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1. 发明授权

US08010444B2 Settling over-the-counter derivatives using synthetic spot benchmark rates 有权
标题翻译：使用合成现货基准利率架设非处方衍生品
公开(公告)号：US08010444B2
公开(公告)日：2011-08-30
申请号：US12907505
申请日：2010-10-19
申请人： Steven A Youngren , Derek Louis Sammann , John W. Labuszewski , David Joseph Schulz , Scott A Brusso
发明人： Steven A Youngren , Derek Louis Sammann , John W. Labuszewski , David Joseph Schulz , Scott A Brusso
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04 , G06Q40/00
摘要： Techniques and systems for settling over-the-counter financial instruments includes sampling over a periodic interval are disclosed. A volume weighted average price of the sampled process may be calculated and forward points may be applied to the volume weighted average priced to determine an associated spot exchange rate. Such a synthetic spot FX exchange rate may be published to subscribers. Over-the-counter financial instruments may establish delivery obligations according to the spot exchange rate. In the event where a number of transactions during the sampling period is less than a threshold, a midpoint of bids and asks associated with orders for the exchange traded financial instrument may be used to determine an average of the midpoint, to which the forward points may be applied to determine the spot exchange rate. Alternatively, the time-weighted average of the bid and ask orders during a periodic interval may be used in computing the volume-weighted average price.
摘要翻译：解决非处方金融工具的技术和制度包括采用周期性间隔进行披露。可以计算采样过程的体积加权平均价格，并且转发点可以应用于定价的体积加权平均值以确定相关联的即期汇率。这种合成现货外汇汇率可能会发布给用户。非处方金融工具可以根据即期汇率确定交割义务。在采样期间的一些交易小于阈值的情况下，可以使用与交易所交易的金融工具的订单相关联的出价中点和确定中点的平均值，前进点可以适用于确定即期汇率。或者，可以在计算体积加权平均价格时使用周期性间隔期间的出价和询问订单的时间加权平均值。

2. 发明申请

US20090132402A1 Settling Over-The-Counter Derivatives Using Synthetic Spot Benchmark Rates 有权
标题翻译：使用合成现货基准利率来解决非处方衍生产品
公开(公告)号：US20090132402A1
公开(公告)日：2009-05-21
申请号：US11943308
申请日：2007-11-20
申请人： Steven A. Youngren , Derek Louis Sammann , John W. Labuszewski , David Joseph Schulz , Scott A. Brusso
发明人： Steven A. Youngren , Derek Louis Sammann , John W. Labuszewski , David Joseph Schulz , Scott A. Brusso
IPC分类号： G06Q40/00 , G06F17/00
CPC分类号： G06Q40/04 , G06Q40/00
摘要： Techniques and systems for settling over-the-counter financial instruments includes sampling over a periodic interval are disclosed. A volume weighted average price of the sampled process may be calculated and forward points may be applied to the volume weighted average priced to determine an associated spot exchange rate. Such a synthetic spot FX exchange rate may be published to subscribers. Over-the-counter financial derivatives may establish delivery obligations according to the spot exchange rate. In the event where a number of transactions during the sampling period is less than a threshold, a midpoint of bids and asks associated with orders for the exchange traded financial derivative may be used to determine an average of the midpoint, to which the forward points may be applied to determine the spot exchange rate. Alternatively, the time-weighted average of the bid and ask orders during a periodic interval may be used in computing the volume-weighted average price.
摘要翻译：解决非处方金融工具的技术和制度包括采用周期性间隔进行披露。可以计算采样过程的体积加权平均价格，并且转发点可以应用于定价的体积加权平均值以确定相关联的即期汇率。这种合成现货外汇汇率可能会发布给用户。非处方金融衍生工具可以根据即期汇率确定交割义务。如果抽样期间的一些交易低于一个门槛，可以使用与交易所交易金融衍生工具的订单相关联的出价中点和确定中点的平均值，前进点可以适用于确定即期汇率。或者，可以在计算体积加权平均价格时使用周期性间隔期间的出价和询问订单的时间加权平均值。

