Systems and methods for providing a liquidity-based...

Details Systems and methods for providing a liquidity-based... Systems and methods for providing a liquidity-based...

2011-06-07

2011-06-07

Trammell, James P (Department: 3694)

Data processing: financial, business practice, management, or co

Automated electrical financial or business practice or...

Finance

C705S037000

Reexamination Certificate

active

07958033

ABSTRACT:
Systems and methods are provided for a liquidity-based commodity index in which historical liquidity-related data for a commodity is used to determine whether to include a commodity in an index and also used to weight commodities in the index. Liquidity of a commodity is calculated based on an average daily dollar value of contracts traded for the commodity. The commodity liquidity is compared to a liquidity threshold to determine that the commodity should be included in the index. A liquidity factor is calculated for each commodity included in the index and is also used to weight the commodity in the index.

REFERENCES:
patent: 2001/0027437 (2001-10-01), Turbeville et al.
patent: 2001/0034687 (2001-10-01), Bushonville et al.
patent: 2001/0034688 (2001-10-01), Annunziata
patent: 2002/0026403 (2002-02-01), Tambay et al.
patent: 2002/0029183 (2002-03-01), Vlahoplus et al.
patent: 2002/0194107 (2002-12-01), Li et al.
patent: 2003/0074304 (2003-04-01), Okada
patent: 2004/0006502 (2004-01-01), Masiello et al.
patent: 2004/0162776 (2004-08-01), Vrabel
patent: 2005/0108138 (2005-05-01), Sperandeo
patent: 2005/0114252 (2005-05-01), Beurskens
patent: 2005/0131794 (2005-06-01), Lifson
patent: 2005/0273419 (2005-12-01), Ogg et al.
patent: 2006/0047600 (2006-03-01), Bodenheim et al.
patent: 2006/0212384 (2006-09-01), Spurgin et al.

Affiliated with

Also associated with

Rating

Systems and methods for providing a liquidity-based... does not yet have a rating. At this time, there are no reviews or comments for this patent.

If you have personal experience with Systems and methods for providing a liquidity-based..., we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Systems and methods for providing a liquidity-based... will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFUS-PAI-O-2655507