JP5437663B2 - Securities trading processing system and program - Google Patents

Description

  The present invention relates to a securities trading system and program configured by a computer that executes securities trading processing, and can be used, for example, in a government bond trading system that executes trading of interest-bearing national treasury bonds. it can.

  JGBs for individuals are issued four times every year, and the balance of the entire market is increasing year by year. However, as they are issued, the needs for sale (cash) are gradually increasing. There is a method of requesting the Bank of Japan to purchase the JGB for individuals before the maturity date. In this case, the Bank of Japan will purchase the amount of interest equivalent to a certain number of times as a penalty for mid-term cash. For example, in the case of individual interest-bearing government bonds (variable, 10 years), The BOJ will buy the money deducted as a penalty for halfway cash. More specifically, in the current example, the purchase amount (delivery amount) of the BOJ is an amount equal to 80% of the amount equivalent to interest (before tax) for the previous two times from the amount obtained by adding the accrued interest amount to the face value. The amount will be deducted. In addition, there is a period in which individual government bonds cannot be redeemed for a certain period after issuance. For example, in the case of individual interest-bearing government bonds (fluctuation: 10 years), it is one year after issuance.

  On the other hand, in order to distribute ordinary government bonds (non-individual government bonds), instead of trading on an exchange like stock trading, brokers such as securities firms have inventory, and there is a 1 A common form is a one-to-one relative transaction. Therefore, unless the trader has inventory, the transaction itself is not successful. However, since the government bonds for individuals cannot be held by the traders, at present, there is no secondary market for government bonds for individuals, and the applicant has only proposed a transaction market system for consumer bonds. Patent Document 1). For this reason, the only way to cash is to make a purchase request to the country (Bank of Japan) as described above, or to buy and sell between specific individuals such as parents and children or acquaintances. The fluidity of is low.

  In addition, the above-mentioned patent document 1 describes that a transaction market system for individual government bonds is realized by a so-called Zaraba method (a method in which contract processing is performed every time an order is placed on the market) and the board information is displayed. Has been. In addition, as a technical document related to a government bond, a document is disclosed in which an adjustment amount for halfway cash is described in a transaction report for a personal government bond (see Patent Document 2).

JP 2008-204426 A JP 2005-276090 A

  As mentioned above, at present, the liquidity of personal government bonds is low. However, there are likely to be individual customers who need urgent funding. If the customer makes a request for the purchase of the BOJ for personal bonds through a financial institution such as a securities company, a penalty will be incurred. For this reason, the method of requesting purchases from the BOJ has the advantage that the BOJ (country) will buy it, so that it can be redeemed reliably and quickly, but it is subject to a relatively high penalty, so it is not necessarily for customers. It cannot be said that it is an advantageous cash exchange method. Therefore, it is desirable to construct a system that can increase the liquidity of personal government bonds and can realize cash exchange in a more advantageous manner for customers.

  An object of the present invention is to provide a securities trading processing system and program capable of enhancing liquidity and realizing cash exchange advantageous to customers.

The present invention is a securities trading processing system configured by a computer that executes trading processing of securities,
Fund balance data indicating the balance of the customer's funds deposited in the account of the customer of the financial institution is stored in association with customer identification information, and possessed by the customer deposited in the account of the customer of the financial institution A customer account database that stores securities balance data indicating the balance of securities to be stored in association with the brand identification information of the securities and the customer identification information;
Order data including the customer identification information, the brand identification information of the securities to be traded, the trading category, and the order quantity transmitted from the terminal device operated by the customer or its input agent via a communication line is received. And an order reception processing means for executing a process of giving order identification information to the received order data;
Order data storage means for storing the order data received by the order reception processing means in association with the order identification information;
The purchase order data of the order data placed in the trading market formed in the computer by the computer in order to realize trading of the securities between the customers is stored in association with the order identification information. Storage means for buy orders;
Sell order storage means for storing sell order data of the order data placed in the trading market in association with the order identification information;
When the order classification received by the order reception processing means is information indicating purchase, the order data is associated with the order identification information as the purchase order data and the purchase order storage means When the purchase classification of the order data received by the order reception processing means is information indicating sale, the securities purchase system is executed. The calculation formula for determination described in the program is set in advance in order to obtain the difference between the delivery amount when the purchase request is made and the delivery amount when the sales order is placed in the trading market. And determining whether the purchase request to the securities purchase system or the ordering of the sales order to the trading market is advantageous to the customer, and purchasing to the securities purchase system. When it is determined that the claim is advantageous to the customer, a purchase request signal including the brand identification information of the order data and the order quantity is transmitted to the securities purchase system via a communication line, and When it is determined that the order of the sell order is advantageous to the customer, the order data is stored as the sell order data in association with the order identification information in the sell order storage means, thereby entering the trading market. Buying and selling classification / cash method determination processing means for executing the order processing of
The purchase order quantity associated with the same brand identification information and stored as the order quantity of the buy order data in the buy order storage means and stored as the order quantity of the sell order data in the sell order storage means A contract processing means for executing a process of matching the sold order quantity, and determining an amount corresponding to the buy order quantity and the sell order quantity for the same brand as a contract quantity of the buy order and the sell order. ,
The contract constant amount of the purchase order determined by the contract processing means is stored in correspondence with the customer identification information, the brand identification information, the trade classification, and the order identification information of the purchase order data, and A transfer processing database for storing the approximate constant amount in association with the customer identification information, the brand identification information, the trade classification, and the order identification information of the sales order data;
The order quantity of the order data stored in the order data storage means for the order data for a sell order for which a purchase request has been made to the securities purchase system by the trading category / cash method determination processing means, Subtracting from the securities balance data stored in the customer account database in association with the same customer identification information and the same brand identification information as the customer identification information and the brand identification information of the order data, and purchasing the securities Cashing process for executing a process of adding the cash amount by the purchase request to the system to the fund balance data stored in the customer account database in association with the same customer identification information as the customer identification information of the order data Means,
When the trade classification of the order data stored in the transfer processing database is information indicating buying, the approximate constant amount of the order data is the same as the customer identification information and the brand identification information of the order data And adding to the securities balance data stored in the customer account database in association with the customer identification information and the same brand identification information, and the amount equivalent to the constant amount of the order data is added to the order data. The order data stored in the transfer processing database is executed by executing transfer processing for a purchase order that is subtracted from the fund balance data stored in the customer account database in association with the same customer identification information as the customer identification information. Of the order data is the information indicating the sale, the constant amount of the order data is The customer identification information and the same customer identification information as the brand identification information and the same brand identification information are subtracted from the securities balance data associated with the same brand identification information and stored in the customer account database. A transfer to execute a transfer process for selling order, which is added to the fund balance data stored in the customer account database in association with the same customer identification information as the customer identification information of the order data And a processing means.

  Here, as the “securities”, personal bonds for individuals with variable interest rates are suitable, but other bonds, stocks, and the like may be used.

  Further, if “one-to-one correspondence” can be maintained, the “customer identification information” is converted into another type of customer identification information in the middle of the processing of the system of the present invention. You may mix. For example, in the situation where each customer's data is managed in association with the account number as customer identification information in the customer account database, the account number itself is input as customer identification information when order data is received by the order reception processing means. However, the customer identification information other than the account number (for example, telephone number, e-mail address, customer code, etc.) is input, and in the process of the system of the present invention, Conversion from customer identification information to an account number may be performed as appropriate. When such conversion is performed, a customer database that stores correspondence relationships between a plurality of types of customer identification information may be provided. In the claims of the present application, the conversion of the type of customer identification information in each processing process does not affect the essence of the invention, so that it is unified with “customer identification information” for convenience of description.

  Furthermore, with regard to the “securities purchase system”, as a typical example, there is a fixed number of securities issuers or their agents (representative organizations), such as the Bank of Japan system that purchases government bonds for individuals. This includes systems that purchase securities issued by themselves under other conditions, but also systems that purchase securities under conditions previously declared by an organization or individual other than the issuer of securities. Also good.

  In such a securities trading processing system of the present invention, when a selling order is accepted, either the purchase request to the securities buying system or the ordering of the selling order to the trading market is performed by the trading category / cash method determination processing means. When it is judged that the customer is advantageous and the purchase request to the securities purchase system is determined to be advantageous to the customer, a purchase request signal is transmitted to the securities purchase system, and the purchase order to the trading market is sent to the customer. If it is determined to be advantageous, the order data is stored in the selling order storage means to execute the ordering process of the selling order in the buying and selling market, so that it is possible to realize cashing advantageous to the customer.

  In addition to accepting buy orders as well as buy orders and executing contract processing, a trading market is formed, which makes it possible to increase the liquidity of securities, and cash other than purchase requests to securities purchase systems. It is possible to prepare a specific method and increase the possibility of establishment of a cashing method other than a purchase request, thereby achieving the object.

  The cashing method judgment processing by the trading classification / cashing method judgment processing means to determine whether the purchase request to the securities purchasing system or the order of the selling order to the trading market is advantageous to the customer is as follows. In addition, the contract processing means may be configured to implement a system for executing a contract every time an order is placed on the market (similar to the so-called Zaraba system), and a system for executing a contract at a predetermined contract processing time ( It may be configured to realize a system similar to the so-called plate-shifting system.

  <In the case of a system that executes a contract every time an order is placed on the market (similar to the so-called Zaraba system)>

In this case, in the securities trading system described above,
The purchase order storage means is configured to store the purchase order data in association with the order identification information and a contract flag indicating whether the contract has been executed or not executed,
The selling order storage means is configured to store the selling order data in association with the order identification information and the execution flag,
The trade classification / cash method determination processing means is:
When storing the new purchase order data in the storage unit for purchase order, the new purchase order data is stored in association with the order identification information and the execution flag indicating the unsettled state. When storing the new sell order data in the sell order storage means, the new sell order data is stored in association with the order identification information and the contract flag indicating the unsettled state. It is configured to execute processing,
The contract processing means includes:
Each time the new buy order data is stored in the buy order storage means by the buy / sell category / cash method determination processing means, the purchase order quantity of the new purchase order data stored in the buy order storage means And storing in the selling order storage means in association with the execution flag that includes the same identification information as the identification information included in the new purchase order data and is in a state indicating unsettled Each time the new sell order data is stored in the sell order storage means by the buy / sell category / cashing method determination processing means, the sales order quantity is matched with the sold order quantity. A status including the sales order quantity of the new sales order data stored in the storage means and the same brand identification information as the brand identification information included in the new sales order data, and indicating unsettled The purchase order quantity in the buy order data stored in the purchase order storage means in association with the execution flag is matched, and the buy order quantity and the sell order quantity for these same brands correspond to each other. Processing for determining the amount of the contract being executed as a constant amount for the buy order and the sell order, and updating the contracted flag associated with the contracted buy order data and the sell order data from uncommitted to a state indicating contracted Can be configured to execute.

