JP4977027B2 - 確定利益商品の証拠金調整のシステム及び方法 - Google Patents

確定利益商品の証拠金調整のシステム及び方法 Download PDF

Info

Publication number
JP4977027B2
JP4977027B2 JP2007531225A JP2007531225A JP4977027B2 JP 4977027 B2 JP4977027 B2 JP 4977027B2 JP 2007531225 A JP2007531225 A JP 2007531225A JP 2007531225 A JP2007531225 A JP 2007531225A JP 4977027 B2 JP4977027 B2 JP 4977027B2
Authority
JP
Japan
Prior art keywords
risk
value
product
spread
portfolio
Prior art date
Legal status (The legal status is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the status listed.)
Expired - Lifetime
Application number
JP2007531225A
Other languages
English (en)
Japanese (ja)
Other versions
JP2008512774A5 (enExample
JP2008512774A (ja
Inventor
グリンバーク,ドミトリ
ユー,テ,エス.
マイケルス,デール,エー.
ゴーゴリ,エドワード
Current Assignee (The listed assignees may be inaccurate. Google has not performed a legal analysis and makes no representation or warranty as to the accuracy of the list.)
CME Group Inc
Original Assignee
Chicago Mercantile Exchange Inc
Priority date (The priority date is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the date listed.)
Filing date
Publication date
Application filed by Chicago Mercantile Exchange Inc filed Critical Chicago Mercantile Exchange Inc
Priority claimed from PCT/US2005/031036 external-priority patent/WO2006031446A2/en
Publication of JP2008512774A publication Critical patent/JP2008512774A/ja
Publication of JP2008512774A5 publication Critical patent/JP2008512774A5/ja
Application granted granted Critical
Publication of JP4977027B2 publication Critical patent/JP4977027B2/ja
Anticipated expiration legal-status Critical
Expired - Lifetime legal-status Critical Current

Links

Images

Classifications

    • GPHYSICS
    • G06COMPUTING OR CALCULATING; COUNTING
    • G06QINFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06Asset management; Financial planning or analysis
    • GPHYSICS
    • G06COMPUTING OR CALCULATING; COUNTING
    • G06QINFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q20/00Payment architectures, schemes or protocols
    • G06Q20/08Payment architectures
    • G06Q20/10Payment architectures specially adapted for electronic funds transfer [EFT] systems; specially adapted for home banking systems
    • G06Q20/102Bill distribution or payments
    • GPHYSICS
    • G06COMPUTING OR CALCULATING; COUNTING
    • G06QINFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • GPHYSICS
    • G06COMPUTING OR CALCULATING; COUNTING
    • G06QINFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/04Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange
    • GPHYSICS
    • G06COMPUTING OR CALCULATING; COUNTING
    • G06QINFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/08Insurance

Landscapes

  • Business, Economics & Management (AREA)
  • Accounting & Taxation (AREA)
  • Engineering & Computer Science (AREA)
  • Finance (AREA)
  • Development Economics (AREA)
  • General Physics & Mathematics (AREA)
  • Physics & Mathematics (AREA)
  • General Business, Economics & Management (AREA)
  • Strategic Management (AREA)
  • Economics (AREA)
  • Theoretical Computer Science (AREA)
  • Marketing (AREA)
  • Technology Law (AREA)
  • Entrepreneurship & Innovation (AREA)
  • Game Theory and Decision Science (AREA)
  • Human Resources & Organizations (AREA)
  • Operations Research (AREA)
  • Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)
JP2007531225A 2004-09-10 2005-08-31 確定利益商品の証拠金調整のシステム及び方法 Expired - Lifetime JP4977027B2 (ja)

Applications Claiming Priority (5)

Application Number Priority Date Filing Date Title
US60873604P 2004-09-10 2004-09-10
US60/608,736 2004-09-10
US11/030,849 2005-01-07
US11/030,849 US7430539B2 (en) 2004-09-10 2005-01-07 System and method of margining fixed payoff products
PCT/US2005/031036 WO2006031446A2 (en) 2004-09-10 2005-08-31 System and method of margining fixed payoff products

Publications (3)

Publication Number Publication Date
JP2008512774A JP2008512774A (ja) 2008-04-24
JP2008512774A5 JP2008512774A5 (enExample) 2008-10-23
JP4977027B2 true JP4977027B2 (ja) 2012-07-18

Family

ID=36035275

Family Applications (1)

Application Number Title Priority Date Filing Date
JP2007531225A Expired - Lifetime JP4977027B2 (ja) 2004-09-10 2005-08-31 確定利益商品の証拠金調整のシステム及び方法

Country Status (2)

Country Link
US (6) US7430539B2 (enExample)
JP (1) JP4977027B2 (enExample)

Families Citing this family (63)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US6711558B1 (en) 2000-04-07 2004-03-23 Washington University Associative database scanning and information retrieval
US8095508B2 (en) 2000-04-07 2012-01-10 Washington University Intelligent data storage and processing using FPGA devices
US7139743B2 (en) 2000-04-07 2006-11-21 Washington University Associative database scanning and information retrieval using FPGA devices
US7716330B2 (en) 2001-10-19 2010-05-11 Global Velocity, Inc. System and method for controlling transmission of data packets over an information network
US20090161568A1 (en) * 2007-12-21 2009-06-25 Charles Kastner TCP data reassembly
US7711844B2 (en) * 2002-08-15 2010-05-04 Washington University Of St. Louis TCP-splitter: reliable packet monitoring methods and apparatus for high speed networks
AU2004273406A1 (en) 2003-05-23 2005-03-24 Data Search Systems, Inc. Intelligent data storage and processing using FPGA devices
US10572824B2 (en) 2003-05-23 2020-02-25 Ip Reservoir, Llc System and method for low latency multi-functional pipeline with correlation logic and selectively activated/deactivated pipelined data processing engines
US7698148B2 (en) * 2003-09-12 2010-04-13 Raytheon Company Web-based risk management tool and method
US7890412B2 (en) * 2003-11-04 2011-02-15 New York Mercantile Exchange, Inc. Distributed trading bus architecture
US7602785B2 (en) 2004-02-09 2009-10-13 Washington University Method and system for performing longest prefix matching for network address lookup using bloom filters
WO2006023948A2 (en) * 2004-08-24 2006-03-02 Washington University Methods and systems for content detection in a reconfigurable hardware
US7769667B2 (en) * 2004-09-10 2010-08-03 Chicago Mercantile Exchange Inc. System and method for activity based margining
US7430539B2 (en) * 2004-09-10 2008-09-30 Chicago Mercantile Exchange System and method of margining fixed payoff products
US20070118455A1 (en) * 2005-11-18 2007-05-24 Albert William J System and method for directed request for quote
US10726479B2 (en) * 2005-11-18 2020-07-28 Chicago Mercantile Exchange Inc. System and method for centralized clearing of over the counter foreign exchange instruments
WO2007061857A2 (en) 2005-11-18 2007-05-31 Chicago Mercantile Exchange Multiple quote risk management
US7801810B2 (en) * 2005-11-18 2010-09-21 Chicago Mercantile Exchange Inc. Hybrid cross-margining
US7954114B2 (en) 2006-01-26 2011-05-31 Exegy Incorporated Firmware socket module for FPGA-based pipeline processing
US7921046B2 (en) 2006-06-19 2011-04-05 Exegy Incorporated High speed processing of financial information using FPGA devices
US7840482B2 (en) * 2006-06-19 2010-11-23 Exegy Incorporated Method and system for high speed options pricing
US8266026B2 (en) * 2006-09-29 2012-09-11 Chicago Mercantile Exchange, Inc. Derivative products
US8265965B2 (en) 2006-09-29 2012-09-11 Chicago Mercantile Exchange, Inc. Derivative products
US20080140583A1 (en) * 2006-12-06 2008-06-12 The Manufacturers Life Insurance Company Systems and methods for managing investment supply and demand
US7729978B2 (en) * 2007-03-28 2010-06-01 Trading Technologies International, Inc. System and method for dynamically changing an electronic trade order quantity
US7987135B2 (en) * 2007-08-20 2011-07-26 Chicago Mercantile Exchange, Inc. Out of band credit control
US8756146B2 (en) 2007-08-20 2014-06-17 Chicago Mercantile Exchange Inc. Out of band credit control
US7996301B2 (en) 2007-08-20 2011-08-09 Chicago Mercantile Exchange, Inc. Out of band credit control
US8762252B2 (en) 2007-08-20 2014-06-24 Chicago Mercantile Exchange Inc. Out of band credit control
US20090089200A1 (en) * 2007-08-20 2009-04-02 Chicago Mercantile Exchange Inc. Pre-execution credit control
US10229453B2 (en) 2008-01-11 2019-03-12 Ip Reservoir, Llc Method and system for low latency basket calculation
US20090240632A1 (en) * 2008-03-20 2009-09-24 Joseph Michael Cunningham Method and apparatus for monitoring a brokerage account
CA3184014A1 (en) 2008-12-15 2010-07-08 Exegy Incorporated Method and apparatus for high-speed processing of financial market depth data
US8229835B2 (en) 2009-01-08 2012-07-24 New York Mercantile Exchange, Inc. Determination of implied orders in a trade matching system
US8527390B1 (en) 2009-03-25 2013-09-03 Trading Technologies International, Inc. Systems and methods for multiplier-adjusted lean levels for trading strategies
CN101956647B (zh) * 2009-07-15 2012-12-19 鸿富锦精密工业(深圳)有限公司 潮汐能发电装置
US8417618B2 (en) * 2009-09-03 2013-04-09 Chicago Mercantile Exchange Inc. Utilizing a trigger order with multiple counterparties in implied market trading
US20110066537A1 (en) * 2009-09-15 2011-03-17 Andrew Milne Implied volume analyzer
US8255305B2 (en) * 2009-09-15 2012-08-28 Chicago Mercantile Exchange Inc. Ratio spreads for contracts of different sizes in implied market trading
US8266030B2 (en) 2009-09-15 2012-09-11 Chicago Mercantile Exchange Inc. Transformation of a multi-leg security definition for calculation of implied orders in an electronic trading system
US8229838B2 (en) 2009-10-14 2012-07-24 Chicago Mercantile Exchange, Inc. Leg pricer
WO2012079041A1 (en) 2010-12-09 2012-06-14 Exegy Incorporated Method and apparatus for managing orders in financial markets
US20120254006A1 (en) * 2011-03-31 2012-10-04 Trading Technologies International, Inc. Systems and Methods for a Maximum Product Position Risk Check
US20130060673A1 (en) * 2011-09-02 2013-03-07 Pavan Shah Margin Requirement Determination for Variance Derivatives
US8296214B1 (en) * 2011-09-26 2012-10-23 Stollman Jeff Methods and apparatus related to billing and accounting for assets that require more than two factors to establish asset value
US20130179319A1 (en) * 2012-01-11 2013-07-11 Peter Barker Compound overnight bank rate accrual futures contract and computation of variation margin therefore
US10650452B2 (en) 2012-03-27 2020-05-12 Ip Reservoir, Llc Offload processing of data packets
US11436672B2 (en) 2012-03-27 2022-09-06 Exegy Incorporated Intelligent switch for processing financial market data
US10121196B2 (en) 2012-03-27 2018-11-06 Ip Reservoir, Llc Offload processing of data packets containing financial market data
US9990393B2 (en) 2012-03-27 2018-06-05 Ip Reservoir, Llc Intelligent feed switch
US8930267B1 (en) * 2012-08-27 2015-01-06 Jpmorgan Chase Bank, N.A. Automated transactions clearing system and method
US10475123B2 (en) 2014-03-17 2019-11-12 Chicago Mercantile Exchange Inc. Coupon blending of swap portfolio
US10319032B2 (en) 2014-05-09 2019-06-11 Chicago Mercantile Exchange Inc. Coupon blending of a swap portfolio
US10810671B2 (en) * 2014-06-27 2020-10-20 Chicago Mercantile Exchange Inc. Interest rate swap compression
EP3016058A1 (en) 2014-10-31 2016-05-04 Chicago Mercantile Exchange, Inc. Generating a blended fx portfolio
US10515410B2 (en) * 2015-04-29 2019-12-24 International Swaps and Derivatives Association, Inc. Method and system for calculating and providing initial margin under the standard initial margin model
AU2017217997A1 (en) * 2016-02-11 2018-07-12 Refinitiv Us Organization Llc Priority matching for maker orders exhibiting delayed cancelation
WO2018119035A1 (en) 2016-12-22 2018-06-28 Ip Reservoir, Llc Pipelines for hardware-accelerated machine learning
US10609172B1 (en) 2017-04-27 2020-03-31 Chicago Mercantile Exchange Inc. Adaptive compression of stored data
US20210110473A1 (en) * 2019-10-09 2021-04-15 Omaio Korero Limited Partnership Fixed risk contracts
USD1013170S1 (en) 2020-10-29 2024-01-30 Cilag Gmbh International Surgical instrument assembly
US11907207B1 (en) 2021-10-12 2024-02-20 Chicago Mercantile Exchange Inc. Compression of fluctuating data
CN114387106B (zh) * 2022-01-13 2025-02-07 上海金融期货信息技术有限公司 一种不间断连续交易系统

Family Cites Families (72)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US6263321B1 (en) * 1994-07-29 2001-07-17 Economic Inventions, Llc Apparatus and process for calculating an option
US5557517A (en) * 1994-07-29 1996-09-17 Daughterty, Iii; Vergil L. System and method for determining the price of an expirationless American option and issuing a buy or sell ticket on the current price and portfolio
US5884286A (en) * 1994-07-29 1999-03-16 Daughtery, Iii; Vergil L. Apparatus and process for executing an expirationless option transaction
US5963923A (en) * 1996-11-12 1999-10-05 Garber; Howard B. System and method for trading having a principal market maker
US6064985A (en) * 1998-01-21 2000-05-16 Assured Equities, Inc. Automated portfolio management system with internet datafeed
US7747523B2 (en) 1998-03-30 2010-06-29 Cohen Morris E Internet-based financial vehicles
US6938009B1 (en) * 1999-08-16 2005-08-30 New Market Solutions, Llc Digital computer system and methods for a synthetic investment and risk management fund
US6360210B1 (en) * 1999-02-12 2002-03-19 Folio Trade Llc Method and system for enabling smaller investors to manage risk in a self-managed portfolio of assets/liabilities
US7634442B2 (en) * 1999-03-11 2009-12-15 Morgan Stanley Dean Witter & Co. Method for managing risk in markets related to commodities delivered over a network
CA2368931A1 (en) * 1999-06-02 2000-12-14 Algorithmics International Corp. Risk management system, distributed framework and method
US7996296B2 (en) * 1999-07-21 2011-08-09 Longitude Llc Digital options having demand-based, adjustable returns, and trading exchange therefor
US8126794B2 (en) 1999-07-21 2012-02-28 Longitude Llc Replicated derivatives having demand-based, adjustable returns, and trading exchange therefor
US7225153B2 (en) 1999-07-21 2007-05-29 Longitude Llc Digital options having demand-based, adjustable returns, and trading exchange therefor
US6321212B1 (en) * 1999-07-21 2001-11-20 Longitude, Inc. Financial products having a demand-based, adjustable return, and trading exchange therefor
US7050998B1 (en) * 1999-09-27 2006-05-23 Financiometrics Inc. Investment portfolio construction method and system
US7831494B2 (en) * 1999-11-01 2010-11-09 Accenture Global Services Gmbh Automated financial portfolio coaching and risk management system
US20010042036A1 (en) * 2000-01-25 2001-11-15 Sanders Steven J. Method and system for investing in customizable investment products
US7401036B2 (en) * 2000-03-27 2008-07-15 Vande Pol Mark E Free-market environmental management system having insured certification to a process standard
US20030208407A1 (en) * 2000-04-11 2003-11-06 Arcufutures, Inc. System and Method for Commodity Futures Contract Trading Risk Management
IL152235A0 (en) * 2000-04-13 2003-05-29 Superderivitives Inc A method for pricing financial instruments
US7509274B2 (en) 2000-04-17 2009-03-24 Kam Kendrick W Internet-based system for identification, measurement and ranking of investment portfolio management, and operation of a fund supermarket, including “best investor” managed funds
US20010049651A1 (en) * 2000-04-28 2001-12-06 Selleck Mark N. Global trading system and method
AU2001259391A1 (en) * 2000-05-03 2001-11-12 Shelton E. Harrison Jr. Electronic bond and guaranty process and business method
US20020077947A1 (en) * 2000-12-14 2002-06-20 Ward David Charles Method and system for determining netted margins
WO2002015093A1 (en) * 2000-08-14 2002-02-21 Brown Brothers Harriman & Co. Margin settlement for exchange-traded futures contracts
US7395232B1 (en) 2000-08-30 2008-07-01 Traderisks, Inc. Method and system for providing financial functions
US7340430B2 (en) * 2000-09-28 2008-03-04 Ubs Ag Real-time trading system
US7392212B2 (en) * 2000-09-28 2008-06-24 Jpmorgan Chase Bank, N.A. User-interactive financial vehicle performance prediction, trading and training system and methods
US7580872B2 (en) * 2000-10-06 2009-08-25 Lic Development Llc Liquid insurance contracts
US7184984B2 (en) 2000-11-17 2007-02-27 Valaquenta Intellectual Properties Limited Global electronic trading system
US20020111874A1 (en) * 2001-02-13 2002-08-15 Binnur Al-Kazily System and method for network based purchasing
US20040024692A1 (en) 2001-02-27 2004-02-05 Turbeville Wallace C. Counterparty credit risk system
JP4814459B2 (ja) * 2001-03-30 2011-11-16 株式会社日本総合研究所 金融先物ディーリング支援方法、金融先物ディーリング支援方法をコンピュータに実行させるプログラムおよび金融先物ディーリング支援装置
US20030009408A1 (en) * 2001-04-26 2003-01-09 Ittai Korin Providing financial portfolio risk measurement and analysis to remote client services via a network-based application programming interface
US20030130917A1 (en) * 2001-04-27 2003-07-10 Andrea Crovetto Computer system for determining the risk index of a financial instrument and relevant method
US7409367B2 (en) * 2001-05-04 2008-08-05 Delta Rangers Inc. Derivative securities and system for trading same
US20020194105A1 (en) * 2001-05-18 2002-12-19 Andrew Klein Process of and system for trading securities and options and markets related thereto
US7702563B2 (en) * 2001-06-11 2010-04-20 Otc Online Partners Integrated electronic exchange of structured contracts with dynamic risk-based transaction permissioning
US7430534B2 (en) * 2001-06-15 2008-09-30 Abb Ab System, method and computer program product for risk-minimization and mutual insurance relations in meteorology dependent activities
JP2003006436A (ja) * 2001-06-20 2003-01-10 Traders Shoken Kk 前受金を算出する機能を有する注文処理装置、前受金額算出方法及びその方法を実現するプログラム並びにそのプログラムを記録する記録媒体
GB2377040A (en) * 2001-06-25 2002-12-31 Secr Defence Financial portfolio risk management
US20030061148A1 (en) 2001-07-16 2003-03-27 Shahram Alavian Financial derivative and derivative exchange with guaranteed settlement
AUPR959001A0 (en) * 2001-12-18 2002-01-24 Michener, Steven Arthur A transaction system
US20030135448A1 (en) * 2002-01-10 2003-07-17 Scott Aguias System and methods for valuing and managing the risk of credit instrument portfolios
US20030172017A1 (en) * 2002-03-11 2003-09-11 Vincent Feingold High performance multi-dimensional risk engines for enterprise wide market risk management
AU2003225355A1 (en) * 2002-04-30 2003-11-17 Maynard L. Dokken System and method for investing illiquid or restricted assets
US7395235B2 (en) 2002-06-13 2008-07-01 Centre For Development Of Advanced Computing Strategy independent optimization of multi objective functions
