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1. 发明专利

SG10201705887TA SYSTEM AND METHOD FOR DETERMINING A TRADABLE VALUE 未知
公开(公告)号：SG10201705887TA
公开(公告)日：2017-08-30
申请号：SG10201705887T
申请日：2014-09-11
申请人： CHICAGO BOARD OPTIONS EXCHANGE INCORPORATED
发明人： O'CALLAHAN DENNIS M
摘要： Embodiments include systems and methods for determining a tradable value, such as an SOQ and/or spot index for one or more financial products. The computer-implemented methods include receiving, by a computing device, a data feed having data fields that correspond to messages, orders, quotes, and other financial exchange specific data points. The computing device may be configured to select one or more input sets from the received data feed and determine a score for one or more of the selected input sets. Once one or more input sets are selected, the computing device may calculate an SOQ and/or spot index based on the selected input set(s) and disseminate the calculated SOQ and/or spot index to one or more market entities, such as a clearing corporation.

2. 发明专利

AU2014318699A1 System and method for determining a tradable value 未知
公开(公告)号：AU2014318699A1
公开(公告)日：2016-03-24
申请号：AU2014318699
申请日：2014-09-11
申请人： CHICAGO BOARD OPTIONS EXCHANGE INCORPORATED
发明人： O'CALLAHAN DENNIS M
IPC分类号： G06Q40/04
摘要： Embodiments include systems and methods for determining a tradable value, such as an SOQ and/or spot index for one or more financial products. The computer- implemented methods include receiving, by a computing device, a data feed having data fields that correspond to messages, orders, quotes, and other financial exchange specific data points. The computing device may be configured to select one or more input sets from the received data feed and determine a score for one or more of the selected input sets. Once one or more input sets are selected, the computing device may calculate an SOQ and/or spot index based on the selected input set(s) and disseminate the calculated SOQ and/or spot index to one or more market entities, such as a clearing corporation.

3. 发明专利

AU2013266439A1 Methods and systems for creating a government bond volatility index and trading derivative products based thereon 未知
公开(公告)号：AU2013266439A1
公开(公告)日：2014-12-04
申请号：AU2013266439
申请日：2013-05-21
申请人： CHICAGO BOARD OPTIONS EXCHANGE INCORPORATED
发明人： MELE ANTONIO , OBAYASHI YOSHIKI
IPC分类号： G06Q40/02 , G06Q40/06
摘要： A computer system for calculating a government bond volatility index comprising memory configured to store at least one program; and at least one processor communicatively coupled to the memory, in which the at least one program, when executed by the at least one processor, causes the at least one processor to receive data regarding options on government bond derivatives; calculate, using the data regarding options on government bond derivatives, the government bond volatility index; and transmit data regarding the government bond volatility index.

4. 发明专利

HK1221542A1 創建政府債券波動率指數和基於政府債券波動率指數的交易衍生的方法和系統未知
公开(公告)号：HK1221542A1
公开(公告)日：2017-06-02
申请号：HK16109714
申请日：2016-08-15
申请人： CHICAGO BOARD OPTIONS EXCHANGE INCORPORATED
发明人： MELE ANTONIO , OBAYASHI YOSHIKI
IPC分类号： G06Q20060101

5. 发明专利

AU2013381695A1 Methods and systems for creating a government bond volatility index and trading derivative products based thereon 未知
公开(公告)号：AU2013381695A1
公开(公告)日：2015-11-05
申请号：AU2013381695
申请日：2013-11-21
申请人： CHICAGO BOARD OPTIONS EXCHANGE INCORPORATED
发明人： MELE ANTONIO , OBAYASHI YOSHIKI
IPC分类号： G06Q40/06
摘要： A computer system for calculating a government bond volatility index comprising memory configured to store at least one program; and at least one processor communicatively coupled to the memory, in which the at least one program, when executed by the at least one processor, causes the at least one processor to receive data regarding options on government bond derivatives; calculate, using the data regarding options on government bond derivatives, the government bond volatility index; and transmit data regarding the government bond volatility index.

6. 发明申请

WO2015038785A1 SYSTEM AND METHOD FOR DETERMINING A TRADABLE VALUE 审中-公开
标题翻译：确定交易价值的系统和方法
公开(公告)号：WO2015038785A1
公开(公告)日：2015-03-19
申请号：PCT/US2014/055213
申请日：2014-09-11
申请人： CHICAGO BOARD OPTIONS EXCHANGE, INCORPORATED
发明人： O'CALLAHAN, Dennis, M.
IPC分类号： G06Q40/04
CPC分类号： G06Q40/04 , G06Q40/06
摘要： Embodiments include systems and methods for determining a tradable value, such as an SOQ and/or spot index for one or more financial products. The computer- implemented methods include receiving, by a computing device, a data feed having data fields that correspond to messages, orders, quotes, and other financial exchange specific data points. The computing device may be configured to select one or more input sets from the received data feed and determine a score for one or more of the selected input sets. Once one or more input sets are selected, the computing device may calculate an SOQ and/or spot index based on the selected input set(s) and disseminate the calculated SOQ and/or spot index to one or more market entities, such as a clearing corporation.
摘要翻译：实施例包括用于确定可交易价值的系统和方法，例如一个或多个金融产品的SOQ和/或现货指数。计算机实现的方法包括由计算设备接收具有与消息，订单，报价和其他财务交换特定数据点相对应的数据字段的数据馈送。计算设备可以被配置为从接收到的数据馈送中选择一个或多个输入集合，并且确定所选择的输入集合中的一个或多个的分数。一旦选择了一个或多个输入集合，则计算设备可以基于所选择的输入集合来计算SOQ和/或点索引，并将所计算的SOQ和/或点索引传播到一个或多个市场实体，诸如结算公司

