AU2011293897A1 - Non-biased, centrally-cleared financial instrument and method of clearing and settling - Google Patents

Non-biased, centrally-cleared financial instrument and method of clearing and settling Download PDF

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Publication number
AU2011293897A1
AU2011293897A1 AU2011293897A AU2011293897A AU2011293897A1 AU 2011293897 A1 AU2011293897 A1 AU 2011293897A1 AU 2011293897 A AU2011293897 A AU 2011293897A AU 2011293897 A AU2011293897 A AU 2011293897A AU 2011293897 A1 AU2011293897 A1 AU 2011293897A1
Authority
AU
Australia
Prior art keywords
financial instrument
swap
value
biased
variation margin
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
AU2011293897A
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English (en)
Inventor
Donald R. WILSON Jr.
Yuhua Yu
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.)
ERIS INNOVATIONS LLC
Original Assignee
Eris Innovations LLC
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 Eris Innovations LLC filed Critical Eris Innovations LLC
Publication of AU2011293897A1 publication Critical patent/AU2011293897A1/en
Assigned to ERIS INNOVATIONS, LLC reassignment ERIS INNOVATIONS, LLC Request for Assignment Assignors: ERIS EXCHANGE LLC
Priority to AU2015264931A priority Critical patent/AU2015264931A1/en
Priority to AU2017201734A priority patent/AU2017201734A1/en
Priority to AU2017272139A priority patent/AU2017272139A1/en
Priority to AU2019201368A priority patent/AU2019201368A1/en
Priority to AU2019203554A priority patent/AU2019203554A1/en
Abandoned legal-status Critical Current

Links

Classifications

    • G—PHYSICS
    • G06—COMPUTING OR CALCULATING; 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
    • G—PHYSICS
    • G06—COMPUTING OR CALCULATING; 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 OR CALCULATING; 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
    • G06Q99/00—Subject matter not provided for in other groups of this subclass

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  • Business, Economics & Management (AREA)
  • Engineering & Computer Science (AREA)
  • Finance (AREA)
  • Accounting & Taxation (AREA)
  • General Physics & Mathematics (AREA)
  • General Business, Economics & Management (AREA)
  • Theoretical Computer Science (AREA)
  • Development Economics (AREA)
  • Physics & Mathematics (AREA)
  • Economics (AREA)
  • Technology Law (AREA)
  • Strategic Management (AREA)
  • Marketing (AREA)
  • Entrepreneurship & Innovation (AREA)
  • Operations Research (AREA)
  • Human Resources & Organizations (AREA)
  • Game Theory and Decision Science (AREA)
  • Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)
AU2011293897A 2010-08-23 2011-08-17 Non-biased, centrally-cleared financial instrument and method of clearing and settling Abandoned AU2011293897A1 (en)

Priority Applications (5)

Application Number Priority Date Filing Date Title
AU2015264931A AU2015264931A1 (en) 2010-08-23 2015-12-07 Non-biased, centrally-cleared financial instrument and method of clearing and settling
AU2017201734A AU2017201734A1 (en) 2010-08-23 2017-03-14 Non-biased, centrally-cleared financial instrument and method of clearing and settling
AU2017272139A AU2017272139A1 (en) 2010-08-23 2017-12-04 Non-biased, centrally-cleared financial instrument and method of clearing and settling
AU2019201368A AU2019201368A1 (en) 2010-08-23 2019-02-27 Non-biased, centrally-cleared financial instrument and method of clearing and settling
AU2019203554A AU2019203554A1 (en) 2010-08-23 2019-05-21 Non-biased, centrally-cleared financial instrument and method of clearing and settling

Applications Claiming Priority (3)

Application Number Priority Date Filing Date Title
US12/806,860 US9747641B2 (en) 2010-08-23 2010-08-23 Non-biased, centrally-cleared financial instrument and method of clearing and settling
US12/806,860 2010-08-23
PCT/US2011/001442 WO2012026964A2 (en) 2010-08-23 2011-08-17 Non-biased, centrally-cleared financial instrument and method of clearing and settling

Related Child Applications (1)

Application Number Title Priority Date Filing Date
AU2015264931A Division AU2015264931A1 (en) 2010-08-23 2015-12-07 Non-biased, centrally-cleared financial instrument and method of clearing and settling

Publications (1)

Publication Number Publication Date
AU2011293897A1 true AU2011293897A1 (en) 2013-03-14

Family

ID=45594838

Family Applications (1)

Application Number Title Priority Date Filing Date
AU2011293897A Abandoned AU2011293897A1 (en) 2010-08-23 2011-08-17 Non-biased, centrally-cleared financial instrument and method of clearing and settling

Country Status (7)

Country Link
US (5) US9747641B2 (enExample)
EP (1) EP2609559A4 (enExample)
JP (1) JP5833124B2 (enExample)
AU (1) AU2011293897A1 (enExample)
CA (1) CA2809046A1 (enExample)
SG (3) SG10202003121UA (enExample)
WO (1) WO2012026964A2 (enExample)

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US10810671B2 (en) * 2014-06-27 2020-10-20 Chicago Mercantile Exchange Inc. Interest rate swap compression
US10891535B1 (en) 2014-08-19 2021-01-12 Next Level Derivatives Llc Secure multi-server stabilized data packet exchange systems
US10565647B1 (en) 2014-08-19 2020-02-18 Next Level Derivatives Llc Secure multi-server interest rate based instrument trading system and methods of increasing efficiency thereof
US10140659B2 (en) * 2014-11-14 2018-11-27 Chicago Mercantile Exchange Inc. Transaction processor for clearing interest rate swaps with improved efficiency
US10572939B1 (en) * 2015-08-28 2020-02-25 Chicago Mercantile Exchange Inc. API framework for clearing non-deliverable interest rate swaps
US20170076375A1 (en) * 2015-09-10 2017-03-16 Chicago Mercantile Exchange, Inc. Margin Requirements for Multi-Currency CDS Portfolios
US11182852B1 (en) * 2017-12-20 2021-11-23 Chicago Mercantile Exchange Inc. Exchange computing system including a reference rate generation unit
US11908006B2 (en) 2018-12-20 2024-02-20 Chicago Mercantile Exchange Inc. Message elimination in multi-model risk correlation system
JP7525100B2 (ja) 2021-08-02 2024-07-30 株式会社デジタルアセットマーケッツ 中小企業向けヘッジサービス提供システム

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US6304858B1 (en) 1998-02-13 2001-10-16 Adams, Viner And Mosler, Ltd. Method, system, and computer program product for trading interest rate swaps
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GB2379537A (en) 2000-05-18 2003-03-12 Treasuryconnect Llc Electronic trading systems and methods
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JP4430854B2 (ja) 2001-12-13 2010-03-10 みずほ第一フィナンシャルテクノロジー株式会社 コピュラ関数を用いた金融商品もしくは保険商品の価格計算装置およびそのプログラム
US7792719B2 (en) 2004-02-04 2010-09-07 Research Affiliates, Llc Valuation indifferent non-capitalization weighted index and portfolio
US20070100727A1 (en) 2003-04-16 2007-05-03 Multer Corey B Method and system for providing flexible income, liquidity options and permanent legacy benefits for annuities
GB2404750A (en) * 2003-08-06 2005-02-09 Bank Ag London Deutsche Trading diversified credit risk derivatives
US7966245B2 (en) 2004-09-07 2011-06-21 Harrison James A Financial instrument for a specific deliverable product on a daily settlement basis
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US20070239589A1 (en) 2006-03-31 2007-10-11 Wilson Donald R Jr Interest rate derivative financial product
US20070288351A1 (en) * 2006-05-22 2007-12-13 Huntley Russell G Method, system, and computer program for an electronically traded synthetic exchange traded coupon
WO2008011457A2 (en) 2006-07-18 2008-01-24 Pipeline Capital Llc Interest rate swap index
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US8117110B2 (en) 2007-12-27 2012-02-14 Chicago Mercantile Exchange Inc. Conversion of over-the-counter swaps to standardized forward swaps
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Also Published As

Publication number Publication date
US20200118210A1 (en) 2020-04-16
SG10202003121UA (en) 2020-05-28
US12393982B2 (en) 2025-08-19
US11556990B2 (en) 2023-01-17
SG188268A1 (en) 2013-04-30
EP2609559A4 (en) 2014-04-23
US11250509B2 (en) 2022-02-15
JP2013536525A (ja) 2013-09-19
US20120047058A1 (en) 2012-02-23
US20230078083A1 (en) 2023-03-16
US9747641B2 (en) 2017-08-29
US20170316505A1 (en) 2017-11-02
WO2012026964A2 (en) 2012-03-01
CA2809046A1 (en) 2012-03-01
WO2012026964A3 (en) 2012-05-24
US20220207609A1 (en) 2022-06-30
SG10201509635YA (en) 2015-12-30
JP5833124B2 (ja) 2015-12-16
EP2609559A2 (en) 2013-07-03
US10586284B2 (en) 2020-03-10

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Legal Events

Date Code Title Description
PC1 Assignment before grant (sect. 113)

Owner name: ERIS INNOVATIONS, LLC

Free format text: FORMER APPLICANT(S): ERIS EXCHANGE LLC

MK5 Application lapsed section 142(2)(e) - patent request and compl. specification not accepted