JP2006221331A - System and method for automatically maintaining consignment guarantee money, and consignment guarantee money - Google Patents

Abstract

<P>PROBLEM TO BE SOLVED: To provide a system for automatically maintaining consignment guarantee money which can maintain consignment guarantee money in margin trading or future and option transactions at a specified level by setting upper and lower bounds for balances. <P>SOLUTION: In the system for automatically maintaining consignment guarantee money, an application server 11 starts deposit property evaluation programs after transaction time is finished for every business day to execute mark processing to market, and calculates the maintaining rate of consignment guarantee money using margin trading management programs for customers who have margin trading accounts. One part of basic transaction information to be acquired from a customer order database 13 includes the existence of maintaining contracts to maintain consignment guarantee money at a specified level and maintaining conditions. If there is a maintaining contract, the surplus or shortage for consignment guarantee money is calculated according to maintaining conditions. If deposit or payment money is required, an account transfer request for the amount of shortage or a transfer request for the amount of surplus is transmitted to a banking system 30. <P>COPYRIGHT: (C)2006,JPO&NCIPI

Description

  The present invention provides a security deposit or proof that is provided to a securities company's computer system for maintaining a security deposit to a securities company in a margin transaction or a security deposit to a securities company in a futures / options transaction at a predetermined level. The present invention relates to an automatic gold maintenance system and an automatic maintenance method of trust deposits and margin deposits executed by a computer system of a securities company.

  For securities companies entrusted with securities transactions from customers, deposits from customers for settlement of trading value of stocks, consignment deposits for margin credit transactions, consignment for futures and options transactions such as stock index We accept funds from customers, such as margin money. These deposits and guarantees are set at a level that must be maintained according to the purpose of acceptance and according to the rules of each securities company.

  For example, with regard to deposits for settlement of trading value, the possible range of purchase orders differs according to the rules established by each securities company. If there is a brokerage firm that does not accept a buy order if the planned amount is not within the range of the deposit balance, the amount that can be accepted for the buy order is determined from the entire assets held, such as stocks held, and the deposit is less than the settlement amount Some securities firms require deposits of insufficient amounts by the delivery date.

  The balance level of deposits maintained by customers is usually different depending on the trading conditions of such brokerage firms. In order to be able to place a sudden purchase order in the former case, Must be kept at a high level. However, there are many cases where it is not possible to concentrate the funds on hand at the deposits of securities companies. For example, the balance of the deposit account specified by the customer is regarded as the same as the deposits, and the amount that can be placed for the purchase order is determined. An invention is disclosed in which an amount necessary for settlement of a trading value is frozen in a deposit account and the necessary amount is transferred from the deposit account after the settlement amount is determined (see Patent Document 1).

  In the latter case, while the balance of deposits is maintained at a relatively low level, remittance to a securities company is often made by transfer etc. every time a shortage occurs. In such a case, each time a shortage occurs, it is time-consuming for the customer to perform the transfer and other procedures. There is an automatic debit service that automatically deducts the shortage amount by direct debit from a deposit account.

JP 2003-63522 A

  Both of the above two examples relate to deposits used to settle the trading value of stocks, etc., but brokerage firms also provide consignment deposits for customers who perform credit trading of stocks, We require customers who trade futures and options such as indices to insert margin money. Since margins for margin transactions and margins for futures / options have the same required level of thinking, the margin deposits for margin transactions will be described below.

  Credit trading of stocks refers to transactions such as borrowing funds to buy shares or borrowing stock certificates to the extent permitted by collateral by depositing security deposits to securities companies. That is. In addition to the legal minimum of this security deposit being currently set at 300,000 yen, the brokerage firm has established a range that can be traded in accordance with the security deposit, and the ratio of the security deposit to the tradeable amount (the security deposit rate) Generally, securities companies are able to trade up to 33%, that is, up to about three times the amount of the security deposit. For example, as shown in FIG. 1, if a 1 million yen consignment deposit is inserted, a transaction up to 3.30 million yen is possible. In margin trading, the balance of unsettled shares, such as shares held by borrowed funds and borrowed shares, is called open interest.

  There is a rule that the deposit money deposited here is evaluated by deducting the amount of the deposit money by the amount of the valuation loss when the open interest in margin transactions drops and an unrealized loss occurs. If the evaluation value of the contracted deposit is reduced, the range of transactions that can be traded is also reduced. Therefore, if the evaluation value of the open interest exceeds the contractable amount of the contracted deposit, the contracted deposit rate is It is necessary to add additional collateral to meet the requirements (follow-up). In order to calculate the amount that can be traded against the value of the contracted deposit, it is common to set a minimum deposit maintenance rate that is slightly lower than the contracted deposit rate (for example, 30% compared to the 33% contracted deposit rate). .

  FIG. 2 shows an example in which a stock of 3 million yen was purchased with a deposit of 1 million yen in the example of FIG. 1, and an unrealized loss of 300,000 yen occurred due to a drop in the stock price. In this example, the unrealized loss of 300,000 yen is subtracted from the evaluation of the contracted deposit, and the evaluation value of the contracted deposit is 700,000 yen. However, since the amount of money that can be traded from the 30% minimum deposit maintenance rate for the 700,000 yen consignment deposit is 23.33 million yen, the consignment deposit is insufficient and a proof is generated. The amount of the follow-up is calculated as shown in Fig. 3, and an additional 290,000 yen trust deposit is added to the 3,000,000 yen open interest so that the valuation amount is 990,000 yen, which is 33% of the trust deposit rate. (In this example, various expenses are not considered.)

  As for security deposits, in addition to cash, it is also possible to insert stocks held as substitute securities. The valuation amount when stocks are inserted as substitute securities is generally evaluated as 80% of the market price for listed stocks, but the valuation value of consignment deposits also decreases due to the decline in the price of stocks collateralized as collateral. Will be.

  For example, in the case where a substitute security with a valuation value of 1 million yen is inserted as a security deposit as shown in FIG. 4 and a stock of 3 million yen is purchased, the substitute security drops by 20% as shown in FIG. Assume that a valuation loss of yen has occurred. In this case, since the evaluation value of the contracted deposit is 800,000 yen, the amount that can be traded from the minimum deposit maintenance rate of 30% is 2,670,000 yen, and there is a shortage of the contracted deposit, resulting in follow-up. The amount of follow-up is calculated as shown in Fig. 6 and additional deposit of 190,000 yen trust deposit is made so that the estimated value of 30,000,000 yen, which is 33% of the trust deposit rate, is calculated for 3 million yen open interest (In this example, expenses are not considered).

  In this way, the amount of consignment deposits that must be provided by customers varies depending on the evaluation of open interest and substitute securities.If the appraisal value of open interest and substitute securities is reduced due to a drop in stock prices, an additional consignment deposit is required. There are cases where it is necessary to deposit money. Compared with the deposits used to settle the trading value of stocks, etc., as described above, the shortage of deposits occurs due to the execution of new purchase orders, while the shortage of deposits is due to falling stock prices. There is a difference that it is caused by valuation loss of substitute securities. Therefore, just using the Patent Document 1 or the automatic payment fund withdrawal service as it is cannot determine whether the bank deposit is a consignment deposit, determine excess or deficiency, or automatically withdraw the follow-up.

  In addition, deposits that do not become deficient if a purchase order is not executed do not require additional payment unless the customer places a purchase order, whereas consignment deposits are generated due to write-downs of open interest and substitute securities. Since it often occurs even if the customer does not take any action, it has a property that it is difficult for the customer to predict the occurrence of the required deposit amount. Therefore, in the case of a shortage, the amount of money required for trading rules is likely to arise, as it is more likely that there will be a need to add additional evidence to a level that has some margin compared to the deposit case. In addition, it is preferable that the customer can arbitrarily set the deposit amount to a level with a margin.

  Furthermore, it is not always desirable to maintain a high level of trust deposits. Since deposits and interest are usually not attached to trust deposits, the efficiency of assets under management may decline even if trust deposits are inserted beyond the actual margin transaction. Therefore, there is a need to temporarily transfer a part of the deposit to a customer's deposit account when it reaches a certain level or more, and distribute it to other operating means.

  The present invention has been made to cope with such a problem, and the upper limit and the lower limit of the balance are set for a margin deposit to a securities company in a margin transaction or a margin deposit to a securities company in a futures / options transaction. A security deposit / trust margin automatic maintenance system provided in a securities company's computer system that can be established and maintained at a certain level, and a method for automatically maintaining a security deposit / margin margin executed by a securities company's computer system Is intended to provide.

