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31. 发明申请

US20120303510A1 Derivative Products 有权
标题翻译：衍生产品
公开(公告)号：US20120303510A1
公开(公告)日：2012-11-29
申请号：US13569916
申请日：2012-08-08
申请人： Richard Co , John Labuszewski , John Nyhoff
发明人： Richard Co , John Labuszewski , John Nyhoff
IPC分类号： G06Q40/04
CPC分类号： G06Q40/06 , G06Q40/04
摘要： Methods, systems and apparatuses are described for processing and clearing derivatives products with a digital outcome and a plurality of constituents. A computer system configured to process and clear derivative products can accept initial and adjusted performance bonds from buyers and sellers, and adjust the market price of the derivative product at intervals. The market price may be adjusted on a mark-to-market basis and through analysis of other information, e.g., a change in credit rating of reference entities of the derivative product. As a result of price adjustments, cash flow may be generated between buyers and sellers (e.g., credit and debit to accounts). The derivative product may pay a percentage of a predetermined final settlement amount upon the triggering of a predetermined event in each of the constituents of the derivative product. However, upon expiration of the derivative product, the derivative's market price is settled to zero and the agreement is terminated.
摘要翻译：描述了用于处理和清除具有数字结果和多个成分的衍生产品的方法，系统和装置。配置为处理和清除衍生产品的计算机系统可以接受来自买方和卖方的初始和调整后的履约保证金，并间隔调整衍生产品的市场价格。可以通过市场价格调整市场价格，并通过分析其他信息，例如衍生产品参考实体的信用评级变化。由于价格调整，买方和卖方之间可能会产生现金流量（例如信用卡和借记帐户）。在衍生产品的每个成分中的触发预定事件之后，衍生产品可以支付预定最终结算金额的百分比。但衍生产品到期后，衍生品市场价格为零，协议终止。

32. 发明申请

US20120259795A1 FIXED INCOME INSTRUMENT YIELD SPREAD FUTURES 审中-公开
标题翻译：固定收益仪器产量扩张期货
公开(公告)号：US20120259795A1
公开(公告)日：2012-10-11
申请号：US13082704
申请日：2011-04-08
申请人： Robert D. Hammond , Richard J. Stevens , Frederick Sturm , John Labuszewski
发明人： Robert D. Hammond , Richard J. Stevens , Frederick Sturm , John Labuszewski
IPC分类号： G06Q40/00
CPC分类号： G06Q40/06
摘要： A futures contract and method of computing a settlement price thereof are disclosed that enables a market participant to shed or acquire financial exposure in a conventional bond spread, in the form of single futures contract, rather than as a bona fide spread requiring active management of distinct long and short component bond positions, e.g. legs. The notional financial exposure of the futures contract is sized, not in terms of notional amounts/quantities of assets represented in the components of the futures contract's reference spread, but rather in terms of the pecuniary value of one basis point (i.e., 0.01 percent per annum) of the spread between yields to maturity for each of the components of the futures contract's reference spread. Effectively, the spread between the yields is defined inversely, i.e. the price per increment of spread is fixed whereas the quantities/notional amounts of reference bonds and the spread between them are not.
摘要翻译：披露了期货合约和计算其结算价格的方法，使市场参与者能够以单一期货合约的形式流通或获得传统债券利差的财务风险，而不是要求主动管理不同的长和短组分键位置，例如腿期货合约的名义财务风险大小，而不是按期货合约参考利差组成部分的名义金额/资产数量，而是以一个基点的金额价值计算（即0.01％年度）期货合约参考利差的每个组成部分的收益率到期限之间的差额。有效地，收益率之间的差额被定义为逆向，即每个扩展增量的价格是固定的，而参考债券的数量/名义数额和它们之间的差距不是。

