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61. 发明申请

US20060253355A1 System and method for creating and trading a digital derivative investment instrument 审中-公开
标题翻译：创建和交易数字衍生投资工具的制度和方法
公开(公告)号：US20060253355A1
公开(公告)日：2006-11-09
申请号：US11122659
申请日：2005-05-04
申请人： Catherine Shalen
发明人： Catherine Shalen
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04 , G06Q40/00 , G06Q40/06
摘要： The present invention relates to an investment instrument which allows investors to take risk positions relative to the occurrence or non-occurrence of a contingent binary event. The contingent binary event will have one of two possible outcomes. In a digital futures contract, a long investor agrees to pay a short investor a contract futures amount in return for the short investor agreeing to pay the long investor one of two different settlement amounts depending on the outcome as the contingent binary event. Typically one settlement amount will be zero and the other will be an amount greater than the futures price.
摘要翻译：本发明涉及投资工具，其允许投资者相对于或有二进制事件的发生或不发生而采取风险头寸。偶然的二进制事件将有两个可能的结果之一。在数字期货合约中，长期投资者同意向短期投资者支付合约期货金额作为回报，短期投资者同意根据结算作为或有二元事件向长期投资者支付两种不同结算金额之一。通常一个结算金额将为零，另一个是大于期货价格的金额。

62. 发明申请

US20180144401A1 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
公开(公告)号：US20180144401A1
公开(公告)日：2018-05-24
申请号：US15659181
申请日：2017-07-25
申请人： Chicago Board Options Exchange, Incorporated
发明人： Dennis M. O'Callahan
IPC分类号： G06Q40/00 , G06Q40/04
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.

63. 发明申请

US20160343082A1 METHODS AND SYSTEMS FOR CREATING A GOVERNMENT BOND VOLATILITY INDEX AND TRADING DERIVATIVE PRODUCTS BASED THEREON 审中-公开
标题翻译：建立政府债券波动指数和交易衍生产品的方法与制度
公开(公告)号：US20160343082A1
公开(公告)日：2016-11-24
申请号：US15049948
申请日：2016-02-22
申请人： Chicago Board Options Exchange, Incorporated
发明人： Antonio Mele , Yoshiki Obayashi
IPC分类号： G06Q40/06 , G06Q40/04 , G06Q50/26
CPC分类号： G06Q40/06 , G06Q40/04 , G06Q50/26
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.
摘要翻译：一种用于计算政府债券波动指数的计算机系统，包括被配置为存储至少一个程序的存储器; 以及至少一个处理器，其通信地耦合到所述存储器，其中所述至少一个程序在由所述至少一个处理器执行时使所述至少一个处理器接收关于关于政府债券衍生品的期权的数据; 使用政府债券衍生工具选择的数据，政府债券波动指数; 并传送有关政府债券波动指数的数据。

64. 发明申请

US20140201055A1 Methods and Systems for Creating and Trading Derivative Investment Products Based on a Covariance Index 审中-公开
标题翻译：基于协方差指数创造和交易衍生投资产品的方法与系统
公开(公告)号：US20140201055A1
公开(公告)日：2014-07-17
申请号：US14070993
申请日：2013-11-04
申请人： Catherine T. Shalen
发明人： Catherine T. Shalen
IPC分类号： G06Q40/04
CPC分类号： G06Q40/04
摘要： Systems and methods for determining an index based on a covariance between two underlying assets is disclosed. In one implementation, a processor of a trading platform calculates a covariance index associated with two underlying assets, creates a covariance derivative associated with the two underlying assets based on the covariance index, and displays the covariance index and the covariance derivative on a trading display device coupled with the trading platform.
摘要翻译：公开了基于两个相关资产之间的协方差确定指数的系统和方法。在一个实现中，交易平台的处理器计算与两个相关资产相关联的协方差指数，基于协方差指数创建与两个相关资产相关联的协方差导数，并在交易显示设备上显示协方差指数和协方差导数加上交易平台。