  A first invention for solving the problem relating to the present application is an automatic security deposit maintenance system for maintaining a security deposit to a securities company in a margin transaction for a customer to transfer funds for the security deposit Transfers funds between the customer information storage means for storing basic customer information including information related to the deposit account specified in advance, and the deposit account when the maintenance conditions for maintaining the trust deposit at a predetermined level are met. The customer's deposit including at least one of a transaction information storage means for storing customer transaction information including information relating to the maintenance condition, a margin for margin transaction, and a security deposit proxy Asset information storage means for storing information related to assets, and information related to customer assets stored from the asset information storage means, With respect to a customer determined to have an automatic maintenance contract from the presence or absence of the automatic maintenance contract included in the transaction information stored in the transaction information storage means, the deposit asset evaluation means to calculate the evaluation value of the assets that reflect the market price, Checking whether the maintenance conditions included in the transaction information stored in the transaction information storage means are met using the evaluation value of the deposit assets evaluated by the deposit asset evaluation means, and transferring funds to the deposit account A transfer determination unit for determining whether transfer is necessary, and a transfer amount calculated from the evaluation value of the deposit assets and the maintenance condition when the transfer determination unit determines that transfer of funds is required, and the customer An instruction signal for instructing the financial institution system to transfer the funds of the required transfer amount from the information on the deposit account included in the basic customer information acquired from the information storage means. A designation message generation means for generating, an instruction message transmitting means for transmitting the instruction message to the financial institution system, a Margin automatic maintenance system, characterized in that it comprises a.

  The maintenance condition stipulates that a security deposit ratio, which is a ratio of trust deposits to open interest, is maintained at a predetermined value or more, and the deposit asset evaluation means evaluates the open interest when there are open positions for margin transactions. If there is a substitute security for the security deposit, calculate the valuation value of the proxy security, and the fund transfer judging means calculates the security deposit from the valuation value of the security deposit including the valuation price of the proxy security and the evaluation value of the open interest. Calculating the rate and confirming that the maintenance condition is satisfied, the instruction message creating means is configured to determine the maintenance condition calculated from the evaluation value of the security deposit including the evaluation value of the substitute security and the evaluation value of the open interest An instruction message for instructing to perform a transfer process from the deposit account for the necessary transfer amount for satisfying the above can be created. The maintenance condition stipulates that the security deposit ratio, which is the ratio of the commissioned security deposit to the open interest, is maintained below a predetermined value, and the deposit asset evaluation means evaluates the open interest when there is a open position for a margin transaction. If there is a substitute security for the security deposit, calculate the valuation value of the proxy security, and the fund transfer judging means calculates the security deposit from the valuation value of the security deposit including the valuation price of the proxy security and the evaluation value of the open interest. Calculating the rate and confirming that the maintenance condition is satisfied, the instruction message creating means is configured to determine the maintenance condition calculated from the evaluation value of the security deposit including the evaluation value of the substitute security and the evaluation value of the open interest An instruction message for instructing to perform a transfer process to the deposit account may be created for the necessary transfer amount for satisfying.

  The maintenance condition stipulates that the security deposit is to be maintained from the minimum value of the security deposit specified by the securities company to a certain amount or more. Calculates the evaluation value of the open interest, and, if there is a substitute security for the security deposit, calculates the evaluation value of the proxy security, and the fund transfer determination means includes the evaluation value of the security deposit including the evaluation value of the proxy security and the open interest The minimum amount calculated from the evaluation amount is compared with a certain amount or more to check whether the maintenance condition is met, and the instruction message creation means is a consignment that includes the evaluation amount of the substitute securities Creating an instruction message instructing to perform a transfer process from the deposit account for a necessary transfer amount for satisfying the maintenance condition calculated from the evaluation amount of the security deposit and the evaluation amount of the open interest And it can also be. The maintenance condition stipulates that the security deposit is to be maintained from the minimum value of the security deposit specified by the securities company to a certain amount or less. Calculates the evaluation value of the open interest, and, if there is a substitute security for the security deposit, calculates the evaluation value of the proxy security, and the fund transfer determination means includes the evaluation value of the security deposit including the evaluation value of the proxy security and the open interest The minimum amount calculated from the evaluation amount is compared with an amount equal to or less than a certain amount to confirm whether the maintenance condition is met, and the instruction message creation means is a consignment that includes the evaluation amount of the substitute securities An instruction message instructing to perform a transfer process to the deposit account for the transfer amount necessary for satisfying the maintenance condition calculated from the evaluation value of the deposit and the evaluation value of the open interest may be created. There.

  In the first invention, it is registered as customer information that there is an automatic maintenance contract in order to determine a customer who desires to maintain the balance of the contracted deposit at a certain level, and whether or not the minimum deposit maintenance rate is interrupted. When performing daily mark-to-market processing (such as a process to re-evaluate assets held to reflect market prices) for confirmation, customers who have detected such information should be checked against maintenance conditions. It is composed. With such a configuration, when performing price washing, it becomes possible not only to check whether there is a deficiency in the guarantee deposit maintenance rate, but also to automatically execute funds transfer for the necessary amount for meeting the maintenance conditions.

  There are no particular restrictions on how the criteria for maintenance conditions for consignment deposits are established, but as mentioned above, the deposit ratio, which is the ratio of consignment deposits to open interest, and the minimum amount of consignment deposits specified by a securities company Setting maintenance conditions based on the amount would make it easier for customers to understand the level of security deposits.

  As a general method of funds transfer processing when there is an excess or deficiency in maintenance conditions, if the security deposit is insufficient to the prescribed standard value due to write-down of open interest or substitute securities, etc. It is preferable to transfer funds from the deposit by transferring funds to the deposit account if the deposit deposit exceeds the specified standard value due to an increase in the value of open interest or substitute securities, etc. Other methods such as debit settlement may be used for the funds transfer process, and there is no particular limitation.

  The security deposits subject to the present invention are usually classified in the internal account of the securities company, and in the accounting process of the securities company, deposits and withdrawals of the security deposit are transferred once via the customer's deposit account. However, as long as funds are transferred to and from the customer's deposit account, the account classification is not particularly limited. In addition, the deposit account for transferring funds is usually a savings account or a checking account opened in a bank, but is not particularly limited as long as it is an account that can be used for account transfer or transfer.

  A second invention that solves the problem relating to the present application is a system for automatically maintaining a trust deposit for maintaining a trust deposit to a securities company in a margin transaction, in order to maintain the trust deposit at a predetermined level. Transaction information storage means for storing presence / absence of an automatic maintenance contract that determines to transfer funds to / from a deposit account from a customer when the maintenance conditions are met, and customer transaction information including information on the maintenance conditions; Deposited asset information storage means for storing information on the customer's deposited assets, including at least one of margin trading margin deposits and security deposits, and obtaining information on the customer's deposited assets from the deposited asset information storing means A deposit asset evaluation means for calculating an evaluation value of the deposit assets reflecting the market value of the deposit assets, and the transaction information stored in the transaction information storage means The maintenance condition included in the transaction information stored in the transaction information storage means using the evaluation amount of the deposit assets evaluated by the deposit asset evaluation means for a customer determined to have an automatic maintenance contract from the presence or absence of a dynamic maintenance contract If the funds transfer determining means determines whether or not funds transfer with the deposit account is necessary, and the funds transfer determining means determines that the funds transfer is necessary, the deposit assets A deposit deposit automatic maintenance system comprising: a fund transfer processing means for executing a fund transfer process with the deposit account for the required transfer amount calculated from the evaluation amount and the maintenance condition.

  The second invention also registers as customer information that there is an automatic maintenance contract in order to determine the customer who wants to maintain the balance of consignment deposits at a certain level, and performs the daily price washing process such as open interest For the customer whose information is detected, it is the same as the first invention in that it is configured to execute the matching process with the maintenance condition. Rather than with the deposit account of a securities company.

