| 摘要 |
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.
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