  In this way, when the contract processing means is configured to implement a method for executing the contract processing every time an order is placed on the market (similar to the so-called Zaraba method), the transaction classification / cash method determination processing means Specifically, the following first to third configurations can be adopted as the configuration for performing the determination method of the cashing method.

First, in the case where the contract processing means is configured to implement a system that executes contract processing every time an order is placed on the market (similar to the so-called Zaraba system), the cashing method by the trading classification / cashing method determination processing means As a first configuration for performing the determination process of
The trade classification / cash method determination processing means is:
When the order classification received by the order reception processing means is information indicating purchase, the order data is set to the state indicating the order identification information and uncommitted as the purchase order data. By associating with a trade flag and storing in the buy order storage means, execute the order processing of the buy order to the buying and selling market,
When the trading category of the order data received by the order reception processing means is information indicating selling, using the calculation formula for determination, the purchase request to the securities purchasing system or the purchase market Determine which of the selling orders is advantageous to the customer;
When it is determined that a purchase request to the securities purchase system is advantageous to the customer, a purchase request signal including the brand identification information of the order data and the order quantity is sent to the securities purchase system via a communication line. Send
When it is determined that an order for a sales order in the trading market is advantageous to the customer, the contract includes the same brand identification information as the brand identification information of the order data and is in a state indicating uncommitted. The total quantity of the buy order quantity of the buy order data stored in the buy order storage means associated with the flag is calculated, and the calculated total quantity of the buy order quantity is included in the order data If the order quantity specified by the customer is equal to or greater than the order quantity specified by the customer, the order data including the total quantity of the order quantity specified by the customer as the sales order quantity for the market order, and the order identification information and uncommitted as the sell order data. The total number of the buy order quantities calculated by executing the order processing of the sell orders to the buy / sell market by storing them in the sell order storage means in association with the contract flag in the state shown in FIG. Is less than the order quantity specified by the customer, the order data including the same quantity as the total quantity of the purchase order quantity among the order quantity specified by the customer as the sales order quantity for the market order. The selling order data is stored in the selling order storage means in association with the order identification information and the contract flag in a state indicating unsettled as the selling order data, thereby executing the order processing of the selling order to the trading market And a purchase request signal including the stock identification information of the order data and the remaining order quantity obtained by subtracting the total quantity of the purchase order quantity from the order quantity specified by the customer via the communication line to the securities purchase system. Is transmitted in association with the contract flag including the same brand identification information as the brand identification information of the order data, and indicating the unsettled state. If there is no buy order data stored in the purchase order storage means, a purchase request signal including the brand identification information of the order data and the order quantity is sent to the securities purchase system via the communication line. It can be set as the structure which performs the process to transmit.

  In this way, in the case where the contract processing means is configured to implement a method for executing the contract processing every time an order is placed on the market (a method similar to the so-called Zaraba method), the trade classification / cash method determination processing means is In the case of the configuration of 1 (for example, in the case of FIG. 8), the total quantity of unordered purchase order data stored in the purchase order storage means is calculated, and this unconfirmed purchase order is calculated. Within the range of the total quantity, the sales order is placed in the buying and selling market, so it is possible to immediately execute the order, and the order quantity specified by the customer to the buying and selling market. For the remaining quantity that has not been ordered, a purchase request is made to the securities purchase system, so that it is possible to satisfy the customer's cash request without delay while pursuing a cash method advantageous to the customer.

Next, in the case where the contract processing means is configured to implement a system for executing the contract processing every time an order is placed on the market (similar to the so-called Zaraba system), the cash by the trade classification / cash method determination processing means As a second configuration for performing the method determination process,
The trade classification / cash method determination processing means is:
When the order classification received by the order reception processing means is information indicating purchase, the order data is set to the state indicating the order identification information and uncommitted as the purchase order data. By associating with a trade flag and storing in the buy order storage means, execute the order processing of the buy order to the buying and selling market,
When the trading category of the order data received by the order reception processing means is information indicating selling, using the calculation formula for determination, the purchase request to the securities purchasing system or the purchase market Determine which of the selling orders is advantageous to the customer;
When it is determined that a purchase request to the securities purchase system is advantageous to the customer, a purchase request signal including the brand identification information of the order data and the order quantity is sent to the securities purchase system via a communication line. Send
When it is determined that the order of the sales order to the trading market is advantageous to the customer, the total quantity of the order quantity designated by the customer included in the order data received by the order reception processing means is used for market ordering. By storing the order data included as the sales order quantity in the sales order storage means in association with the order identification information and the execution flag indicating the unsettled state as the sales order data, to the trading market The order processing of the selling order is executed, and after the elapse of the trading time of the buying and selling market, the order identification information is associated with the order data and associated with the order identification information stored in the order data storage means. The contract constant quantity for selling order stored in the transfer processing database is acquired, and the customer included in the order data stored in the order data storage means is acquired. If there is a remaining order quantity obtained by subtracting the constant amount from the specified order quantity, a purchase request signal including the brand identification information of the order data and the remaining order quantity via a communication line to the securities purchasing system. It is possible to adopt a configuration for executing a process of transmitting.

  In this way, in the case where the contract processing means is configured to implement a method for executing the contract processing every time an order is placed on the market (a method similar to the so-called Zaraba method), the trade classification / cash method determination processing means is In the case of the configuration of 2 (for example, in the case of FIG. 9), after the transaction time of the buying and selling market has elapsed, the contracted amount is acquired and confirmed, and the unsuccessful portion is purchased by the securities purchasing system. Since the billing is performed, it is possible to satisfy the customer's cash demand without delay while pursuing a cash method advantageous to the customer.

Furthermore, when the contract processing means is configured to realize a system for executing the contract processing every time an order is placed on the market (similar to the so-called Zaraba system), the cashing method by the trading classification / cashing method judgment processing means As a third configuration for performing the determination process of
The order reception processing means includes
A configuration for receiving, in addition to the customer identification information, the brand identification information, the trading category, and the order quantity, as the order data, cashing period designation information designating how many days the customer wants to cash And
The trade classification / cash method determination processing means is:
When the order classification received by the order reception processing means is information indicating purchase, the order data is set to the state indicating the order identification information and uncommitted as the purchase order data. By associating with a trade flag and storing in the buy order storage means, execute the order processing of the buy order to the buying and selling market,
When the trading category of the order data received by the order reception processing means is information indicating selling, using the calculation formula for determination, the purchase request to the securities purchasing system or the purchase market Performing an initial process of determining which of the selling orders is advantageous to the customer;
In this initial determination process, when it is determined that a purchase request to the securities purchase system is advantageous to the customer, the brand identification information and the order of the order data are transmitted to the securities purchase system via a communication line. Send a purchase request signal containing the quantity,
If it is determined in the initial determination process that the order of the sales order to the trading market is advantageous to the customer, the order quantity specified by the customer included in the order data received by the order reception processing means Order data including the entire quantity as a sales order quantity for market ordering is stored in the selling order storage means in association with the order identification information and the execution flag indicating unsettled as the sales order data. Thus, the order processing of the sales order to the trading market is executed, and the delivery date of the price due to the purchase request to the securities purchasing system is included in the order data stored in the order data storage means Until the transaction date corresponding to the last day of the period designated by the cashing period designation information, the purchase request to the securities purchase system or the previous Any of the orders of the sales order to the buying and selling market is repeatedly executed a second or subsequent determination process of whether favorable to the customer,
In the second and subsequent determination processing, when it is determined that the purchase request to the securities purchase system is advantageous to the customer, or the delivery date of the price due to the purchase request to the securities purchase system is stored in the order data storage means The order stored in the order data storage means in association with the order data when the transaction date corresponding to the last day of the period specified by the cashing period specification information included in the stored order data is reached. The contract constant amount for selling order stored in the transfer processing database in association with the same order identification information as the identification information is acquired, and the customer's data included in the order data stored in the order data storage means If there is a remaining order quantity obtained by subtracting the approximate constant quantity from the specified order quantity, the order data is sent to the securities purchasing system via a communication line. It can be configured to execute a process of transmission of the stock identification and appraisal signal containing the remaining quantity ordered.

  In this way, in the case where the contract processing means is configured to implement a method for executing the contract processing every time an order is placed on the market (a method similar to the so-called Zaraba method), the trade classification / cash method determination processing means is In the case of the configuration of 3 (for example, in the case of FIG. 10), if the selling order to the trading market is advantageous to the customer during the cashing period designated by the customer, the order to the trading market is placed. Continuing, when the delivery date is the last transaction date that falls within the cash exchange period, we will acquire and confirm a contracted amount, and we will make a purchase request to the securities purchase system for the uncommitted amount, While pursuing a cashing method advantageous to the customer, it becomes possible to satisfy the customer's cashing request without delay.

  In addition, when the contract processing means is configured to implement a system that performs contract processing every time an order is placed on the market (similar to the so-called Zaraba system), more specifically, It can be configured.

