Foreign currency index

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Reexamination Certificate

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Reexamination Certificate

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ABSTRACT:
Systems and methods are provided for trading and calculating the composition of foreign currencies indexed financial instruments. The compositions of the financial instruments are determined by calculating a geometric average of the exchange rates of foreign currencies with corresponding competitive weights. The competitive weights for each of the foreign currencies reflects competition between the goods of the United States and a country corresponding to the foreign currency in the markets of third countries.

REFERENCES:
patent: 6317727 (2001-11-01), May
New Summary Measures of the Foreign Exchange Value of the Dollar, Michael P. Leahy, Federal Reserve Bulletin, Oct. 1998.
Industrial Production and Capacity Utilization: Historical Revision and Recent Developments, Carol Corrado, Federal Reserve Bulletin, Feb. 1997.
Dictionary of Finance and Investment Terms, John Downes and Jorden Elliot Goodman, p. 741, definition of Trading pattern.
Indexes of the Foreign Exchange Value of the Dollar, Mico Loretan, Federal Reserve Bulletin, Winter 2005.
Geometric Mean, Wikipedia, http://en.wikipedia.org/wiki/Geometric—mean.
Index No. Theory and Measurement Economics by W.E. Diewert, Dec. 2007; http://www.econ.ubc.ca/diewert/580ch9.pdf.
Rules and Regulations of the Chicago Board of Trade, Chapter 20, Jun. 1993.
Notice Announcing the Commencement of Open Outcry Trading in the U.S. Dollar Index Futures, Chicago Board of Trade, May 23, 1993.
Summary of Daily Volume and Open Interest U.S. Dollar Composite Index Futures Contract, New York Board of Trade, Sep. 1993.

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