AU2001284932A1 - Margin settlement for exchange-traded futures contracts - Google Patents

Margin settlement for exchange-traded futures contracts

Info

Publication number
AU2001284932A1
AU2001284932A1 AU2001284932A AU8493201A AU2001284932A1 AU 2001284932 A1 AU2001284932 A1 AU 2001284932A1 AU 2001284932 A AU2001284932 A AU 2001284932A AU 8493201 A AU8493201 A AU 8493201A AU 2001284932 A1 AU2001284932 A1 AU 2001284932A1
Authority
AU
Australia
Prior art keywords
exchange
futures contracts
traded futures
margin settlement
settlement
Prior art date
Legal status (The legal status is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the status listed.)
Abandoned
Application number
AU2001284932A
Inventor
Robert C. Push
Current Assignee (The listed assignees may be inaccurate. Google has not performed a legal analysis and makes no representation or warranty as to the accuracy of the list.)
BROWN BROTHERS HARRIMAN AND Co
Original Assignee
BROWN BROTHERS HARRIMAN AND CO
Priority date (The priority date is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the date listed.)
Filing date
Publication date
Application filed by BROWN BROTHERS HARRIMAN AND CO filed Critical BROWN BROTHERS HARRIMAN AND CO
Publication of AU2001284932A1 publication Critical patent/AU2001284932A1/en
Abandoned legal-status Critical Current

Links

Classifications

    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06—Asset management; Financial planning or analysis
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/04—Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange

Landscapes

  • Business, Economics & Management (AREA)
  • Engineering & Computer Science (AREA)
  • Accounting & Taxation (AREA)
  • Finance (AREA)
  • Development Economics (AREA)
  • Technology Law (AREA)
  • Marketing (AREA)
  • Strategic Management (AREA)
  • Economics (AREA)
  • Physics & Mathematics (AREA)
  • General Business, Economics & Management (AREA)
  • General Physics & Mathematics (AREA)
  • Theoretical Computer Science (AREA)
  • Entrepreneurship & Innovation (AREA)
  • Game Theory and Decision Science (AREA)
  • Human Resources & Organizations (AREA)
  • Operations Research (AREA)
  • Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)
AU2001284932A 2000-08-14 2001-08-14 Margin settlement for exchange-traded futures contracts Abandoned AU2001284932A1 (en)

Applications Claiming Priority (3)

Application Number Priority Date Filing Date Title
US22518300P 2000-08-14 2000-08-14
US60225183 2000-08-14
PCT/US2001/025524 WO2002015093A1 (en) 2000-08-14 2001-08-14 Margin settlement for exchange-traded futures contracts

Publications (1)

Publication Number Publication Date
AU2001284932A1 true AU2001284932A1 (en) 2002-02-25

Family

ID=22843870

Family Applications (1)

Application Number Title Priority Date Filing Date
AU2001284932A Abandoned AU2001284932A1 (en) 2000-08-14 2001-08-14 Margin settlement for exchange-traded futures contracts

Country Status (4)

Country Link
US (1) US20020035531A1 (en)
EP (1) EP1317724A4 (en)
AU (1) AU2001284932A1 (en)
WO (1) WO2002015093A1 (en)

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* Cited by examiner, † Cited by third party
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US20020077947A1 (en) * 2000-12-14 2002-06-20 Ward David Charles Method and system for determining netted margins
WO2002047314A2 (en) * 2000-11-13 2002-06-13 Morgan Guaranty Trust Company Of New York Method and system for matching short trading positions with long trading positions
US8234204B2 (en) * 2000-11-13 2012-07-31 Goldman, Sachs & Co. Method and system for matching short trading positions with long trading positions
US20030009415A1 (en) * 2001-05-14 2003-01-09 Lutnick Howard W. Methods and systems for trading futures contracts for intangible assets
US7835965B2 (en) * 2001-06-08 2010-11-16 Wilson Sonsini Goodrich & Rosati System and method for private equity fund formation
US8660933B2 (en) 2001-12-27 2014-02-25 Bgc Partners, Inc. Futures contracts on restricted compensation securities
US7707096B2 (en) * 2001-12-27 2010-04-27 Bgc Partners, Inc. Futures contract on options contracts exchange device
US20040078316A1 (en) * 2002-10-16 2004-04-22 E2Open Llc, A Corporation Network directory for business process integration of trading partners
US7440917B2 (en) * 2003-03-10 2008-10-21 Chicago Mercantile Exchange, Inc. Order risk management system
US20040220870A1 (en) * 2003-04-29 2004-11-04 Jonas Lundberg Method and system for improved automated trading of swap contracts
US7890412B2 (en) * 2003-11-04 2011-02-15 New York Mercantile Exchange, Inc. Distributed trading bus architecture
US7966236B2 (en) * 2004-07-07 2011-06-21 Ubs Financial Services Inc. Method and system for real time margin calculation
US20090024535A1 (en) * 2004-08-20 2009-01-22 Peter Kleidman Finite Equity Financial Instruments
US7769667B2 (en) 2004-09-10 2010-08-03 Chicago Mercantile Exchange Inc. System and method for activity based margining
US7426487B2 (en) * 2004-09-10 2008-09-16 Chicago Mercantile Exchange, Inc. System and method for efficiently using collateral for risk offset
US7430539B2 (en) 2004-09-10 2008-09-30 Chicago Mercantile Exchange System and method of margining fixed payoff products
US7509275B2 (en) * 2004-09-10 2009-03-24 Chicago Mercantile Exchange Inc. System and method for asymmetric offsets in a risk management system
US8849711B2 (en) * 2004-09-10 2014-09-30 Chicago Mercantile Exchange Inc. System and method for displaying a combined trading and risk management GUI display
US7428508B2 (en) * 2004-09-10 2008-09-23 Chicago Mercantile Exchange System and method for hybrid spreading for risk management
US7593877B2 (en) * 2004-09-10 2009-09-22 Chicago Mercantile Exchange, Inc. System and method for hybrid spreading for flexible spread participation
US7593879B2 (en) 2005-01-07 2009-09-22 Chicago Mercantile Exchange, Inc. System and method for using diversification spreading for risk offset
US8069109B2 (en) 2005-01-07 2011-11-29 Chicago Mercantile Exchange Inc. System and method for using diversification spreading for risk offset
US8108281B2 (en) * 2005-01-07 2012-01-31 Chicago Mercantile Exchange Inc. System and method for multi-factor modeling, analysis and margining of credit default swaps for risk offset
US20070294158A1 (en) * 2005-01-07 2007-12-20 Chicago Mercantile Exchange Asymmetric and volatility margining for risk offset
US8103578B2 (en) 2005-01-07 2012-01-24 Chicago Mercantile Exchange Inc. System and method for multi-factor modeling, analysis and margining of credit default swaps for risk offset
US8738490B2 (en) 2005-01-07 2014-05-27 Chicago Mercantile Exchange Inc. System and method for multi-factor modeling, analysis and margining of credit default swaps for risk offset
US7801810B2 (en) * 2005-11-18 2010-09-21 Chicago Mercantile Exchange Inc. Hybrid cross-margining
US10726479B2 (en) 2005-11-18 2020-07-28 Chicago Mercantile Exchange Inc. System and method for centralized clearing of over the counter foreign exchange instruments
EP1952335A4 (en) * 2005-11-18 2012-12-26 Chicago Mercantile Exchange Cross-currency implied spreads
US20070118455A1 (en) * 2005-11-18 2007-05-24 Albert William J System and method for directed request for quote
ITMI20052438A1 (en) * 2005-12-21 2007-06-22 Gamma Croma Spa METHOD FOR REALIZING A COMPOSITE ARTICLE INCLUDING A COSMETIC PRODUCT AND A DECORATIVE ELEMENT
US20080249952A1 (en) * 2007-04-03 2008-10-09 Benteler Henry Computerized system and method for managing financial investment portfolios
US8756146B2 (en) 2007-08-20 2014-06-17 Chicago Mercantile Exchange Inc. Out of band credit control
US7987135B2 (en) * 2007-08-20 2011-07-26 Chicago Mercantile Exchange, Inc. Out of band credit control
US7996301B2 (en) * 2007-08-20 2011-08-09 Chicago Mercantile Exchange, Inc. Out of band credit control
US8762252B2 (en) 2007-08-20 2014-06-24 Chicago Mercantile Exchange Inc. Out of band credit control
US20090171824A1 (en) * 2007-12-27 2009-07-02 Dmitriy Glinberg Margin offsets across portfolios
US7991671B2 (en) * 2008-03-27 2011-08-02 Chicago Mercantile Exchange Inc. Scanning based spreads using a hedge ratio non-linear optimization model
US20100005022A1 (en) * 2008-07-02 2010-01-07 Automated Equity Finance Markets, Inc. Hierarchical trading accounts for clearing and non-clearing members
US8229835B2 (en) 2009-01-08 2012-07-24 New York Mercantile Exchange, Inc. Determination of implied orders in a trade matching system
CN101956647B (en) * 2009-07-15 2012-12-19 鸿富锦精密工业（深圳）有限公司 Tidal power generating device
US8417618B2 (en) * 2009-09-03 2013-04-09 Chicago Mercantile Exchange Inc. Utilizing a trigger order with multiple counterparties in implied market trading
US8131634B1 (en) 2009-09-15 2012-03-06 Chicago Mercantile Exchange Inc. System and method for determining the market risk margin requirements associated with a credit default swap
US8321333B2 (en) 2009-09-15 2012-11-27 Chicago Mercantile Exchange Inc. System and method for determining the market risk margin requirements associated with a credit default swap
US8255305B2 (en) * 2009-09-15 2012-08-28 Chicago Mercantile Exchange Inc. Ratio spreads for contracts of different sizes in implied market trading
US20110066537A1 (en) * 2009-09-15 2011-03-17 Andrew Milne Implied volume analyzer
US8266030B2 (en) 2009-09-15 2012-09-11 Chicago Mercantile Exchange Inc. Transformation of a multi-leg security definition for calculation of implied orders in an electronic trading system
US8229838B2 (en) 2009-10-14 2012-07-24 Chicago Mercantile Exchange, Inc. Leg pricer
WO2012051391A1 (en) * 2010-10-15 2012-04-19 Acadiasoft, Inc. Electronic centralized margin management system for managing actions such as margin recalls under margin agreements
US8825539B2 (en) * 2011-08-26 2014-09-02 Morgan Stanley & Co. Llc Computer-based systems and methods for computing market-adjusted elasticities for accounts
US10565649B1 (en) 2015-03-18 2020-02-18 Chicago Stock Exchange, Inc. System and method for enhanced electronic networked settlement processor
US10515409B2 (en) 2016-03-23 2019-12-24 Domus Tower, Inc. Distributing work load of high-volume per second transactions recorded to append-only ledgers
US20160321751A1 (en) * 2015-04-28 2016-11-03 Domus Tower, Inc. Real-time settlement of securities trades over append-only ledgers
CN114998018B (en) * 2022-06-30 2024-06-18 广东电网有限责任公司广州供电局 Electric futures transaction futures guarantee deposit management method based on blockchain and cryptographic algorithm

Family Cites Families (3)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US4980826A (en) * 1983-11-03 1990-12-25 World Energy Exchange Corporation Voice actuated automated futures trading exchange
US4903201A (en) * 1983-11-03 1990-02-20 World Energy Exchange Corporation Automated futures trading exchange
US5193056A (en) * 1991-03-11 1993-03-09 Signature Financial Group Inc. Data processing system for hub and spoke financial services configuration

Also Published As

Publication number Publication date
WO2002015093A1 (en) 2002-02-21
US20020035531A1 (en) 2002-03-21
EP1317724A1 (en) 2003-06-11
EP1317724A4 (en) 2005-06-01

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