  A third invention for solving the problem relating to the present application is an automatic margin management system for maintaining margin deposits to a securities company in a futures / options transaction. Customer information storage means for storing customer basic information including information related to a deposit account designated in advance for the transfer of funds, and the deposit account when the maintenance condition for maintaining the margin deposit is met. Transaction information storage means for storing customer transaction information including information related to the maintenance conditions, futures and options trading positions, and securities for proxy margin Deposited asset information storage means for storing information relating to the customer's deposit assets including at least one, and information relating to customer deposit assets from the deposit asset information storage means A deposit asset evaluation unit that obtains and calculates a valuation value of a deposit asset that reflects the market value of the deposit asset, and an automatic maintenance contract based on the presence or absence of the automatic maintenance contract included in the transaction information stored in the transaction information storage unit For a customer determined to be present, it is confirmed whether the maintenance condition included in the transaction information stored in the transaction information storage means is met using the evaluation value of the deposit assets evaluated by the deposit asset evaluation means. A fund transfer determination means for determining whether or not funds transfer with the deposit account is necessary, and when the fund transfer determination means determines that a fund transfer is required, it is calculated from the evaluation value of the deposit assets and the maintenance condition. Funds transfer processing of the required transfer amount from the information on the deposit account included in the basic information of the customer acquired from the required transfer amount and the customer information storage means. And indication message creating means for creating an instruction message for instructing a margin requirement automatic maintenance system, characterized by comprising, a designation message transmitting means for transmitting the instruction message to the financial institution system.

  The third invention makes it possible to automatically maintain the margin deposit at a certain level with the same configuration as the first invention for the margin deposit to the securities company in the futures / options transaction.

  A fourth invention for solving the problem relating to the present application is a system for automatically maintaining a margin deposit to a securities company in a futures / options transaction at a predetermined level. Transactions that store customer transaction information including the presence or absence of an automatic maintenance contract that stipulates that funds transfer to and from a customer's deposit account if the maintenance conditions for maintaining the standards are met, and information on the maintenance conditions Information storage means, deposit asset information storage means for storing information on the customer's deposit assets, including at least one of futures and options trading positions, and margin deposit substitute securities; and Stored asset evaluation means for obtaining information on the deposit assets and calculating an evaluation value of the deposit assets reflecting the market value of the deposit assets, and stored in the transaction information storage means Transaction information stored in the transaction information storage means using the evaluation value of the deposit assets evaluated by the deposit asset evaluation means for customers determined to have an automatic maintenance contract from the presence or absence of the automatic maintenance contract included in the transaction information And confirming whether or not the maintenance condition included in the funds is met, and determining whether or not funds transfer with the deposit account is necessary, and determining whether or not funds transfer is necessary in the fund transfer determination unit. In this case, the margin deposit is provided with fund transfer processing means for executing a fund transfer process with the deposit account for the required transfer amount calculated from the evaluation value of the deposit asset and the maintenance condition. It is an automatic maintenance system.

  The fourth invention makes it possible to automatically maintain the margin deposit at a certain level with the same configuration as the second invention for the margin deposit to the securities company in the futures / options transaction.

  In addition, the automatic deposit and deposit margin maintenance system according to the first to fourth inventions is the automatic maintenance of the deposit and deposit margin using the deposit and deposit margin automatic maintenance system according to each invention. It can also be grasped as a method.

  In other words, the method for automatically maintaining the security deposit corresponding to the first invention is an automatic maintenance method for the security deposit to maintain the security deposit to the securities company in the margin transaction at a predetermined level. Between the customer information storage unit for storing the basic information of the customer including information related to the deposit account designated in advance for the transfer of funds and the deposit account when the maintenance condition for maintaining the deposit is maintained at a predetermined level. And at least one of a transaction information storage unit for storing customer transaction information including information related to the maintenance conditions, a margin for margin transactions, and a substitute for consignment deposits. A securities company computer system comprising: a deposit asset information storage unit that stores information relating to the customer's deposit assets including the customer asset information storage unit; A deposit asset evaluation step of obtaining information on a deposit asset and calculating an evaluation value of the deposit asset reflecting the market value of the deposit asset, and the computer system is included in the transaction information stored in the transaction information storage unit For customers determined to have an automatic maintenance contract based on the presence or absence of the automatic maintenance contract, the transaction information stored in the transaction information storage unit using the evaluation value of the deposit asset evaluated in the deposit asset evaluation step A fund transfer determination step for determining whether or not fund transfer with the deposit account is necessary by confirming whether the maintenance conditions are met, and the computer system is determined to require fund transfer in the fund transfer determination step The required transfer amount calculated from the evaluation value of the deposit asset and the maintenance condition, and the basic of the customer acquired from the customer information storage unit. An instruction message creating step for creating an instruction message for instructing a financial institution system to transfer funds for the required transfer amount from information on the deposit account included in the report, and the computer system sends the instruction message to the financial institution An instruction message transmission step for transmitting to a system.

  The maintenance condition stipulates that the security deposit ratio, which is the ratio of consigned security deposits to open interest, should be maintained at a predetermined value or more. In the deposit asset evaluation step, If there is a substitute security for the security deposit, the evaluation value of the proxy security is calculated, and in the fund transfer determination step, the evaluation value of the security deposit including the evaluation price of the proxy security and the evaluation value of the open interest The deposit rate is calculated from the above and confirmed whether the maintenance condition is met. In the instruction message creation step, the deposit amount is calculated from the evaluation amount of the security deposit including the evaluation amount of the substitute securities and the evaluation value of the open interest An instruction message for instructing to perform a transfer process from the deposit account for the necessary transfer amount for satisfying the maintenance condition may be created. The maintenance condition stipulates that the security deposit ratio, which is the ratio of the commissioned security deposit to the open interest, should be kept below a predetermined value. In the deposit asset evaluation step, If there is a substitute security for the security deposit, the evaluation value of the proxy security is calculated, and in the fund transfer determination step, the evaluation value of the security deposit including the evaluation price of the proxy security and the evaluation value of the open interest The deposit rate is calculated from the above and confirmed whether the maintenance condition is met. In the instruction message creation step, the deposit amount is calculated from the evaluation amount of the security deposit including the evaluation amount of the substitute securities and the evaluation value of the open interest An instruction message for instructing to perform a transfer process to the deposit account may be created for the transfer amount necessary for satisfying the maintenance condition.

  The maintenance condition stipulates that the security deposit is maintained from the minimum value of the security deposit specified by the securities company to a certain amount or more. In the deposit asset evaluation step, there is a margin for margin transactions. In the case, the evaluation value of the open interest is calculated, and if there is a substitute security for the security deposit, the evaluation value of the proxy security is calculated, and in the fund transfer determination step, the evaluation value of the security deposit including the evaluation value of the proxy security Compared to the minimum amount calculated from the evaluation value of the open interest and a certain amount or more to confirm whether the maintenance conditions are met, in the instruction message creation step, the evaluation value of the substitute securities Instructing the transfer process from the deposit account for the transfer amount necessary to satisfy the maintenance condition calculated from the evaluation value of the contracted deposit and the evaluation value of the open interest It can also be characterized in that to create a designation message. The maintenance condition stipulates that the security deposit should be maintained from the minimum value of the security deposit specified by the securities company to a certain amount or less. In the case, the evaluation value of the open interest is calculated, and if there is a substitute security for the security deposit, the evaluation value of the proxy security is calculated, and in the fund transfer determination step, the evaluation value of the security deposit including the evaluation value of the proxy security Compared with the minimum amount calculated from the evaluation value of the open interest and a certain amount or less to confirm whether the maintenance condition is met, in the instruction message creation step, the evaluation value of the substitute securities Instructing that the deposit account be transferred for the necessary transfer amount to satisfy the maintenance condition calculated from the evaluation value of the contracted deposit and the evaluation value of the open interest It may be characterized in that to create a 示電 statement.

  A method for automatically maintaining a security deposit corresponding to the second invention is a method for automatically maintaining a security deposit to be maintained at a predetermined level in a margin transaction. The security deposit is automatically maintained at a predetermined level. Transaction information storage for storing customer transaction information including information on whether or not there is an automatic maintenance contract that stipulates that funds transfer to and from a deposit account from a customer if the maintenance conditions for maintenance are met A depository asset information storage unit for storing information related to the customer's assets under custody including at least one of a margin transaction margin deposit and a security deposit substitute. A deposit asset evaluation step of obtaining information on a customer's deposit assets from a department and calculating an evaluation value of the deposit assets reflecting the market value of the deposit assets; The computer system uses the evaluation value of the deposit assets evaluated in the deposit asset evaluation step for a customer determined to have an automatic maintenance contract based on the presence or absence of the automatic maintenance contract included in the transaction information stored in the transaction information storage unit. A fund transfer determination step of determining whether or not it is necessary to transfer funds to the deposit account by checking whether the maintenance conditions included in the transaction information stored in the transaction information storage unit are met, and the computer When the system determines that the transfer of funds is required in the transfer of funds determination step, the transfer of funds with the deposit account is executed for the required transfer amount calculated from the evaluation value of the deposit asset and the maintenance condition. And a fund transfer processing step.