3. 发明申请

US20110295737A1 Settling Over-The-Counter Derivatives Using Synthetic Spot Benchmark Rates 有权
标题翻译：使用合成现货基准利率来解决非处方衍生产品
公开(公告)号：US20110295737A1
公开(公告)日：2011-12-01
申请号：US13209535
申请日：2011-08-15
申请人： Steven A. Youngren , Derek Louis Sammann , John W. Labuszewski , David Joseph Schulz , Scott A. Brusso
发明人： Steven A. Youngren , Derek Louis Sammann , John W. Labuszewski , David Joseph Schulz , Scott A. Brusso
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04 , G06Q40/00
摘要： Techniques and systems for settling over-the-counter financial instruments includes sampling over a periodic interval are disclosed. A volume weighted average price of the sampled process may be calculated and forward points may be applied to the volume weighted average priced to determine an associated spot exchange rate. Such a synthetic spot FX exchange rate may be published to subscribers. Over-the-counter financial derivatives may establish delivery obligations according to the spot exchange rate. In the event where a number of transactions during the sampling period is less than a threshold, a midpoint of bids and asks associated with orders for the exchange traded financial derivative may be used to determine an average of the midpoint, to which the forward points may be applied to determine the spot exchange rate. Alternatively, the time-weighted average of the bid and ask orders during a periodic interval may be used in computing the volume-weighted average price.
摘要翻译：解决非处方金融工具的技术和制度包括采用周期性间隔进行披露。可以计算采样过程的体积加权平均价格，并且转发点可以应用于定价的体积加权平均值以确定相关联的即期汇率。这种合成现货外汇汇率可能会发布给用户。非处方金融衍生工具可以根据即期汇率确定交割义务。如果抽样期间的一些交易低于一个门槛，可以使用与交易所交易金融衍生工具的订单相关联的出价中点和确定中点的平均值，前进点可以适用于确定即期汇率。或者，可以在计算体积加权平均价格时使用周期性间隔期间的出价和询问订单的时间加权平均值。

4. 发明申请

US20110040671A1 Settling Over-The-Counter Derivatives Using Synthetic Spot Benchmark Rates 有权
标题翻译：使用合成现货基准利率来解决非处方衍生产品
公开(公告)号：US20110040671A1
公开(公告)日：2011-02-17
申请号：US12907505
申请日：2010-10-19
申请人： Steven A. Youngren , Derek Louis Sammann , John W. Labuszewski , David Joseph Schulz , Scott A. Brusso
发明人： Steven A. Youngren , Derek Louis Sammann , John W. Labuszewski , David Joseph Schulz , Scott A. Brusso
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04 , G06Q40/00
摘要： Techniques and systems for settling over-the-counter financial instruments includes sampling over a periodic interval are disclosed. A volume weighted average price of the sampled process may be calculated and forward points may be applied to the volume weighted average priced to determine an associated spot exchange rate. Such a synthetic spot FX exchange rate may be published to subscribers. Over-the-counter financial instruments may establish delivery obligations according to the spot exchange rate. In the event where a number of transactions during the sampling period is less than a threshold, a midpoint of bids and asks associated with orders for the exchange traded financial instrument may be used to determine an average of the midpoint, to which the forward points may be applied to determine the spot exchange rate. Alternatively, the time-weighted average of the bid and ask orders during a periodic interval may be used in computing the volume-weighted average price.
摘要翻译：解决非处方金融工具的技术和制度包括采用周期性间隔进行披露。可以计算采样过程的体积加权平均价格，并且转发点可以应用于定价的体积加权平均值以确定相关联的即期汇率。这种合成现货外汇汇率可能会发布给用户。非处方金融工具可以根据即期汇率确定交割义务。在采样期间的一些交易小于阈值的情况下，可以使用与交易所交易的金融工具的订单相关联的出价中点和确定中点的平均值，前进点可以适用于确定即期汇率。或者，可以在计算体积加权平均价格时使用周期性间隔期间的出价和询问订单的时间加权平均值。