That is, in the securities trading system described above,
The transfer processing database is
The approximate constant amount is stored in association with the customer identification information of the order data, the brand identification information, the trading category, the order identification information, and a transfer flag indicating whether the transfer has been completed or not transferred,
The contract processing means includes:
A purchase order quantity judgment processing means and a sell order quantity judgment processing means,
The purchase order quantity determination processing means includes:
When the new purchase order data is stored in the buy order storage means by the trade classification / cashing method determination processing means, a sale item including the same brand identification information as the brand identification information of the new purchase order data is stored. Presence / absence of sell order data that can be executed by determining whether or not the sell order data that is the order data and in which the execution flag is in a state of indicating unconfirmed is stored in the storage unit for sale orders And when it is determined that there is sales order data that can be executed, the sales order quantity of the sales order data that can be executed and the purchase order quantity of the new purchase order data stored in the storage means for sales order As the processing of the first to third cases according to the magnitude relationship,
(1) In the first case where the sell order quantity is larger than the buy order quantity, the same quantity as the buy order quantity is set as a contract amount of the new buy order data, and the new buy order data Stored in the transfer processing database in association with the customer identification information, the brand identification information, the trading category, the order identification information, and the transfer flag set to indicate no transfer, and the same as the buy order quantity As a contracted constant quantity of the sell order data that can be executed, the customer identification information of the sell order data that can be executed, the brand identification information, the trading category, the order identification information, and a state indicating untransferred, The transfer flag is stored in the transfer processing database in association with the transfer flag and the new purchase order data stored in the purchase order storage means A first contract processing for updating a contract flag from uncommitted to a state indicating contracted, and subtracting the contract amount from the sell order quantity of the contract order sell data stored in the sell order storage means Run
(2) In a second case where the sell order quantity is equal to the buy order quantity, the new purchase order quantity is set to a quantity that is the same as the sell order quantity or the buy order quantity as a constant amount of the new buy order data. The customer identification information of the order data, the brand identification information, the trading category, the order identification information, and the transfer flag set in a state indicating untransferred are stored in the transfer processing database and stored in the transfer processing database. The order quantity or the same quantity as the buy order quantity is a constant quantity of the sellable order data that can be executed, and the customer identification information, the brand identification information, the trade classification, the order identification of the sellable order data that can be executed The information is stored in the transfer processing database in association with the transfer flag in a state indicating untransferred, and stored in the purchase order storage unit The execution flag corresponding to the new buy order data is updated from an unfilled state to a state indicating closed, and the contract flag corresponding to the sellable order data stored in the sell order storage means Execute a second execution process that updates the status from uncommitted to filled
(3) In a third case where the sell order quantity is smaller than the buy order quantity, the same quantity as the sell order quantity is set as a contract amount of the new buy order data, and the new buy order data Stored in the transfer processing database in association with the customer identification information, the brand identification information, the trade classification, the order identification information, and the transfer flag set to indicate no transfer, and the same as the sell order quantity As a contracted constant quantity of the sell order data that can be executed, the customer identification information of the sell order data that can be executed, the brand identification information, the trading category, the order identification information, and a state indicating untransferred, The transfer processing database is associated with the transferred transfer flag and stored in the transfer processing database, and corresponds to the contractable selling order data stored in the selling order storage means. A third execution process for updating the contract execution flag from uncommitted to a state indicating the execution completed, and subtracting the constant amount from the purchase order quantity of the new purchase order data stored in the purchase order storage means In addition, if there is other sellable order data that can be executed, the sell order quantity of the other contractable sell order data and the updated purchase order quantity obtained by subtracting the new buy order data. And the first to third case processes corresponding to the magnitude relationship are executed,
The selling order quantity determination processing means includes:
When the new selling order data is stored in the selling order storage unit by the buying / selling classification / cashing method determination processing unit, a purchase including the same brand identification information as the brand identification information of the new selling order data is stored. Presence / absence of purchase order data that can be executed by determining whether or not the purchase order data in which the execution flag is in a state indicating unsettled is stored in the storage unit for purchase order When it is determined that there is buyable order data that can be executed, the purchase order quantity of the buyable order data stored in the storage means for purchase order and the sell order quantity of the new sell order data are stored. As a process of the fourth to sixth cases according to the magnitude relationship,
(4) In a fourth case where the buy order quantity is larger than the sell order quantity, the same quantity as the sell order quantity is used as a constant amount of the new sell order data. Stored in the transfer processing database in association with the customer identification information, the brand identification information, the trade classification, the order identification information, and the transfer flag set to indicate no transfer, and the same as the sell order quantity As a contracted amount of the contractable purchase order data, the customer identification information of the contractable purchase order data, the brand identification information, the trade classification, the order identification information, and a state indicating untransferred, The transfer flag is stored in the transfer processing database in association with the transfer flag, and the new selling order data stored in the selling order storage means is associated with the new selling order data. A fourth contract processing for updating a contract flag from uncommitted to a state indicating contracted, and subtracting the contract amount from the purchase order quantity of the contract order purchase data stored in the purchase order storage means Run
(5) In a fifth case where the buy order quantity is equal to the sell order quantity, the new sell order quantity is set to a quantity equal to the buy order quantity or the sell order quantity as a constant quantity of the new sell order data. The customer identification information of the order data, the brand identification information, the trade classification, the order identification information, and the transfer flag set in a state indicating untransferred are stored in the transfer processing database and stored in the purchase processing database. The customer identification information, the brand identification information, the trade classification, the order identification, and the order quantity or the same quantity as the sell order quantity as the contract quantity of the order data that can be executed. The information is stored in the transfer processing database in association with the transfer flag in a state indicating untransferred, and stored in the selling order storage unit The contract flag corresponding to the contractable buy order data stored in the purchase order storage means is updated from the unfilled to the state indicating the contract completed corresponding to the new sell order data. Execute a fifth contract processing to update the status from uncommitted to a status indicating contracted,
(6) In a sixth case in which the buy order quantity is smaller than the sell order quantity, the same quantity as the buy order quantity is set as the approximate constant amount of the new sell order data, and the new sell order data Stored in the transfer processing database in association with the customer identification information, the brand identification information, the trading category, the order identification information, and the transfer flag set to indicate no transfer, and the same as the buy order quantity As a contracted amount of the contractable purchase order data, the customer identification information of the contractable purchase order data, the brand identification information, the trade classification, the order identification information, and a state indicating untransferred, The transfer processing database is associated with the transferred transfer flag and stored in the transfer processing database, and corresponds to the contractable purchase order data stored in the purchase order storage means. A sixth execution process for updating the contract execution flag from an uncommitted state to a state indicating a completed state and subtracting the contract constant amount from the sell order quantity of the new sell order data stored in the sell order storage means In addition, when there is other contractable buy order data, the purchase order quantity of the other contractable buy order data and the updated sell order quantity after subtraction of the new sell order data are executed. And the processing of the fourth to sixth cases corresponding to the magnitude relationship are executed,
The transfer processing means includes:
In addition to the transfer process for the purchase order and the transfer process for the sell order, the transfer flag stored in the transfer process database for the order data subjected to the transfer process is updated from a non-transfer to a state indicating that the transfer has been completed. The transfer flag update process to be executed can be executed.

  Further, in the above configuration, it is desirable that the contract processing using the priority order management numbers for buy orders and sell orders is performed as follows.

That is, in the securities trading processing system described above,
The trade classification / cash method determination processing means is:
When storing the new purchase order data in the purchase order storage means, for the purchase order for preferentially executing the customer's previously ordered purchase order with respect to the new purchase order data And the new purchase order data is stored in association with the order identification information, the execution flag indicating the unsettled status, and the priority management number for the purchase order. With
When the new selling order data is stored in the selling order storage means, the selling order for preferentially executing the customer's previously ordered sales order with respect to the new selling order data. And the new selling order data is stored in association with the order identification information, the execution flag indicating the unsettled state, and the selling order priority management number. It is configured to execute processing,
The purchase order quantity determination processing means includes:
When the new purchase order data is stored in the buy order storage means by the trade classification / cashing method determination processing means, a sale item including the same brand identification information as the brand identification information of the new purchase order data is stored. Presence / absence of sell order data that can be executed by determining whether or not the sell order data that is the order data and in which the execution flag is in a state of indicating unconfirmed is stored in the storage unit for sale orders And when it is determined that there is sellable order data that can be executed, the sell order data is associated with the priority order management number for the sell order having the highest priority among the sellable order data that can be executed. Compare the magnitude relationship between the sell order quantity of the contractable sell order data stored in the storage means and the buy order quantity of the new buy order data, and process the first to third cases according to the magnitude relation When Te,
(1) In the first case where the sell order quantity is larger than the buy order quantity, the same quantity as the buy order quantity is set as a contract amount of the new buy order data, and the new buy order data Stored in the transfer processing database in association with the customer identification information, the brand identification information, the trading category, the order identification information, and the transfer flag set to indicate no transfer, and the same as the buy order quantity Is the constant quantity of the sell order data that can be executed that is associated with the priority order management number for the sell order that has the highest priority, and the customer identification information of the sell order data that can be executed, the brand The identification information, the trade classification, the order identification information, and the transfer flag associated with the transfer flag in a state indicating untransferred are stored in the transfer processing database, and The contract flag corresponding to the new buy order data stored in the order storage means is updated from unfilled to a state indicating closed, and the priority order management number for the sell order with the highest priority is set. Executing a first contract processing for subtracting the contract amount from the sell order quantity of the contract order sell data that is associated and stored in the sell order storage means;
(2) In a second case where the sell order quantity is equal to the buy order quantity, the new purchase order quantity is set to a quantity that is the same as the sell order quantity or the buy order quantity as a constant amount of the new buy order data. The customer identification information of the order data, the brand identification information, the trading category, the order identification information, and the transfer flag set in a state indicating untransferred are stored in the transfer processing database and stored in the transfer processing database. The sellable order that can be executed by using the same quantity as the order quantity or the buy order quantity as a constant quantity of the sellable order data that can be executed in association with the priority management number for the sell order with the highest priority. The transfer process data is associated with the customer identification information, the brand identification information, the trade classification, the order identification information, and the transfer flag in a state indicating no transfer. And the contract flag corresponding to the new purchase order data stored in the purchase order storage means is updated from unfilled to a state indicating filled, and the sales with the highest priority is stored. A second flag that updates the contract flag corresponding to the contractable sell order data stored in the sell order storage means in association with the order priority management number from a non-confirmed to a state indicating a contracted second Execute contract processing,
(3) In a third case where the sell order quantity is smaller than the buy order quantity, the same quantity as the sell order quantity is set as a contract amount of the new buy order data, and the new buy order data Stored in the transfer processing database in association with the customer identification information, the brand identification information, the trade classification, the order identification information, and the transfer flag set to indicate no transfer, and the same as the sell order quantity Is the constant quantity of the sell order data that can be executed that is associated with the priority order management number for the sell order that has the highest priority, and the customer identification information of the sell order data that can be executed, the brand The identification information, the trade classification, the order identification information, and the transfer processing database are stored in association with the transfer flag that is in a state indicating non-transfer, A state in which the contract flag corresponding to the contractable sell order data stored in the sell order storage means associated with the priority order management number for the sell order having a higher order is indicated from uncommitted to contracted And executing a third contract processing to subtract the contract amount from the purchase order quantity of the new purchase order data stored in the storage unit for purchase order, and further, the sell order that can be executed If there is the sellable order data that can be executed in association with the priority order management number for the sell order having the next highest priority among the data and stored in the sell order storage means, the sell order data And comparing the magnitude relationship between the new purchase order data and the updated purchase order quantity subtracted from the new purchase order data, and executing the first to third case processing according to the magnitude relationship,
The selling order quantity determination processing means includes:
When the new selling order data is stored in the selling order storage unit by the buying / selling classification / cashing method determination processing unit, a purchase including the same brand identification information as the brand identification information of the new selling order data is stored. Presence / absence of purchase order data that can be executed by determining whether or not the purchase order data in which the execution flag is in a state indicating unsettled is stored in the storage unit for purchase order And when it is determined that there is purchase order data that can be executed, the purchase order data associated with the highest priority management number for the purchase order among the purchase order data that can be executed is used for the purchase order. Compare the magnitude relationship between the buy order quantity of the contractable buy order data stored in the storage means and the sell order quantity of the new sell order data, and process the fourth to sixth cases according to the magnitude relation When Te,
(4) In a fourth case where the buy order quantity is larger than the sell order quantity, the same quantity as the sell order quantity is used as a constant amount of the new sell order data. Stored in the transfer processing database in association with the customer identification information, the brand identification information, the trade classification, the order identification information, and the transfer flag set to indicate no transfer, and the same as the sell order quantity , The customer identification information of the contractable purchase order data, the brand, as a contract amount of the contractable purchase order data associated with the priority order management number for the purchase order having the highest priority. The identification information, the trade classification, the order identification information, and the transfer flag associated with the transfer flag in a state indicating untransferred are stored in the transfer processing database, and The contract flag corresponding to the new sell order data stored in the order storage means is updated from unfilled to a state indicating closed, and the priority order management number for the purchase order having the highest priority is updated. Performing a fourth contract processing to subtract the contract amount from the purchase order quantity of the contract order purchase order data associated with and stored in the purchase order storage means,
(5) In a fifth case where the buy order quantity is equal to the sell order quantity, the new sell order quantity is set to a quantity equal to the buy order quantity or the sell order quantity as a constant quantity of the new sell order data. The customer identification information of the order data, the brand identification information, the trade classification, the order identification information, and the transfer flag set in a state indicating untransferred are stored in the transfer processing database and stored in the purchase processing database. The order quantity or the same order quantity as the sell order quantity is used as the contract quantity of the order data that can be executed in association with the priority order management number for the purchase order having the highest priority. The transfer process data is associated with the customer identification information, the brand identification information, the trade classification, the order identification information, and the transfer flag in a state indicating no transfer. The contract flag corresponding to the new sell order data stored in the sell order storage means is updated from unfilled to a state indicating closed, and the purchase with the highest priority is stored. Updating the contract flag corresponding to the contractable purchase order data stored in the purchase order storage means in association with the order priority management number from a non-confirmed to a state indicating contracted Execute contract processing,
(6) In a sixth case in which the buy order quantity is smaller than the sell order quantity, the same quantity as the buy order quantity is set as the approximate constant amount of the new sell order data, and the new sell order data Stored in the transfer processing database in association with the customer identification information, the brand identification information, the trading category, the order identification information, and the transfer flag set to indicate no transfer, and the same as the buy order quantity , The customer identification information of the contractable purchase order data, the brand, as a contract amount of the contractable purchase order data associated with the priority order management number for the purchase order having the highest priority. The identification information, the trade classification, the order identification information, and the transfer processing database are stored in association with the transfer flag that is in a state indicating non-transfer, A state in which the contract flag corresponding to the contractable purchase order data stored in the storage unit for purchase order associated with the priority order management number for the purchase order having a higher priority is indicated from uncommitted to contracted And executing a sixth contract processing for subtracting the contracted amount from the sell order quantity of the new sell order data stored in the sell order storage means, and further executing the buy order that can be executed If there is the contractable buy order data stored in the buy order storage means associated with the purchase order priority management number having the next highest priority among the data, this buy order data Compare the magnitude relationship between the purchase order quantity of the new sale order data and the updated sales order quantity after the new sale order data is subtracted, and execute the processes of the fourth to sixth cases according to the magnitude relation. Is desirable.