  A method for automatically maintaining margin deposits corresponding to the third invention is a method for automatically maintaining margin deposits for brokerage firms in futures and options transactions at a predetermined level. A customer information storage unit that stores basic information of a customer including information related to a deposit account designated in advance for transferring funds for the margin deposit and the maintenance condition for maintaining the margin deposit at a predetermined level The presence or absence of an automatic maintenance contract that determines the transfer of funds to and from a deposit account, a transaction information storage unit that stores customer transaction information including information related to the maintenance conditions, open interests for futures and options, and margin deposits A securities company computer system comprising: a deposit asset information storage unit that stores information relating to the deposit assets of the customer including at least one of the substitute securities of the deposit securities; A deposit asset evaluation step of obtaining information on a customer's deposit asset from the information storage unit and calculating an evaluation value of the deposit asset reflecting the market price of the deposit asset; and the computer system is stored in the transaction information storage unit Transactions stored in the transaction information storage unit using the evaluation value of the deposit assets evaluated in the deposit asset evaluation step for customers determined to have an automatic maintenance contract based on the presence or absence of the automatic maintenance contract included in the transaction information Checking whether the maintenance condition included in the information is met and determining whether or not it is necessary to transfer funds with the deposit account; and If it is determined that it is necessary, the necessary transfer amount calculated from the evaluation value of the deposit asset and the maintenance condition and the customer information storage unit An instruction message creating step for creating an instruction message for instructing a financial institution system to perform a fund transfer process of the required transfer amount from information on the deposit account included in the basic information of the customer, and the computer system includes the instruction There is an instruction message transmission step for transmitting a message to a financial institution system.

  The method for automatically maintaining the margin deposit corresponding to the fourth invention is a method for automatically maintaining the margin deposit to the securities company in the futures / options transaction. Customer transaction information including the presence or absence of an automatic maintenance contract that stipulates that funds are transferred to and from a deposit account from a customer when the maintenance conditions for maintaining gold at a predetermined level are met, and information on the maintenance conditions A brokerage asset information storage unit, and a brokerage asset information storage unit that stores information related to the customer's deposit assets including at least one of futures and options trading positions and substitute securities for margin deposits. Deposited assets in which the computer system obtains information on the deposit assets of the customer from the deposit asset information storage unit and calculates an evaluation value of the deposit assets reflecting the market value of the deposit assets A deposit step evaluated by the deposit asset evaluation step for a customer determined to have an automatic maintenance contract based on the presence or absence of the automatic maintenance contract included in the transaction information stored in the transaction information storage unit. Checking whether the maintenance condition included in the transaction information stored in the transaction information storage unit is met by using the evaluation amount of the asset, and determining whether transfer of funds with the deposit account is necessary A determination step, and when the computer system determines that a fund transfer is required in the fund transfer determination step, the deposit account and the transfer amount calculated from the evaluation value of the deposit asset and the maintenance condition And a funds transfer processing step for executing the funds transfer processing.

  According to the present invention, an upper limit and a lower limit are set according to each customer's request for deposits guaranteed to securities companies in margin transactions entrusted to securities companies or margin deposits to securities companies in futures and options transactions. It becomes possible to maintain the contract security deposit or the contract margin at a certain level. For the customer, it is possible to prevent a follow-up from occurring due to a shortage of consignment deposits or margin deposits, and it is possible to more efficiently manage margins of consignment deposits or consignment deposits. For securities firms, it will be possible to meet the diverse needs of customers who engage in margin trading, futures and options trading.

  The best mode for carrying out the present invention will be described below in detail with reference to the drawings. In the following description, an example will be described in which funds are transferred between a security deposit entrusted to a securities company and a bank savings account. It is an example of a form, Comprising: This invention is not limited to this embodiment. Further, when the contract margin for futures / options is targeted, the same embodiment can be implemented by replacing the target asset.

  FIGS. 1-6 is a 1st-6th figure, respectively, which shows the method of calculating the required amount of trust deposit in a margin transaction. FIG. 7 is a diagram showing an outline of an embodiment of the consignment deposit automatic maintenance system according to the present invention. FIG. 8 is a block diagram showing a configuration of a consignment deposit automatic maintenance system according to the present invention. 9 and 10 are diagrams showing examples of a customer basic information table and a transaction basic information table, respectively, in the consignment deposit automatic maintenance system according to the present invention. 11 to 13 are first to third flowcharts showing the processing flow of the consignment deposit automatic maintenance system according to the present invention, respectively. FIG. 14 is a diagram showing an example of a screen showing the possible open interest amount and the security deposit maintenance rate displayed on the customer terminal. Among these, since FIGS. 1-6 demonstrated in the solution subject the calculation method of the trust deposit which is a premise of this invention, it demonstrates here using FIGS. 7-14.

  In FIG. 7, the consignment deposit automatic maintenance system according to the present invention is configured as a part of a securities company system. The securities company system can be accessed via the Internet from a customer terminal such as a personal computer or a mobile phone. When a trading order such as stocks is received from the customer terminal, the order information is written in the order database and entrusted. The received orders are placed on the exchange system.

  Information related to stocks including open interests and substitute securities that are held as a result of the customer's transactions are stored in the customer database as deposit assets. For customers' assets under custody, the value of assets under custody is updated after the end of the transaction time by performing a mark-up process that reflects the current closing price basis. For customers who have established margin trading accounts, the excess or shortage of consignment deposits is calculated from the mark-to-market processing of open interest and substitute securities, and when a follow-up occurs, the customer is notified of an additional deposit request for consignment deposits. Similarly, for customers who have established futures / option trading accounts, if there is a shortage of margin money, the customer is notified of a request for additional deposit of margin money.

  The additional deposit of the commission deposit is usually made by bank transfer or account transfer, and the result of the transfer deposit or account transfer is notified from the bank system to the securities company system. When it is confirmed that the additional deposit amount has been deposited in the designated account of the securities company, the brokerage system transfers the deposit amount to the customer's consignment deposit account and updates the consignment deposit amount balance in the customer database. The transfer of the account at the securities company at this time may be transferred from the deposit to the security deposit after temporarily transferring to the deposit account of the customer. The same processing is performed when the margin for futures / options is targeted.

  Here, in the present invention, in order to prevent the occurrence of additional evidence, whether or not there is a shortage with respect to the predetermined maintenance condition for the consignment deposit from the evaluation value of the open interest that has undergone the price washing process. Confirming and executing the process of automatically deducting the amount that can maintain the predetermined level from the deposit account specified by the customer when the security deposit at the timing before the follow-up occurs falls below the predetermined level To do. Conversely, in order to prevent consignment deposits from reaching excessive levels and lowering the efficiency of fund management, the amount of consignment deposits exceeded the prescribed maintenance conditions from the evaluation value of open interests that have been marketed. Check if it has occurred, and if the security deposit exceeds the specified level, execute a process to transfer the surplus security deposit to the deposit account specified by the customer exceeding the specified level . The same processing is performed when the present invention is applied to margin for futures / option transactions.

  More specifically, if there is a shortage in terms of maintenance conditions, deposit the funds from the deposit account specified in advance by the customer into the deposit (or deposit to transfer to the deposit) by account transfer. Then, a message in a standard format (usually Zengin format) for requesting account transfer is created and transmitted to the bank system. If the maintenance conditions are exceeded, a message in the standard format (usually Zengin format) for requesting the transfer is created so that the customer deposits the excess amount into the deposit account specified in advance by the bank. Send to the system.

  The bank system that has received a request for account transfer or transfer performs a book entry in an account file of a predetermined deposit account based on the contents of a standard format message. When the balance of the deposit account is insufficient for the transfer amount of the account transfer on a predetermined date, the securities company system is notified that the transfer is not possible. When a customer checks the balance of a deposit account or deposits / withdraws, the bank system can be accessed using Internet banking or ATM using a personal computer or a mobile phone.

  The configuration and operation of the deposit automatic maintenance system according to the present invention will be described with reference to FIG. The consignment deposit automatic maintenance system according to the present invention is configured as a part of the securities company system 10. The securities company system 10 includes a gateway server 11 for controlling data communication with the customer terminal 40 and the like through the network, a securities company, and the like. From an application server 12 that operates various applications for executing services of the company, an order / customer database 13 that stores information about orders received by securities companies, information about customers, etc., an exchange system 20 and a market information providing system 50 It includes at least a market price information management server 14 that obtains latest stock price information and provides stock price information to customers.