65. 发明申请

US20140129408A1 METHODS AND SYSTEMS FOR CREATING AND TRADING STRIPS OF FINANCIAL PRODUCTS 审中-公开
标题翻译：金融产品创造和交易条件的方法与系统
公开(公告)号：US20140129408A1
公开(公告)日：2014-05-08
申请号：US13926235
申请日：2013-06-25
申请人： Eileen C. Smith , William M. Speth , David Wegener
发明人： Eileen C. Smith , William M. Speth , David Wegener
IPC分类号： G06Q40/04
CPC分类号： G06Q40/04
摘要： The present invention includes a method comprising receiving a first electronic BUY STRIP order; receiving a second electronic SELL STRIP order; matching the first STRIP order with the second STRIP order, wherein the first STRIP order is a contra order to the second STRIP order; executing the matched first and second STRIP orders; generating a first plurality of tradable component financial product trades based on the executed first STRIP order; generating a second plurality of tradable component financial product trades based on the executed second STRIP order; matching the first plurality of tradable component financial product trades with the second plurality of tradable component financial product trades, wherein the first plurality of tradable component financial product trades are contra trades to the second plurality of tradable component financial product trades; and executing the matched first and second plurality of tradable component financial product trades.
摘要翻译：本发明包括一种方法，包括接收第一电子购买STRIP订单; 接收第二个电子卖出订单; 将所述第一STRIP顺序与所述第二STRIP顺序匹配，其中所述第一STRIP顺序是与所述第二STRIP顺序相反的顺序; 执行匹配的第一和第二STRIP订单; 基于所执行的第一STRIP订单产生第一多个可交易的金融产品交易; 基于所执行的第二STRIP订单产生第二多个可交易成分金融产品交易; 将第一批多种可交易成分金融产品交易与第二种多种可交易成分金融产品交易进行匹配，其中第一批多种可交易成分金融产品交易与第二种多种可交易成分金融产品交易相互交易; 并且执行匹配的第一和第二多个可交易组件金融产品交易。

66. 发明申请

US20130211994A1 HYBRID TRADING SYSTEM FOR CONCURRENTLY TRADING COMBINED ORDERS FOR FINANCIAL INSTRUMENTS THROUGH BOTH ELECTRONIC AND OPEN OUTCRY TRADING MECHANISMS 审中-公开
标题翻译：混合交易系统，用于通过电子和开放式交易机制进行融合的金融工具组合订单
公开(公告)号：US20130211994A1
公开(公告)日：2013-08-15
申请号：US13667731
申请日：2012-11-02
申请人： Eileen C. Smith
发明人： Eileen C. Smith
IPC分类号： G06Q40/04
CPC分类号： G06Q40/04 , G06Q40/025
摘要： A system and method of trading combined orders in an exchange configured for trading by a combination of electronic and open-outcry trading mechanisms is provided. One method includes receiving an incoming order having a first order component and a second order component at an electronic trade engine and routing the first and second order components to a first electronic database. The first and second order components are matched and executed against order components maintained in the first and second electronic databases, respectively. Any unexecuted first and second order components are placed in an electronic book according to a predetermined program if the first or second order component cannot be completely matched against any order components maintained in one of the first or second electronic databases. The system includes a trade engine configured for receiving combined orders from market makers.
摘要翻译：提供了一种通过组合电子交易和开放式交易机制交易的交易所交易合并订单的系统和方法。一种方法包括在电子交易引擎处接收具有一阶分量和二阶分量的输入顺序，并将第一和第二阶分量路由到第一电子数据库。分别对第一和第二电子数据库中维护的订单组件进行匹配和执行第一和第二阶分量。如果第一或第二阶分量不能与在第一或第二电子数据库之一中保持的任何订单分量完全匹配，则根据预定程序将任何未执行的第一和第二订单分量放置在电子书中。该系统包括配置用于接收来自制造商的组合订单的交易引擎。

67. 发明申请

US20130179321A1 METHOD AND SYSTEM FOR PROVIDING AN AUTOMATED AUCTION FOR INTERNALIZATION AND COMPLEX ORDERS IN A HYBRID TRADING SYSTEM 审中-公开
标题翻译：用于在混合交易系统中提供内部和复杂订单的自动拍卖的方法和系统
公开(公告)号：US20130179321A1
公开(公告)日：2013-07-11
申请号：US13630647
申请日：2012-09-28
申请人： Edward T. Tilly , Anthony J. Carone , Stuart J. Kipnes , James Gazis , Anthony Montesano , Eileen C. Smith
发明人： Edward T. Tilly , Anthony J. Carone , Stuart J. Kipnes , James Gazis , Anthony Montesano , Eileen C. Smith
IPC分类号： G06Q40/04
CPC分类号： G06Q40/04 , G06Q30/08 , G06Q40/06
摘要： A method of providing an automated auction for internalization for the purchase or sale of securities or derivatives in an exchange is disclosed. The method may include receiving an order at an electronic trade engine, disseminating a request for price message to at least one user in response to receiving the order, receiving a one-sided response message representative of a participant-type in response to the request for price message, selecting an allocation algorithm from a plurality of allocation algorithms, initiating the selected allocation algorithm and allocating the order according to the participant-type upon termination of the selected auction. The system may include an electronic trading engine configured to disseminate an auction message in response to an order, a database of allocation algorithms, and a trade processor for initiating an auction according the one of the allocation algorithms and terminating the auction upon defined early termination events.
摘要翻译：披露了一种在交易所内提供用于购买或出售证券或衍生品的内部化自动化拍卖的方法。该方法可以包括在电子交易引擎处接收订单，响应于接收到该订单向至少一个用户传播价格消息请求，响应于请求的请求接收表示参与者类型的单侧响应消息价格消息，从多个分配算法中选择分配算法，启动所选择的分配算法，并且在所选拍卖终止时根据参与者类型分配订单。该系统可以包括电子交易引擎，其被配置为响应于订单传播拍卖消息，分配算法的数据库以及用于根据所述分配算法之一发起拍卖的交易处理器，并且在定义的提前终止事件时终止拍卖。