  <In the case of a system that executes contract processing at a predetermined contract processing time (similar to the so-called plate-shifting system)>

In this case, in the securities trading system described above,
The purchase order storage means is configured to store the purchase order data in association with the order identification information and a contract flag indicating whether the contract has been executed or not executed,
The selling order storage means is configured to store the selling order data in association with the order identification information and the execution flag,
The contract processing means includes:
The buy order memory associated with the contract flag including the same brand identification information and indicating the unsettled state at least at a predetermined contract processing time in a day. The buy order quantity of the buy order data stored in the means and the sell order quantity of the sell order data stored in the sell order storage means are matched, and the buy order quantity and the sell order quantity for these same brands Is determined as a contract constant amount of the buy order and the sell order, and the contract flag associated with the contracted buy order data and the sell order data is changed from uncommitted to contracted. It can be set as the structure which performs the process to update.

  As described above, when the contract processing means is configured to implement a method for executing the contract processing at a predetermined contract processing time (similar to the so-called plate approach method), the cashing method is determined by the trade classification / cash method determination processing means. Specifically, the following first to third configurations can be adopted as the configuration for performing the determination process.

First, in the case where the contract processing means is configured to implement a method of executing contract processing at a predetermined contract processing time (similar to the so-called plate approach method), the determination of the cashing method by the buying / selling classification / cashing method determination processing means As a first configuration for performing processing,
The trade classification / cash method determination processing means is:
When the order classification received by the order reception processing means is information indicating purchase, the order data is set to the state indicating the order identification information and uncommitted as the purchase order data. By associating with a trade flag and storing in the buy order storage means, execute the order processing of the buy order to the buying and selling market,
When the trading category of the order data received by the order reception processing means is information indicating selling, using the calculation formula for determination, the purchase request to the securities purchasing system or the purchase market Determine which of the selling orders is advantageous to the customer;
When it is determined that a purchase request to the securities purchase system is advantageous to the customer, a purchase request signal including the brand identification information of the order data and the order quantity is sent to the securities purchase system via a communication line. Send
When it is determined that the order of the sales order in the trading market is advantageous to the customer, the order reception processing means includes the same brand identification information as the brand identification information of the order data received by the order reception processing means, and is uncommitted And calculating the total quantity of the purchase order quantity of the purchase order data stored in the purchase order storage means in association with the contract flag set to indicate the status, and received by the order reception processing means The selling order data stored in the selling order storage means in association with the contract flag including the same brand identification information as the brand identification information of the order data and in a state indicating unsettled The total quantity of the sell order quantity is calculated, it is determined whether the total quantity of the buy order quantity is larger than the total quantity of the sell order quantity, and the total quantity of the buy order quantity is the number of sell orders. Is greater than the total quantity, the purchase order excess quantity corresponding to the difference is greater than or equal to the order quantity specified by the customer included in the order data received by the order reception processing means. If the excess quantity of the buy order is greater than or equal to the order quantity specified by the customer, the order data including the total quantity of the order quantity specified by the customer as the sales order quantity for market order is included in the sales order. By storing the order identification information and the contract flag in a state indicating unsettled as the order data in the sales order storage means, the order processing of the sell order to the trading market is executed, If the excess quantity of the buy order is less than the order quantity specified by the customer, the same quantity as the excess quantity of the buy order out of the order quantity specified by the customer is the number of sell orders for the market order. The sales order data is stored in the selling order storage means in association with the order identification information and the execution flag indicating the unsettled state as the selling order data, so that the selling order to the buying and selling market is stored. And the remaining order quantity obtained by subtracting the excess quantity of the purchase order from the stock identification information of the order data and the order quantity specified by the customer via the communication line. If there is no excess quantity of the purchase order, the purchase request signal including the brand identification information of the order data and the order quantity is sent to the securities purchase system via the communication line. It can be set as the structure which performs the process to transmit.

  In this way, in the case where the contract processing means is configured to implement a method for executing the contract processing at a predetermined contract processing time (similar to the so-called boarding method), the trading classification / cashing method determination processing means is used as the first processing means. In the case of the configuration (for example, in the case of FIG. 11), the total quantity of the unordered buy order data stored in the buy order storage means and the sell order storage means are stored. Calculate the total quantity of sell orders in the unsettled sell order data, and place a sell order in the buying and selling market within the range of excess quantity of buy orders corresponding to these differences. In addition, the remaining quantity that has not been placed in the trading market out of the order quantity specified by the customer is billed to the securities purchase system, which is advantageous to the customer. Pursuing cashing methods While, it becomes possible to meet the customer cash requirements without delay.

Next, in the case where the contract processing means is configured to realize a system for executing contract processing at a predetermined contract processing time (similar to a so-called plate approach system), As a second configuration for performing the determination process,
The trade classification / cash method determination processing means is:
When the order classification received by the order reception processing means is information indicating purchase, the order data is set to the state indicating the order identification information and uncommitted as the purchase order data. By associating with a trade flag and storing in the buy order storage means, execute the order processing of the buy order to the buying and selling market,
When the trading category of the order data received by the order reception processing means is information indicating selling, using the calculation formula for determination, the purchase request to the securities purchasing system or the purchase market Determine which of the selling orders is advantageous to the customer;
When it is determined that a purchase request to the securities purchase system is advantageous to the customer, a purchase request signal including the brand identification information of the order data and the order quantity is sent to the securities purchase system via a communication line. Send
When it is determined that the order of the sales order to the trading market is advantageous to the customer, the total quantity of the order quantity designated by the customer included in the order data received by the order reception processing means is used for market ordering. By storing the order data included as the sales order quantity in the sales order storage means in association with the order identification information and the execution flag indicating the unsettled state as the sales order data, to the trading market The order processing of the selling order is executed, and after the lapse of any one of the contract processing time that comes first after the ordering, the last contract processing time of the day, or the predetermined specific processing time Stored in the transfer processing database in association with the same order identification information as the order identification information stored in the order data storage means in association with the order data. If there is a remaining order quantity obtained by subtracting the approximate quantity from the customer-specified order quantity included in the order data stored in the order data storage means, A process of transmitting a purchase request signal including the brand identification information of the order data and the remaining order quantity to the securities purchase system via a communication line may be performed.

  In this way, when the contract processing means is configured to implement a method for executing the contract processing at a predetermined contract processing time (similar to the so-called plate approach method), the trading classification / cashing method determination processing means is set to the second In the case of the configuration (for example, in the case of FIG. 12), after a predetermined contract processing time elapses, the contract amount is acquired and confirmed, and if the contract is not executed, the securities purchase system is requested to purchase. As a result, it is possible to satisfy the customer's cash demand without delay while pursuing a cash method advantageous to the customer.

Further, in the case where the contract processing means is configured to implement a method for executing the contract processing at a predetermined contract processing time (similar to the so-called plate approach method), the determination of the cashing method by the buying / selling classification / cashing method determination processing means As a third configuration for processing,
The order reception processing means includes
A configuration for receiving, in addition to the customer identification information, the brand identification information, the trading category, and the order quantity, as the order data, cashing period designation information designating how many days the customer wants to cash And
The trade classification / cash method determination processing means is:
When the order classification received by the order reception processing means is information indicating purchase, the order data is set to the state indicating the order identification information and uncommitted as the purchase order data. By associating with a trade flag and storing in the buy order storage means, execute the order processing of the buy order to the buying and selling market,
When the trading category of the order data received by the order reception processing means is information indicating selling, using the calculation formula for determination, the purchase request to the securities purchasing system or the purchase market Performing an initial process of determining which of the selling orders is advantageous to the customer;
In this initial determination process, when it is determined that a purchase request to the securities purchase system is advantageous to the customer, the brand identification information and the order of the order data are transmitted to the securities purchase system via a communication line. Send a purchase request signal containing the quantity,
If it is determined in the initial determination process that the order of the sales order to the trading market is advantageous to the customer, the order quantity specified by the customer included in the order data received by the order reception processing means Order data including the entire quantity as a sales order quantity for market ordering is stored in the selling order storage means in association with the order identification information and the execution flag indicating unsettled as the sales order data. Thus, the order processing of the sales order to the trading market is executed, and the delivery date of the price due to the purchase request to the securities purchasing system is included in the order data stored in the order data storage means Until the transaction date corresponding to the last day of the period designated by the cashing period designation information, the purchase request to the securities purchase system or the previous Any of the orders of the sales order to the buying and selling market is repeatedly executed a second or subsequent determination process of whether favorable to the customer,
In the second and subsequent determination processing, when it is determined that the purchase request to the securities purchase system is advantageous to the customer, or the delivery date of the price due to the purchase request to the securities purchase system is stored in the order data storage means The order stored in the order data storage means in association with the order data when the transaction date corresponding to the last day of the period specified by the cashing period specification information included in the stored order data is reached. The contract constant amount for selling order stored in the transfer processing database in association with the same order identification information as the identification information is acquired, and the customer's data included in the order data stored in the order data storage means If there is a remaining order quantity obtained by subtracting the approximate constant quantity from the specified order quantity, the order data is sent to the securities purchasing system via a communication line. It can be configured to execute a process of transmission of the stock identification and appraisal signal containing the remaining quantity ordered.

