JP4542444B2 - Entrusted deposit / margin deposit automatic maintenance system and automatic deposit / margin deposit maintenance method - Google Patents

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, in many cases it is not possible to concentrate the funds on hand at the deposits of securities companies. 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. Including information on the minimum and maximum ratios of the security deposit ratio, which is the ratio of the contracted security deposit to the open interest, which is determined to exceed the minimum deposit maintenance ratio specified by the securities company as the maintenance condition. The customer's deposit including transaction information storage means for storing customer transaction information, and at least one of a margin transaction for margin transaction and a substitute security for consignment deposit And customer assets information storage means for storing information about the production, to obtain information about the assets under management of customer from said customer assets information storage unit, reflecting the market value of the assets under management, there is open interest credit transaction to the customer assets In the case, it is included in the transaction information stored in the transaction information storage means, the deposit asset evaluation means for calculating the evaluation value of the open interest, and in the case where there is a substitute security for the security deposit in the deposit assets, the evaluation value of the substitute securities For the customer determined to have an automatic maintenance contract based on the presence or absence of the automatic maintenance contract, the open interest calculated by the deposit asset evaluation means of the evaluation value of the security deposit including the evaluation value of the substitute security calculated by the deposit asset evaluation means deposit rate is the ratio for the valuations, check whether the matches to the maintenance condition included in the transaction information stored in said transaction information storing means, the deposit And funds transfer determining means for determining whether or not to transfer funds between accounts, if it is determined that the main transfer money in the funds transfer determining means, funds moved to the deposit rate satisfy the maintenance condition If the required deposit amount is less than the lower limit ratio defined in the maintenance conditions, from the required transfer amount that is the required amount and information related to the deposit account included in the customer basic information acquired from the customer information storage means Instructing the financial institution system to transfer the required transfer amount from the deposit account, if the deposit rate exceeds the upper limit ratio set in the maintenance conditions, the required transfer amount to the deposit account An instruction message creating means for creating an instruction message for instructing to perform the transfer process, and an instruction message transmitting means for transmitting the instruction message to a financial institution system. It is a consignment deposit automatic maintenance system characterized by that.

The first invention is an automatic deposit security maintenance system for maintaining a deposit guaranteed to a securities company in a margin transaction at a predetermined level, wherein a deposit designated in advance by a customer for transferring funds for the deposit Automatic maintenance that specifies that customer information storage means for storing basic customer information including information related to the account and that the funds transfer between the deposit account and the deposit guarantee account will be carried out if it meets the maintenance conditions for maintaining the trust deposit at a predetermined level Customer transactions that include information on whether there is a contract and the minimum and maximum amount of consignment deposits to be maintained, which are determined to exceed the required deposit for maintaining the minimum deposit maintenance rate specified by the securities company as the maintenance condition. Information relating to the customer's assets under custody including transaction information storage means for storing information, and at least one of margins for margin transactions and substitute securities for security deposits Stored asset information storage means to store, and information about a customer's deposit assets obtained from the deposit asset information storage means, and if the deposit asset has a margin of margin transaction, the position of the deposit asset reflects the market price of the deposit asset A deposit asset evaluation means for calculating a valuation value of the substitute security if the deposit asset has a substitute security for the security deposit, and the automatic maintenance contract included in the transaction information stored in the transaction information storage means For customers determined to have an auto-maintenance contract based on the presence or absence of the asset, the value of the security deposit including the value of the substitute securities calculated by the deposit asset evaluation means is the value of the open interest calculated by the deposit asset evaluation means Based on the required deposit calculated from the minimum deposit maintenance rate, the maintenance condition included in the transaction information stored in the transaction information storage means is met. And determining whether or not funds transfer with the deposit account is necessary, and when the fund transfer determination unit determines that the fund transfer is required, the evaluation value of the deposit is determined as the maintenance amount. From the required transfer amount, which is the amount that requires funds transfer to satisfy the conditions, and the information related to the deposit account included in the customer basic information acquired from the customer information storage means, the evaluation value of the trust deposit is the An instruction message instructing the financial institution system to perform transfer processing of the required transfer amount from the deposit account when the lower limit amount set in the maintenance condition is below, and the evaluation amount of the trust deposit is set in the maintenance condition If it exceeds the upper limit, the instruction message creating means for creating an instruction message for instructing to perform the transfer process of the required transfer amount to the deposit account, and the instruction message It is also possible to provide a consignment deposit automatic maintenance system characterized by comprising an instruction message transmission means for transmitting to a financial institution system .

  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. Stipulated in the scope of whether there is an automatic maintenance contract that stipulates that funds are transferred to and from a deposit account from a customer when the above maintenance conditions are met, and the maintenance condition specifies a range that exceeds the minimum guarantee maintenance rate specified by the securities company The transaction information storage means for storing customer transaction information including information on the lower limit ratio and the upper limit ratio of the security deposit rate, which is the ratio of the security deposit to the open interest, and at least one of the margin transaction open interest and the security deposit substitute Deposited asset information storing means for storing information related to the customer's deposited assets, and acquiring information related to the customer's deposited assets from the deposited asset information storing means, To reflect the market value of the serial assets under custody, custody if there is open interest of credit transactions in the custody assets valuation of the open interest, it said if there is a substitute securities Margin in assets under management is to calculate the fair value of the substitute securities Asset evaluation means, and evaluation of the substitute securities calculated by the deposit asset evaluation means 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 stored in the transaction information storage means The deposit rate, which is the ratio of the evaluation value of the security deposit including the amount to the evaluation value of the open interest calculated by the deposit asset evaluation unit , matches the maintenance condition included in the transaction information stored in the transaction information storage unit. and whether to confirm that the funds transfer determining means for determining whether or not to transfer funds to the deposit account, if it is determined that a main transfer money in the cash movement determining means , The need transfer amount is the amount which the fund transfer is necessary for the deposit rate satisfies the sustain condition, between the deposit account, the lower limit ratio the deposit rate is defined in the maintenance condition If the deposit amount is less than the funds transfer processing to transfer the necessary transfer amount from the deposit account, if the deposit rate exceeds the upper limit ratio defined in the maintenance conditions, the fund transfer processing to transfer the required transfer amount to the deposit account An automatic deposit maintenance deposit maintenance system characterized by comprising: Further, the second invention is an automatic deposit security maintenance system for maintaining a security deposit to a securities company in a margin transaction at a predetermined level, which matches a maintenance condition for maintaining the security deposit at a predetermined level. Then, there is an automatic maintenance contract that stipulates that funds are transferred to and from the deposit account from the customer, and the maintenance condition is determined within the range exceeding the required deposit to maintain the minimum deposit maintenance ratio specified by the securities company. Transaction information storage means for storing customer transaction information including information on the lower limit and upper limit of the contracted deposits to be maintained, and the deposit of the customer including at least one of margin transactions and substitute securities for trust deposits Asset information storage means for storing information related to assets, and information related to customer assets stored from the asset information storage means, A deposit asset valuation means for calculating a valuation value of the position when the deposit asset has a margin for a margin transaction, and a valuation value of the substitute security if the deposit asset has a security deposit substitute, Consignment deposit including the evaluation value of the substitute securities calculated by the deposit asset evaluation means 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 stored in the transaction information storage means Is included in the transaction information stored in the transaction information storage unit based on the required deposit calculated from the minimum deposit maintenance rate for the position value calculated by the deposit asset evaluation unit Checking whether the maintenance conditions are met and determining whether transfer of funds with the deposit account is necessary or not, and transferring funds in the transfer determination unit If it is determined that the amount of money required to transfer funds in order to satisfy the maintenance condition, the amount of money required to transfer funds, If the evaluation amount is lower than the lower limit amount set in the maintenance condition, the money transfer process for transferring the required transfer amount from the deposit account, and the evaluation value of the security deposit exceeds the upper limit amount set in the maintenance condition In this case, it is also possible to provide a consignment deposit automatic maintenance system comprising fund transfer processing means for executing a fund transfer process for transferring the required transfer amount to the deposit account.