5. 发明授权

US08510209B2 Settling over-the-counter derivatives using synthetic spot benchmark rates 有权
标题翻译：使用合成现货基准利率架设非处方衍生品
公开(公告)号：US08510209B2
公开(公告)日：2013-08-13
申请号：US13209535
申请日：2011-08-15
申请人： Steven A. Youngren , Derek Louis Sammann , John W. Labuszewski , David Joseph Schulz , Scott A. Brusso
发明人： Steven A. Youngren , Derek Louis Sammann , John W. Labuszewski , David Joseph Schulz , Scott A. Brusso
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04 , G06Q40/00
摘要： Techniques and systems for settling over-the-counter financial instruments includes sampling over a periodic interval are disclosed. A volume weighted average price of the sampled process may be calculated and forward points may be applied to the volume weighted average priced to determine an associated spot exchange rate. Such a synthetic spot FX exchange rate may be published to subscribers. Over-the-counter financial derivatives may establish delivery obligations according to the spot exchange rate. In the event where a number of transactions during the sampling period is less than a threshold, a midpoint of bids and asks associated with orders for the exchange traded financial derivative may be used to determine an average of the midpoint, to which the forward points may be applied to determine the spot exchange rate. Alternatively, the time-weighted average of the bid and ask orders during a periodic interval may be used in computing the volume-weighted average price.
摘要翻译：解决非处方金融工具的技术和制度包括采用周期性间隔进行披露。可以计算采样过程的体积加权平均价格，并且转发点可以应用于定价的体积加权平均值以确定相关联的即期汇率。这种合成现货外汇汇率可能会发布给用户。非处方金融衍生工具可以根据即期汇率确定交割义务。如果抽样期间的一些交易低于一个门槛，可以使用与交易所交易金融衍生工具的订单相关联的出价中点和确定中点的平均值，前进点可以适用于确定即期汇率。或者，可以在计算体积加权平均价格时使用周期性间隔期间的出价和询问订单的时间加权平均值。

6. 发明授权

US07840483B2 Settling over-the-counter derivatives using synthetic spot benchmark rates 有权
标题翻译：使用合成现货基准利率架设非处方衍生品
公开(公告)号：US07840483B2
公开(公告)日：2010-11-23
申请号：US11943308
申请日：2007-11-20
申请人： Steven A Youngren , Derek Louis Sammann , John W. Labuszewski , David Joseph Schulz , Scott A Brusso
发明人： Steven A Youngren , Derek Louis Sammann , John W. Labuszewski , David Joseph Schulz , Scott A Brusso
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04 , G06Q40/00
摘要： Techniques and systems for settling over-the-counter financial instruments includes sampling over a periodic interval are disclosed. A volume weighted average price of the sampled process may be calculated and forward points may be applied to the volume weighted average priced to determine an associated spot exchange rate. Such a synthetic spot FX exchange rate may be published to subscribers. Over-the-counter financial derivatives may establish delivery obligations according to the spot exchange rate. In the event where a number of transactions during the sampling period is less than a threshold, a midpoint of bids and asks associated with orders for the exchange traded financial derivative may be used to determine an average of the midpoint, to which the forward points may be applied to determine the spot exchange rate. Alternatively, the time-weighted average of the bid and ask orders during a periodic interval may be used in computing the volume-weighted average price.
摘要翻译：解决非处方金融工具的技术和制度包括采用周期性间隔进行披露。可以计算采样过程的体积加权平均价格，并且转发点可以应用于定价的体积加权平均值以确定相关联的即期汇率。这种合成现货外汇汇率可能会发布给用户。非处方金融衍生工具可以根据即期汇率确定交割义务。如果抽样期间的一些交易低于一个门槛，可以使用与交易所交易金融衍生工具的订单相关联的出价中点和确定中点的平均值，前进点可以适用于确定即期汇率。或者，可以在计算体积加权平均价格时使用周期性间隔期间的出价和询问订单的时间加权平均值。

7. 发明申请

US20120265663A1 Perpetual Futures Contracts With Periodic Reckonings 有权
标题翻译：永久期货定期合约
公开(公告)号：US20120265663A1
公开(公告)日：2012-10-18
申请号：US13086874
申请日：2011-04-14
申请人： Steven A. Youngren , Lori Aldinger , John Nyhoff , John W. Labuszewski
发明人： Steven A. Youngren , Lori Aldinger , John Nyhoff , John W. Labuszewski
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04
摘要： Systems and methods that provide for a perpetual futures/derivatives contract with periodic reckoning are disclosed. An embodiment may include a method of receiving a new perpetual contract and managing that contract through to its termination. The perpetual futures contract may comprise an option to terminate the contract at recurring predetermined intervals. The exchange may allow or prohibit exercise of the option based on particular parameters.
摘要翻译：披露了提供定期推算的永久期货/衍生工具合约的制度和方法。一个实施方案可以包括接收新的永久合同并通过其终止来管理该合同的方法。永久期货合约可包括以预定间隔重复终止合约的选择权。交易所可以允许或禁止基于特定参数行使该期权。

8. 发明申请

US20100169205A1 COLLATERALIZED LENDING USING A CENTRAL COUNTERPARTY 有权
公开(公告)号：US20100169205A1
公开(公告)日：2010-07-01
申请号：US12344839
申请日：2008-12-29
申请人： John W. Labuszewski , Richard Co
发明人： John W. Labuszewski , Richard Co
IPC分类号： G06Q40/00
CPC分类号： G06Q30/00 , G06Q40/02 , G06Q40/04
摘要： A collateralized lending system and method using a central counterparty is disclosed. Lenders place orders to enter into long contracts with a central counterparty obligating them to lend an asset, or portion thereof. Borrowers place orders to enter into short contracts with the central counterparty obligating them to borrow an asset or a substantial equivalent thereof. The net effect acts like a lending transaction between the lender and the borrower. The contracts, referred to below as “General Repo Futures” (“GRF”) and “Special Repo Futures” (“SRF”), may be characterized at least by the value, type or amount of an asset, the interest rate, the delivery/settlement date, i.e. when the loan begins, the term of the loan, or combinations thereof. The asset may be cash or one or more particular securities, such as Treasury securities. The central counterparty anonymously matches counter-orders from one or more borrowers and one or more lenders and facilitates, at the settlement/delivery date, the lending transaction by novating itself into the matched transaction between the borrower(s) and the lender(s), i.e. the lender(s) tenders the asset, or portion thereof, to the central counterparty, such as to a clearing entity operated by the central counterparty, and the central counterparty/clearing entity loans/delivers the asset, or portion thereof, or a substantial equivalent, to the borrower. In one embodiment, the central counterparty/clearing entity may collect collateral from the borrower in exchange for loan. Upon expiration of the loan, the central counterparty/clearing entity facilitates redemption of the loan, e.g. repayment by the borrower to the central counterparty, and return of the collateral, and repayment by the central counterparty to the lender, as well as collection and payment of interest, etc. As a result of the novation, the transactions between the central counterparty and the lender and borrower are independent and guaranteed. Thereby, the risk of loss due to borrower default is absorbed by the central counterparty encouraging lending activity by prospective lenders resulting in increased credit availability.

9. 发明授权

US08768820B2 Collateralized lending using a central counterparty 有权
标题翻译：使用中央交易对手的抵押贷款
公开(公告)号：US08768820B2
公开(公告)日：2014-07-01
申请号：US12344839
申请日：2008-12-29
申请人： John W. Labuszewski , Richard Co
发明人： John W. Labuszewski , Richard Co
IPC分类号： G06Q40/00 , G06Q40/04 , G06Q40/06 , G06Q40/02
CPC分类号： G06Q30/00 , G06Q40/02 , G06Q40/04
摘要： A collateralized lending system and method using a central counterparty is disclosed. Lenders place orders to enter into long contracts with a central counterparty obligating them to lend an asset, or portion thereof. Borrowers place orders to enter into short contracts with the central counterparty obligating them to borrow an asset or a substantial equivalent thereof. The net effect acts like a lending transaction between the lender and the borrower. The central counterparty anonymously matches counter-orders from one or more borrowers and one or more lenders. Upon expiration of the loan, the central counterparty/clearing entity facilitates redemption of the loan. Thereby, the risk of loss due to borrower default is absorbed by the central counterparty encouraging lending activity by prospective lenders resulting in increased credit availability.
摘要翻译：披露了使用中央交易对手的抵押贷款制度和方法。贷方下达订单，与中央交易对手签订长期合约，要求借出资产或部分资产。借款人下订单与中央交易对手签订短期合约，要求他们借款资产或相当于其等价物。净效应就像贷款人和借款人之间的贷款交易。中央交易对手匿名地与来自一个或多个借款人和一个或多个贷方的订单相匹配。贷款到期时，中央对手/清算实体有助于赎回贷款。因此，由于借款人违约而导致的损失风险由中央对手方吸收，鼓励潜在贷款人的贷款活动，从而增加信贷可用性。

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