Patents Assigned to SUMMERHAVEN INDEX MANAGEMENT, LLC
  • DYNAMIC COMMODITY INDEX METHODOLOGY
    Publication number: 20140058975
    Abstract: A rules-based commodity index methodology which is based on the performance of a fully margined or collateralized portfolio of 14 futures contracts with equal weights from six commodity sectors: energy, precious metals, industrial metals, grains, softs and livestock.
    Type: Application
    Filed: July 29, 2013
    Publication date: February 27, 2014
    Applicant: SUMMERHAVEN INDEX MANAGEMENT LLC
    Inventors: K. Geert Rouwenhorst, Adam Dunsby, Kurt J. Nelson, Ashraf R. Rizvi
  • COPPER INDEX METHODOLOGY
    Publication number: 20130226831
    Abstract: A computer-generated copper index usable as an investment benchmark for copper as an asset is based on a determination of eligible copper futures contracts based on an evaluation of backwardation or Contango, SCI excess return, and SCI total return.
    Type: Application
    Filed: October 31, 2012
    Publication date: August 29, 2013
    Applicant: SUMMERHAVEN INDEX MANAGEMENT, LLC
    Inventors: K. Geert ROUWENHORST, Adam Dunsby, Kurt J. Nelson, Ashraf R. Rizvi