  In this way, in the case where the contract processing means is configured to implement a system for executing contract processing at a predetermined contract processing time (similar to the so-called plate approach system), the trade classification / cashing method determination processing means is set to the third processing means. In the case of the configuration (for example, in the case of FIG. 13), during the cashing period designated by the customer, if the ordering of the selling order to the buying and selling market is advantageous to the customer, the ordering to the buying and selling market is continued. When the delivery date is the last transaction date that falls within the cash exchange period, a fixed amount is obtained and confirmed, and the unsuccessful portion is billed to the securities purchase system. While pursuing an advantageous cash exchange method, it becomes possible to meet the customer's cash demand without delay.

  In addition, when the contract processing means is configured to implement a system that performs contract processing at a predetermined contract processing time (similar to a so-called plate approach system), more specifically, the following configuration is used. can do.

That is, in the securities trading system described above,
The trade classification / cash method determination processing means is:
The order data received by the order reception processing means is assigned a priority management number for preferentially executing the order of the customer previously ordered, and the new purchase order storage means is provided with the new purchase order. When storing the order data, the new buy order data is stored in association with the order identification information, the execution flag indicating an unsettled state, and the priority management number, and the sales order data is stored. When storing the new sell order data in the order storage means, the new sell order data includes the order identification information, the contract flag indicating an unsettled state, and the priority management number. It is configured to execute processing to store in association,
The contract processing means includes:
The buy order data and the sell order data including the same brand identification information, the buy order data and the sell order data in which the execution flag is in an unfilled state, and the buy order storage means. And determining whether or not there is buy order data and sell order data that can be executed by determining whether or not they are stored in the storage means for selling orders, respectively, and if there is buy order data and sell order data that can be executed When the determination is made, the total quantity K of the purchase order quantity stored in the buy order storage means stored in the buy order storage means and the sale of the contract sale data stored in the sell order storage means. As a process of the first to third cases according to the magnitude relationship, the magnitude relation between the order quantity and the total quantity U is compared.
(1) In a first case where the total quantity U of the sell order quantity is larger than the total quantity K of the buy order quantity, the purchase order quantity of each buy order data is set as a contracted quantity of each buy order data. Storing the customer identification information, the brand identification information, the buying and selling classification, the order identification information, and the transfer flag in a state indicating untransferred in the transfer processing database in each purchase order data; and Updating the execution flag corresponding to each of the purchase order data stored in the storage unit for purchase order from a non-confirmed to a state indicating a completed,
The sell order quantity of the sellable order data stored in the sell order storage means associated with the highest priority order management number of the sellable sell order data is the buy order quantity. Is equal to or greater than the total quantity K of the purchase order quantity, as the contract constant quantity of the sellable order data that can be executed in association with the highest priority management number. , Stored in the transfer processing database in association with the customer identification information, the brand identification information, the trade classification, the order identification information, and the transfer flag in a state indicating untransferred of the sellable order data that can be executed And the contract constant from the sell order quantity of the sellable order data that can be executed and stored in the sell order storage means in association with the highest priority management number. The subtraction,
The sell order quantity of the sellable order data stored in the sell order storage means associated with the highest priority order management number of the sellable sell order data is the buy order quantity. When the total order quantity of the contractable sell order data associated with the priority management number is summed in descending order of the priority management number, The maximum total quantity UM in the purchase order corresponding range that is the maximum total quantity within the range of the total quantity K of the purchase order, and the lowest priority management number in the purchase order corresponding range that is the priority management number at that time Sales of each order data that can be executed and is associated with each priority management number from the highest priority management number to the lowest priority management number within the buy order correspondence range. The sentence quantity is a constant amount of each sellable order data that can be executed, and the customer identification information, the brand identification information, the trade classification, the order identification information, and the untransferred of each of the sellable order data that can be executed Stored in the transfer processing database in association with the transfer flag set to indicate the status, and the contract flag corresponding to each of the sell order data stored in the storage unit for sell order has been contracted from uncommitted Updated to a state showing
Further, the total quantity of the buy order quantity among the sell order quantities of the sellable order data that can be executed, which is associated with the priority management number having the next lowest priority after the lowest priority management number within the buy order correspondence range. The quantity obtained by subtracting the maximum total quantity UM in the buy order correspondence range from K to the purchase order correspondence range corresponding to the lowest priority management number next to the lowest priority management number in the buy order correspondence range can be executed. Corresponding to the transfer flag set as the contract constant quantity of the sell order data, the customer identification information, the brand identification information, the trade classification, the order identification information, and the untransferred state of the sellable order data that can be executed Stored in the transfer processing database and associated with the priority management number with the next lowest priority after the lowest priority management number within the buy order correspondence range. Performing a first commitments process of subtracting the commitments quantities from stored the commitments can sell order data sell order quantity to the means,
(2) In the second case where the total quantity U of the sell order quantity is equal to the total quantity K of the buy order quantity, the purchase order quantity of each purchase order data is set as a constant amount of each buy order data, Storing the customer identification information of the purchase order data, the brand identification information, the trading category, the order identification information, and the transfer processing database in association with the transfer flag in a state indicating untransferred, and The sales order quantity of the sales order data is a constant amount of the sales order data, and the customer identification information, the brand identification information, the trading category, the order identification information, and the untransferred state of each sales order data The contract flag corresponding to each purchase order data stored in the storage unit for purchase order is stored in the transfer processing database in association with the transfer flag. Updating the contract flag from the uncommitted state to the contracted state, and updating the contract flag corresponding to the sell order data stored in the sell order storage means to the state indicating the contracted second state. Execute the processing of
(3) In a third case where the total quantity U of the sell order quantity is smaller than the total quantity K of the buy order quantity, the sell order quantity of each sell order data is set as the approximate constant quantity of each sell order data. Storing in the transfer processing database in association with the customer identification information of each sales order data, the brand identification information, the trading category, the order identification information, and the transfer flag in a state indicating untransferred, and Updating the execution flag corresponding to each of the sales order data stored in the sales order storage means from a non-confirmed to a state indicating a completed,
The buy order quantity of the tradeable buy order data stored in the buy order storage means associated with the highest priority management number of the buyable buy order data is the sell order quantity. Is equal to or greater than the total quantity U of the selling order quantities, as a contracted constant quantity of the contractable purchase order data associated with the highest priority management number. , Stored in the transfer processing database in association with the customer identification information, the brand identification information, the trade classification, the order identification information, and the transfer flag in a state indicating untransferred of the buyable order data that can be executed And the contract constant from the purchase order quantity of the contractable purchase order data stored in the purchase order storage means associated with the highest priority management number. The subtraction,
The buy order quantity of the tradeable buy order data stored in the buy order storage means associated with the highest priority management number of the buyable buy order data is the sell order quantity. When the total purchase quantity of the orderable purchase data associated with the priority management number is summed in descending order of the priority management number, The maximum total quantity KM in the sell order corresponding range that is the maximum total quantity in the range less than the total quantity U of the sell order quantity, and the lowest priority management number in the sell order corresponding range that is the priority management number at that time Purchase of each order data that can be executed and is associated with each priority management number from the highest priority management number to the lowest priority management number in the sell order correspondence range. The sentence quantity is set as a contracted amount of each of the trade order data that can be executed, and the customer identification information, the brand identification information, the trade classification, the order identification information, and the untransferred of each of the trade order data that can be executed. Stored in the transfer processing database in association with the transfer flag in a state indicating, and the contract flag corresponding to each purchase order data stored in the storage unit for purchase order has been contracted from uncommitted Updated to a state showing
Further, the total quantity of the sell order quantities out of the buy order quantities of the contractable purchase order data associated with the priority management number having the next lowest priority after the lowest priority management number within the sell order correspondence range The amount obtained by subtracting the maximum total quantity KM within the selling order correspondence range from U can be executed in association with the priority management number with the lowest priority next to the lowest priority management number within the selling order correspondence range. Corresponding with the transfer flag that is in a state indicating the customer identification information, the brand identification information, the trade classification, the order identification information, and the untransferred of the contractable purchase order data as the contract amount of the purchase order data Stored in the transfer processing database and associated with the priority management number having the lowest priority next to the lowest priority management number in the sell order correspondence range. Can be said from the commitments can purchase order data purchase order quantity stored in the means configured to perform a third contract processing for subtracting the commitments quantity.

  Furthermore, the above configuration is a configuration in which a contract processing is performed using a common priority management number for a buy order and a sell order. As shown below, a priority order management number for a buy order and a sell order The contract processing may be performed using the priority management number.

That is, in the securities trading processing system described above,
The trade classification / cash method determination processing means is:
When storing the new purchase order data in the purchase order storage means, for the purchase order for preferentially executing the customer's previously ordered purchase order with respect to the new purchase order data And the new purchase order data is stored in association with the order identification information, the execution flag indicating the unsettled status, and the priority management number for the purchase order. With
When the new selling order data is stored in the selling order storage means, the selling order for preferentially executing the customer's previously ordered sales order with respect to the new selling order data. And the new selling order data is stored in association with the order identification information, the execution flag indicating the unsettled state, and the selling order priority management number. It is good also as a structure which performs a process.

  <In the case of individual interest-bearing national treasury bonds>

  As described above, the securities in the present invention are not limited to individual interest-bearing national treasury bonds. However, since a mechanism for requesting purchase of BOJ for personal government bonds has already been established, This securities trading processing system is preferably used for a government bond trading processing system for trading interest-bearing national treasury bonds.

That is, in the securities trading system described above,
The securities are personal interest-bearing national treasury bonds, the order quantity is an order face value, the buy order quantity is a buy order face value, and the sell order quantity is a sell order face value; The contract amount is a contract face amount, and the securities purchase system is a Bank of Japan system,
A government bond database that stores interest payment dates for each brand of the interest-bearing national treasury bonds and current and past applicable interest rates in association with the brand identification information;
The calculation formula for determination includes a term for calculating a half-way cash adjustment amount for imposing a penalty on mid-term cash and a term for calculating accrued interest,
The trade classification / cash method determination processing means is:
Substituting the past predetermined number of applied interest rates stored in the government bond database into the term for calculating the half-way cash adjustment amount, and calculating the accrued interest into the term for calculating the accrued interest and the current applied interest rate stored in the government bond database and It is preferable to perform a process for substituting the previous interest payment date.

