JP2017111839A5

JP2017111839A5 -

Info

Publication number: JP2017111839A5
Application number: JP2017051150A
Authority: JP
Filing date: 2017-03-16
Publication date: 2019-04-25
Anticipated expiration: 2036-03-14

Description

かかる課題を解決するため、請求項１に記載の発明は、相場価格の変動する金融商品の取引を行う金融商品取引管理装置であって、金融商品を注文するための注文情報を生成する注文情報生成手段と、前記金融商品の約定を管理する約定管理手段とを備え、前記約定管理手段は、前記注文情報によって第一注文と、該第一注文が約定して保有するポジションを約定によって決済させる第二注文とが形成されて、前記第一注文、及び／又は、前記第二注文のうちの一部のみが約定の条件を満たした場合、条件を満たした前記第一注文と他の前記第一注文と、及び／又は、条件を満たした前記第二注文と他の前記第二注文とを分裂させることを特徴とする。 In order to solve such problems, the invention according to claim 1 is a financial product transaction management device for trading a financial product whose market price fluctuates, which is order information for generating order information for ordering a financial product. And a contract management unit for managing a contract of the financial product, wherein the contract management unit causes the first order to be settled by the order information and the position held by the first order to be settled by the contract. When the second order is formed, and only a part of the first order and / or the second order fulfills the terms of the promise , the first order and the other said first terms which satisfy the terms and conditions It is characterized in that one order and / or the second order which fulfills the condition and the other second order are split.

請求項１１に記載の発明は、相場価格の変動する金融商品の取引を行う金融商品取引管理システムであって、金融商品を注文するための注文情報を生成する注文情報生成手段と、前記金融商品の約定を管理する約定管理手段とを備え、前記約定管理手段は、前記注文情報によって第一注文と、該第一注文が約定して保有するポジションを約定によって決済させる第二注文とが形成されて、前記第一注文、及び／又は、前記第二注文のうちの一部のみが約定の条件を満たした場合、条件を満たした前記第一注文と他の前記第一注文と、及び／又は、条件を満たした前記第二注文と他の前記第二注文とを分裂させることを特徴とする。 The invention according to claim 11 is a financial product transaction management system for trading a financial product whose market price fluctuates, comprising: order information generating means for generating order information for ordering a financial product; The order management means for forming a first order according to the order information and a second order for settling the positions held by the first order according to the order If the first order and / or only a part of the second order fulfills the conditions for fulfillment, the first order fulfilling the conditions and the other said first order and / or And splitting the second order fulfilling the conditions from the other second order .

請求項１２に記載の発明は、相場価格の変動する金融商品の取引を行う金融商品取引管理システムにおける金融商品取引管理方法であって、金融商品を注文するための注文情報を生成する注文情報生成手順と、前記金融商品の約定を管理する約定管理手順とを備え、前記約定管理手順においては、前記注文情報によって第一注文と、該第一注文が約定して保有するポジションを、約定によって決済させる第二注文とが形成されて、前記第一注文、及び／又は、前記第二注文のうちの一部のみが約定の条件を満たした場合、条件を満たした前記第一注文と他の前記第一注文と、及び／又は、条件を満たした前記第二注文と他の前記第二注文とを分裂させることを特徴とする。 The invention according to claim 12 is a financial product transaction management method in a financial product transaction management system for trading a financial product whose market price changes, and generating order information for generating order information for ordering a financial product. A procedure and a agreement management procedure for managing the agreement of the financial product, wherein in the agreement management procedure, the first order according to the order information and the positions held by the first order are settled according to the agreement A second order is formed, and only a part of the first order and / or the second order fulfills the terms of the fulfillment, the first order and the other said terms fulfilling the conditions It is characterized in that the first order and / or the second order which satisfies the condition and the other second order are split.

Claims

A financial instrument transaction management apparatus for trading financial instruments whose market price fluctuates, comprising:
Order information generating means for generating order information for ordering a financial product;
Contract management means for managing the contracts of the financial products;
The contract management means
According to the order information, a first order and a second order in which the position held by the first order is settled are settled, and one of the first order and / or the second order is formed. If only a part of the conditions fulfills the condition of fulfillment, the first order satisfying the conditions and the other first order and / or the second order satisfying the conditions and the other second order A financial product transaction management device characterized by breaking up.

