Patent ID: 8121936

Claim:
A method comprising listing for trading on an exchange a foreign currencies indexed financial instrument having a composition calculated by the method comprising: (i) determining at an exchange computer system exchange rates for a group of foreign currencies; (ii) determining competitive weights for each of the foreign currencies such that each weight reflects competition between the goods of the United States and a country corresponding to the foreign currency in the markets of third countries as well as foreign currency trading patterns in international foreign exchange markets; and (iii) calculating by a computer processor a geometric average of the exchange rates with corresponding competitive weights using the formula: ∏ i = 1 n ⁢ ⁢ ( 1 / S i , t ) w i , t , where n is the number of foreign currencies S it is the exchange rate of currency i at time t, expressed in dollars per unit of foreign currency and w i,t is the competitive weight of currency i at time t.