  The program of the present invention is for causing a computer to function as the securities trading system described above.

  The above-mentioned program or a part thereof is, for example, a magneto-optical disk (MO), a read-only memory (CD-ROM) using a compact disk (CD), a CD recordable (CD-R), a CD rewritable (CD -RW), read-only memory (DVD-ROM) using digital versatile disk (DVD), random access memory (DVD-RAM) using DVD, flexible disk (FD), magnetic tape, hard disk, It can be recorded on storage media such as read-only memory (ROM), electrically erasable and rewritable read-only memory (EEPROM), flash memory, and random access memory (RAM) for storage and distribution. And, for example, a local area network (LA ), A metropolitan area network (MAN), a wide area network (WAN), a wired network such as the Internet, an intranet, or an extranet, or a wireless communication network, or a combination thereof. It is also possible to carry it on a carrier wave. Furthermore, the above program may be a part of another program, or may be recorded on a recording medium together with a separate program.

  As described above, according to the present invention, when a sales order is received by the order reception processing means, a purchase request to the securities purchase system or a sales order to the trading market is performed by the trading classification / cash method determination processing means. If it is determined which of the orders placed in favor of the customer and the purchase request to the securities purchase system is determined to be advantageous to the customer, a purchase request signal is transmitted to the securities purchase system, and the sale order to the trading market is determined. If it is determined that the order of the customer is advantageous to the customer, the order data is stored in the selling order storage means, and the order processing of the selling order to the buying and selling market is executed. In addition, since the order acceptance processing means accepts a buy order and the contract processing means performs the contract processing, the securities trading market can be formed to increase the liquidity of the securities. There is a cormorant effect.

BRIEF DESCRIPTION OF THE DRAWINGS The whole block diagram of the government bond trading processing system which is one Embodiment of the securities trading processing system of this invention. The block diagram of the order data storage means of the said embodiment. The block diagram of the government bond database of the said embodiment. The block diagram of the memory | storage means for purchase orders of the said embodiment. The block diagram of the memory | storage means for sale orders of the said embodiment. The block diagram of the transfer process database of the said embodiment. The block diagram of the customer account database of the said embodiment. The figure of the flowchart which shows the flow of a process of the 1st cash-reception request | requirement reception method in the system (similar system to what is called the Zaraba system) which performs a contract process whenever the order of the said embodiment is placed in the PTS market. The figure of the flowchart which shows the flow of a process of the 2nd cash-reception request | requirement method in the system (similar system to what is called Zaraba system) which performs a contract process whenever the order of the said embodiment is placed into the PTS market. The figure of the flowchart which shows the flow of a process of the 3rd cash-reception request | requirement reception method in the system (similar system to what is called a Zaraba system) which performs a contract process whenever the order of the said embodiment is placed in the PTS market. The figure of the flowchart which shows the flow of a process of the 1st cash-reception request | requirement reception method in the system (similar system to what is called a plate approach system) which performs a contract process at the predetermined contract process time of the said embodiment. The figure of the flowchart which shows the flow of a process of the 2nd cash-reception request | requirement method in the system (similar system to what is called a boarding system) which performs a contract process at the predetermined contract process time of the said embodiment. The figure of the flowchart which shows the flow of a process of the 3rd cash-reception request | requirement method in the system (similar system to what is called a boarding system) which performs a contract process at the predetermined contract process time of the said embodiment. The figure which shows an example of the order screen of the said embodiment. Explanatory drawing of the period when the sale to the PTS market of the said embodiment is advantageous, and the period when the BOJ purchase request is advantageous.

  A government bond transaction processing system as an embodiment of the securities transaction processing system of the present invention will be described below with reference to the drawings. FIG. 1 shows the overall configuration of a government bond trading processing system 10 according to this embodiment. 2 shows the configuration of the order data storage means 30, FIG. 3 shows the configuration of the government bond database 32, FIG. 4 shows the configuration of the purchase order storage means 33, and FIG. FIG. 6 shows the configuration of the selling order storage means 34, FIG. 6 shows the configuration of the transfer processing database 35, and FIG. 7 shows the configuration of the customer account database 36. 8 to 10 show the flow of processing of the first to third cashing request acceptance methods in a method (a method similar to the so-called Zaraba method) in which a contract process is performed each time an order is placed in the PTS market. FIG. 11 to FIG. 13 show the flow of processing of the first to third cashing request acceptance methods in a method for performing contract processing at a predetermined contract processing time (similar to a so-called plate-shifting method). It is shown in the flowchart. Further, FIG. 14 shows an example of the order screen 100, and FIG. 15 shows an explanatory diagram of a period in which the sale to the PTS market is advantageous and a period in which the BOJ purchase request is advantageous.

  In FIG. 1, a government bond transaction processing system 10 which is a securities transaction processing system is constituted by one or a plurality of computers, processing means 20 for executing various processes related to the sale of government bonds for individuals, Order data storage means 30, a customer database 31, a government bond database 32, a purchase order storage means 33, and a sales order storage means 34, which are connected to store various data necessary for executing various processes related to the purchase and sale of government bonds for individuals. The transfer processing database 35 and the customer account database 36 are provided.

  This government bond trading system 10 forms a PTS market (a trading market based on a private trading system, that is, a market on a computer network established by a financial institution such as a securities company) that trades government bonds for individuals. Has been.

  The government bond trading system 10 is connected to a terminal device 40 operated by a customer who inputs an order or an input agent (such as a salesperson or an operator) via the network 1 which is a communication line. Here, the network 1 includes, for example, various types such as the Internet, an intranet, an extranet, a LAN, a MAN, a WAN, or a combination thereof, and is wired or wireless, or even wired. Regardless of whether the type is a mixed type of radio, in short, it is sufficient if information can be transmitted at a certain speed between a plurality of points (regardless of the length of the distance).

  Furthermore, the JGB transaction processing system 10 is connected to the Bank of Japan system 50, which is a securities purchase system, via a dedicated line 2, which is a communication line. Note that the government bond trading processing system 10 and the Bank of Japan system 50 may be connected not by the dedicated line 2 but by the network 1.

  The processing unit 20 includes an order reception processing unit 21, a trading category / cash method determination processing unit 22, a contract processing unit 23, a transfer processing unit 24, and a cash processing unit 25.

  The order reception processing means 21 transmits display data for the order screen 100 (see FIG. 14) to the terminal device 40 via the network 1 in response to a request from the customer or its input agent, and also the customer or its input agent. Order data (customer identification information, brand identification information of government bonds for individuals that are securities to be traded, trade classification indicating order of sale, order quantity) input by the user and transmitted via the network 1 from the terminal device 40 Including the order face value of individual government bonds, and the method of selecting cashing method and cashing period designation information in case of sale), and order identification information (order number) is automatically given to the received order data, The order data is associated with the order identification information and stored in the order data storage means 30 (see FIG. 2).

  When the order classification received by the order reception processing means 21 is information indicating purchase, the order classification information (order number) is used as the purchase order data. In addition, the purchase order storage means 33 (see FIG. 4) is stored in association with the execution flag set to indicate the unsettled state, thereby executing the purchase order processing for the PTS market, and the order reception processing means 21. If the purchase / sale category of the order data received is information indicating sale, the following calculation formula for determination is used to request purchase from the Bank of Japan or to place a sell order in the PTS market. When it is determined which is advantageous for the customer and the request for purchase of the BOJ is advantageous for the customer, the brand identification information of the order data and the order amount are sent to the Bank of Japan system 50 via the dedicated line 2. When the purchase request signal including the amount (order quantity) is transmitted and it is determined that the order of the sales order to the PTS market is advantageous to the customer, the order data is set as the sales order data as the order identification information (order number) and The sales order storage means 34 (see FIG. 5) stores the sales order in association with the contract flag in a state indicating the contract, thereby executing the order processing for the sales order in the PTS market. However, more detailed processing contents will be described later because they differ depending on the method of execution of the contract processing by the contract processing means 23.

  Further, when the buying / selling classification / cashing method determination processing means 22 stores the new buying order data in the buying order storage means 33 (see FIG. 4), the new buying order data is first ordered. A priority order management number for a purchase order for giving priority to a customer's buy order is given, a new purchase order data, order identification information (management number), a contract flag indicating an unfilled state, When the new selling order data is stored in the selling order storage means 34 (see FIG. 5) while being stored in association with the priority order management number for the buying order, The priority order management number for selling orders is given to prioritize the selling order of the customer who has been ordered to the customer, and the new selling order data is in a state indicating the order identification information (order number), unsettled. Deal flags, and good for selling orders It may be configured to execute the process of storing in association with the order management number.

  In addition, when performing a contract processing using a common priority management number without distinguishing between a priority order management number for buy orders and a priority order management number for sell orders, the transaction classification / cash method determination process The means 22 gives a priority order management number for preferentially executing the order of the customer previously ordered to the order data received by the order reception processing means 21, and stores the purchase order storage means 33 (FIG. 4). When the new purchase order data is stored in the reference), the new purchase order data is associated with the order identification information (order number), the execution flag indicating the unsettled state, and the priority management number. When storing the new sell order data in the sell order storage means 34 (see FIG. 5), the new sell order data is set in a state indicating order identification information (order number) and unsettled. Deal flag It can be configured to execute the process of storing in association with the finely priority management number. The priority management number (including the purchase order priority management number, the sell order priority management number, and the common priority management number) has a numerical value each time it is newly issued and assigned. It may be updated in an increasing direction, that is, a smaller value may indicate a higher priority, or conversely, each time a new issue is granted, the value is updated in a decreasing direction. That is, a higher value may indicate a higher priority.

  The contract processing by the contract processing means 23 by matching the purchase order face value (buy order quantity) and the sell order face value (sell order quantity) is the purchase order stored in the purchase order storage means 33 (see FIG. 4). Since it is performed using the order face value (buy order quantity) and the sell order face value (sell order quantity) stored in the selling order storage means 34 (see FIG. 5), the government bond trading processing system 10 Storing the order data in the purchase order storage means 33 or the sell order storage means 34 corresponds to order processing for a purchase order or a sell order in the PTS market.

  Here, the predetermined calculation formula for determination is to obtain the difference between the delivery amount N when the BOJ purchase request is made and the delivery amount P when the sales order is placed in the PTS market in advance. This is a calculation formula that is defined and described in the program.

Delivery amount N (customer receipt amount) at the time of request for BOJ purchase
= Order face value-Intermediate adjustment amount + Accrued interest equivalent (1)

Half-time cash adjustment amount = (1/2) x (applied interest rate for the last time / 100 + previous applied interest rate / 100)
× Order face value × 0.8 (2)

Accrued interest equivalent amount = (Elapsed days from last payment date to delivery date / 365)
× (Current applicable interest rate / 100) × Order face value ... (3)

  The above-mentioned formula (2) mid-term cash adjustment is the amount deducted from the customer's receipt as a penalty for mid-term cash. In the case of formula (2) above, the interest (interest payment date) for the previous two payments Since it is twice a year, it will be an interest for one year)). The interest for the last two times is a current penalty and may change in the future. In short, the half-time cash adjustment amount is substituted with the applicable interest rate for the past predetermined number of times (in the above example, the last two times). Anything that can be determined. In addition, “× 0.8” in the above formula (2) is a current agreement and can be changed in the future. In short, even if it is a constant ratio (“× 1.0”) As long as it is multiplied by Furthermore, the previous applied interest rate and the previous applied interest rate in the above equation (2) are input as percentages (%), which are stored in the government bond database 32 (see FIG. 3). This is based on the assumption that the applicable interest rate is stored as a percentage (%). For example, if it is stored in the government bond database 32 in permill, “/ 100” in the above equation (2) is calculated. If “/ 1000” is stored and 0.0056 or the like is stored, “/ 100” or the like may be appropriately adjusted. Note that these applied interest rates are both numerical values indicating the annual interest rate, so that the amount equivalent to half of each applicable interest rate is paid twice a year, that is, on semiannual interest payment dates. Therefore, in the above equation (2), (1/2) is multiplied.

  The current applicable interest rate in equation (3) above is also entered as a percentage (%) value, assuming that it is stored as a percentage (%) number in the JGB database 32 (see Figure 3). Is.

Delivery amount P (customer receipt amount) when placing a sales order on the PTS market
= Order face value-Fee + Accrued interest equivalent (4)

  In the above formula (4), the order face value is handled by the government bond trading processing system 10 of this embodiment, which deals with buying and selling of government bonds (fluctuation: 10 years) for individuals whose applicable interest rate fluctuates. So, it is not necessary to raise or lower the distribution price of government bonds according to the rise and fall of interest rates in the city as in the case of distributing government bonds with a fixed applicable interest rate. This is because the sales transaction is performed with the face value of 100 yen. In addition, usually, when a government bond is sold, the seller can receive accrued interest because the seller has held the government bond from the previous interest payment date until that point. Since the seller processing system 10 employs a mechanism in which the seller gives up all or part of the accrued interest equivalent in order to create a purchase merit in the PTS market, the process in the above formula (4) The interest equivalent amount is zero, or the accrued interest equivalent amount x (1-abandonment rate). And if the accrued interest amount in the above formula (4) is set to zero and the fee is also set to zero, the delivery amount N when making a request for purchase of the BOJ and the placing of a sales order in the PTS market The difference from the delivery amount P is expressed by the following equation (5) using the above equation (1) and the above equation (4).

N−P = (Order face value – Intermediate amount adjustment amount + Accrued interest equivalent amount) – Order amount amount = Accrued interest amount – Intermediate amount adjustment amount 5)

  Accordingly, since the BOJ purchase request is advantageous to the customer when N> P, that is, NP> 0, the accrued interest equivalent amount is larger than the half-way cash adjustment amount (see FIG. 15). . On the other hand, it is advantageous for customers to place sales orders in the PTS market when N <P, that is, when N−P <0, and when the half-time cash adjustment amount is larger than the accrued interest equivalent amount. (See FIG. 15). In addition, when N = P, that is, N−P = 0, which cashing method is not advantageous to the customer, either cashing method may be used, but there is a possibility that it will not be executed in the PTS market. Therefore, in the present embodiment, when NP = 0, it is assumed that a request for purchase of the BOJ is made. Note that the half-time cash adjustment amount is the interest for the previous two times, so if the change in the applicable interest rate at each time is small, it will be larger than the accrued interest amount, but the current applied interest rate will be the previous applied interest rate or the previous applied interest rate. 15 suddenly increases, a cross point between the solid line indicating the accrued interest amount and the dotted line indicating the halfway cash adjustment amount as shown in FIG. 15 occurs. Further, when the accrued interest equivalent amount in the above equation (4) is not zero (when it is not all abandoned), the difference NP is expressed by the following equation (6).

N−P = (Order face value−Interim cash adjustment amount + Accrued interest equivalent amount)
-{Order face value + Accrued interest equivalent amount x (1-Abandonment rate)}
= Accrued interest equivalent x Abandonment rate-Mid-term cash adjustments (6)

  More specifically, the buying / selling division / cashing method determination processing means 22 executes the following processing. In the following, detailed description will be given of three types of processing contents in the case where the contract processing means 23 is configured to implement a system for performing contract processing each time an order is placed on the market (similar to the so-called Zaraba system). At the same time, details of the three types of processing in the case where the contract processing means 23 is configured to realize a method of executing the contract processing at a predetermined contract processing time (a method similar to the so-called plate approach method) will be described in detail.

  <First Processing Contents by Trading Classification / Cashing Method Judgment Processing Unit 22 in the Method of Performing Contract Processing Each Time an Order is Placed in the Market (Method Similar to the So-called Zalaba Method): See FIG. 8>

  The trading category / cash method determination processing unit 22 receives information by the order reception processing unit 21 and stored in the order data storage unit 30 (see FIG. 2) as information indicating buying. By storing the order data in the purchase order storage means 33 (see FIG. 4) in association with the order identification information (order number) and the contract flag indicating the unsettled status as the purchase order data, the PTS market is entered. Execute purchase order processing for

  If the order classification received and received by the order reception processing means 21 and stored in the order data storage means 30 (see FIG. 2) is information indicating selling, the above-described calculation formula for determination is used. , Determine whether it is advantageous for the customer to purchase the BOJ or to place a sell order in the PTS market.

  If it is determined that the BOJ purchase request is advantageous to the customer, the purchase request signal including the brand identification information and the order amount (order quantity) included in the order data is sent via the dedicated line 2 to the Bank of Japan. A process of transmitting to the system 50 is executed.

  On the other hand, if it is determined that the ordering of the sales order in the PTS market is advantageous to the customer, the execution flag including the same brand identification information as the order identification information of the order data and indicating the uncommitted state The total amount of the purchase order face value of the purchase order data stored in the purchase order storage means 33 (see FIG. 4) in association with (a total quantity of the purchase order quantity) is calculated. In the PTS market of the present embodiment, since there is only one unit price corresponding to the quote price (that is, only a unit price with the face value as it is), a contract processing similar to the so-called Zaraba system is performed. If there is unfilled buy order data in the buy order storage means 33 (see FIG. 4), there is no unfilled sell order data in the sell order storage means 34 (see FIG. 5). However, this is different from the case of executing the contract processing similar to the so-called plate-feeding method.

  When the calculated total amount of the purchase order face value (total quantity of the purchase order quantity) is equal to or larger than the order face value (order quantity) designated by the customer included in the order data, the order face value designated by the customer Order data that includes the entire amount of money (the total quantity of the order quantity) as a sell order quantity (sell order face value) for market ordering, and the order identification information (order number) and unsettled status are shown as sell order data The sales order storage means 34 (see FIG. 5) is stored in association with the contract flag, thereby executing the order processing for the sales order in the PTS market. In addition, when the calculated total amount of the purchase order face value (total quantity of the purchase order quantity) is less than the order face value (order quantity) specified by the customer, the order face value (order quantity) specified by the customer Order data including the same amount (the same amount) as the purchase order face value (total purchase order quantity) as the sales order quantity (sell order face value) for market ordering By storing the order identification information (order number) as a data and the contract flag in a state indicating unsettled in the sales order storage means 34 (see FIG. 5), order processing of the sales order to the PTS market , And the remaining order value (the total quantity of the purchase order) minus the total order value (the order quantity) specified by the customer and the order identification value specified by the customer. Remaining The appraisal signal including Bunsuryo), via a dedicated line 2 executes a process of transmitting to the Bank system 50. Further, the purchase order storage means 33 (see FIG. 4) stores the same brand identification information as the brand identification information of the order data, and is associated with the execution flag set in a state indicating unsettled. When there is no purchase order data, a process for transmitting a purchase request signal including the brand identification information and the order amount (order quantity) included in the order data to the Bank of Japan system 50 via the dedicated line 2 is executed. .

  <Second processing contents by the trading classification / cashing method determination processing means 22 in the case of a method of executing a contract every time an order is placed on the market (a method similar to the so-called Zaraba method): See FIG.

  The trading category / cash method determination processing unit 22 receives information by the order reception processing unit 21 and stored in the order data storage unit 30 (see FIG. 2) as information indicating buying. By storing the order data in the purchase order storage means 33 (see FIG. 4) in association with the order identification information (order number) and the contract flag indicating the unsettled status as the purchase order data, the PTS market is entered. Execute purchase order processing for

  If the order classification received and received by the order reception processing means 21 and stored in the order data storage means 30 (see FIG. 2) is information indicating selling, the above-described calculation formula for determination is used. , Determine whether it is advantageous for the customer to purchase the BOJ or to place a sell order in the PTS market.

  If it is determined that the BOJ purchase request is advantageous to the customer, the purchase request signal including the brand identification information and the order amount (order quantity) included in the order data is sent via the dedicated line 2 to the Bank of Japan. A process of transmitting to the system 50 is executed.

  On the other hand, if it is determined that the ordering of the sales order in the PTS market is advantageous to the customer, the total amount (order quantity of the order quantity) designated by the customer included in the order data received by the order reception processing means 21 Sell the order data including the total quantity) as the sales order face value (sell order quantity) for market ordering in association with the order identification information (order number) and the execution flag indicating unfilled as sales order data. By storing the data in the order storage means 34 (see FIG. 5), the ordering process for selling orders to the PTS market is executed.

  Then, after the elapse of the transaction time in the PTS market, the same order identification information as the order identification information (order number) stored in the order data storage means 30 (see FIG. 2) in association with the order data ordered from the PTS market. The contract face amount for sale order (about constant amount) stored in the transfer processing database 35 (see FIG. 6) in association with is acquired. At this time, in the case where a plurality of contract amount (amount of constant amount) for selling orders is stored in the transfer processing database 35 (see FIG. 6), a total amount of contract amount (amount of constant amount) is calculated. Then, the remaining order amount (remaining order) obtained by subtracting the contract amount (approximately constant amount) from the order amount (order quantity) specified by the customer included in the order data stored in the order data storage means 30 (see FIG. 2). If there is a quantity), a process for transmitting a purchase request signal including the brand identification information included in the order data and the remaining face value (remaining order quantity) to the Bank of Japan system 50 via the dedicated line 2 is executed. To do.

