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1. 发明申请

US20070198386A1 Method and System for Creating and Trading Derivative Investment Instruments Based on an Index of Financial Exchanges 审中-公开
标题翻译：基于金融交易指数创造和交易衍生投资工具的方法与制度
公开(公告)号：US20070198386A1
公开(公告)日：2007-08-23
申请号：US11668941
申请日：2007-01-30
申请人： Dennis O'Callahan , Arthur Reinstein
发明人： Dennis O'Callahan , Arthur Reinstein
IPC分类号： G06Q40/00
CPC分类号： G06Q40/06 , G06Q40/04
摘要： A method and system for creating a stock index for a predetermined group of securities and futures exchanges is disclosed. The method may include obtaining first trade information for each security representative of the predetermined group of securities and futures exchanges during a first time period, aggregating the first trade information for a predetermined time period, storing the aggregated first trade information, calculating from the aggregated first trade information an index for the predetermined group of securities and futures exchanges, determining a standardized measure of the index utilizing the aggregated first trade information obtained in the first time period, and periodically recalculating the index based on second trade information for each security representative of the predetermined group of securities and futures exchanges during a second time period.
摘要翻译：公开了一种用于为预定组的证券和期货交易所创建股票指数的方法和系统。该方法可以包括在第一时间段期间获取预定组的证券和期货交易所的每个证券代表的第一交易信息，在预定时间段内聚合第一交易信息，存储聚合的第一交易信息，从聚合的第一交易信息是预定组的证券和期货交易所的指数，使用在第一时间段中获得的汇总的第一交易信息来确定索引的标准化度量，并且基于第二交易信息周期性地重新计算索引，第二期预定的证券期货交易所。

2. 发明申请

US20060253367A1 Method of creating and trading derivative investment products based on a volume weighted average price of an underlying asset 审中-公开
标题翻译：基于相关资产的加权平均价格创建和交易衍生投资产品的方法
公开(公告)号：US20060253367A1
公开(公告)日：2006-11-09
申请号：US11122509
申请日：2005-05-04
申请人： Dennis O'Callahan , Catherine Shalen
发明人： Dennis O'Callahan , Catherine Shalen
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04
摘要： A method of creating and trading derivative contracts based on a volume weighted average price (“VWAP”) of an underlying asset is disclosed. Typically, an underlying asset is chosen to be a base of a VWAP derivative and a processor calculates a VWAP reflecting an average trading price of an underlying asset during a calculation period that is weighted according to the proportion of a total volume of underlying assets traded at each traded price. A trading facility display device coupled to a trading platform then displays VWAP derivatives and the trading facility transmits VWAP derivative quotes from liquidity providers over at least one dissemination network.
摘要翻译：披露了基于相关资产的加权平均价格（“VWAP”）创建和交易衍生工具合约的方法。通常，标的资产被选择为VWAP衍生工具的基础，并且处理器计算在计算期间反映相关资产的平均交易价格的VWAP，该计算期间根据交易的基础资产总量的比例加权每个交易价格。耦合到交易平台的交易设施显示设备然后显示VWAP衍生品，并且交易设施通过至少一个传播网络从流动性提供者传送VWAP衍生报价。

3. 发明申请

US20060253369A1 Method of creating and trading derivative investment products based on an average price of an underlying asset during a calculation period 审中-公开
标题翻译：在计算期间根据标的资产的平均价格创建和交易衍生投资产品的方法
公开(公告)号：US20060253369A1
公开(公告)日：2006-11-09
申请号：US11122512
申请日：2005-05-04
申请人： Dennis O'Callahan
发明人： Dennis O'Callahan
IPC分类号： G06Q40/00
CPC分类号： G06Q40/00 , G06Q40/04
摘要： A method of creating and trading derivative contracts based on an average trading price of an underlying asset over a calculation period is disclosed. Typically, an underlying asset is chosen to be a base of an Asian derivative and a processor calculates a cumulative realized average price reflecting an average trading price of an underlying asset during a calculation period. A trading facility display device coupled to a trading platform then displays the Asian derivative and the trading facility transmits Asian derivative quotes from liquidity providers over at least one dissemination network.
摘要翻译：披露了在计算期内根据标的资产的平均交易价格创建和交易衍生工具合约的方法。通常，相关资产被选择为亚洲衍生工具的基础，处理器计算在计算期间反映标的资产的平均交易价格的累计实现平均价格。交易设施显示设备耦合到交易平台，然后显示亚洲衍生品，交易设施通过至少一个传播网络从流动性提供者传送亚洲衍生报价。

4. 发明申请

US20060253354A1 System and method for creating and trading packaged collar options on an exchange 有权
公开(公告)号：US20060253354A1
公开(公告)日：2006-11-09
申请号：US11122511
申请日：2005-05-04
申请人： Dennis O'Callahan
发明人： Dennis O'Callahan
IPC分类号： G06Q40/00
CPC分类号： G06Q40/06 , G06Q40/00 , G06Q40/04
摘要： A method of creating and trading packaged standard option collars on an exchange is provided, as well as a trading facility for trading such packaged standard option collars. Collars are created by identifying an underlying asset, a first leg of a collar is determined by determining the desired strike price for the first leg and selecting a standard option contract traded on the exchange having a strike price closest to the desired strike price. The second leg is determined by selecting another standard option, the opposite of the first leg, having an option price substantially offsetting the option price of the first leg. Once the legs of the collar have been selected the collar package may be listed on the exchange, and orders for the collars may be processed by matching orders for opposite positions in the collar.

5. 发明申请

US20060253368A1 System and method for creating and trading credit rating derivative investment instruments 审中-公开
标题翻译：制定和交易信用评级衍生投资工具的制度和方法
公开(公告)号：US20060253368A1
公开(公告)日：2006-11-09
申请号：US11122510
申请日：2005-05-04
申请人： Dennis O'Callahan , Dominic Salvino , Catherine Shalen
发明人： Dennis O'Callahan , Dominic Salvino , Catherine Shalen
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04
摘要： A method of creating and trading packaged standard credit rating derivatives on an exchange is provided, as well as a trading facility for trading such packaged standard credit rating derivatives. Credit rating derivatives are created by identifying a credit rating service that includes a plurality of risk categories. Unique monetary values are mapped to risk categories and an entity rated by the credit rating service is identified. A credit rating derivative is then created whose value is determined at least in part by the monetary value to which the risk category associated with the rated entity is mapped.
摘要翻译：提供了一种在交易所上创建和交易包装的标准信用评级衍生品的方法，以及用于交易这种包装的标准信用评级衍生品的交易设施。通过识别包括多个风险类别的信用评级服务来创建信用评级衍生品。将独特的货币价值映射到风险类别，并确定由信用评级服务评级的实体。然后创建一个信用评级衍生工具，其价值至少部分由与额定实体相关联的风险类别映射到的货币价值确定。

6. 发明申请

US20060253359A1 Method and system for creating and trading corporate debt security derivative investment instruments 有权
标题翻译：公司债务安全衍生投资工具创造和交易的方法和制度
公开(公告)号：US20060253359A1
公开(公告)日：2006-11-09
申请号：US11409381
申请日：2006-04-21
申请人： Dennis O'Callahan
发明人： Dennis O'Callahan
IPC分类号： G06Q40/00
CPC分类号： G06Q40/00 , G06Q40/025 , G06Q40/04 , G06Q40/06
摘要： A method of creating and trading corporate debt security derivative investment instruments on an exchange, as well as a trading facility for trading such derivatives, is disclosed. Corporate debt security derivative investment instruments are created by identifying a credit rating service that includes a plurality of risk categories. Unique monetary values are mapped to risk categories and an entity rated by the credit rating service is identified. A corporate debt security derivative investment instrument is then created whose value is determined at least in part by the monetary value to which the risk category associated with the rated entity is mapped.
摘要翻译：披露了在交易所创建和交易公司债务证券衍生投资工具的方法，以及交易这类衍生工具的交易设施。公司债务证券衍生投资工具是通过识别包括多个风险类别的信用评级服务来创建的。将独特的货币价值映射到风险类别，并确定由信用评级服务评级的实体。然后创建公司债务证券衍生投资工具，其价值至少部分由与评级实体相关联的风险类别映射到的货币价值确定。

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