The contract management means
In the first order that holds the position according to a promise and the second order in which the position is settled according to a promise, when the first order is fulfilled, or when the second order is fulfilled, or And at a predetermined timing after the second order is filled, the second order is partially filled with the second order to be made corresponding to the first order ordered, and the second order being filled The apparatus for managing financial instrument transaction according to claim 1, wherein the apparatus is divided into another part of the second order which is not filled corresponding to one order.

The contract management means
In the first order that holds the position according to a promise and the second order in which the position is settled according to a promise, when the first order is fulfilled, or when the second order is fulfilled, or Claim: The present invention is characterized in that the first order is split into the first order that has been filled and the first order that is not yet filled at any given time after an order has been filled. The financial product transaction management device according to 1 or 2.

When the order information forms a first order and a second order, respectively, and only a part of the first order fulfills and holds a position, the contract management means holds the part that holds the position. A first order, or when the part of the first order is split, the first order before the split occurs and the position of the part of the first order that holds the position is settled by a contract 4. A financial product transaction management apparatus according to any one of claims 1 to 3, wherein the second order of the department is made to correspond.

The order information generation means generates the order information for ordering the first order and the second order, respectively, to the holding of the position based on the order information of the first order and the order information of the second order. Let's repeat the settlement of the position based on
The contract management means
For the first order and the second order,
If only part of the first order and / or the second order before the repetition is fulfilled, the repeated first order and / or the second order are fulfilled before the repetition The apparatus for managing financial instrument transactions according to any one of claims 1 to 4, characterized in that the division between the order and the unsettled order is maintained.

The order information generation unit generates order information for ordering the first order and the second order at a plurality of prices, respectively.
The financial instrument transaction management according to claim 5, wherein the contract management means repeatedly performs the first order and the second order in at least one of the plurality of price ranges. apparatus.

7. The financial product transaction management according to claim 6, wherein the order information generation unit sets one or more of the price ranges in a price range formed between a specific upper limit price and a specific lower limit price. apparatus.

The order information generation means may set the market price of the order information as the first order to the first order price set as a standard price for holding the position as the first order. (I) The position is set to be held after falling or rising above the order price and becoming equal to or less than the first order price again,
The market price rises above the second order price with respect to the second order price set as the standard price for settling the position by the second order, with the order information as the second order being higher than the second order price. Or setting the position to be settled after falling or falling below or above the second order price again,
The order information that is the second order comprises trail width information,
The finance according to any one of claims 1 to 7, wherein the order information which is the second order is set to move upward or downward based on the trail width information. Merchandise transaction management device.

9. The financial product transaction management device according to any one of claims 1 to 8, further comprising contract information generating means for contracting the order information after the order information matches the predetermined market price.

It comprises a fund management means for managing fund information as information on balance of funds in a predetermined account of a trader who trades in the financial product,
The arrangement information generation means confirms the money information, and if the balance of the money is less than the amount necessary for the promise of the financial instrument, the orders among the orders based on the order information ordered at the same price 10. The financial instrument transaction management device according to claim 9, wherein only a part of the orders are executed.

A financial instrument transaction management system for trading financial instruments whose market price fluctuates, comprising:
Order information generating means for generating order information for ordering a financial product;
Contract management means for managing the contracts of the financial products;
The contract management means
According to the order information, a first order and a second order in which the position held by the first order is settled are settled, and one of the first order and / or the second order is formed. If only a part of the conditions fulfills the condition of fulfillment, the first order satisfying the conditions and the other first order and / or the second order satisfying the conditions and the other second order A financial product transaction management system characterized by breaking up.

A financial instrument transaction management method in a financial instrument transaction management system for trading financial instruments whose market price fluctuates, comprising:
An order information generation procedure for generating order information for ordering a financial product;
Contract management procedures for managing the contracts of the financial products;
In the contract management procedure,
A first order and a second order for settling the positions held by the first order by the order information are formed by the order information, and one of the first order and / or the second order is formed. The first order and the other first orders satisfying the conditions , and / or the second order and the other second orders satisfying the conditions, when only a part of the conditions satisfy the conditions of execution. A financial product transaction management method in a financial product transaction management system, characterized in that:

A program which causes a computer to function as the financial product transaction management apparatus according to any one of claims 1 to 10 or the financial product transaction management system according to claim 11.