Planalytics, Inc.

Strategic Weather Services

Paul Mark Corby

Frederic D Fox

Roberto Correa Machado, Jr

Bruce Frech

A weather-based financial index is based at least in part on weather. The index may take into account any of a variety of weather factors, such as temperature, precipitation, humidity, number of sunny or overcast days in a period of time, number of freeze days in a period of time, etc. Weather factor value(s) are combined with one or more financial components to provide the weather-based financial index. The index may be traded on an exchange, such as the New York Mercantile Exchange (NYMEX). The value of the index may be calculated based on any period or on any geography (or combination of geographies). Historical values of the index or component(s) thereof may be used to predict future values of the index. Values of the index may provide insight into the direction of a component of the index, a market or industry corresponding to the component, or the index itself.

System, method, and computer program product for predicting a weather-based financial index value

A system and method for valuating weather-based financial instruments including weather futures, options, swaps, and the like. The system includes weather forecast, weather history, and financial databases. Also included in the system is a central processing trading server that is accessible via a plurality of internal and external workstations. The workstations provide a graphical user interface for users to enter a series of inputs and receive information (i.e., output) concerning a financial instrument. The method involves collecting the series of inputs&#x2014;start date, maturity date, geographic location(s), risk-free rate, and base weather condition&#x2014;affecting the value of the financial instrument and applying a pricing model modified to account for weather.

System, method, and computer program product for valuating weather-based financial instruments

A method, system and computer program product for valuating natural gas futures and options contracts using weather-based metrics. The method and computer program product allow gas buyers and traders to make informed decision on purchasing/selling natural gas futures and futures options on a regulated exchange such as the New York Mercantile Exchange (NYMEX) based on historical and forecasted weather. The system includes weather forecast, weather history, and natural gas-related databases, as well as a trading server and several workstation clients, and provides assistance to traders in reaching complex buying/hedging decisions.

Method, system and computer program product for valuating natural gas contracts using weather-based metrics

A system and method for valuating weather-based financial instruments including weather futures, options, swaps, and the like. The system includes weather forecast, weather history, and financial databases. Also included in the system is a central processing trading server that is accessible via a plurality of internal and external workstations. The workstations provide a graphical user interface for users to enter a series of inputs and receive information (i.e., output) concerning a financial instrument. The method involves collecting the series of inputs&mdash;start date, maturity date, geographic location(s), risk-free rate, and base weather condition&mdash;affecting the value of the financial instrument and applying a pricing model modified to account for weather.

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Malvern, PA, United States of America

Paul Mark Corby