  The order / customer database 13 includes basic information on customer attributes such as the customer's name, address, age, investment experience, basic information on transaction conditions such as the application status of paid information providing service, presence / absence of a credit transaction account, customer The order information of the order received from the order and the order information regarding the execution status, the information on the deposit assets such as cash stocks and open interests held by the customer are stored. Here, the present invention is characterized in that information shown in the example of FIG. 10 is included in a table storing transaction basic information.

  FIG. 9 shows an example of the customer basic information table. In a record provided for each account, information related to a designated account used for account transfer at the time of deposit and transfer at the time of withdrawal is stored. FIG. 10 shows an example of the transaction basic information table. In the record provided for each account, the presence / absence of the “guaranteed automatic maintenance contract” for maintaining the balance of the commission deposit is maintained at a certain level, the commission deposit The maintenance condition for the level for maintaining the value is stored. As for maintenance conditions, register the conditions in the fields for setting the upper limit and lower limit of the security deposit on the basis of the security deposit maintenance rate (the ratio of the security deposit to the open interest) or the amount required for the security deposit required to maintain the minimum security deposit maintenance rate. can do.

  In the example of FIG. 10, the automatic deposit maintenance contract has been applied (= contracted), and the shortage amount so that the lower limit of the deposit maintenance rate will be 50% or more even if the evaluation value of open interest or substitute securities decreases. As a maintenance condition, it is necessary to transfer the surplus amount to the designated account so that the upper limit of the deposit maintenance rate is 100% or less even if the value of open interest or substitute securities increases. With regard to maintenance conditions, it is necessary to maintain the minimum deposit maintenance ratio calculated from the market price of open interest and substitute securities, for example, as “Lower Condition 2” based on the amount of the required deposit to maintain the minimum deposit maintenance ratio Transfer the deficit amount from the designated account so that it will be 300,000 yen or more from the deposit, 1 million yen from the required deposit to maintain the minimum deposit maintenance rate calculated from the market price of open interest and substitute securities as "Upper Condition 2" It can also be determined as a maintenance condition that the surplus amount is transferred to the designated account so that it becomes as follows.

  The application server 12 includes a deposit asset evaluation program that performs a mark-to-market for assets held at the end of the business hours of each business day, and a new openable amount and consignment using the evaluation value of open interest and substitute securities after the mark-off. Credit transaction management program that calculates the required amount of deposit, etc., and transfer of funds to be sent to the bank system 30 by creating an account transfer request or transfer request message when deposits and withdrawals occur due to excess or deficiency in the contracted deposit At least a processing program is stored.

  The application server 12 starts the deposit asset evaluation program after the end of the transaction time every business day, and acquires information on the customer deposit assets from the order / customer database 13 and the market price information of each deposit asset from the market price information management server 14. The market value of assets under management is evaluated. Such a process related to price washing is performed for all accounts, and data relating to the market value evaluation of deposit assets is stored in the order / customer database 13. By referring to this data on a screen such as a balance list, the customer can check the state of unrealized gains / losses of the assets he owns.

  Of these customers, customers who have opened a margin trading account must request the deposit of additional deposits if a loss on valuation occurs on the open interest or substitute securities and the minimum deposit maintenance rate is interrupted. To calculate the possible amount of new positions and the security deposit maintenance rate from the evaluation value of open interests and substitute securities that have been market-valued. If the security deposit maintenance rate is lower than the minimum security deposit maintenance rate, the required deposit amount is calculated. Calculate and request the customer to deposit additional deposit.

  FIG. 14 shows an example of a screen showing an example of a screen showing the possible amount of open interest and the contracted deposit maintenance rate displayed on the customer terminal, but if the received deposit includes a substitute certificate, If the market value is used, and the valuation loss has occurred on the open interest, the security deposit maintenance ratio is calculated by reflecting the valuation loss. When the security deposit maintenance rate is lower than the minimum security deposit maintenance rate, for example, a service for encouraging the insertion of a follow-up by a display on a dedicated page accessed by a customer, an e-mail, or the like is performed on the Internet securities or the like.

  Here, in the present invention, when calculating the contracted deposit maintenance rate or the like, when there is an automatic maintenance contract with reference to the presence / absence of “guaranteed automatic maintenance contract” in the transaction basic information table of the order / customer database 13 In this case, information on the registered maintenance conditions is acquired, and it is confirmed whether the security deposit maintenance rate satisfies the maintenance conditions.

  For example, in the case of FIG. 10, “lower limit of guarantee deposit maintenance rate is 50%”, but when the deposit maintenance rate after performing market value evaluation of open interest, etc. becomes 40%, the minimum deposit maintenance rate Since it exceeds 30%, there will be no additional evidence, but it will fall below the 50% set as the maintenance condition, so 10% of the difference will be required for the deposit maintenance rate to be 50% or more. Is calculated as

  When the necessary deposit amount is calculated in this way, in order to debit the necessary deposit amount from the deposit account specified by the customer by account transfer, a fund transfer processing program is activated in the application server 12 to request the account transfer. A transfer instruction message for the bank is created. The transfer instruction message includes information on the financial institution code, the store number, the deposit type, and the account number for identifying the deposit account to be transferred from the customer basic information table, and the required deposit amount calculated as described above. Using the payment date, the account number to be transferred, the transfer amount, the transfer date, etc. are designated and created according to the Zengin format, which is a standard format between financial institutions.

  The created transfer instruction message is attached with a header record and a trailer record used for a logical check of the message to be transmitted, and is transmitted from the gateway server 11 to the bank system 30 via the network. The transmission of the transfer instruction message is generally transmitted to the bank system 30 of the bank that is affiliated with the account transfer contract according to the Zengin procedure, but the transmission method is not particularly limited.

  When the bank system 30 accepts the transfer instruction message, the contents of the message are checked to confirm whether the account transfer can be accepted, and the confirmation result is transmitted to the securities company system 10. The securities company system 10 receives the confirmation result, and when the account transfer is possible, sets a deposit process for a predetermined date and transmits a notice about the account transfer to the customer terminal 40. If account transfer is not possible due to a shortage in the balance of the deposit account or the like, the customer terminal 40 is notified that account transfer has failed.

  In the case of FIG. 10, the maintenance condition of “upper limit of guarantee deposit maintenance rate of 100%” is also specified. However, for example, when the deposit maintenance rate after performing market value evaluation of open interest etc. becomes 110%, the minimum deposit Of course, there is no additional evidence because it exceeds 30% of the maintenance rate, but it exceeds the 100% set as the maintenance condition, so in order to keep the deposit maintenance rate below 100% 10% equivalent is calculated as the required withdrawal amount.

  In order to transfer the required withdrawal amount calculated in this way to the deposit account designated by the customer, the application server 12 starts a fund transfer processing program and creates a transfer instruction message to the bank for requesting the transfer to the deposit account Is done. The transfer instruction message includes information on the financial institution code, store number, deposit type, and account number for identifying the deposit account to be transferred, obtained from the basic customer information table, and the required amount and output calculated as described above. The account number, the transfer amount, the transfer date, etc. are specified using the gold date, and are created according to the Zengin format, which is a standard format between financial institutions.

  Thereafter, the flow for transmitting the transfer instruction message to the bank system 30 and receiving the result is the same as in the case of account transfer. In the case of a transfer to a customer's deposit account, an error due to a shortage of balance does not occur, but in the case where the designated deposit account does not exist, a result indicating that transfer is not possible may be received.

  In the example of FIG. 10, the maintenance condition is set on the basis of the security deposit maintenance rate. However, the maintenance condition may be set on the basis of the amount of money required for maintaining the minimum security deposit maintenance rate. For example, if the minimum deposit amount is set at 300,000 yen, the required deposit amount is determined based on an amount obtained by adding 300,000 yen to the deposit amount necessary to satisfy the minimum deposit maintenance rate, and the deposit upper limit amount is 100 If it is set to 10,000 yen, the required amount of money is determined based on the sum of 1 million yen to the deposit required to satisfy the minimum deposit maintenance rate. The required deposit amount or the required withdrawal amount calculated in this way is deposited or withdrawn in the same procedure as in the above case.

