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.
申请公布号
US8473406(B2)
申请公布日期
2013.06.25
申请号
US201213553373
申请日期
2012.07.19
申请人
BRUSSO SCOTT;SRINIVASAN SAYEE;CHICAGO MERCANTILE EXCHANGE, INC.