68. 发明授权

US08484125B1 Market participant issue selection system and method 有权
标题翻译：市场参与者选题制度和方法
公开(公告)号：US08484125B1
公开(公告)日：2013-07-09
申请号：US13532541
申请日：2012-06-25
申请人： Daniel R. Hustad , Larry Pfaffenbach , John E. Smollen
发明人： Daniel R. Hustad , Larry Pfaffenbach , John E. Smollen
IPC分类号： G06Q40/00
CPC分类号： G06Q40/00 , G06Q40/04
摘要： A system and method of allocating rights for quoting issues on a trading facility such as an exchange is described. The method may include providing market participants such as remote market makers with a listing of issues available for remote quote streaming where the available issues are ranked according to predetermined trading parameters. A market participant requests allocations of rights to certain issues and the request is filtered according to a value associated with the ranking of the selected issues. The system includes an issue selection database having a listing of issues available for trading where each issue is ranked based on a trading parameter. An issue selection communication module communicates with the issue selection database and is configured to list available issues and rankings. An issue allocation filter receives a market participant request and compares the selected issues in that request to one or more exchange-based rules.
摘要翻译：描述了在诸如交换机之类的交易设施上分配引用问题的权限的系统和方法。该方法可以包括向市场参与者（例如远程制造商）提供可用于远程报价流的问题的列表，其中可用的问题根据预定的交易参数进行排名。市场参与者请求分配某些问题的权限，并根据与所选问题的排名相关联的值过滤请求。该系统包括问题选择数据库，其具有可用于交易的问题的列表，其中每个问题基于交易参数进行排名。问题选择通信模块与问题选择数据库进行通信，并且被配置为列出可用的问题和排名。问题分配过滤器接收市场参与者请求，并将该请求中的选定问题与一个或多个基于交换的规则进行比较。

69. 发明授权

US08386374B2 System and method for creating and trading packaged collar options on an exchange 有权
公开(公告)号：US08386374B2
公开(公告)日：2013-02-26
申请号：US13399217
申请日：2012-02-17
申请人： Dennis M. O'Callahan
发明人： Dennis M. O'Callahan
IPC分类号： G06Q20/10
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.

70. 发明申请

US20120296796A1 HYBRID TRADING SYSTEM FOR CONCURRENTLY TRADING COMBINED ORDERS FOR FINANCIAL INSTRUMENTS THROUGH BOTH ELECTRONIC AND OPEN OUTCRY TRADING MECHANISMS 有权
标题翻译：混合交易系统，用于通过电子和开放式交易机制，为金融工具组合交易订单
公开(公告)号：US20120296796A1
公开(公告)日：2012-11-22
申请号：US13428444
申请日：2012-03-23
申请人： Eileen C. Smith
发明人： Eileen C. Smith
IPC分类号： G06Q40/04
CPC分类号： G06Q40/04 , G06Q40/025
摘要： A system and method of trading combined orders in an exchange configured for trading by a combination of electronic and open-outcry trading mechanisms is provided. One method includes receiving an incoming order having a first order component and a second order component at an electronic trade engine and routing the first and second order components to a first electronic database. The first and second order components are matched and executed against order components maintained in the first and second electronic databases, respectively. Any unexecuted first and second order components are placed in an electronic book according to a predetermined program if the first or second order component cannot be completely matched against any order components maintained in one of the first or second electronic databases. The system includes a trade engine configured for receiving combined orders from market makers.
摘要翻译：提供了一种通过组合电子交易和开放式交易机制交易的交易所交易合并订单的系统和方法。一种方法包括在电子交易引擎处接收具有一阶分量和二阶分量的输入顺序，并将第一和第二阶分量路由到第一电子数据库。分别对第一和第二电子数据库中维护的订单组件进行匹配和执行第一和第二阶分量。如果第一或第二阶分量不能与在第一或第二电子数据库之一中保持的任何订单分量完全匹配，则根据预定程序将任何未执行的第一和第二订单分量放置在电子书中。该系统包括配置用于接收来自制造商的组合订单的交易引擎。

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