7. 发明申请

US20170287066A1 AUTOMATED TRADING SYSTEM FOR ROUTING AND MATCHING ORDERS 审中-公开
公开(公告)号：US20170287066A1
公开(公告)日：2017-10-05
申请号：US15355952
申请日：2016-11-18
申请人： Chicago Board Options Exchange, Incorporated
发明人： Edward T. Tilly , Anthony Montesano , Eileen C. Smith
IPC分类号： G06Q40/04 , G06Q40/06
CPC分类号： G06Q40/04 , G06Q40/06
摘要： An automated system for matching orders from a virtual trading crowd in an exchange configured for trading securities or derivatives is disclosed including an electronic trade engine operative to receive an order or a quote for a security or derivative at the exchange, the trade engine further operative to disseminate a request for a price message to a plurality of market makers quoting a class in response to receiving the order or the quote, an electronic book in communication with the electronic trade engine, the electronic book operative to store at least one order or quote received by the electronic trade engine, a database including an allocation algorithm, the database in communication with the electronic trade engine, and a trade processor in communication with the database, the trade processor operative to analyze and execute orders or quotes according to the allocation algorithm selected from the database.

8. 发明授权

US09727916B1 Automated trading exchange system having integrated quote risk monitoring and integrated quote modification services 有权
公开(公告)号：US09727916B1
公开(公告)日：2017-08-08
申请号：US14066184
申请日：2013-10-29
申请人： Chicago Board Options Exchange, Incorporated
发明人： Anthony Montesano , Ross G. Kaminsky , Richard A. Angell , Gordon D. Evora
IPC分类号： G06Q40/00 , G06Q40/04
CPC分类号： G06Q40/04 , G06Q40/025 , G06Q40/06 , G06Q40/08
摘要： An automated trading exchange having integrated quote risk monitoring and quote modification services is disclosed. The automated trading exchange is configured to receive orders and quotes, and have associated trading parameters such as a risk threshold. The automated trading exchange typically generates a trade by matching the received orders and quotes, where quotes belong to an overall quote group, to previously received orders and quotes. The automated trading exchange otherwise stores each of the received orders and quotes if a trade is not generated. The automated trading exchange then determines whether a quote has been filled as a result of the generated trade, and if so, determines a risk level and an aggregate risk level associated with said trade. The computer compares the aggregate risk level with the market-maker's risk threshold, and if the threshold is exceeded, automatically modifies at least one of the remaining quotes in the quote group.

9. 发明申请

US20160225084A1 Method and System for Creating and Trading Derivative Investment Products Based on a Statistical Property Reflecting the Variance of an Underlying Asset 审中-公开
标题翻译：基于反映相关资产差异的统计资产创造和交易衍生投资产品的方法和系统
公开(公告)号：US20160225084A1
公开(公告)日：2016-08-04
申请号：US14849340
申请日：2015-09-09
申请人： Chicago Board Options Exchange, Incorporated
发明人： Daniel Feuser , Eric Chern , Paul Kepes , Andrew Hall , Lewis Biscamp , John C. Hiatt, Jr. , Catherine Shalen
IPC分类号： G06Q40/04
CPC分类号： G06Q40/04 , G06Q40/00
摘要： A system and method for creating a limited risk derivative based on a realized variance of an underlying equity is disclosed. In one implementation, a limited risk derivative product includes a capped value for a statistical property reflecting a variance of the underlying equity is calculated based on a pari-mutuel action. The capped value comprises a dynamic value and a cap. The dynamic value reflects an average volatility of prices returns of the underlying equity over a predefined period of time and the cap reflects a maximum value of the dynamic value. The limited risk derivative product additionally includes an average of a summation of each squared daily return of the underlying equity included in the value for the statistical property reflecting the variance of the underlying equity.
摘要翻译：披露了一种基于实现的相关股权差异创建有限风险衍生工具的制度和方法。在一个实施中，有限风险衍生产品包括反映基础股权变动的统计属性的上限值是基于同步行为计算的。上限值包括动态值和上限。动态价值反映了在预定时间段内基础股权价格回报的平均波动幅度，上限反映了动态价值的最大值。有限风险衍生产品还包括平均每个平均每日平均回报的相关权益的总和，包括在反映相关权益变动的统计财产的价值中。

10. 发明申请

US20160225083A1 Method of Creating and Trading Derivative Investment Products Based on a Statistical Property Reflecting the Variance of an Underlying Asset 审中-公开
公开(公告)号：US20160225083A1
公开(公告)日：2016-08-04
申请号：US14849283
申请日：2015-09-09
申请人： CHICAGO BOARD OPTIONS EXCHANGE, INCORPORATED
发明人： Daniel Feuser , Eric Chern , Paul Kepes , Andrew Hall , Lewis Biscamp , John C. Hiatt, JR.
IPC分类号： G06Q40/04
CPC分类号： G06Q40/04
摘要： A method of creating and trading derivative contracts based on a statistical property reflecting a variance of an underlying asset is disclosed. Typically, an underlying asset is chosen to be a base of a variance derivative and a processor calculates a value of the statistical property reflecting an average volatility of price returns of the underlying asset over a predefined period. A trading facility display device coupled to a trading platform then displays the variance derivative based on the value of the statistical property reflecting the volatility of the underlying asset and the trading facility transmits variance derivative quotes from liquidity providers over at least one dissemination network.

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