  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. The presence or absence of an automatic maintenance contract that stipulates that funds are transferred between them, and the margin rate, which is the ratio of the margin margin to the open interest specified within the range exceeding the minimum margin maintenance rate specified by the securities company a transaction information storage means for storing customer transaction information including information on lower ratios and the upper limit ratio, futures options transactions open interest, at least a substitute securities margin One and customer assets information storage means for storing the information about the assets under management of customers, including, from said assets under management information storage means to obtain information about the customer's assets under management, reflecting the market value of the assets under management, the assets under If there is a futures / options position open position, the open position value will be calculated, and if the deposited assets have a deposit margin proxy , the value will be calculated. Evaluation value of the substitute securities calculated by the deposit asset evaluation unit 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 stored in the transaction information storage unit the customer assets evaluation means valuation margin containing a ratio valuation of the open positions that calculated margin ratio, taken stored in said transaction data storage means Check whether meets the maintenance condition included in the information, and funds transfer determining means for determining whether or not to transfer funds to the account, is determined to a main transfer money in the cash movement determining means The deposit rate included in the basic information of the customer acquired from the customer information storage means, and the required transfer amount that is an amount that requires the transfer of funds in order for the margin rate to satisfy the maintenance condition From the information, if the margin rate falls below the lower limit ratio set in the maintenance condition, an instruction message for instructing a financial institution system to transfer the required transfer amount from the deposit account If it exceeds the upper limit ratio set in the maintenance condition, the instruction message creating means for creating an instruction message instructing to perform the transfer process of the required transfer amount to the deposit account, A commission margin automatic maintenance system comprising: an instruction message transmission means for transmitting an instruction message to a financial institution system. The third invention is an automatic margin management system for maintaining margin deposits to securities companies in futures / options transactions for a predetermined level so that customers can transfer funds for margin deposits. The customer information storage means for storing the basic information of the customer including the information related to the deposit account specified in advance, and the transfer of funds between the deposit account if the maintenance condition for maintaining the margin deposit is met. The existence of an automatic maintenance contract that stipulates that the contract should be made, and the minimum amount of the margin deposit to be maintained, which is determined to exceed the required margin for maintaining the minimum margin maintenance ratio specified by the securities company as the maintenance condition, and The transaction information storage means for storing customer transaction information including information on the upper limit amount, and the above-mentioned advisor including at least one of futures and options open interests and proxy securities for margin deposits. Asset information storage means for storing information related to assets under deposit, and information relating to customer assets under custody acquired from the assets information storage means, and future assets and option transactions reflected in the assets under consideration reflecting the market value of the assets under deposit A deposit asset evaluation means for calculating an evaluation value of the deposit asset for calculating an evaluation value of the deposit asset, and an evaluation value of the substitute securities when the deposit asset has a substitute securities for the margin deposit. Consignment margin including the evaluation value of the substitute securities calculated by the deposit asset evaluation unit 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 stored in the transaction information storage unit The valuation amount of the transaction information rating is based on the required margin calculated from the minimum margin maintenance rate with respect to the evaluation value of the open interest calculated by the deposit asset evaluation means. Funds transfer determining means for confirming whether or not the maintenance condition included in the transaction information stored in the means is met, and determining whether or not funds transfer with the deposit account is necessary; Required amount of money that is required to transfer funds in order to satisfy the maintenance condition, and the basic information of the customer acquired from the customer information storage means The financial institution system performs transfer processing of the necessary transfer amount from the deposit account when the evaluation value of the margin deposit falls below the lower limit amount set in the maintenance condition from the information on the deposit account included in the information If the evaluation amount of the margin deposit exceeds the upper limit amount stipulated in the maintenance conditions, the transfer amount of the necessary transfer amount is transferred to the deposit account. A commission margin automatic maintenance system comprising: an instruction message creating means for creating an instruction message for instructing; and an instruction message transmitting means for transmitting the instruction message to a financial institution system may be provided.

  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. If there is an automatic maintenance contract that stipulates that the funds will be transferred to and from the customer's deposit account if the maintenance conditions for maintaining the standards are met, and the minimum margin maintenance rate specified by the securities company as the maintenance conditions. Transaction information storage means for storing customer transaction information including information on the lower limit ratio and upper limit ratio of the margin rate, which is the ratio of the margin margin to the open interest set within the range, and the open interest and contract evidence for futures and options Deposited asset information storage means for storing information relating to the customer's deposit assets including at least one of the money substitute securities, and the customer deposit assets from the deposit asset information storage means To get information about, reflecting the market value of the assets under custody, said if if there is open interest of futures and options trading in assets under management where there is a valuation, substitute securities of margin to the assets under custody of the open interest is Deposited asset evaluation means for calculating the valuation value of the substitute securities ; and 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, A margin rate, which is a ratio of an evaluation value of the margin deposit including the evaluation value of the substitute securities calculated by the evaluation unit to the evaluation value of the open interest calculated by the deposit asset evaluation unit, is stored in the transaction information storage unit The funds transfer determining means for checking whether or not the maintenance conditions included in the transaction information are met, and determining whether or not funds transfer with the deposit account is necessary, Te If it is determined that the main transfer money, the necessary transfer amount is the amount which the fund transfer is necessary for the margin ratio satisfies the sustain condition, between the deposit account, the When the margin rate falls below the lower limit ratio set in the maintenance condition, when the deposit rate exceeds the upper limit ratio set in the maintenance condition, the money transfer process to transfer the required transfer amount from the deposit account Is a fund transfer processing means for executing a fund transfer process for transferring the required transfer amount to the deposit account . In addition, the fourth invention is a system for automatically maintaining a margin deposit to a securities company in a futures / option transaction at a predetermined level for maintaining the margin margin at a predetermined level. To maintain the minimum margin maintenance rate specified by the securities company as the maintenance condition Transaction information storage means for storing customer transaction information including information on the lower limit and upper limit of the contract margin to be maintained, which is defined in excess of the margin, as well as open interest for futures and options, substitute for contract margin Deposited asset information storing means for storing information related to the customer's deposited assets including at least one of the securities, and collecting information related to the customer's deposited assets from the deposited asset information storing means. If the deposit asset has a futures / options position open position that reflects the market value of the deposit assets, the open position valuation value, and if the deposit assets have a deposit margin substitute certificate, The deposit asset evaluation unit calculates a deposit asset evaluation unit that calculates a valuation amount and 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. Based on the required margin calculated from the minimum margin maintenance rate with respect to the evaluation value of the open interest calculated by the deposit asset evaluation means, the evaluation value of the margin deposit including the evaluation value of the substitute securities, Checking whether the maintenance condition included in the transaction information stored in the transaction information storage means is met, and determining whether or not funds transfer with the deposit account is necessary, When it is determined that money transfer is required by the gold transfer determination means, the deposit account is used for a required transfer amount, which is an amount that requires the transfer of funds in order to satisfy the maintenance condition. And the transfer amount of money to transfer the necessary transfer amount from the deposit account when the evaluation value of the margin deposit is below the lower limit amount set in the maintenance condition, the evaluation amount of the margin deposit is A fund transfer processing means for executing a fund transfer process for transferring the required transfer amount to the deposit account when the upper limit amount set in the maintenance condition is exceeded; You can also