  In addition, in the explanation so far, the deposit from the customer's deposit account is transferred to the brokerage deposit account of the securities company, and the withdrawal to the customer's deposit account is transferred from the brokerage deposit account of the securities company However, the transfer of funds between the securities company's security deposit account and the customer's deposit account is not limited to these means. At the present stage, it is preferable to use the above-mentioned means in the sense that it can be used as a means of settlement based on a contract between a customer, a securities company, and a bank. However, funds can be transferred between accounts by other means such as debit settlement. If it becomes, it will not specifically limit.

  In addition, what kind of account you accept for deposits to securities companies is not limited because it is a problem within the brokerage company. For example, you can accept deposits in an account for deposit accounts, It is also possible to transfer the deposit from the account to a security deposit. The same applies to withdrawals from securities companies, and it is also possible to transfer money from a deposit guarantee account to a deposit account within the securities company and transfer money from a deposit account.

  Furthermore, if the customer has a sufficient balance in the deposit account of the securities company, the account amount from the deposit in the brokerage company to the security deposit is not deducted from the deposit account of the bank, etc. Instead of transferring the required withdrawal amount to a bank or other deposit account by transfer, it is assumed that the trust deposit will be maintained at a level in accordance with the maintenance conditions by transferring the account from the deposit to deposit in the securities company. You may take the form which does not perform the deposit / withdrawal using.

  The method of maintaining the contracted deposit in the margin transaction described with reference to FIGS. 7 to 10 at a predetermined level is the same for the margin deposit in the futures / options transaction by replacing the deposit with the deposit margin. The method can be applied.

  The processing flow of the consignment deposit automatic maintenance system according to the present invention will be described with reference to FIGS. The processing flow described below can also be applied to consignment margin in futures / options transactions by replacing consignment deposit with consignment margin.

  When the trading time of the business day ends, the securities company computer system checks the transaction status of all customers and executes the mark-down process for the assets under custody. First, information on the status of assets in custody including open interest and substitute securities as of that day is acquired from information on assets in custody stored in the order / customer database (S01). In addition, order information necessary for calculating the possible amount of open positions and the contracted deposit maintenance rate is acquired, such as information related to the order being executed stored in the order / customer database (S02).

  Next, the market price information of each open interest and substitute securities is acquired from the market price information management server (S03), and the market prices of the open interest and substitute securities are evaluated (S04). A security deposit maintenance ratio is calculated from the market value evaluation value and the commissioned security money inserted in cash (S05). Here, it is checked whether or not an automatic maintenance contract has been concluded for the customer with reference to the basic information on the transaction conditions of the customer stored in the order / customer database (S06). If there is no automatic maintenance contract, the routine proceeds to normal processing for determining whether or not an additional deposit is required.

  If there is an automatic maintenance contract, the maintenance condition of the contracted deposit is obtained from the basic information on the customer's transaction conditions stored in the order / customer database (S07), and the maintenance condition and market price set as the lower limit of the contracted deposit are reflected. Compared with the security deposit maintenance rate and the like (S08), it is confirmed whether the consignment security deposit falls below the lower limit amount (S09). If the amount is not less than the lower limit amount or if the lower limit condition is not set, the process proceeds to the confirmation process for the upper limit.

  When the value is below the lower limit, a required deposit amount is calculated so that the security deposit does not fall below the lower limit amount (S10). With respect to the calculated required deposit amount, an instruction message to the bank for making an account transfer request is created and transmitted to the bank system (S11). In addition, a notification notifying the account transfer of the necessary deposit amount is transmitted to the customer (S12), and the process is terminated. The notification to the customer is preferably transmitted after receiving the result of the account transfer from the bank system.

  A normal process for determining whether or not an additional deposit is required when there is no automatic maintenance contract is performed as shown in the flow of FIG. First, it is confirmed whether or not an additional deposit has been generated based on the contracted deposit maintenance rate reflecting the market price (S21). If no additional deposit has been generated, the process is terminated. If an additional deposit has been generated, the required deposit amount is calculated (S22).

  Subsequently, if it is a premise that an automatic debit service is provided for the additional deposit, it is confirmed whether or not an account transfer contract for automatic deduction of the additional deposit is concluded for the customer (S22). If there is no fund transfer contract, a payment request notification regarding the required deposit amount of the additional deposit is sent to the customer by e-mail or the like (S26), and the process is terminated.

  If there is an account transfer contract, an instruction message to the bank for making an account transfer request is created for the calculated required deposit amount and transmitted to the bank system (S24). In addition, a notification notifying the customer of the necessary deposit amount is sent (S25), and the process is terminated. The notification to the customer is preferably transmitted after receiving the result of the account transfer from the bank system.

  The confirmation process for the upper limit set in the maintenance condition is performed as shown in the flow of FIG. The maintenance condition set as the upper limit of the contracted deposit is compared with the deposit maintenance rate reflecting the market price (S31), and it is confirmed whether the upper limit is exceeded (S32). If the upper limit amount is not exceeded, or if the upper limit condition is not set, the process is terminated.

  If it exceeds the upper limit, the required amount of money for the consignment deposit not to exceed the upper limit is calculated (S33). For the calculated required withdrawal amount, an instruction message to the bank for making a transfer request to the customer's deposit account is created and transmitted to the bank system (S34). In addition, a notification notifying the customer of the transfer of the required withdrawal amount to the deposit account is transmitted (S35), and the process is terminated. The notification to the customer is preferably transmitted after receiving the transfer result from the bank system.

It is a 1st figure which shows the method of calculating the required amount of trust deposit in a margin transaction. It is a 2nd figure which shows the method of calculating the required amount of trust deposit in a margin transaction. It is a 3rd figure which shows the method of calculating the required amount of trust deposit in a margin transaction. It is a 4th figure which shows the method of calculating the required amount of trust deposit in a margin transaction. It is a 5th figure which shows the method of calculating the required amount of trust deposit in a margin transaction. It is a 6th figure which shows the method of calculating the required amount of trust deposit in a margin transaction. It is a figure which shows the outline | summary of embodiment of the consignment deposit automatic maintenance system concerning this invention. It is a block diagram which shows the structure of the consignment deposit automatic maintenance system concerning this invention. It is a figure which shows an example of the customer basic information table in the consignment deposit automatic maintenance system concerning this invention. It is a figure which shows an example of the transaction basic information table in the consignment deposit automatic maintenance system concerning this invention. It is a 1st flowchart which shows the processing flow of the consignment deposit automatic maintenance system concerning this invention. It is a 2nd flowchart which shows the processing flow of the consignment deposit automatic maintenance system concerning this invention. It is a 3rd flowchart which shows the processing flow of the consignment deposit automatic maintenance system concerning this invention. It is a figure which shows an example of the screen which shows the amount of open interests displayed on a customer terminal, a trust deposit maintenance rate, etc.

Explanation of symbols

10 Securities Company System 11 Gateway Server 12 Application Server 13 Order / Customer Database 14 Market Value Information Management Server 20 Exchange System 30 Bank System 40 Customer Terminal 50 Market Information Providing System

Claims (16)