33. 发明授权

US08266026B2 Derivative products 有权
标题翻译：衍生产品
公开(公告)号：US08266026B2
公开(公告)日：2012-09-11
申请号：US11537441
申请日：2006-09-29
申请人： Richard Co , John Labuszewski , Paul Peterson , John Nyhoff , Sayee Srinivasan
发明人： Richard Co , John Labuszewski , Paul Peterson , John Nyhoff , Sayee Srinivasan
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04
摘要： Systems and methods are described for processing and clearing derivatives products with a binary outcome and having a final settlement based on a triggering event. A computer system configured to process and clear derivative products can accept initial and adjusted performance bonds from buyers and sellers, and adjust the market price of the derivative product at intervals. The market price may be adjusted on a mark-to-market basis and through analysis of other information, e.g., the credit rating of a reference entity. As a result of price adjustments, cash flow may be generated between buyers and sellers. The derivative product may pay a predetermined final settlement amount or percentage upon the triggering of a predetermined event. However, upon expiration of the derivative product, the derivative's market price is settled to zero and the agreement is terminated.
摘要翻译：描述了用于处理和清除具有二进制结果并且基于触发事件的最终结算的衍生产品的系统和方法。配置为处理和清除衍生产品的计算机系统可以接受来自买方和卖方的初始和调整后的履约保证金，并间隔调整衍生产品的市场价格。市场价格可能会以市场价格为基础，并通过分析其他信息（例如参考实体的信用评级）进行调整。由于价格调整，买家和卖家之间可能会产生现金流。衍生产品可以在触发预定事件时支付预定的最终结算量或百分比。但衍生产品到期后，衍生品市场价格为零，协议终止。

34. 发明申请

US20120136770A1 Systems and Methods for Using Declining Balance Methodologies To Enhance Clearing of Dividend Futures and Other Instruments 有权
标题翻译：利用差额平衡法加强清算股利期货及其他工具的制度与方法
公开(公告)号：US20120136770A1
公开(公告)日：2012-05-31
申请号：US12955464
申请日：2010-11-29
申请人： Richard Co , TuenTuen Wang , Xing Su , John Labuszewski
发明人： Richard Co , TuenTuen Wang , Xing Su , John Labuszewski
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04
摘要： Systems and method are disclosed for quoting, adjusting and settling futures contracts by successively removing the just-realized variables from the quoted futures price to focus the quoted contract value to the remaining unrealized economic variables. Further, such systems and method for quoting, adjusting and settling the futures contracts preserve the underlying economic consideration for the trade when compared with the traditional way of quoting futures based on the same cumulative sum.
摘要翻译：公开披露引用，调整和结算期货合约的制度和方法，连续从被引用的期货价格中删除刚刚实现的变量，将所引用的合约价值重点放在剩余的未实现经济变量上。此外，引用，调整和解决期货合约的这种制度和方法与传统的基于相同累计金额的期货方式相比较，保持了贸易的基本经济考虑。

35. 发明授权

US08849712B2 Exchange-traded basis derivative contracts 有权
标题翻译：交易所交易基础衍生工具合约
公开(公告)号：US08849712B2
公开(公告)日：2014-09-30
申请号：US13452425
申请日：2012-04-20
申请人： John Nyhoff , Frederick Sturm , Michael Kamradt , John Labuszewski
发明人： John Nyhoff , Frederick Sturm , Michael Kamradt , John Labuszewski
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04
摘要： An exchange computer system creates, trades and/or otherwise manages basis derivative contracts. At maturity, a basis derivative contract may have two components. A first component may require a party to the basis derivative contract to make or take some type of delivery related to a particular subject matter. A second component may require the basis derivative contractee to accept a further obligation under one or more derivative contracts related to the subject matter.
摘要翻译：交换计算机系统创建，交易和/或以其他方式管理基础衍生合约。到期时，基础衍生工具合约可能有两个组成部分。第一个组成部分可能要求基础衍生工具合同的一方作出或采取与特定主题相关的某种类型的交付。第二个组成部分可能要求基础衍生工具承包商根据与主题相关的一个或多个衍生合同接受进一步的义务。