  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 a security deposit corresponding to the first invention is a method for 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 Security deposit rate, which is the ratio of contracted deposits to open interests determined in the range exceeding the minimum deposit maintenance rate specified by the securities company as the maintenance condition , and whether there is an automatic maintenance contract that stipulates that funds transfer to a deposit account A transaction information storage unit for storing customer transaction information including information on the lower limit ratio and the upper limit ratio of the client, and a deposit for storing information on the customer's deposit assets including at least one of margin trading margin substitute securities A computer system of a securities company comprising an asset information storage unit, and obtains information related to customer deposit assets from the deposit asset information storage unit. To, to reflect the market value of the assets under custody, valuation of the open positions if there is open interest of credit transactions in the assets under management, the valuation of the substitute securities If the customer assets there is a substitute securities margin requirements A deposit asset evaluation step for calculating a 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. The security deposit rate, which is the ratio of the evaluation value of the security deposit including the evaluation value of the substitute security calculated in step 1 to the evaluation value of the open interest calculated in the deposit asset evaluation step, is stored in the transaction information stored in the transaction information storage unit. A fund transfer determining step for determining whether or not funds transfer with the deposit account is necessary by confirming whether the maintenance condition included is satisfied; and System, if it is determined that the main transfer money in the funds transfer determination step, the necessary transfer amount is the amount needed funds moved to the deposit rate satisfies the sustain condition, the customer information From the information about the deposit account included in the basic information of the customer acquired from the storage unit, when the deposit rate is lower than the lower limit ratio defined in the maintenance condition, transfer processing of the necessary transfer amount from the deposit account An instruction message is issued to instruct the financial institution system to transfer the required transfer amount to the deposit account when the deposit rate exceeds the upper limit ratio defined in the maintenance condition. Instruction message creation step, and the computer system includes an instruction message transmission step for transmitting the instruction message to a financial institution system. This is an automatic maintenance method for consignment deposits.

In addition, the method for automatically maintaining a security deposit corresponding to the first invention is a method for automatically maintaining a security deposit to a securities company in a margin transaction. 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. There is an automatic maintenance contract that stipulates that the funds will be transferred at the minimum, and the lower limit amount of the security deposit to be maintained that is determined to exceed the required deposit to maintain the minimum deposit maintenance ratio specified by the securities company as the maintenance condition. And a transaction information storage unit that stores customer transaction information including information on the upper limit amount, and before including at least one of margin transactions for margin transactions and substitute securities for consignment deposits A securities company computer system having a deposit asset information storage unit for storing information related to customer deposit assets, obtains information on customer deposit assets from the deposit asset information storage unit, and reflects the market value of the deposit assets A deposit asset evaluation step of calculating an evaluation value of the open interest when the deposit asset has a margin for margin trading, and an evaluation value of the substitute securities when the deposit asset has a substitute security for a security deposit; and the computer 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, the system calculates the evaluation value of the substitute security calculated in the deposit asset evaluation step Calculated from the minimum security deposit maintenance rate for the value of the open interest calculated in the deposit asset evaluation step. Funds transfer to determine whether or not it is necessary to transfer funds with the deposit account by confirming whether or not the maintenance conditions included in the transaction information stored in the transaction information storage unit are met based on the required deposit When the determination step and the computer system determine that the transfer of funds is required in the transfer of funds determination step, the evaluation amount of the deposit is an amount that requires transfer of funds to satisfy the maintenance condition 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 unit, the deposit account if the evaluation value of the deposit is less than the lower limit amount set in the maintenance condition From the instruction message instructing the financial institution system to perform the transfer process of the required transfer amount, the evaluation value of the consignment deposit is set in the maintenance condition An instruction message creating step for creating an instruction message for instructing to perform transfer processing of the required transfer amount to the deposit account when exceeding an upper limit amount, and an instruction for the computer system to transmit the instruction message to a financial institution system It is also possible to adopt a method for automatically maintaining a consignment deposit characterized by comprising a message transmission step .

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. If there is an automatic maintenance contract that stipulates that funds are transferred to and from a customer's deposit account if the maintenance conditions for maintenance are met, and the minimum guarantee maintenance rate specified by the securities company as the maintenance conditions is exceeded. At least one of the transaction information storage unit that stores customer transaction information including information on the lower limit ratio and the upper limit ratio of the security deposit ratio, which is the ratio of the specified security deposit to the open interest, and the margin of the margin transaction and substitute securities for the security deposit A deposit asset information storage unit for storing information related to the customer's deposit assets, including the deposit asset information storage unit. To get information about the Luo customer assets under custody, reflecting the market value of the assets under custody, if there is open interest of credit transactions in the custody assets valuation of the open interest, there is a substitute securities Margin to the assets under custody In this case, it is determined that there is 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, a deposit rate that is a ratio of a valuation amount of a security deposit including an evaluation value of the substitute securities calculated in the deposit asset evaluation step to an evaluation value of the open interest calculated in the deposit asset evaluation step is the transaction information. Check whether the maintenance condition included in the transaction information stored in the storage unit is met, and determine whether or not it is necessary to transfer funds with the deposit account. A movement determination step, the computer system, when it is determined that the main transfer money in the funds transfer determining step requires the deposit rate is the amount needed funds moved to satisfy the maintenance condition Regarding the transfer amount, when the deposit rate is below the lower limit ratio defined in the maintenance conditions with the deposit account, a fund transfer process for transferring the required transfer amount from the deposit account, the deposit rate is A fund transfer processing step for executing a fund transfer process for transferring the required transfer amount to the deposit account if the upper limit ratio set in the maintenance condition is exceeded , is there. In addition, the method for automatically maintaining a security deposit corresponding to the second invention is a method for automatically maintaining a security deposit to secure a security deposit to a securities company in a margin transaction. If there is an automatic maintenance contract that stipulates that the funds will be transferred to and from the customer's deposit account if the maintenance conditions for maintaining the standards are met, and the minimum deposit maintenance ratio specified by the securities company is maintained as the maintenance conditions. A transaction information storage unit that stores customer transaction information including information on the lower limit and upper limit amounts of consignment deposits to be maintained, which are set in excess of the required deposits, and margins for margin transactions, proxy securities for consignment deposits A depository asset information storage unit for storing information related to the deposit assets of the customer including at least one of Obtain information on customer assets from the information storage unit and reflect the market value of the assets under management. A deposit asset evaluation step for calculating an evaluation value of the substitute securities if there is a security, and an automatic maintenance contract exists 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 With respect to the customer determined as follows, the evaluation value of the security deposit including the evaluation value of the substitute securities calculated in the deposit asset evaluation step is the minimum deposit maintenance for the evaluation value of the open interest calculated in the deposit asset evaluation step. Check whether the maintenance conditions included in the transaction information stored in the transaction information storage unit match the required deposit calculated from the rate. A fund transfer determination step for determining whether or not funds transfer with the deposit account is necessary, and when the computer system determines that a fund transfer is required in the fund transfer determination step, For the required transfer amount, which is the amount that requires transfer of funds in order to satisfy the maintenance conditions, when the value of the security deposit is below the lower limit set in the maintenance conditions with the deposit account A fund transfer process for transferring the required transfer amount from the deposit account, and a fund transfer process for transferring the required transfer amount to the deposit account when the evaluation value of the trust deposit exceeds the upper limit amount set in the maintenance condition It is also possible to provide a method for automatically maintaining a consignment deposit characterized by comprising:

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 stipulates that funds are transferred to and from a deposit account, and the ratio of the margin margin to the open interest determined within the range exceeding the minimum margin maintenance ratio specified by the securities company as the maintenance condition. and transaction information storage unit for storing transaction information of customers, including information about the lower limit ratio and the upper limit ratio of margin rates, futures and options trading of open interest, and less of the substitute securities of margin A depositing asset information storage unit that stores information relating to the customer's deposit assets, including one, and obtains information related to the customer's deposit assets from the deposit asset information storage unit, and Calculates the valuation value of the open interest if the deposit asset has a future or option open position that reflects the market value of the asset, and calculates the valuation value of the substitute security if the deposit asset has a proxy for the margin deposit A deposit asset evaluation step and the computer system calculates in the deposit asset evaluation step for 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 unit The ratio of the valuation value of the margin deposit including the valuation value of the substitute securities to the valuation value of the open interest calculated in the deposit asset evaluation step There margin rate, the check whether the matches in the maintenance condition included in the stored transaction information to the transaction information storage unit, funds transfer determining step of determining whether or not to transfer funds to the deposit account when the computer system, when it is determined that the main transfer money in the funds transfer determination step, required movement amount the margin rate is the amount needed funds moved to satisfy the maintenance condition From the information on the deposit account included in the customer basic information acquired from the customer information storage unit, if the margin rate is lower than the lower limit ratio defined in the maintenance condition, the required transfer amount from the deposit account If the margin rate exceeds the upper limit ratio set in the maintenance condition, the instruction message for instructing the financial institution system to perform the transfer process is transferred to the deposit account. An instruction message creating step for creating an instruction message for instructing to perform a transfer process of a required transfer amount, and an instruction message transmitting step for transmitting the instruction message to a financial institution system by the computer system, This is an automatic maintenance method for contract margin. An automatic margin maintenance method corresponding to the third aspect of the invention is an automatic margin maintenance method for maintaining margin deposits for securities companies in futures and options transactions at a predetermined level. 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, there is an automatic maintenance contract that stipulates that funds transfer to the deposit account, and the maintenance condition is set in a range that exceeds the margin required to maintain the minimum margin maintenance rate specified by the securities company. A transaction information storage unit that stores customer transaction information including information on the lower limit and upper limit of contract margins to be maintained, open interests for futures and options, and proxy securities for contract margins A computer system of a securities company comprising a deposit asset information storage unit that stores information related to the customer's deposit assets including at least one, obtains information related to the customer's deposit assets from the deposit asset information storage unit, and Reflects the market value of the assets under custody, if the assets under custody have futures / options open positions, the valuation price of the positions is calculated, and if the custody assets have securities in lieu of margin, the value of the substitution securities is calculated. A deposit asset evaluation step, and the computer system determines whether there is 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. The evaluation value of the margin deposit including the calculated evaluation value of the substitute securities is the evaluation value of the open interest calculated in the deposit asset evaluation step On the basis of the required margin calculated from the minimum margin maintenance rate, to confirm whether the maintenance conditions included in the transaction information stored in the transaction information storage unit, the deposit account and A fund transfer determination step for determining whether or not fund transfer is necessary, and when the computer system determines that a fund transfer is required in the fund transfer determination step, the evaluation amount of the margin deposit satisfies the maintenance condition From the required transfer amount, which is the amount that requires the transfer of funds to perform, and the information related to the deposit account included in the customer basic information acquired from the customer information storage unit, the evaluation amount of the margin deposit is the maintenance condition If it is below the lower limit amount stipulated in (1), an instruction message for instructing the financial institution system to transfer the required transfer amount from the deposit account, An instruction message creating step for creating an instruction message for instructing to perform transfer processing of the required transfer amount to the deposit account when the evaluation amount of gold exceeds the upper limit amount set in the maintenance condition; and And an instruction message transmission step of transmitting the instruction 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. Presence or absence of an automatic maintenance contract that stipulates that funds are transferred to and from a deposit account from a customer if the maintenance conditions for maintaining gold at a predetermined level are met, and the minimum evidence specified by the securities company as the maintenance conditions A transaction information storage unit that stores customer transaction information including information on the lower limit ratio and the upper limit ratio of the margin ratio, which is the ratio of the margin margin to the open interest set within a range exceeding the gold maintenance ratio, and futures and options A securities company computer system comprising: a deposit asset information storage unit that stores information relating to the customer's deposit assets including at least one of the open securities and substitute securities for margin deposits; To get the information about the customer's assets under custody from the assets under management information storage unit, said to reflect the market value of assets under custody, if there is open interest of futures and options traded on the deposit assets valuation of the open interest, the assets under custody A deposit asset evaluation step for calculating a valuation value of the substitute security , and when the computer system includes the automatic maintenance contract included in the transaction information stored in the transaction information storage unit. For customers determined to have an auto-maintenance contract based on the presence or absence, the evaluation value of the margin deposit including the evaluation value of the substitute securities calculated in the deposit asset evaluation step with respect to the evaluation value of the open interest calculated in the deposit asset evaluation step the ratio margin rate, to check whether the matches to the maintenance condition included in the stored in the transaction information storage unit transaction information, the deposits Sufficiency and funds transfer determining step of determining whether or not to transfer funds between accounts, the computer system, when it is determined that the main transfer money in the funds transfer determination step, the margin rate is the maintenance condition If the margin rate is less than the lower limit ratio set in the maintenance condition with respect to the required deposit amount, which is the amount that requires the transfer of funds to A fund transfer process for transferring a required transfer amount, a fund transfer processing step for executing a fund transfer process for transferring the required transfer amount to the deposit account when the margin rate exceeds an upper limit ratio defined in the maintenance condition ; , A method for automatically maintaining a margin deposit. An automatic margin maintenance method corresponding to the fourth invention is an automatic margin maintenance method for maintaining margin deposits to securities companies in futures and options transactions at a predetermined level, If there is an automatic maintenance contract that stipulates that funds transfer to a deposit account from a customer if the maintenance conditions for maintaining consignment margin at a predetermined level are met, and specified by the securities company as the maintenance conditions A transaction information storage unit that stores customer transaction information including information on the lower limit and upper limit amounts of the margin deposits to be maintained, which are set in excess of the required margin to maintain the minimum margin maintenance rate, and futures A securities company computer comprising: a deposit asset information storage unit for storing information on the customer's deposit assets including at least one of open interests for option transactions and substitute securities for margin deposits System acquires information on customer assets under custody from the asset information storage unit, and reflects the market value of the assets under custody, if the custody asset has open interests in futures and options, A deposit asset evaluation step of calculating a valuation value of the substitute security if the deposit asset has a substitute security for the margin deposit; and the computer system includes the automatic information included in the transaction information stored in the transaction information storage unit For customers determined to have automatic maintenance contracts based on the presence or absence of maintenance contracts, the evaluation value of the margin deposit including the evaluation value of the substitute securities calculated in the deposit asset evaluation step is the open interest calculated in the deposit asset evaluation step Before being included in the transaction information stored in the transaction information storage unit based on the required margin calculated from the minimum margin maintenance rate for the evaluation amount of A fund transfer determination step for determining whether or not funds transfer with the deposit account is necessary by confirming whether or not the maintenance conditions are met; and the computer system determines that a fund transfer is required in the fund transfer determination step. In the case where the estimated amount of the margin deposit is an amount required to transfer funds in order to satisfy the maintenance condition, the estimated amount of the margin deposit with the deposit account Is less than the lower limit amount stipulated in the maintenance conditions, the funds transfer process to transfer the required transfer amount from the deposit account, the evaluation value of the margin deposit exceeds the upper limit amount stipulated in the maintenance conditions Has a fund transfer process step of executing a fund transfer process for transferring the required transfer amount to the deposit account, It can also be.