US20040019555A1 (en) * 2002-07-29 2004-01-29 Adonay Lara Method of guaranteed return on a short-term investment
US20040019557A1 (en) 2002-07-29 2004-01-29 Howard Yaruss Method and apparatus for protecting a lender having an interest in a property against a loss
US20040068456A1 (en) * 2002-10-07 2004-04-08 Korisch Semmen I. Method of designing a personal investment portfolio of predetermined investment specifications
US7603303B1 (en) * 2002-11-26 2009-10-13 Trading Technologies International, Inc. System and method for risk management
US7698208B2 (en) 2002-12-09 2010-04-13 Creditex Group, Inc. Systems and methods for an online credit derivative trading system
US20040139031A1 (en) * 2002-12-27 2004-07-15 Lee Amaitis Systems and methods for providing an interactive trading application
US20040148246A1 (en) * 2003-01-29 2004-07-29 Uysal Ali Enis Asset allocation optimization process
US20040172352A1 (en) * 2003-02-04 2004-09-02 Cyril Deretz Method and system for correlation risk hedging
WO2004090678A2 (en) * 2003-04-11 2004-10-21 Cantor Index Llc Lottery and auction based tournament entry exchange platform
KR20060123116A (ko) 2003-09-11 2006-12-01 시티 뱅크, 엔.에이. 자산 배분을 위한 방법 및 시스템
EP1533725A1 (en) 2003-11-19 2005-05-25 Deutsche Börse Ag Valuation of a futures contract
US20050216384A1 (en) * 2003-12-15 2005-09-29 Daniel Partlow System, method, and computer program for creating and valuing financial instruments linked to real estate indices
US20050137956A1 (en) * 2003-12-19 2005-06-23 North American Energy Credit And Clearing Corporation Utilizing cash flow contracts and physical collateral for energy-related clearing and credit enhancement platforms
US7698199B2 (en) * 2004-01-16 2010-04-13 Bgc Partners, Inc. System and method for offering a futures contract indexed to entertainment revenue
US8738499B2 (en) * 2004-01-22 2014-05-27 Nyse Mkt Llc Binary options on an organized exchange and the systems and methods for trading the same
US7319984B2 (en) 2004-04-20 2008-01-15 Goldman Sachs & Co. Method and apparatus for creating and administering a publicly traded interest in a commodity pool
US20060009997A1 (en) * 2004-07-12 2006-01-12 Arthur Felix Method for transforming subjective data to quantitative information for use in a decision making process
US7428508B2 (en) * 2004-09-10 2008-09-23 Chicago Mercantile Exchange System and method for hybrid spreading for risk management
US7430539B2 (en) * 2004-09-10 2008-09-30 Chicago Mercantile Exchange System and method of margining fixed payoff products
GB0422411D0 (en) 2004-10-08 2004-11-10 Crescent Technology Ltd RiskBlade - a distributed risk budgeting architecture
US20070294158A1 (en) 2005-01-07 2007-12-20 Chicago Mercantile Exchange Asymmetric and volatility margining for risk offset
JP2009528634A (ja) 2006-03-01 2009-08-06 タウンセンド・アナリティクス・リミテッド リスク管理のための方法およびシステム
US20090018969A1 (en) 2007-06-07 2009-01-15 Ian Ayres Systems and methods for providing investment strategies
US7813988B2 (en) 2007-06-21 2010-10-12 New York Mercantile Exchange, Inc. Method and system for determining margin requirements
US7991671B2 (en) 2008-03-27 2011-08-02 Chicago Mercantile Exchange Inc. Scanning based spreads using a hedge ratio non-linear optimization model

Also Published As

Publication number Publication date
US8825541B2 (en) 2014-09-02
US7430539B2 (en) 2008-09-30
US20130080355A1 (en) 2013-03-28
US20140351169A1 (en) 2014-11-27
US8086513B2 (en) 2011-12-27
US20080294572A1 (en) 2008-11-27
US20130332392A1 (en) 2013-12-12
US8341062B2 (en) 2012-12-25
JP2008512774A (ja) 2008-04-24
US20120072373A1 (en) 2012-03-22
US8538852B2 (en) 2013-09-17
US20060059067A1 (en) 2006-03-16

Similar Documents

Publication Publication Date Title
JP4977027B2 (ja) 確定利益商品の証拠金調整のシステム及び方法
JP4937126B2 (ja) 柔軟性のあるスプレッド参加のためのシステム及び方法
JP5057979B2 (ja) アクティビティに基づく証拠金計算のためのシステム及び方法
JP5057978B2 (ja) リスク管理システムにおいて非対称相殺を行うシステムおよび方法
JP5512085B2 (ja) 担保をリスク相殺に効率的に使用するためのシステム及び方法
JP5183205B2 (ja) リスク管理ハイブリッドスプレッディングシステムおよび方法
JP4977028B2 (ja) 組み合わせ売買およびリスク管理gui表示を表示するためのシステムおよび方法
JP2008512774A5 (enExample)
JP2008515034A5 (enExample)
JP2008512777A5 (enExample)
JP2008512779A5 (enExample)
JP2008512778A5 (enExample)
JP2008512776A5 (enExample)
JP2008512775A5 (enExample)

Legal Events

Date Code Title Description
A521 Request for written amendment filed

Free format text: JAPANESE INTERMEDIATE CODE: A523

Effective date: 20080901

A621 Written request for application examination

Free format text: JAPANESE INTERMEDIATE CODE: A621

Effective date: 20080901

A131 Notification of reasons for refusal

Free format text: JAPANESE INTERMEDIATE CODE: A131

Effective date: 20110727

A601 Written request for extension of time

Free format text: JAPANESE INTERMEDIATE CODE: A601

Effective date: 20111027

A602 Written permission of extension of time

Free format text: JAPANESE INTERMEDIATE CODE: A602

Effective date: 20111104

A601 Written request for extension of time

Free format text: JAPANESE INTERMEDIATE CODE: A601

Effective date: 20111125

A602 Written permission of extension of time

Free format text: JAPANESE INTERMEDIATE CODE: A602

Effective date: 20111202

A601 Written request for extension of time

Free format text: JAPANESE INTERMEDIATE CODE: A601

Effective date: 20111222

A602 Written permission of extension of time

Free format text: JAPANESE INTERMEDIATE CODE: A602

Effective date: 20120105

A521 Request for written amendment filed

Free format text: JAPANESE INTERMEDIATE CODE: A523

Effective date: 20120127

TRDD Decision of grant or rejection written
A01 Written decision to grant a patent or to grant a registration (utility model)

Free format text: JAPANESE INTERMEDIATE CODE: A01

Effective date: 20120321

A01 Written decision to grant a patent or to grant a registration (utility model)

Free format text: JAPANESE INTERMEDIATE CODE: A01

A61 First payment of annual fees (during grant procedure)

Free format text: JAPANESE INTERMEDIATE CODE: A61

Effective date: 20120413

R150 Certificate of patent or registration of utility model

Ref document number: 4977027

Country of ref document: JP

Free format text: JAPANESE INTERMEDIATE CODE: R150

Free format text: JAPANESE INTERMEDIATE CODE: R150

FPAY Renewal fee payment (event date is renewal date of database)

Free format text: PAYMENT UNTIL: 20150420

Year of fee payment: 3

R250 Receipt of annual fees

Free format text: JAPANESE INTERMEDIATE CODE: R250

R250 Receipt of annual fees

Free format text: JAPANESE INTERMEDIATE CODE: R250

R250 Receipt of annual fees

Free format text: JAPANESE INTERMEDIATE CODE: R250

R250 Receipt of annual fees

Free format text: JAPANESE INTERMEDIATE CODE: R250

R250 Receipt of annual fees

Free format text: JAPANESE INTERMEDIATE CODE: R250

S633 Written request for registration of reclamation of name

Free format text: JAPANESE INTERMEDIATE CODE: R313633

R350 Written notification of registration of transfer

Free format text: JAPANESE INTERMEDIATE CODE: R350

R250 Receipt of annual fees

Free format text: JAPANESE INTERMEDIATE CODE: R250

R250 Receipt of annual fees

Free format text: JAPANESE INTERMEDIATE CODE: R250

R250 Receipt of annual fees

Free format text: JAPANESE INTERMEDIATE CODE: R250

R250 Receipt of annual fees

Free format text: JAPANESE INTERMEDIATE CODE: R250

R250 Receipt of annual fees

Free format text: JAPANESE INTERMEDIATE CODE: R250

R250 Receipt of annual fees

Free format text: JAPANESE INTERMEDIATE CODE: R250

EXPY Cancellation because of completion of term