An automatic security deposit management system for maintaining a security deposit to a securities company in a margin transaction at a predetermined level,
Customer information storage means for storing customer basic information including information related to a deposit account designated in advance by the customer for the transfer of funds related to the security deposit;
Stores customer transaction information including information on whether or not there is an automatic maintenance contract that stipulates that funds transfer to or from the deposit account when the maintenance conditions for maintaining consignment deposits at a predetermined level are met. Transaction information storage means for
Deposited asset information storage means for storing information related to the customer's deposited assets including at least one of margin trades and securities for substitution deposits;
A deposit asset evaluation unit that obtains information on a customer's deposit asset from the deposit asset information storage unit, and calculates a valuation value of the deposit asset that reflects a market price of the deposit asset;
For the customer determined to have an automatic maintenance contract based on the presence or absence of the automatic maintenance contract included in the transaction information stored in the transaction information storage means, the transaction using the evaluation value of the deposit assets evaluated by the deposit asset evaluation means Checking whether the maintenance condition included in the transaction information stored in the information storage means is met, and determining whether or not it is necessary to transfer funds with the deposit account;
When it is determined that fund transfer is required by the fund transfer determination unit, the required transfer amount calculated from the evaluation value of the deposit asset and the maintenance condition, and the basic information of the customer acquired from the customer information storage unit An instruction message creating means for creating an instruction message for instructing a financial institution system to perform a money transfer process of the required transfer amount from the information about the deposit account
Instruction message transmission means for transmitting the instruction message to a financial institution system;
Consignment deposit automatic maintenance system characterized by comprising The maintenance condition stipulates that the deposit rate, which is the ratio of the commission deposit to the open interest, is maintained at a predetermined value or more,
The deposit asset evaluation means calculates the evaluation value of the open interest if there is a margin of margin trading, and calculates the evaluation value of the substitute security if there is a proxy security deposit,
The fund transfer determination means calculates a security deposit rate from an evaluation value of a security deposit including an evaluation value of the substitute securities and an evaluation value of the open interest and confirms whether the maintenance condition is satisfied,
The instruction message creating means performs a transfer process from the deposit account for a transfer amount required to satisfy the maintenance condition calculated from the evaluation amount of the security deposit including the evaluation amount of the substitute securities and the evaluation amount of the open interest. 2. The commission deposit automatic maintenance system according to claim 1, wherein an instruction message for instructing to perform is created. The maintenance condition stipulates that the deposit rate, which is the ratio of commission deposits to open interest, is maintained below a predetermined value,
The deposit asset evaluation means calculates the evaluation value of the open interest if there is a margin of margin trading, and calculates the evaluation value of the substitute security if there is a proxy security deposit,
The fund transfer determination means calculates a security deposit rate from an evaluation value of a security deposit including an evaluation value of the substitute securities and an evaluation value of the open interest and confirms whether the maintenance condition is satisfied,
The instruction message creating means performs a transfer process to the deposit account for a transfer amount necessary for satisfying the maintenance condition calculated from the evaluation amount of the security deposit including the evaluation amount of the substitute security and the evaluation amount of the open interest. 3. An entrusted deposit automatic maintenance system according to claim 1 or 2, wherein an instruction message for instructing to perform is created. The maintenance condition stipulates that the security deposit is maintained from a minimum amount of the security deposit specified by the securities company to a certain amount or more,
The deposit asset evaluation means calculates the evaluation value of the open interest if there is a margin of margin trading, and calculates the evaluation value of the substitute security if there is a proxy security deposit,
The fund transfer determination means compares the evaluation value of the security deposit including the evaluation value of the substitute security with the minimum amount calculated from the evaluation value of the open interest and meets the maintenance condition by comparing the minimum amount and a certain amount or more. Make sure
The instruction message creating means performs a transfer process from the deposit account for a transfer amount required to satisfy the maintenance condition calculated from the evaluation amount of the security deposit including the evaluation amount of the substitute securities and the evaluation amount of the open interest. 2. The commission deposit automatic maintenance system according to claim 1, wherein an instruction message for instructing to perform is created. The maintenance condition stipulates that the security deposit is to be maintained from the minimum value of the security deposit specified by the securities company to a certain amount or less,
The deposit asset evaluation means calculates the evaluation value of the open interest if there is a margin of margin trading, and calculates the evaluation value of the substitute security if there is a proxy security deposit,
The fund transfer determination means compares the evaluation value of the security deposit including the evaluation value of the substitute security with the minimum amount calculated from the evaluation value of the open interest and the amount less than or equal to a certain amount to meet the maintenance condition. Make sure
The instruction message creating means performs a transfer process to the deposit account for a transfer amount necessary for satisfying the maintenance condition calculated from the evaluation amount of the security deposit including the evaluation amount of the substitute security and the evaluation amount of the open interest. 5. An entrusted deposit automatic maintenance system according to claim 1 or 4, wherein an instruction message for instructing to perform is created. A method of automatically maintaining a security deposit to maintain a security deposit to a securities company in a margin transaction at a predetermined level,
A customer information storage unit for storing customer basic information including information related to a deposit account designated in advance for the transfer of funds related to the contracted deposit, and a maintenance condition for maintaining the contracted deposit at a predetermined level The presence or absence of an automatic maintenance contract that prescribes the transfer of funds to and from a deposit account, a transaction information storage unit that stores customer transaction information including information related to the maintenance conditions, a margin for margin transactions, and a proxy for bond deposit And a deposit asset information storage unit that stores information about the customer's deposit assets including at least one of the following: a computer system of a securities company that acquires information about the customer's deposit assets from the deposit asset information storage unit; A deposit asset evaluation step for calculating a deposit asset valuation value reflecting the market value of the deposit asset;
The value of the deposit asset evaluated in the deposit asset evaluation step for the customer determined to have an automatic maintenance contract from the presence or absence of the automatic maintenance contract included in the transaction information stored in the transaction information storage unit by the computer system Checking whether the maintenance condition included in the transaction information stored in the transaction information storage unit is used, and determining whether funds transfer with the deposit account is necessary or not,
When the computer system determines that the transfer of funds is required in the transfer of funds determination step, the transfer amount calculated from the evaluation value of the deposit asset and the maintenance condition, and the customer acquired from the customer information storage unit An instruction message creating step for creating an instruction message for instructing a financial institution system to perform a money transfer process of the required transfer amount from information on the deposit account included in the basic information of
An instruction message transmission step in which the computer system transmits the instruction message to a financial institution system;
A method for automatically maintaining consignment deposits, comprising: The maintenance condition stipulates that the deposit rate, which is the ratio of the commission deposit to the open interest, is maintained at a predetermined value or more,
In the deposit asset evaluation step, if there is a position for margin trading, calculate the evaluation value for the position, and if there is a security deposit for the security deposit, calculate the evaluation price for the replacement security,
In the fund transfer determination step, calculate the security deposit rate from the evaluation value of the trust deposit including the evaluation value of the substitute securities and the evaluation value of the open interest, and confirm whether the maintenance condition is met,
In the instruction message creation step, transfer processing from the deposit account is performed for the transfer amount required to satisfy the maintenance condition calculated from the evaluation amount of the security deposit including the evaluation amount of the substitute securities and the evaluation amount of the open interest 7. The method for automatically maintaining a consignment deposit according to claim 6, wherein an instruction message instructing to perform is generated. The maintenance condition stipulates that the deposit rate, which is the ratio of commission deposits to open interest, is maintained below a predetermined value,
In the deposit asset evaluation step, if there is a position for margin trading, calculate the evaluation value for the position, and if there is a security deposit for the security deposit, calculate the evaluation price for the replacement security,
In the fund transfer determination step, calculate the security deposit rate from the evaluation value of the trust deposit including the evaluation value of the substitute securities and the evaluation value of the open interest, and confirm whether the maintenance condition is met,
In the instruction message creation step, transfer processing to the deposit account is performed for the transfer amount necessary for satisfying the maintenance condition calculated from the evaluation amount of the security deposit including the evaluation amount of the substitute security and the evaluation amount of the open interest A method for automatically maintaining a consignment deposit according to claim 6 or 7, wherein an instruction message for instructing to perform is generated. The maintenance condition stipulates that the security deposit is maintained from a minimum amount of the security deposit specified by the securities company to a certain amount or more,
In the deposit asset evaluation step, if there is a position for margin trading, calculate the evaluation value for the position, and if there is a security deposit for the security deposit, calculate the evaluation price for the replacement security,
In the fund transfer determination step, the maintenance condition is determined by comparing an evaluation amount of a security deposit including an evaluation amount of the substitute securities and an amount of a certain amount or more from the minimum amount calculated from the evaluation amount of the open interest. Check if it matches,
In the instruction message creation step, transfer processing from the deposit account is performed for the transfer amount required to satisfy the maintenance condition calculated from the evaluation amount of the security deposit including the evaluation amount of the substitute securities and the evaluation amount of the open interest 7. The method for automatically maintaining a consignment deposit according to claim 6, wherein an instruction message instructing to perform is generated. The maintenance condition stipulates that the security deposit is to be maintained from the minimum value of the security deposit specified by the securities company to a certain amount or less,
In the deposit asset evaluation step, if there is a position for margin trading, calculate the evaluation value for the position, and if there is a security deposit for the security deposit, calculate the evaluation price for the replacement security,