  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. FIGS. 11 to 13 are first to third flowcharts respectively showing the processing flow of the consignment deposit automatic maintenance system according to the present invention. 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 using FIGS. 7-14 here.

  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 on stocks including open interests and substitute securities that are held as a result of transactions by customers 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 the table storing the basic transaction information includes the information shown in the example of FIG.

  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 the deposit money 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;
Presence / absence of an automatic maintenance contract that stipulates that funds are transferred to or from the deposit account when the maintenance conditions for maintaining consignment security deposits at a predetermined level are met, and the minimum security deposit maintenance rate specified by the securities company as the maintenance conditions A transaction information storage means for storing customer transaction information including information on a lower limit ratio and an upper limit ratio of the deposit rate, which is a ratio of the contracted deposit to the open interest set in a range exceeding
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;
Obtain information on customer assets under custody asset storage from the custody asset information storage means, and reflect the market price of the assets under custody, and if the assets under custody have a margin for margin transactions, the value of the position is entrusted to the assets under custody A deposit asset valuation means for calculating a valuation value of the substitute security if there is a substitute for the deposit;
Consignment deposit including the evaluation value of the substitute securities calculated by the deposit asset evaluation means 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 stored in the transaction information storage means Confirming that the security deposit rate, which is the ratio of the evaluation value of the deposit asset evaluation means to the evaluation value of the open interest, matches the maintenance condition included in the transaction information stored in the transaction information storage means Funds transfer determination means for determining whether or not funds transfer with the deposit account is necessary,
If it is determined that the main transfer money in the funds transfer determining means, and the required movement amount the deposit rate is the amount of funds moved required to satisfy the maintenance condition, from the customer information storage From the information about the deposit account included in the acquired basic information of the customer , the financial institution performs the transfer process of the required transfer amount from the deposit account when the deposit rate falls below the lower limit ratio set in the maintenance condition Create an instruction message for instructing the system to create an instruction message for instructing the transfer process of the required transfer amount to the deposit account when the deposit rate exceeds the upper limit ratio set in the maintenance condition Means,
Instruction message transmission means for transmitting the instruction message to a financial institution system;
Consignment deposit automatic maintenance system characterized by comprising 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;
Presence / absence of an automatic maintenance contract that stipulates that funds are transferred to the deposit account if the maintenance conditions for maintaining consignment security deposits at a prescribed level are met, and the minimum deposit maintenance rate specified by the securities company as the maintenance conditions Transaction information storage means for storing customer transaction information including information on the lower limit amount and upper limit amount of consignment deposits to be maintained, which is determined in a range exceeding the required deposit amount for maintaining
Deposited asset information storage means for storing information related to the customer's deposited assets, including at least one of margin transactions and substitute securities for trust deposits;
Obtain information on customer assets under custody asset storage from the custody asset information storage means, and reflect the market price of the assets under custody, and if the assets under custody have a margin for margin transactions, the value of the position is entrusted to the assets under custody A deposit asset valuation means for calculating a valuation value of the substitute security if there is a substitute for the deposit;
Consignment deposit including the evaluation amount of the substitute securities calculated by the deposit asset evaluation unit 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 stored in the transaction information storage unit Is included in the transaction information stored in the transaction information storage unit based on the required deposit calculated from the minimum deposit maintenance rate for the position value calculated by the deposit asset evaluation unit Checking whether the maintenance condition is met, fund transfer determination means for determining whether funds transfer with the deposit account is necessary,
And if it is determined that the required funds movement, required movement amount of money valuation of the Margin is the amount of money that the fund transfer is necessary in order to satisfy the maintenance conditions in the capital movement determining means, the customer information Transfer processing of the required transfer amount from the deposit account when the deposit deposit evaluation value is lower than the lower limit amount set in the maintenance condition from the information on the deposit account included in the basic information of the customer acquired from the storage means An instruction message instructing the financial institution system to perform an instruction to transfer the necessary transfer amount to the deposit account if the evaluation value of the security deposit exceeds the upper limit amount set in the maintenance condition An instruction message creating means for creating an instruction message to be performed;
An instruction message transmission means for transmitting the instruction message to a financial institution system;
Consignment deposit automatic maintenance system characterized by comprising 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 Security deposit rate, which is the ratio of contracted deposits to open interests determined in the range exceeding the minimum deposit maintenance rate specified by the securities company as the maintenance condition , and whether there is an automatic maintenance contract that stipulates that funds transfer to a deposit account A transaction information storage unit for storing customer transaction information including information on the lower limit ratio and the upper limit ratio of the client, and a deposit for storing information on the customer's deposit assets including at least one of margin trading margin substitute securities A computer system of a securities company comprising an asset information storage unit, and obtains information related to customer deposit assets from the deposit asset information storage unit. To, to reflect the market value of the assets under custody, valuation of the open positions if there is open interest of credit transactions in the assets under management, the valuation of the substitute securities If the customer assets there is a substitute securities margin requirements A deposit asset evaluation step to be calculated;
The computer system evaluates the substitute securities calculated 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 stored in the transaction information storage unit. The deposit rate, which is the ratio of the evaluation value of the security deposit including the amount to the evaluation value of the open interest calculated in the deposit asset evaluation step, matches the maintenance condition included in the transaction information stored in the transaction information storage unit. Fund transfer determination step of determining whether or not it is necessary to transfer funds with the deposit account,
Said computer system, if it is determined that the main transfer money in the funds transfer determination step, the necessary transfer amount the deposit rate is the amount needed funds moved to satisfy the maintenance conditions, the From the information about the deposit account included in the customer basic information acquired from the customer information storage unit, if the deposit rate is below the lower limit ratio set in the maintenance condition, transfer processing of the required transfer amount from the deposit account An instruction message instructing the financial institution system to perform an instruction message instructing that the transfer amount of the required transfer amount is transferred to the deposit account when the deposit rate exceeds the upper limit ratio set in the maintenance condition. Instruction message creation step to create,
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: 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 There should be an automatic maintenance contract that stipulates that funds transfer to and from a deposit account, and the maintenance conditions specified in the range exceeding the required deposit to maintain the minimum deposit maintenance rate specified by the securities company as the maintenance condition. A transaction information storage unit that stores customer transaction information including information on the lower limit and upper limit of trust deposits, and information on the customer's deposit assets including at least one of margin deposits and substitute securities for trust deposits A securities company computer system comprising: a deposit asset information storage unit configured to store information about customer deposit assets from the deposit asset information storage unit; Acquired, the valuation of the market value of assets under management, reflecting the, the valuation of the open positions if there is open interest of credit transactions in assets under management, the substitute securities If the customer assets there is a substitute securities margin requirements The asset valuation step to calculate
The computer system evaluates the substitute securities calculated 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 stored in the transaction information storage unit. The evaluation value of the security deposit including the amount is stored in the transaction information storage unit based on the required security calculated from the minimum deposit maintenance rate with respect to the value of the open interest calculated in the deposit asset evaluation step Checking whether the maintenance conditions included in the transaction information are met, and determining whether or not funds transfer with the deposit account is necessary,
It said computer system, if it is determined that the main transfer money in the funds transfer determination step, required movement amount valuation of the Margin is the amount of the fund transfer is necessary in order to satisfy the maintenance condition From the information related to the deposit account included in the customer basic information acquired from the customer information storage unit, if the evaluation value of the trust deposit is less than the lower limit amount set in the maintenance condition, the required from the deposit account If the instruction message for instructing the financial institution system to perform transfer processing of the transfer amount, if the evaluation amount of the deposit guarantee exceeds the upper limit amount set in the maintenance condition, the transfer process of the necessary transfer amount to the deposit account An instruction message creating step for creating an instruction message instructing to perform
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: An automatic security deposit management system for maintaining a security deposit to a securities company in a margin transaction at a predetermined level,
Presence or absence of an automatic maintenance contract that stipulates that funds transfer to or from a deposit account from a customer if the maintenance conditions for maintaining the consignment guarantee deposit at a predetermined level are met, and the minimum specified by the securities company as the maintenance conditions Transaction information storage means for storing customer transaction information including information on the lower limit ratio and the upper limit ratio of the deposit rate, which is the ratio of the contracted deposit to the open interest set in a range exceeding the deposit maintenance rate ;
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;
Obtain information on customer assets under custody asset information storage means and reflect the market value of the assets under custody. A deposit asset valuation means for calculating a valuation value of the substitute security if there is a substitute for the deposit;
Consignment deposit including the evaluation value of the substitute securities calculated by the deposit asset evaluation means 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 stored in the transaction information storage means Confirming that the security deposit rate, which is the ratio of the evaluation value of the deposit asset evaluation means to the evaluation value of the open interest, matches the maintenance condition included in the transaction information stored in the transaction information storage means Funds transfer determination means for determining whether or not funds transfer with the deposit account is necessary,
If it is determined that the main transfer money in the funds transfer determining means, for required movement amount the deposit rate is the amount needed funds moved to satisfy the maintenance conditions, and the deposit account If the deposit rate falls below the lower limit ratio set in the maintenance condition, the fund transfer process for transferring the required transfer amount from the deposit account is performed, and the deposit rate is set to the upper limit ratio set in the maintenance condition. If it exceeds, fund transfer processing means for executing a fund transfer process to transfer the required transfer amount to the deposit account ;
Consignment deposit automatic maintenance system characterized by comprising An automatic security deposit management system for maintaining a security deposit to a securities company in a margin transaction at a predetermined level,
Presence or absence of an automatic maintenance contract that stipulates that funds transfer to or from a deposit account from a customer if the maintenance conditions for maintaining the consignment guarantee deposit at a predetermined level are met, and the minimum specified by the securities company as the maintenance conditions Transaction information storage means for storing customer transaction information including information on the lower limit amount and the upper limit amount of consignment deposits to be maintained, which is determined in the range exceeding the required deposit amount for maintaining the deposit maintenance rate ;
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;
Obtain information on customer assets under custody asset information storage means and reflect the market value of the assets under custody. A deposit asset valuation means for calculating a valuation value of the substitute security if there is a substitute for the deposit;
Consignment deposit including the evaluation value of the substitute securities calculated by the deposit asset evaluation means 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 stored in the transaction information storage means Is included in the transaction information stored in the transaction information storage unit based on the required deposit calculated from the minimum deposit maintenance rate for the position value calculated by the deposit asset evaluation unit Checking whether the maintenance condition is met, fund transfer determination means for determining whether funds transfer with the deposit account is necessary,
If it is determined that the main transfer money in the funds transfer determining means, the need transfer amount is the amount which the fund transfer is necessary for valuation of the Margin to satisfy the maintenance conditions, the deposits When the value of the contracted deposit is less than the lower limit amount set in the maintenance conditions with the account, the funds transfer process for transferring the required transfer amount from the deposit account is performed. A fund transfer processing means for executing a fund transfer process for transferring the required transfer amount to the deposit account when exceeding the upper limit amount set in the maintenance condition ;
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,
Presence or absence of an automatic maintenance contract that stipulates that funds transfer to or from a deposit account from a customer if the maintenance conditions for maintaining the consignment guarantee deposit at a predetermined level are met, and the minimum specified by the securities company as the maintenance conditions A transaction information storage unit that stores customer transaction information including information on the lower limit ratio and the upper limit ratio of the security deposit ratio, which is the ratio of the contract security deposit to the open interest set within a range exceeding the security deposit maintenance rate; A brokerage asset information storage unit that stores information relating to the customer's deposit assets including at least one of the substitute securities of the securities company, and obtains information relating to the customer deposit assets from the deposit asset information storage unit to, said to reflect the market value of assets under custody, if there is open interest of credit transactions in the custody assets valuation of the open interest, entrusted to the assets under custody And assets under custody evaluation step of calculating the fair value of the substitute securities if there is a substitute securities Akashikin,
The computer system evaluates the substitute securities calculated 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 stored in the transaction information storage unit. The deposit rate, which is the ratio of the evaluation value of the security deposit including the amount to the evaluation value of the open interest calculated in the deposit asset evaluation step, matches the maintenance condition included in the transaction information stored in the transaction information storage unit. Funds transfer determination step of determining whether or not funds transfer with the deposit account is necessary,
Said computer system, if it is determined that the main transfer money in the funds transfer determination step, the necessary transfer amount is the amount which the fund transfer is necessary for the deposit rate satisfies the sustain condition, the When the deposit rate is less than the lower limit ratio set in the maintenance condition with the deposit account, the deposit rate is set in the maintenance condition for the fund transfer process to transfer the required transfer amount from the deposit account. A fund transfer process step of executing a fund transfer process for transferring the required transfer amount to the deposit account if the upper limit ratio is exceeded ;
A method for automatically maintaining consignment deposits, 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,
Presence or absence of an automatic maintenance contract that stipulates that funds transfer to or from a deposit account from a customer if the maintenance conditions for maintaining the consignment guarantee deposit at a predetermined level are met, and the minimum specified by the securities company as the maintenance conditions A transaction information storage unit for storing customer transaction information including information on the lower limit and upper limit amounts of consignment deposits to be maintained, which are determined to exceed the required deposit to maintain the deposit maintenance rate ; 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 security deposits for the security deposit; the information relating to the customer deposit assets from the deposit asset information storage unit; to get, to reflect the market value of the assets under custody, if there is open interest of credit transactions in the custody assets valuation of the open interest, to the assets under custody And assets under custody evaluation step of calculating the fair value of the substitute securities if there is a substitute securities entrusted deposit,
The computer system evaluates the substitute securities calculated 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 stored in the transaction information storage unit. The evaluation value of the security deposit including the amount is stored in the transaction information storage unit based on the required security calculated from the minimum deposit maintenance rate with respect to the value of the open interest calculated in the deposit asset evaluation step Checking whether the maintenance conditions included in the transaction information are met, and determining whether or not funds transfer with the deposit account is necessary,
