JP2013536525A5 - - Google Patents

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Publication number
JP2013536525A5
JP2013536525A5 JP2013525889A JP2013525889A JP2013536525A5 JP 2013536525 A5 JP2013536525 A5 JP 2013536525A5 JP 2013525889 A JP2013525889 A JP 2013525889A JP 2013525889 A JP2013525889 A JP 2013525889A JP 2013536525 A5 JP2013536525 A5 JP 2013536525A5
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JP
Japan
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time
value
net
biased
payment amount
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JP2013525889A
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English (en)
Japanese (ja)
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JP2013536525A (ja
JP5833124B2 (ja
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Priority claimed from US12/806,860 external-priority patent/US9747641B2/en
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Publication of JP2013536525A5 publication Critical patent/JP2013536525A5/ja
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Publication of JP5833124B2 publication Critical patent/JP5833124B2/ja
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JP2013525889A 2010-08-23 2011-08-17 ノンバイアス中央清算型金融商品及び清算・決済方法 Active JP5833124B2 (ja)

Applications Claiming Priority (3)

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

Publications (3)

Publication Number Publication Date
JP2013536525A JP2013536525A (ja) 2013-09-19
JP2013536525A5 true JP2013536525A5 (enExample) 2014-11-27
JP5833124B2 JP5833124B2 (ja) 2015-12-16

Family

ID=45594838

Family Applications (1)

Application Number Title Priority Date Filing Date
JP2013525889A Active JP5833124B2 (ja) 2010-08-23 2011-08-17 ノンバイアス中央清算型金融商品及び清算・決済方法

Country Status (7)

Country Link
US (5) US9747641B2 (enExample)
EP (1) EP2609559A4 (enExample)
JP (1) JP5833124B2 (enExample)
AU (1) AU2011293897A1 (enExample)
CA (1) CA2809046A1 (enExample)
SG (3) SG188268A1 (enExample)
WO (1) WO2012026964A2 (enExample)

Families Citing this family (11)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US20120296792A1 (en) * 2011-05-18 2012-11-22 Jeffrey Levoff Process for financing and interest rate price discovery utilizing a centrally-cleared derivative
US20130041799A1 (en) * 2011-08-12 2013-02-14 Chicago Mercantile Exchange Pricing a Forward Rate Agreement Financial Product Using a Non-Par Value
US10810671B2 (en) * 2014-06-27 2020-10-20 Chicago Mercantile Exchange Inc. Interest rate swap compression
US10891535B1 (en) 2014-08-19 2021-01-12 Next Level Derivatives Llc Secure multi-server stabilized data packet exchange systems
US10565647B1 (en) 2014-08-19 2020-02-18 Next Level Derivatives Llc Secure multi-server interest rate based instrument trading system and methods of increasing efficiency thereof
US10140659B2 (en) * 2014-11-14 2018-11-27 Chicago Mercantile Exchange Inc. Transaction processor for clearing interest rate swaps with improved efficiency
US10572939B1 (en) * 2015-08-28 2020-02-25 Chicago Mercantile Exchange Inc. API framework for clearing non-deliverable interest rate swaps
US20170076375A1 (en) * 2015-09-10 2017-03-16 Chicago Mercantile Exchange, Inc. Margin Requirements for Multi-Currency CDS Portfolios
US11182852B1 (en) * 2017-12-20 2021-11-23 Chicago Mercantile Exchange Inc. Exchange computing system including a reference rate generation unit
US11908006B2 (en) 2018-12-20 2024-02-20 Chicago Mercantile Exchange Inc. Message elimination in multi-model risk correlation system
JP7525100B2 (ja) 2021-08-02 2024-07-30 株式会社デジタルアセットマーケッツ 中小企業向けヘッジサービス提供システム

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US7236952B1 (en) * 1996-11-05 2007-06-26 D Zmura David Andrew Invention in finance
US6304858B1 (en) 1998-02-13 2001-10-16 Adams, Viner And Mosler, Ltd. Method, system, and computer program product for trading interest rate swaps
US8862507B2 (en) 1999-06-14 2014-10-14 Integral Development Corporation System and method for conducting web-based financial transactions in capital markets
GB2379537A (en) 2000-05-18 2003-03-12 Treasuryconnect Llc Electronic trading systems and methods
US20040024692A1 (en) 2001-02-27 2004-02-05 Turbeville Wallace C. Counterparty credit risk system
AU2002318358A1 (en) 2001-06-19 2003-01-02 Goldman, Sachs And Co. Foreign exchange covered warrant system and structure
JP2003006432A (ja) 2001-06-20 2003-01-10 Bank Of Tokyo-Mitsubishi Ltd プリペイメント・リスクを内包した金利スワップの価値算出方法、プログラム及び記録媒体
JP4430854B2 (ja) 2001-12-13 2010-03-10 みずほ第一フィナンシャルテクノロジー株式会社 コピュラ関数を用いた金融商品もしくは保険商品の価格計算装置およびそのプログラム
US7792719B2 (en) 2004-02-04 2010-09-07 Research Affiliates, Llc Valuation indifferent non-capitalization weighted index and portfolio
US20070100727A1 (en) 2003-04-16 2007-05-03 Multer Corey B Method and system for providing flexible income, liquidity options and permanent legacy benefits for annuities
GB2404750A (en) * 2003-08-06 2005-02-09 Bank Ag London Deutsche Trading diversified credit risk derivatives
US7966245B2 (en) 2004-09-07 2011-06-21 Harrison James A Financial instrument for a specific deliverable product on a daily settlement basis
US20060224491A1 (en) * 2005-04-01 2006-10-05 De Novo Markets Limited Trading and settling enhancements to the standard electronic futures exchange market model leading to novel derivatives including on exchange ISDA type credit derivatives and entirely new recovery products including novel options on these
EP1869617A4 (en) 2005-04-11 2010-03-31 Superderivatives Inc METHOD AND SYSTEM FOR ESTABLISHING THE PRICE OF FINANCIAL INSTRUMENTS
WO2006121948A2 (en) 2005-05-06 2006-11-16 Intercontinental Exchange, Inc. Over the counter traded product and system for offset and contingent trading of commodity contracts
US20070055609A1 (en) 2005-09-06 2007-03-08 Whitehurst Philip H Methods and systems for commoditizing interest rate swap risk transfers
US20080005016A1 (en) 2005-09-20 2008-01-03 Uhlmann Charles E Methods and media for presenting costs associated with rate protection on a mortgage
US20070239589A1 (en) 2006-03-31 2007-10-11 Wilson Donald R Jr Interest rate derivative financial product
US20070288351A1 (en) * 2006-05-22 2007-12-13 Huntley Russell G Method, system, and computer program for an electronically traded synthetic exchange traded coupon
WO2008011457A2 (en) 2006-07-18 2008-01-24 Pipeline Capital Llc Interest rate swap index
US20080059382A1 (en) * 2006-09-01 2008-03-06 Adam Burczyk Computer System and Method for Trading Clipper Financial Instruments
KR100961991B1 (ko) 2007-12-27 2010-06-08 고려대학교 산학협력단 헤스톤 확률 변동성 모형에 기반한 파워 옵션 가격 결정장치 및 방법과 이에 사용되는 기록매체 및 마이크로프로세서
US8117110B2 (en) 2007-12-27 2012-02-14 Chicago Mercantile Exchange Inc. Conversion of over-the-counter swaps to standardized forward swaps
US8219472B2 (en) 2008-10-29 2012-07-10 Chicago Mercantile Exchange, Inc. Valuation of derivative products
US10387957B2 (en) 2009-09-02 2019-08-20 Nyse Group, Inc. Structured futures products
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US20130179319A1 (en) * 2012-01-11 2013-07-11 Peter Barker Compound overnight bank rate accrual futures contract and computation of variation margin therefore

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