In the fund transfer determination step, the maintenance condition is set by comparing the evaluation value of the security deposit including the evaluation value of the substitute securities with the amount less than or equal to a certain amount calculated from the evaluation value of the open interest. Check if it matches,
In the instruction message creation step, transfer processing to the deposit account is performed for the transfer amount necessary for satisfying the maintenance condition calculated from the evaluation amount of the security deposit including the evaluation amount of the substitute security and the evaluation amount of the open interest 10. A method for automatically maintaining a consignment deposit as claimed in claim 6 or 9, wherein an instruction message for instructing to perform is created. An automatic security deposit management system for maintaining a security deposit to a securities company in a margin transaction at a predetermined level,
Customer transactions that include information on the maintenance conditions and whether there is an automatic maintenance contract that stipulates that funds transfer to or from a deposit account from the customer if the maintenance conditions for maintaining consignment deposits at a prescribed level are met. Transaction information storage means for storing information;
Deposited asset information storage means for storing information related to the customer's deposited assets including at least one of margin trades and securities for substitution deposits;
A deposit asset evaluation unit that obtains information on a customer's deposit asset from the deposit asset information storage unit, and calculates a valuation value of the deposit asset that reflects a market price of the deposit asset;
For the customer determined to have an automatic maintenance contract based on the presence or absence of the automatic maintenance contract included in the transaction information stored in the transaction information storage means, the transaction using the evaluation value of the deposit assets evaluated by the deposit asset evaluation means Checking whether the maintenance conditions included in the transaction information stored in the information storage means are met, and determining whether or not funds transfer with the deposit account is necessary;
Fund transfer for executing a fund transfer process with the deposit account for the required transfer amount calculated from the evaluation value of the deposit asset and the maintenance condition when it is determined by the fund transfer determination means that the fund transfer is necessary Processing means;
Consignment deposit automatic maintenance system characterized by comprising A method for automatically maintaining a deposit for deposit to maintain a deposit to a securities company in a margin transaction at a predetermined level,
Customer transactions that include information on the maintenance conditions and whether there is an automatic maintenance contract that stipulates that funds transfer to or from a deposit account from the customer if the maintenance conditions for maintaining consignment deposits at a prescribed level are met. A securities company computer system comprising: a transaction information storage unit for storing information; and a deposit asset information storage unit for storing information related to the customer's deposit assets including at least one of a margin transaction for margin transaction and a security deposit for deposit. Is a deposit asset evaluation step of obtaining information on a customer's deposit assets from the deposit asset information storage unit and calculating a valuation value of the deposit assets reflecting the market value of the deposit assets;
The value of the deposit asset evaluated in the deposit asset evaluation step for the customer determined to have an automatic maintenance contract from the presence or absence of the automatic maintenance contract included in the transaction information stored in the transaction information storage unit by the computer system Checking whether the maintenance condition included in the transaction information stored in the transaction information storage unit is used, and determining whether or not funds transfer with the deposit account is necessary,
When the computer system determines that the transfer of funds is required in the transfer of funds determination step, the transfer of funds to the deposit account for the required transfer amount calculated from the evaluation value of the deposit asset and the maintenance condition A funds transfer processing step for executing
A method for automatically maintaining consignment deposits, comprising: A contract margin automatic maintenance system for maintaining margins to brokerage firms in futures and options transactions at a predetermined level,
Customer information storage means for storing customer basic information including information related to a deposit account designated in advance by the customer for transferring funds for the margin deposit;
The transaction information of the customer including information on whether or not there is an automatic maintenance contract that stipulates that the funds transfer to and from the deposit account is performed when meeting the maintenance conditions for maintaining the margin deposit at a predetermined level, and information on the maintenance conditions Transaction information storage means for storing;
Deposited asset information storage means for storing information relating to the customer's deposited assets, including at least one of futures and options traded positions, and securities for proxy margin deposits;
A deposit asset evaluation unit that obtains information on a customer's deposit asset from the deposit asset information storage unit, and calculates a valuation value of the deposit asset that reflects a market price of the deposit asset;
For the customer determined to have an automatic maintenance contract based on the presence or absence of the automatic maintenance contract included in the transaction information stored in the transaction information storage means, the transaction using the evaluation value of the deposit assets evaluated by the deposit asset evaluation means Checking whether the maintenance condition included in the transaction information stored in the information storage means is met, and determining whether or not it is necessary to transfer funds with the deposit account;
When it is determined that fund transfer is required by the fund transfer determination unit, the required transfer amount calculated from the evaluation value of the deposit asset and the maintenance condition, and the basic information of the customer acquired from the customer information storage unit An instruction message creating means for creating an instruction message for instructing a financial institution system to perform a money transfer process of the required transfer amount from the information about the deposit account
Instruction message transmission means for transmitting the instruction message to a financial institution system;
A contract margin automatic maintenance system characterized by comprising: A method for automatically maintaining margin deposits to maintain a predetermined level of margin deposits with securities companies in futures and options transactions,
The customer information storage unit that stores the customer's basic information including information related to the deposit account that the customer has designated in advance for the transfer of funds related to the margin deposit, and the maintenance conditions for maintaining the margin deposit at a predetermined level Then, the presence or absence of an automatic maintenance contract that stipulates that funds transfer to and from the deposit account, a transaction information storage unit that stores customer transaction information including information related to the maintenance conditions, open interest and option transaction open interests, consignment A securities company computer system comprising: a deposit asset information storage unit that stores information related to the customer's deposit assets including at least one of the margin substitute securities; and information related to the customer deposit assets from the deposit asset information storage unit. And a deposit asset evaluation step of calculating a deposit asset valuation value reflecting the market value of the deposit asset;
The value of the deposit asset evaluated in the deposit asset evaluation step for the customer determined to have an automatic maintenance contract from the presence or absence of the automatic maintenance contract included in the transaction information stored in the transaction information storage unit by the computer system Checking whether the maintenance condition included in the transaction information stored in the transaction information storage unit is used, and determining whether funds transfer with the deposit account is necessary or not,
When the computer system determines that the transfer of funds is required in the transfer of funds determination step, the transfer amount calculated from the evaluation value of the deposit asset and the maintenance condition, and the customer acquired from the customer information storage unit An instruction message creating step for creating an instruction message for instructing a financial institution system to perform a money transfer process of the required transfer amount from information on the deposit account included in the basic information of
An instruction message transmission step in which the computer system transmits the instruction message to a financial institution system;
A method for automatically maintaining margin deposits, comprising: A contract margin automatic maintenance system for maintaining margins to brokerage firms in futures and options transactions at a predetermined level,
The presence or absence of an automatic maintenance contract that stipulates that funds transfer to or from a deposit account from the customer if the maintenance conditions for maintaining the margin deposits at a predetermined level are met, and the customer's information including information on the maintenance conditions Transaction information storage means for storing transaction information;
Deposited asset information storage means for storing information relating to the customer's deposited assets, including at least one of futures and options traded positions, and securities for proxy margin deposits;
A deposit asset evaluation unit that obtains information on a customer's deposit asset from the deposit asset information storage unit, and calculates a valuation value of the deposit asset that reflects a market price of the deposit asset;
For the customer determined to have an automatic maintenance contract based on the presence or absence of the automatic maintenance contract included in the transaction information stored in the transaction information storage means, the transaction using the evaluation value of the deposit assets evaluated by the deposit asset evaluation means Checking whether the maintenance conditions included in the transaction information stored in the information storage means are met, and determining whether or not funds transfer with the deposit account is necessary;
Fund transfer for executing a fund transfer process with the deposit account for the required transfer amount calculated from the evaluation value of the deposit asset and the maintenance condition when it is determined by the fund transfer determination means that the fund transfer is necessary Processing means;
A contract margin automatic maintenance system characterized by comprising: A method for automatically maintaining margin deposits to maintain a predetermined level of margin deposits with securities companies in futures and options transactions,
The presence or absence of an automatic maintenance contract that stipulates that funds transfer to or from a deposit account from the customer if the maintenance conditions for maintaining the margin deposits at a predetermined level are met, and the customer's information including information on the maintenance conditions Securities comprising: a transaction information storage unit for storing transaction information; and a deposit asset information storage unit for storing information related to the customer's deposit assets including at least one of futures and options trading positions and substitute securities for margin deposits A company asset management system that obtains information on customer assets under custody from the asset information storage unit and calculates a custody asset valuation value that reflects the market value of the assets under custody;
The value of the deposit asset evaluated in the deposit asset evaluation step for the customer determined to have an automatic maintenance contract from the presence or absence of the automatic maintenance contract included in the transaction information stored in the transaction information storage unit by the computer system Checking whether the maintenance condition included in the transaction information stored in the transaction information storage unit is used, and determining whether or not funds transfer with the deposit account is necessary,
When the computer system determines that the transfer of funds is required in the transfer of funds determination step, the transfer of funds to the deposit account for the required transfer amount calculated from the evaluation value of the deposit asset and the maintenance condition A funds transfer processing step for executing
A method for automatically maintaining margin deposits, comprising: