EA200201022A2 - Определение доверенности на стоимость чистых активов в течение дня для активно управляемого фонда, которым торгуют на бирже - Google Patents

Определение доверенности на стоимость чистых активов в течение дня для активно управляемого фонда, которым торгуют на бирже

Info

Publication number
EA200201022A2
EA200201022A2 EA200201022A EA200201022A EA200201022A2 EA 200201022 A2 EA200201022 A2 EA 200201022A2 EA 200201022 A EA200201022 A EA 200201022A EA 200201022 A EA200201022 A EA 200201022A EA 200201022 A2 EA200201022 A2 EA 200201022A2
Authority
EA
Eurasian Patent Office
Prior art keywords
day
exchange
portfolio
actively managed
determination
Prior art date
Application number
EA200201022A
Other languages
English (en)
Other versions
EA004995B1 (ru
Inventor
Гари Л. Гастино
Клиффорд Дж. Вебер
Original Assignee
Дзе Американ Сток Иксчейндж, Ллс
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 Дзе Американ Сток Иксчейндж, Ллс filed Critical Дзе Американ Сток Иксчейндж, Ллс
Publication of EA200201022A2 publication Critical patent/EA200201022A2/ru
Publication of EA004995B1 publication Critical patent/EA004995B1/ru

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
    • G06Q20/00—Payment architectures, schemes or protocols
    • G06Q20/08—Payment architectures
    • G06Q20/10—Payment architectures specially adapted for electronic funds transfer [EFT] systems; specially adapted for home banking systems
    • 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
    • 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
    • G06Q40/03—Credit; Loans; Processing thereof
    • 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)
  • Theoretical Computer Science (AREA)
  • Economics (AREA)
  • Strategic Management (AREA)
  • General Physics & Mathematics (AREA)
  • Physics & Mathematics (AREA)
  • General Business, Economics & Management (AREA)
  • Technology Law (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)
  • Storage Device Security (AREA)

Abstract

Изобретение относится к определению доверенности на стоимость чистых активов в течение дня для активно управляемых фондов, которыми торгуют на бирже. Техническим результатом является повышение оперативности и конфиденциальности вычислений оценок стоимости для активно управляемых фондов, а также повышение точности оценок, следствием чего является создание дополнительных единиц в торгуемом на бирже фонде и, следовательно, снижение издержек на единицу стоимости активов в портфеле ценных бумаг. Способ предусматривает прием в зашифрованном формате информации корректировки портфеля, дешифрирование файла, содержащего информацию корректировки портфеля, для обеспечения позиций ценных бумаг, вычисление доверенности на стоимость чистых активов в течение дня для фонда с применением цен, полученных из котировок, введенных для позиций ценных бумаг в портфеле фонда.
EA200201022A 2000-03-27 2001-03-27 Определение доверенности на стоимость чистых активов в течение дня для активно управляемого фонда, которым торгуют на бирже EA004995B1 (ru)

Applications Claiming Priority (2)

Application Number Priority Date Filing Date Title
US09/536,663 US6941280B1 (en) 2000-03-27 2000-03-27 Determining intra-day net asset value of an actively managed exchange traded fund
PCT/US2001/009530 WO2001072106A2 (en) 2000-03-27 2001-03-27 Determining intra-day net asset value proxy of an actively managed exchange traded fund

Publications (2)

Publication Number Publication Date
EA200201022A2 true EA200201022A2 (ru) 2003-04-24
EA004995B1 EA004995B1 (ru) 2004-10-28

Family

ID=24139403

Family Applications (1)

Application Number Title Priority Date Filing Date
EA200201022A EA004995B1 (ru) 2000-03-27 2001-03-27 Определение доверенности на стоимость чистых активов в течение дня для активно управляемого фонда, которым торгуют на бирже

Country Status (17)

Country Link
US (1) US6941280B1 (ru)
EP (1) EP1278450A1 (ru)
JP (1) JP2003528411A (ru)
KR (1) KR20030010594A (ru)
CN (1) CN1613077A (ru)
AR (1) AR030556A1 (ru)
AU (2) AU4776801A (ru)
BR (1) BR0109768A (ru)
CA (1) CA2404034C (ru)
EA (1) EA004995B1 (ru)
IL (1) IL151961A0 (ru)
MX (1) MXPA02009581A (ru)
MY (1) MY133764A (ru)
NZ (1) NZ521932A (ru)
TW (1) TW544607B (ru)
WO (1) WO2001072106A2 (ru)
ZA (1) ZA200208085B (ru)

Families Citing this family (68)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
AU2001265194A1 (en) * 2000-05-30 2001-12-11 Ittai Korin Method and system for analyzing performance of an investment portfolio together with associated risk
US7043457B1 (en) 2000-06-28 2006-05-09 Probuild, Inc. System and method for managing and evaluating network commodities purchasing
US7437322B1 (en) * 2000-07-06 2008-10-14 Prana Fund Manager, Llc Managing investment assets
US6829589B1 (en) 2000-07-21 2004-12-07 Stc, Llc Method and apparatus for stock and index option price improvement, participation, and internalization
US7249086B2 (en) 2001-01-11 2007-07-24 The Nasdaq Stock Market, Inc. Arbitrage of tracking securities
US7809627B2 (en) * 2001-11-14 2010-10-05 The Nasdaq Omx Group, Inc. Balancing arbitragable tracking securities
US7813992B2 (en) * 2001-11-14 2010-10-12 The Nasdaq Omx Group, Inc. Balancing arbitragable tracking securities
GB0127831D0 (en) * 2001-11-20 2002-01-09 Brainpower S A Net asset value estimation
US8374951B2 (en) 2002-04-10 2013-02-12 Research Affiliates, Llc System, method, and computer program product for managing a virtual portfolio of financial objects
US7747502B2 (en) 2002-06-03 2010-06-29 Research Affiliates, Llc Using accounting data based indexing to create a portfolio of assets
US8005740B2 (en) 2002-06-03 2011-08-23 Research Affiliates, Llc Using accounting data based indexing to create a portfolio of financial objects
US8374937B2 (en) 2002-04-10 2013-02-12 Research Affiliates, Llc Non-capitalization weighted indexing system, method and computer program product
US8589276B2 (en) 2002-06-03 2013-11-19 Research Afiliates, LLC Using accounting data based indexing to create a portfolio of financial objects
US9311673B2 (en) 2002-06-05 2016-04-12 Nasdaq, Inc. Security transaction matching
EP1473647A1 (en) * 2003-04-28 2004-11-03 Deutsche Börse Ag Portfolio valuation system and method
US20050108146A1 (en) * 2003-11-13 2005-05-19 Bond H. B. System and method for establishing an exchange traded fund
US8117108B2 (en) * 2006-06-09 2012-02-14 Fmr Llc Proxies for actively managed funds
US7444300B1 (en) * 2004-12-13 2008-10-28 Managed Etfs Llc Method and system for improved fund investment and trading processes
CA2571387A1 (en) * 2005-03-15 2006-09-21 Aktsyonernoe Obschestvo 'global Enerdzhi Invest Kompani' System for displaying results of purchase/sales of share investment fund shares on a stock exchange
US8655765B1 (en) 2005-05-31 2014-02-18 Navigate Fund Solutions LLC Methods, systems and computer program products for automated incorporation of traded fund shares in qualified retirement plans
US8306901B1 (en) * 2005-05-31 2012-11-06 Navigate Fund Solutions LLC Methods, systems, and computer program products for obtaining best execution of orders to buy or sell a financial instrument for which a net asset value is periodically calculated
US8131621B1 (en) 2005-05-31 2012-03-06 Navigate Fund Solutions LLC Methods, systems, and computer program products for providing risk management information and tools to traders in fund shares
US7689501B1 (en) 2005-05-31 2010-03-30 Managed Etfs Llc Methods, systems, and computer program products for managing multiple investment funds and accounts using a common investment process
US8332307B1 (en) 2005-05-31 2012-12-11 Navigate Fund Solutions LLC Variants of NAV-based trading for less closely-linked components of index arbitrage complexes
US7496531B1 (en) 2005-05-31 2009-02-24 Managed Etfs Llc Methods, systems, and computer program products for trading financial instruments on an exchange
US8452682B1 (en) 2005-05-31 2013-05-28 Navigate Fund Solutions LLC Methods, systems, and computer program products for facilitating non-transparent exchange-traded fund share creations and redemptions with optional early cutoff times
US20100257120A1 (en) * 2005-06-08 2010-10-07 Shmakov Andrey Vyacheslavovich Stock exchange trading system for mutual funds
US7599873B2 (en) * 2005-07-19 2009-10-06 Etf Labs, Llc System and method for ETF investing
US7676394B2 (en) 2005-09-14 2010-03-09 Jumptap, Inc. Dynamic bidding and expected value
US20110313853A1 (en) 2005-09-14 2011-12-22 Jorey Ramer System for targeting advertising content to a plurality of mobile communication facilities
US10911894B2 (en) 2005-09-14 2021-02-02 Verizon Media Inc. Use of dynamic content generation parameters based on previous performance of those parameters
US10592930B2 (en) 2005-09-14 2020-03-17 Millenial Media, LLC Syndication of a behavioral profile using a monetization platform
US9703892B2 (en) 2005-09-14 2017-07-11 Millennial Media Llc Predictive text completion for a mobile communication facility
US10038756B2 (en) 2005-09-14 2018-07-31 Millenial Media LLC Managing sponsored content based on device characteristics
US8688671B2 (en) 2005-09-14 2014-04-01 Millennial Media Managing sponsored content based on geographic region
US7548915B2 (en) * 2005-09-14 2009-06-16 Jorey Ramer Contextual mobile content placement on a mobile communication facility
CN100375027C (zh) * 2005-09-30 2008-03-12 联想(北京)有限公司 一种快速启动tcpa/tcg安全计算机的系统和方法
US20070078738A1 (en) * 2005-10-03 2007-04-05 Levin Robert A Commodities based securities and roll neutrality therefor
US20070078739A1 (en) * 2005-10-03 2007-04-05 Levin Robert A Commodities based securities and shipping certificate therefor
US8509750B2 (en) 2005-11-05 2013-08-13 Jumptap, Inc. System for targeting advertising content to a plurality of mobile communication facilities
US8046291B2 (en) * 2006-04-24 2011-10-25 The Nasdaq Omx Group, Inc. Redemption of derivative secured index participation notes
WO2007127613A2 (en) * 2006-04-24 2007-11-08 The Nasdaq Stock Market, Inc. Index participation notes securitized by futures contracts
US7747514B2 (en) * 2006-04-24 2010-06-29 The Nasdaq Omx Group, Inc. Index participation notes securitized by options contracts
US7778917B2 (en) * 2006-04-24 2010-08-17 The Nasdaq Omx Group, Inc. Magnified bull and/or bear index participation notes
US7792737B2 (en) * 2006-04-24 2010-09-07 The Nasdaq Omx Group, Inc. Index participation notes securitized by futures contracts
US7848996B2 (en) * 2006-04-24 2010-12-07 The Nasdaq Omx Group, Inc. Derivative securitized index participation notes
US7827094B2 (en) * 2006-04-24 2010-11-02 The Nasdaq Omx Group, Inc. Trading of derivative secured index participation notes
US7921046B2 (en) 2006-06-19 2011-04-05 Exegy Incorporated High speed processing of financial information using FPGA devices
US7840482B2 (en) 2006-06-19 2010-11-23 Exegy Incorporated Method and system for high speed options pricing
US20080071664A1 (en) * 2006-09-18 2008-03-20 Reuters America, Inc. Limiting Counter-Party Risk in Multiple Party Transactions
US7660793B2 (en) 2006-11-13 2010-02-09 Exegy Incorporated Method and system for high performance integration, processing and searching of structured and unstructured data using coprocessors
US8620759B1 (en) 2007-05-23 2013-12-31 Convergex Group, Llc Methods and systems for processing orders
US7813987B1 (en) * 2007-06-05 2010-10-12 D12 Ventures, Llc Actively managed exchange traded fund using AP representatives for creation and redemption
US7461027B1 (en) 2007-09-20 2008-12-02 The Vanguard Group, Inc. Basket creation process for actively managed ETF that does not reveal all of the underlying fund securities
US8306892B1 (en) 2007-11-15 2012-11-06 Pacific Investment Management Company LLC Fixed income securities index
JP5883223B2 (ja) * 2007-11-30 2016-03-09 クレディ・スイス・セキュリティーズ（ユーエスエイ）エルエルシー 金融ベンチマークを生成および維持するコンピュータシステムと方法
US10229453B2 (en) 2008-01-11 2019-03-12 Ip Reservoir, Llc Method and system for low latency basket calculation
US20090271298A1 (en) * 2008-04-24 2009-10-29 The Nasdaq Omx Group, Inc. Securitized Commodity Participation Certificates Securitized by Physically Settled Contracts
US20090271328A1 (en) * 2008-04-24 2009-10-29 The Nasdaq Omx Group, Inc. Securitized Commodity Participation Certifices Securitized by Physically Settled Option Contracts
CN101369337A (zh) * 2008-09-12 2009-02-18 招商银行股份有限公司 一种资产交易的系统及方法
EP2370946A4 (en) 2008-12-15 2012-05-30 Exegy Inc METHOD AND DEVICE FOR HIGH-SPEED PROCESSING OF FINANCIAL MARKET DEFINITIONS
CA2820898C (en) 2010-12-09 2020-03-10 Exegy Incorporated Method and apparatus for managing orders in financial markets
US10121196B2 (en) 2012-03-27 2018-11-06 Ip Reservoir, Llc Offload processing of data packets containing financial market data
US11436672B2 (en) 2012-03-27 2022-09-06 Exegy Incorporated Intelligent switch for processing financial market data
US9990393B2 (en) 2012-03-27 2018-06-05 Ip Reservoir, Llc Intelligent feed switch
US10650452B2 (en) 2012-03-27 2020-05-12 Ip Reservoir, Llc Offload processing of data packets
US10262365B2 (en) 2012-04-16 2019-04-16 Nasdaq Technology Ab Method and a computerized exchange system for processing trade orders
US11625785B2 (en) * 2017-06-05 2023-04-11 Chicago Mercantile Exchange Inc. Secure electronic tokens in an electronic tokening system

Family Cites Families (8)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US5644727A (en) * 1987-04-15 1997-07-01 Proprietary Financial Products, Inc. System for the operation and management of one or more financial accounts through the use of a digital communication and computation system for exchange, investment and borrowing
US5214579A (en) * 1989-12-22 1993-05-25 L & C Family Partnership Goal-oriented investment indexing, tracking and monitoring data processing system
US6456982B1 (en) 1993-07-01 2002-09-24 Dragana N. Pilipovic Computer system for generating projected data and an application supporting a financial transaction
US6018722A (en) * 1994-04-18 2000-01-25 Aexpert Advisory, Inc. S.E.C. registered individual account investment advisor expert system
US5806048A (en) 1995-10-12 1998-09-08 Mopex, Inc. Open end mutual fund securitization process
US5878337A (en) * 1996-08-08 1999-03-02 Joao; Raymond Anthony Transaction security apparatus and method
US5937159A (en) 1997-03-28 1999-08-10 Data General Corporation Secure computer system
US6317728B1 (en) * 1998-10-13 2001-11-13 Richard L. Kane Securities and commodities trading system

Also Published As

Publication number Publication date
AU4776801A (en) 2001-10-08
MXPA02009581A (es) 2004-07-30
WO2001072106A2 (en) 2001-10-04
CA2404034A1 (en) 2001-10-04
EP1278450A1 (en) 2003-01-29
US6941280B1 (en) 2005-09-06
CN1613077A (zh) 2005-05-04
AR030556A1 (es) 2003-08-27
AU2001247768B2 (en) 2007-03-22
MY133764A (en) 2007-11-30
JP2003528411A (ja) 2003-09-24
EA004995B1 (ru) 2004-10-28
IL151961A0 (en) 2003-04-10
BR0109768A (pt) 2003-04-29
KR20030010594A (ko) 2003-02-05
NZ521932A (en) 2004-10-29
CA2404034C (en) 2015-12-08
ZA200208085B (en) 2003-07-24
TW544607B (en) 2003-08-01

Similar Documents

Publication Publication Date Title
EA200201022A2 (ru) Определение доверенности на стоимость чистых активов в течение дня для активно управляемого фонда, которым торгуют на бирже
Tolliver et al. Green innovation and finance in Asia
EA200201025A1 (ru) Хеджирование торгуемых взаимных фондов или других портфельных продуктов формирования корзины
WO2005003894A3 (en) Confidential block trading system and method
TW200745978A (en) Electronic wallet management
WO2004095196A3 (en) Novel securities, supporting systems and methods thereof
Hazratjee Bitcoin: The Trade of Digital Signatures
Baker et al. The Emerald handbook on cryptoassets: investment opportunities and challenges
Hasan The impact of financial technology (Fintech) on the financial and banking services sector and its applications in the Islamic financial industry
EA200201230A1 (ru) Способ и система работы с электронным обменом
CN111667364A (zh) 一种基于区域链的应收账款债权流转系统及其方法
CN109978691B (zh) 基于区块链的期货交易方法
Verma et al. The Impact of Blockchain Technology and COVID‐19 on the Global Banking Industry
Allayannis et al. Bitcoin: Investment or Illusion?
Salem et al. International portfolio diversification benefits for Middle Eastern investors
Byttebier et al. Cryptoassets–a new frontier for money laundering and terrorist financing: legal changes to address the increasing AML risk
Aparanji et al. Role of digital currency and block chain technology on Indian economy with special reference to RBI and government recent reforms in digital rupee.
Arthur et al. A 9-dimension grid for the evaluation of central bank digital currencies
Amanzholova et al. Threats and opportunities of cryptocurrency technologies
Chen Currency options and exchange rate economics
Saji et al. A blockchain based investment and collective support mapping for emerging businesses
Sushko et al. Information and economic aspects of the cryptocurrency analysis
Henningsson Can cryptocurrencies enhance portfolio performance?
Tanwar et al. Is Blockchain the New Normal in Financial Sector? A Comprehensive Review
Harangus An analysis of loans and deposits of non-banks, non-government customers by county in the Romanian West Region.

Legal Events

Date Code Title Description
MM4A Lapse of a eurasian patent due to non-payment of renewal fees within the time limit in the following designated state(s)

Designated state(s): AM AZ BY KZ KG MD TJ TM RU