CA2809046A1 - 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
CA2809046A1
CA2809046A1 CA2809046A CA2809046A CA2809046A1 CA 2809046 A1 CA2809046 A1 CA 2809046A1 CA 2809046 A CA2809046 A CA 2809046A CA 2809046 A CA2809046 A CA 2809046A CA 2809046 A1 CA2809046 A1 CA 2809046A1
Authority
CA
Canada
Prior art keywords
financial instrument
swap
value
biased
interest
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.)
Withdrawn
Application number
CA2809046A
Other languages
English (en)
French (fr)
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 EXCHANGE 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 EXCHANGE LLC filed Critical ERIS EXCHANGE LLC
Publication of CA2809046A1 publication Critical patent/CA2809046A1/en
Withdrawn legal-status Critical Current

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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)
  • Accounting & Taxation (AREA)
  • Finance (AREA)
  • Theoretical Computer Science (AREA)
  • Physics & Mathematics (AREA)
  • Development Economics (AREA)
  • General Physics & Mathematics (AREA)
  • General Business, Economics & Management (AREA)
  • Technology Law (AREA)
  • Economics (AREA)
  • Strategic Management (AREA)
  • Marketing (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)
CA2809046A 2010-08-23 2011-08-17 Non-biased, centrally-cleared financial instrument and method of clearing and settling Withdrawn CA2809046A1 (en)

Applications Claiming Priority (3)

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

Publications (1)

Publication Number Publication Date
CA2809046A1 true CA2809046A1 (en) 2012-03-01

Family

ID=45594838

Family Applications (1)

Application Number Title Priority Date Filing Date
CA2809046A Withdrawn CA2809046A1 (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) SG188268A1 (enExample)
WO (1) WO2012026964A2 (enExample)

Cited By (1)

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US20220261907A1 (en) * 2014-11-14 2022-08-18 Chicago Mercantile Exchange Inc. Transaction processor for clearing interest rate swaps with improved efficiency

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US20120296792A1 (en) * 2011-05-18 2012-11-22 Jeffrey Levoff Process for financing and interest rate price discovery utilizing a centrally-cleared derivative
US20130041799A1 (en) * 2011-08-12 2013-02-14 Chicago Mercantile Exchange Pricing a Forward Rate Agreement Financial Product Using a Non-Par Value
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
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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US20060224491A1 (en) * 2005-04-01 2006-10-05 De Novo Markets Limited Trading and settling enhancements to the standard electronic futures exchange market model leading to novel derivatives including on exchange ISDA type credit derivatives and entirely new recovery products including novel options on these
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US20080005016A1 (en) 2005-09-20 2008-01-03 Uhlmann Charles E Methods and media for presenting costs associated with rate protection on a mortgage
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Cited By (4)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US20220261907A1 (en) * 2014-11-14 2022-08-18 Chicago Mercantile Exchange Inc. Transaction processor for clearing interest rate swaps with improved efficiency
US11790447B2 (en) * 2014-11-14 2023-10-17 Chicago Mercantile Exchange Inc. Transaction processor for clearing interest rate swaps with improved efficiency
US20240046354A1 (en) * 2014-11-14 2024-02-08 Chicago Mercantile Exchange Inc. Transaction processor for clearing interest rate swaps with improved efficiency
US12131381B2 (en) * 2014-11-14 2024-10-29 Chicago Mercantile Exchange Inc. Transaction processor for clearing interest rate swaps with improved efficiency

Also Published As

Publication number Publication date
SG10202003121UA (en) 2020-05-28
US20230078083A1 (en) 2023-03-16
SG10201509635YA (en) 2015-12-30
US12393982B2 (en) 2025-08-19
JP2013536525A (ja) 2013-09-19
WO2012026964A2 (en) 2012-03-01
AU2011293897A1 (en) 2013-03-14
WO2012026964A3 (en) 2012-05-24
EP2609559A4 (en) 2014-04-23
US9747641B2 (en) 2017-08-29
US20200118210A1 (en) 2020-04-16
US10586284B2 (en) 2020-03-10
US20120047058A1 (en) 2012-02-23
US20170316505A1 (en) 2017-11-02
JP5833124B2 (ja) 2015-12-16
US11556990B2 (en) 2023-01-17
EP2609559A2 (en) 2013-07-03
US11250509B2 (en) 2022-02-15
US20220207609A1 (en) 2022-06-30
SG188268A1 (en) 2013-04-30

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