36. 发明申请

US20140006243A1 Multiple Trade Matching Algorithms 审中-公开
标题翻译：多重贸易匹配算法
公开(公告)号：US20140006243A1
公开(公告)日：2014-01-02
申请号：US13534399
申请日：2012-06-27
申请人： James Boudreault , Frederick Storm , John Labuszewski , Daniel Grombacher , Jonathan Kronstein , Peter Barker , Suzanne Spain
发明人： James Boudreault , Frederick Storm , John Labuszewski , Daniel Grombacher , Jonathan Kronstein , Peter Barker , Suzanne Spain
IPC分类号： G06Q40/04
CPC分类号： G06Q40/04
摘要： The disclosed embodiments relate to systems and methods which match/allocate an incoming order to trade with “resting,” i.e. previously received but not yet matched, orders, recognizing that the algorithm or rules by which the incoming order is matched may affect the operation of the market for the financial product being traded. In particular, the disclosed embodiments relate to an adaptive match engine which draws upon different matching algorithms, e.g. the rules which dictate how a given order should be allocated among qualifying resting orders, depending upon market conditions, to improve the operation of the market. Thereby, by conditionally switching among matching algorithms within the same financial product, as will be described, the disclosed match engine automatically adapts to the changing market conditions of a financial product, e.g. a limited life product, in a non-preferential manner, maintaining fair order allocation while improving market liquidity, e.g., over the life of the product.
摘要翻译：所公开的实施例涉及系统和方法，其匹配/分配进入的订单以“休息”交易，即先前接收但尚未匹配的订单，认识到输入订单匹配的算法或规则可能影响金融产品交易市场。特别地，所公开的实施例涉及一种自适应匹配引擎，其基于不同的匹配算法，例如，规定如何根据市场条件在合格休息令中分配给定的订单以改善市场运作。因此，如上所述，通过有条件地在相同的金融产品中的匹配算法之间切换，所公开的匹配引擎自动地适应金融产品的变化的市场状况，例如，有限的生活产品以非优先的方式维持公平的订单分配，同时提高市场流动性，例如在产品的使用寿命内。

37. 发明授权

US08606687B2 Modification of multi-laterally traded contracts based on currency unavailability condition 有权
标题翻译：根据货币不可用条件修改多边交易合约
公开(公告)号：US08606687B2
公开(公告)日：2013-12-10
申请号：US13187846
申请日：2011-07-21
申请人： Richard Co , Steven Youngren , Lori Aldinger , John Labuszewski
发明人： Richard Co , Steven Youngren , Lori Aldinger , John Labuszewski
IPC分类号： G06Q40/00
CPC分类号： G06Q40/00
摘要： A type of multi-laterally traded contract may designate a primary currency and a secondary currency. The primary currency may be used for settlement and/or other payment obligations in connection with instances of the contract type. Under certain conditions, however, authorization may be given for settlement and/or payment of at least some obligations using an equivalent amount of the secondary currency.
摘要翻译：一种多边交易合约可以指定主要货币和次要货币。主要货币可用于与合同类型的实例相关的结算和/或其他支付义务。然而，在某些条件下，可以授权使用等量的第二货币来结算和/或支付至少一些义务。

38. 发明申请

US20130179319A1 COMPOUND OVERNIGHT BANK RATE ACCRUAL FUTURES CONTRACT AND COMPUTATION OF VARIATION MARGIN THEREFORE 审中-公开
标题翻译：化合物银行汇率变动后期合约及其变动计算
公开(公告)号：US20130179319A1
公开(公告)日：2013-07-11
申请号：US13348251
申请日：2012-01-11
申请人： Peter Barker , James Boudreault , Daniel Grombacher , Michael P. Kamradt , Frederick Sturm , John Labuszewski
发明人： Peter Barker , James Boudreault , Daniel Grombacher , Michael P. Kamradt , Frederick Sturm , John Labuszewski
IPC分类号： G06Q40/04
CPC分类号： G06Q40/04
摘要： The disclosed embodiments relate to an exchange-traded futures contract, guaranteed by a clearing house, and characterized by an embedded price dynamic comprising a compound accrual of a periodic interest rate up to a date on which trading therein is terminated, as specified in the futures contract terms and conditions. A trader may be allowed and/or enabled to take a position in a futures contract with respect to an interest bearing underlier with a variable interest rate and, thereby, minimize the number of transactions and attendant costs with respect to monitoring and correcting for divergences between the futures position and the notional interest rate swap exposure for which the futures position is intended to serve as a proxy. Variation margin for the position is computed based on an underlying reference interest rate as opposed to being computed solely on the basis of the end-of-business day price of the futures contract.
摘要翻译：所披露的实施例涉及由结算所担保的交易所交易期货合约，其特征在于嵌入式价格动态，其包括在期货交易截止日期之前应计的定期利率的复合，如期货合同条款和条件。交易者可能被允许和/或能够在具有可变利率的利率低于期权的期货合约中担任职位，从而最大限度地减少交易数量和伴随成本，以监测和纠正两者之间的差异期货头寸和期货头寸旨在作为代理人的名义利率掉期敞口。基于相关参考利率计算头寸的变动幅度，而不是仅根据期货合约的工作结束日价格计算。

39. 发明授权

US08423446B2 Derivative products 有权
标题翻译：衍生产品
公开(公告)号：US08423446B2
公开(公告)日：2013-04-16
申请号：US13569916
申请日：2012-08-08
申请人： Richard Co , John Labuszewski , John Nyhoff
发明人： Richard Co , John Labuszewski , John Nyhoff
IPC分类号： G06Q40/00
CPC分类号： G06Q40/06 , G06Q40/04
摘要： Methods, systems and apparatuses are described for processing and clearing derivatives products with a digital outcome and a plurality of constituents. A computer system configured to process and clear derivative products can accept initial and adjusted performance bonds from buyers and sellers, and adjust the market price of the derivative product at intervals. The market price may be adjusted on a mark-to-market basis and through analysis of other information, e.g., a change in credit rating of reference entities of the derivative product. As a result of price adjustments, cash flow may be generated between buyers and sellers (e.g., credit and debit to accounts). The derivative product may pay a percentage of a predetermined final settlement amount upon the triggering of a predetermined event in each of the constituents of the derivative product. However, upon expiration of the derivative product, the derivative's market price is settled to zero and the agreement is terminated.
摘要翻译：描述了用于处理和清除具有数字结果和多个成分的衍生产品的方法，系统和装置。配置为处理和清除衍生产品的计算机系统可以接受来自买方和卖方的初始和调整后的履约保证金，并间隔调整衍生产品的市场价格。可以通过市场价格调整市场价格，并通过分析其他信息，例如衍生产品参考实体的信用评级变化。由于价格调整，买方和卖方之间可能会产生现金流量（例如信用卡和借记帐户）。在衍生产品的每个成分中的触发预定事件之后，衍生产品可以支付预定最终结算金额的百分比。但衍生产品到期后，衍生品市场价格为零，协议终止。

40. 发明申请

US20130041802A1 Derivative Products 有权
公开(公告)号：US20130041802A1
公开(公告)日：2013-02-14
申请号：US13572828
申请日：2012-08-13
申请人： Richard Co , John Labuszewski , Paul Peterson , John Nyhoff , Sayee Srinivasan
发明人： Richard Co , John Labuszewski , Paul Peterson , John Nyhoff , Sayee Srinivasan
IPC分类号： G06Q40/04
CPC分类号： G06Q40/04
摘要： Systems and methods are described for processing and clearing derivatives products with a binary outcome and having a final settlement based on a triggering event. A computer system configured to process and clear derivative products can accept initial and adjusted performance bonds from buyers and sellers, and adjust the market price of the derivative product at intervals. The market price may be adjusted on a mark-to-market basis and through analysis of other information, e.g., the credit rating of a reference entity. As a result of price adjustments, cash flow may be generated between buyers and sellers. The derivative product may pay a predetermined final settlement amount or percentage upon the triggering of a predetermined event. However, upon expiration of the derivative product, the derivative's market price is settled to zero and the agreement is terminated.

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