The computer system is, if it is determined that the main transfer money in the funds transfer determination step, required movement amount valuation of the Margin is the amount of the fund transfer is necessary in order to satisfy the maintenance condition With respect to the deposit deposit account, when the evaluation value of the deposit deposit is less than the lower limit amount set in the maintenance conditions, the deposit deposit process is performed to transfer the necessary transfer amount from the deposit account. A transfer process step for executing a transfer process for transferring the required transfer amount to the deposit account if the evaluation amount exceeds the upper limit amount set in the maintenance condition ;
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;
Presence / absence of an automatic maintenance contract that stipulates that funds transfer to the deposit account when meeting the maintenance conditions for maintaining consignment margin at a predetermined level, and the minimum margin specified by the securities company as the maintenance conditions Transaction information storage means for storing customer transaction information including information on the lower limit ratio and the upper limit ratio of the margin rate, which is the ratio of the margin margin to the open interest set within a range exceeding the maintenance rate ;
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;
When information on customer assets under custody is acquired from the custody asset information storage means and the market value of the assets under custody is reflected, if the assets under custody of futures / options have an open position, the value of the position, the assets under custody A deposit asset evaluation means for calculating a valuation value of a deposit asset for calculating a valuation value of the substitute security
Consignment evidence including the evaluation value of the substitute securities calculated by the deposit asset evaluation unit for customers 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 Whether the margin rate, which is the ratio of the evaluated value of gold to the evaluated value of the open interest calculated by the deposit asset evaluating means , matches the maintenance condition included in the transaction information stored in the transaction information storing means Confirming and determining whether or not funds transfer with the deposit account is necessary;
If it is determined that the main transfer money in the funds transfer determining means, and the required transfer amount is the amount which the fund transfer is necessary for the margin ratio satisfies the sustain condition, the customer information storage From the information about the deposit account included in the basic information of the customer acquired more, if the margin rate is below the lower limit ratio defined in the maintenance condition, the transfer process of the necessary transfer amount from the deposit account Create an instruction message instructing the financial institution system to instruct the deposit account to transfer the required transfer amount if the margin rate exceeds the upper limit ratio set in the maintenance condition Instruction message creation means,
Instruction message transmission means for transmitting the instruction message to a financial institution system;
A contract margin automatic maintenance system characterized by 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;
Presence / absence of an automatic maintenance contract that stipulates that funds transfer to the deposit account when meeting the maintenance conditions for maintaining consignment margin at a predetermined level, and the minimum margin specified by the securities company as the maintenance conditions Transaction information storage means for storing customer transaction information including information on the lower limit amount and the upper limit amount of the margin deposit to be maintained, which is determined in a range exceeding the required margin for maintaining the maintenance rate ;
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;
When information on customer assets under custody is acquired from the custody asset information storage means and the market value of the assets under custody is reflected, if the assets under custody of futures / options have an open position, the value of the position, the assets under custody A deposit asset evaluation means for calculating a valuation value of a deposit asset for calculating a valuation value of the substitute security
Consignment evidence including the evaluation value of the substitute securities calculated by the deposit asset evaluation unit for customers 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 Transaction information stored in the transaction information storage means based on the required margin calculated from the minimum margin maintenance rate with respect to the evaluation value of the open interest calculated by the deposit asset evaluation means Confirming whether or not the maintenance conditions included are included, fund transfer determination means for determining whether or not funds transfer with the deposit account is necessary,
And when it is determined that the main transfer money, required movement amount valuation of the margin requirement is the amount of the fund transfer is necessary in order to satisfy the maintenance condition in said funds transfer determining means, the customer From the information about the deposit account included in the basic information of the customer acquired from the information storage means, when the evaluation value of the margin deposit is less than the lower limit amount set in the maintenance condition, the amount of the required transfer amount from the deposit account Instructing the financial institution system to perform the transfer process, if the evaluation value of the margin deposit exceeds the upper limit amount set in the maintenance conditions, the transfer process of the required transfer amount is performed to the deposit account and designation message generation means for generating an indication message to indicate that,
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, whether there is an automatic maintenance contract that stipulates that funds transfer to or from the deposit account, and the ratio of the margin deposit to the open interest set within the range exceeding the minimum margin maintenance rate specified by the securities company as the maintenance condition The transaction information storage unit for storing customer transaction information including information on the lower limit ratio and the upper limit ratio of the margin rate, and the customer's A securities company computer system comprising: a deposit asset information storage unit for storing information relating to deposit assets; That information to get, to reflect the market value of the assets under custody, the case if there is open interest of futures and options trading in assets under management where there is a valuation, substitute securities of margin to the assets under custody of the open interest is A deposit asset evaluation step for calculating a valuation amount of the substitute securities ; and
The computer system evaluates the substitute securities calculated 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 stored in the transaction information storage unit. The margin rate, which is the ratio of the evaluation value of the margin deposit including the amount to the evaluation value of the open interest calculated in the deposit asset evaluation step, is included in the maintenance condition included in the transaction information stored in the transaction information storage unit A fund transfer determination step of checking whether they match and determining whether or not it is necessary to transfer funds with the deposit account;
Said computer system, if it is determined that the main transfer money in the funds transfer determination step, the necessary transfer amount is the amount needed funds moved to the margin ratio satisfies the maintenance condition, Transfer of the required transfer amount from the deposit account when the margin rate is lower than the lower limit ratio defined in the maintenance condition from the information on the deposit account included in the customer basic information acquired from the customer information storage unit An instruction message instructing the financial institution system to perform processing is instructed to transfer the necessary transfer amount to the deposit account when the margin rate exceeds the upper limit ratio set in the maintenance condition. An instruction message creating step for creating an instruction message;
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 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, there is an automatic maintenance contract that stipulates that funds transfer to the deposit account, and the maintenance condition is set in a range that exceeds the margin required to maintain the minimum margin maintenance rate specified by the securities company. Including a transaction information storage unit for storing customer transaction information including information on a lower limit amount and an upper limit amount of the margin money to be maintained, and at least one of futures and options traded positions, and a margin deposit proxy A securities company computer system comprising: a deposit asset information storage unit for storing information related to customer deposit assets; and a customer deposit asset from the deposit asset information storage unit. To get information about, reflecting the market value of the assets under custody, the case if there is open interest of futures and options trading in assets under management where there is a valuation, substitute securities of margin to the assets under custody of the open interest is A deposit asset evaluation step for calculating a valuation amount of the substitute securities ; and
The computer system evaluates the substitute securities calculated 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 stored in the transaction information storage unit. An amount of the margin deposit including the amount is stored in the transaction information storage unit based on the required margin calculated from the minimum margin maintenance rate with respect to the value of the open interest calculated in the deposit asset evaluation step. Checking whether the maintenance conditions included in the stored transaction information are met, and determining whether or not funds transfer with the deposit account is necessary,
It said computer system, if it is determined that the main transfer money in the funds transfer determination step, required movement valuations of the margin requirement is the amount of the fund transfer is necessary in order to satisfy the maintenance condition From the information about the deposit account included in the customer's basic information acquired from the customer information storage unit from the amount of money, if the evaluation value of the margin deposit is less than the lower limit amount set in the maintenance condition, from the deposit account An instruction message for instructing the financial institution system to perform the transfer process of the required transfer amount, and when the evaluation value of the margin deposit exceeds the upper limit amount set in the maintenance condition, the required transfer amount is transferred to the deposit account. An instruction message creating step for creating an instruction message for instructing to perform the transfer process ;
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,
If there is an automatic maintenance contract that stipulates that funds transfer to a deposit account from a customer if the maintenance conditions for maintaining consignment margin at a predetermined level are met, and specified by the securities company as the maintenance conditions Transaction information storage means for storing customer transaction information including information on the lower limit ratio and the upper limit ratio of the margin rate, which is the ratio of the margin deposit to the open interest set within a range exceeding the minimum margin maintenance rate ;
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;
When information on customer assets under custody is acquired from the custody asset information storage means and the market value of the assets under custody is reflected, if the assets under custody of futures / options have an open position, A deposit asset valuation means for calculating a valuation value of the substitute security
Consignment evidence including the evaluation value of the substitute securities calculated by the deposit asset evaluation unit for customers 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 Whether the margin rate, which is the ratio of the evaluated value of gold to the evaluated value of the open interest calculated by the deposit asset evaluating means , matches the maintenance condition included in the transaction information stored in the transaction information storing means Confirming and determining whether or not fund transfer with the deposit account is necessary;
If it is determined that the main transfer money in the funds transfer determining means, the need transfer amount is the amount which the fund transfer is necessary for the margin ratio satisfies the maintenance condition, and the deposit account In the case where the margin rate falls below the lower limit ratio set in the maintenance condition, the money transfer process for transferring the required transfer amount from the deposit account, the margin rate is set in the maintenance condition If the upper limit ratio is exceeded, fund transfer processing means for executing a fund transfer process for transferring the required transfer amount to the deposit account ;
A contract margin automatic maintenance system characterized by comprising: A contract margin automatic maintenance system for maintaining margins to brokerage firms in futures and options transactions at a predetermined level,
If there is an automatic maintenance contract that stipulates that funds transfer to a deposit account from a customer if the maintenance conditions for maintaining consignment margin at a predetermined level are met, and specified by the securities company as the maintenance conditions Transaction information storage means for storing customer transaction information including information on the lower limit amount and the upper limit amount of the margin deposit to be maintained, which is determined in a range exceeding the required margin for maintaining the minimum margin maintenance rate;
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;
When information on customer assets under custody is acquired from the custody asset information storage means and the market value of the assets under custody is reflected, if the assets under custody of futures / options have an open position, A deposit asset valuation means for calculating a valuation value of the substitute security
Consignment evidence including the evaluation value of the substitute securities calculated by the deposit asset evaluation unit for customers 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 Transaction information stored in the transaction information storage means based on the required margin calculated from the minimum margin maintenance rate with respect to the evaluation value of the open interest calculated by the deposit asset evaluation means Checking whether the maintenance condition included in the funds is met, fund transfer determination means for determining the necessity of funds transfer with the deposit account,
When it is determined that fund transfer is required by the fund transfer determination means, the deposit amount is a required transfer amount that is an amount that requires the transfer of funds in order to satisfy the maintenance condition. in between the account, the funds transfer process to transfer the necessary movement amount of money from the deposit account if the appraised value of the margin is less than the lower limit amount of money that has been defined in the maintenance conditions, the valuation of the margin If it exceeds the upper limit amount set in the maintenance condition, a fund transfer processing means for executing a fund transfer process for transferring the required transfer amount to the deposit account;
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,
If there is an automatic maintenance contract that stipulates that funds transfer to a deposit account from a customer if the maintenance conditions for maintaining consignment margin at a predetermined level are met, and specified by the securities company as the maintenance conditions A transaction information storage unit that stores customer transaction information including information on the lower limit ratio and the upper limit ratio of the margin ratio, which is the ratio of the margin margin to the open interest set within the minimum margin maintenance ratio, and futures and options 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 open interests of securities and substitute securities for margin deposits, from the deposit asset information storage unit to the customer to provide information on the assets under management, said that reflects the market value of assets under custody, if there is open interest of futures and options traded on the deposit assets criticism of the open interest Forehead, and assets under custody evaluation step when said in assets under custody there is a substitute securities of the margin is to calculate the fair value of the substitute securities,
The computer system evaluates the substitute securities calculated 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 stored in the transaction information storage unit. The margin rate, which is the ratio of the evaluation value of the margin deposit including the amount to the evaluation value of the open interest calculated in the deposit asset evaluation step, is included in the maintenance condition included in the transaction information stored in the transaction information storage unit A fund transfer determination step of checking whether the funds match and determining whether or not funds transfer with the deposit account is necessary;
It said computer system, if it is determined that the main transfer money in the funds transfer determination step, the necessary transfer amount the margin rate is the amount needed funds moved to satisfy the maintenance condition, When the margin rate is lower than the lower limit ratio defined in the maintenance condition with the deposit account, the margin rate is the maintenance rate when transferring the required transfer amount from the deposit account. A fund transfer process step of executing a fund transfer process for transferring the required transfer amount to the deposit account when exceeding an upper limit ratio set in the condition ;
A method for automatically maintaining margin deposits, comprising: A method for automatically maintaining margin deposits to maintain a predetermined level of margin deposits with securities companies in futures and options transactions,
If there is an automatic maintenance contract that stipulates that funds transfer to a deposit account from a customer if the maintenance conditions for maintaining consignment margin at a predetermined level are met, and specified by the securities company as the maintenance conditions A transaction information storage unit that stores customer transaction information including information on the lower limit and upper limit amounts of the margin deposits to be maintained, which are set in excess of the required margin to maintain the minimum margin maintenance rate, and futures A depository asset information storage unit that stores information related to the customer's deposit assets including at least one of open interests for option transactions and substitute securities for margin deposits, the depository asset information storage unit; Information on the customer's assets under management, and if the assets under management reflect the market value of the assets under management, Valuation, and assets under custody evaluation step when said in assets under custody there is a substitute securities of the margin is to calculate the fair value of the substitute securities,
The computer system evaluates the substitute securities calculated 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 stored in the transaction information storage unit. An amount of the margin deposit including the amount is stored in the transaction information storage unit based on the required margin calculated from the minimum margin maintenance rate with respect to the value of the open interest calculated in the deposit asset evaluation step. Checking whether the maintenance conditions included in the stored transaction information are met, and determining whether or not funds transfer with the deposit account is necessary,
If the computer system determines that fund transfer is required in the fund transfer determination step, the required transfer amount is an amount that requires the transfer of funds in order to satisfy the maintenance condition. With respect to the deposit account, when the evaluation value of the margin deposit falls below the lower limit amount stipulated in the maintenance conditions, a fund transfer process for transferring the required transfer amount from the deposit account is performed, A fund transfer process step of executing a fund transfer process for transferring the required transfer amount to the deposit account when the margin evaluation amount exceeds the upper limit amount set in the maintenance condition;
A method for automatically maintaining margin deposits, comprising: