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.

Abstract: A computer-generated dynamic agricultural index of value to investors is determined from a rules-based weighted assessment of market liquidity and economic importance of fourteen agricultural markets of soybeans, corn, soft red winter wheat, hard red winter wheat, soybean oil, soybean meal, canola, sugar, cocoa, coffee, cotton, live cattle, feeder cattle and lean hogs.

Abstract: A computer-generated dynamic metals index is determined based on inventory states of ten metals consisting of aluminum, copper, zinc, nickel, tin, lead, gold, silver, platinum and palladium and which have been assigned a base weight related to market liquidity and economic importance.

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.

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.

Abstract: A method for generating a futures index based on active, rule-based analysis of at least two commodities futures is disclosed. The method can include identifying which commodity futures to include in a set under analysis. A parameter can be selected to measure a signal of future expected risk premium of each commodity future of the set. The signal for each commodity future of the set can be calculated. The set of commodity futures can be ranked relative to each other according to the value of the signal for each commodity future. A predetermined rule can be applied to each commodity future in the set to determine whether a position is taken in each commodity future, the determination depending on its ranking.