
- US20090132411A1 Methods and systems for providing a constant maturity commodity index Public/Granted day:2009-05-21
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