Patent ID: 8019675

Claim:
A method, comprising: calculating, by a computing device, a net asset value of a commodity pool that includes a plurality of commodity instruments associated with a particular commodity, the calculating being based on a number of currently outstanding ownership interests in the commodity pool, a current value of the plurality of commodity interests, and an amount of expenses of the commodity pool; and in response to a spot price for a first set of one or more futures contracts included in the plurality of commodity instruments being less than a forward price for a second set of one or more futures contracts associated with the particular commodity, determining, by the computing device, to perform hedging and/or arbitrage activities to maintain the calculated net asset value of the commodity pool within a predetermined range in selling the first set of one or more futures contracts to purchase the second set of one or more futures contracts, wherein the second set of one or more futures contracts has a later expiration date than the first set of one or more futures contracts.