  <Third Processing Contents by Trading Classification / Cashing Method Judgment Processing Unit 22 in the Method of Performing Contract Processing Each Time an Order is Placed on the Market (Similar Method to the So-called Zaraba Method: See FIG. 10)

  The trading category / cash method determination processing unit 22 receives information by the order reception processing unit 21 and stored in the order data storage unit 30 (see FIG. 2) as information indicating buying. By storing the order data in the purchase order storage means 33 (see FIG. 4) in association with the order identification information (order number) and the contract flag indicating the unsettled status as the purchase order data, the PTS market is entered. Execute purchase order processing for

  If the order classification received and received by the order reception processing means 21 and stored in the order data storage means 30 (see FIG. 2) is information indicating selling, the above-described calculation formula for determination is used. The initial decision process is executed to determine whether the request for purchase of the Bank of Japan or the placing of a sales order in the PTS market is advantageous to the customer.

  If it is determined in this initial determination process that the BOJ purchase request is advantageous to the customer, the purchase request signal including the brand identification information and the order amount (order quantity) included in the order data is dedicated. A process of transmitting to the Bank of Japan system 50 via the line 2 is executed.

  On the other hand, if it is determined in the initial determination process that the ordering of the sales order in the PTS market is advantageous to the customer, the order face value specified by the customer included in the order data received by the order reception processing means 21 Order data that includes the full amount (the total quantity of the order quantity) as the sales order face value (sell order quantity) for market ordering, and the order identification information (order number) and the contract that is in the unfilled state as the sell order data The sales order storage means 34 (see FIG. 5) is stored in association with the flag, thereby executing the sales ordering process for the PTS market.

  Further, a transaction in which the delivery date of the price due to the request for purchase of the Bank of Japan is the last day of the period (for example, 10 days) designated by the cashing period designation information included in the order data stored in the order data storage means 30 (see FIG. 2) Until the day, using the above-described calculation formula for determination, the second and subsequent determination processing is repeatedly executed as to which of the purchase request from the BOJ or the ordering of the selling order to the PTS market is advantageous to the customer. Note that the delivery date of the price due to a request for purchase of the BOJ is not limited to the date of the request for purchase of the BOJ, but the transaction date corresponding to the last day of the monetary period specified by the customer. Since it may take a certain period of time (for example, 4 days) from the date of payment to the date of payment, in order to exchange money within the cashing period specified by the customer, the date of payment is the cash specified by the customer. This is because it is necessary to make a request for purchase of the BOJ so that it falls within the period.

  In the second and subsequent determination processes, when it is determined that the BOJ purchase request is advantageous to the customer, or the order in which the delivery date of the price due to the BOJ purchase request is stored in the order data storage means 30 (see FIG. 2) When the transaction date corresponding to the last day of the period designated by the cashing period designation information included in the data is reached, it is stored in the order data storage means 30 (see FIG. 2) in association with the order data ordered from the PTS market. The contract face amount (about constant amount) for selling order stored in the transfer processing database 35 (see FIG. 6) in association with the same order identification information as the order identification information (order number) is acquired. At this time, in the case where a plurality of contract amount (amount of constant amount) for selling orders is stored in the transfer processing database 35 (see FIG. 6), a total amount of contract amount (amount of constant amount) is calculated. Then, the remaining order amount (remaining order) obtained by subtracting the contract amount (approximately constant amount) from the order amount (order quantity) specified by the customer included in the order data stored in the order data storage means 30 (see FIG. 2). If there is a quantity), a process for transmitting a purchase request signal including the brand identification information included in the order data and the remaining face value (remaining order quantity) to the Bank of Japan system 50 via the dedicated line 2 is executed. To do.

  <First Processing Contents by Trading Classification / Cash Method Determination Processing Unit 22 in the Method of Performing Contract Processing at a Predetermined Contract Processing Time (Similar Method to the So-called Boarding Method): See FIG. 11>

  The trading category / cash method determination processing unit 22 receives information by the order reception processing unit 21 and stored in the order data storage unit 30 (see FIG. 2) as information indicating buying. By storing the order data in the purchase order storage means 33 (see FIG. 4) in association with the order identification information (order number) and the contract flag indicating the unsettled status as the purchase order data, the PTS market is entered. Execute purchase order processing for

  If the order classification received and received by the order reception processing means 21 and stored in the order data storage means 30 (see FIG. 2) is information indicating selling, the above-described calculation formula for determination is used. , Determine whether it is advantageous for the customer to purchase the BOJ or to place a sell order in the PTS market.

  If it is determined that the BOJ purchase request is advantageous to the customer, the purchase request signal including the brand identification information and the order amount (order quantity) included in the order data is sent via the dedicated line 2 to the Bank of Japan. A process of transmitting to the system 50 is executed.

  On the other hand, if it is determined that the ordering of the sales order in the PTS market is advantageous to the customer, it includes the same brand identification information as the brand identification information of the order data received by the order reception processing means 21 and is uncommitted. The total amount of the purchase order face value of the purchase order data stored in the purchase order storage means 33 (see FIG. 4) in association with the execution flag set to indicate the state (total quantity of the purchase order quantity) is calculated. At the same time, the sales order storage means 34 (corresponding to the contract flag including the same brand identification information as the brand identification information of the order data received by the order reception processing means 21 and in a state indicating unsettled. Calculate the total price of the selling order face value (total quantity of the selling order quantity) in the selling order data stored in FIG. 5), and the total price of the buying order face value (total quantity of the buying order quantity) is the selling order. Face value It is determined whether or not the total price of the purchase order (total quantity of the sales order quantity) is greater than the total price of the purchase order face value (total quantity of the purchase order quantity). If it is greater than (quantity), the excess face value (excess quantity) of the purchase order corresponding to the difference is the order face value (order quantity) designated by the customer included in the order data received by the order reception processing means 21. It is determined whether this is the case.

  Then, if the excess face value (excess quantity) of the purchase order is greater than or equal to the order face value (order quantity) specified by the customer, the entire amount (order quantity) of the order face value specified by the customer is The sales order storage means 34 associates the order data including the sales order face value (sell order quantity) for ordering with the order identification information (order number) as the sales order data and the execution flag indicating the unsettled state. (See FIG. 5), the ordering process for selling orders to the PTS market is executed.

On the other hand, the excess face value (excess quantity) of the purchase order is the order face value (order quantity) specified by the customer.
If the order value is less than the order amount (order quantity) specified by the customer, the same amount (the same amount) as the excess face amount (excess quantity) of the purchase order is the sales order face value for market ordering. Order data including (sale order quantity) is stored in the sales order storage means 34 (see FIG. 5) in association with order identification information (order number) and a contract flag indicating an unsettled state as sell order data. In addition to executing the order processing for selling orders to the PTS market, the excess face value (excess quantity) of the purchase order from the brand identification information included in the order data and the order face value (order quantity) specified by the customer A process for transmitting a purchase request signal including the remaining order face value (remaining order quantity) obtained by subtracting the number to the Bank of Japan system 50 through the dedicated line 2 is executed.

  Further, when there is no excess face amount (excess quantity) of the purchase order, a purchase request signal including the brand identification information and the order face amount (order quantity) included in the order data is sent via the dedicated line 2 to the Bank of Japan. A process of transmitting to the system 50 is executed.

  <Second Processing Contents by Trading Classification / Cash Method Determination Processing Unit 22 in the Method of Performing Contract Processing at a Predetermined Contract Processing Time (Similar Method to the So-called Boarding Method): See FIG. 12>

  The trading category / cash method determination processing unit 22 receives information by the order reception processing unit 21 and stored in the order data storage unit 30 (see FIG. 2) as information indicating buying. By storing the order data in the purchase order storage means 33 (see FIG. 4) in association with the order identification information (order number) and the contract flag indicating the unsettled status as the purchase order data, the PTS market is entered. The purchase order processing is executed.

  If the order classification received and received by the order reception processing means 21 and stored in the order data storage means 30 (see FIG. 2) is information indicating selling, the above-described calculation formula for determination is used. , Determine whether it is advantageous for the customer to purchase the BOJ or to place a sell order in the PTS market.

  If it is determined that the BOJ purchase request is advantageous to the customer, the purchase request signal including the brand identification information and the order amount (order quantity) included in the order data is sent via the dedicated line 2 to the Bank of Japan. A process of transmitting to the system 50 is executed.

  On the other hand, if it is determined that the ordering of the sales order in the PTS market is advantageous to the customer, the total amount (order quantity of the order quantity) designated by the customer included in the order data received by the order reception processing means 21 Sell the order data including the total quantity) as the sales order face value (sell order quantity) for market ordering in association with the order identification information (order number) and the execution flag indicating unfilled as sales order data. By storing the data in the order storage means 34 (see FIG. 5), the ordering process for selling orders to the PTS market is executed.

  Then, the order data storage means 30 is associated with the order data after elapse of any one of the first contract processing time after ordering, the last contract processing time of the day, or a predetermined specific processing time. Contract face amount for sale order (about constant amount) stored in transfer process database 35 (see FIG. 6) in association with the same order identification information as the order identification information (order number) stored in (see FIG. 2) ) To get. At this time, in the case where a plurality of contract amount (amount of constant amount) for selling orders is stored in the transfer processing database 35 (see FIG. 6), a total amount of contract amount (amount of constant amount) is calculated. When there is a remaining order amount (remaining order quantity) obtained by subtracting a contract amount (approximately constant amount) from the order amount (order quantity) specified by the customer included in the order data stored in the order data storage means 30 The processing for transmitting the purchase request signal including the brand identification information included in the order data and the remaining order amount (remaining order quantity) to the Bank of Japan system 50 via the dedicated line 2 is executed.

  <Third processing content by the trading classification / cashing method determination processing means 22 in the case of a method of executing a contract processing at a predetermined contract processing time (a method similar to the so-called boarding method): see FIG.

  The trading category / cash method determination processing unit 22 receives information by the order reception processing unit 21 and stored in the order data storage unit 30 (see FIG. 2) as information indicating buying. By storing the order data in the purchase order storage means 33 (see FIG. 4) in association with the order identification information (order number) and the contract flag indicating the unsettled status as the purchase order data, the PTS market is entered. Execute purchase order processing for

  If the order classification received and received by the order reception processing means 21 and stored in the order data storage means 30 (see FIG. 2) is information indicating selling, the above-described calculation formula for determination is used. The initial decision process is executed to determine whether the request for purchase of the Bank of Japan or the placing of a sales order in the PTS market is advantageous to the customer.

  If it is determined in this initial determination process that the BOJ purchase request is advantageous to the customer, the purchase request signal including the brand identification information and the order amount (order quantity) included in the order data is dedicated. A process of transmitting to the Bank of Japan system 50 via the line 2 is executed.

  On the other hand, if it is determined in the initial determination process that the ordering of the sales order in the PTS market is advantageous to the customer, the order face value specified by the customer included in the order data received by the order reception processing means 21 Order data that includes the full amount (the total quantity of the order quantity) as the sales order face value (sell order quantity) for market ordering, and the order identification information (order number) and the contract that is in the unfilled state as the sell order data The sales order storage means 34 (see FIG. 5) is stored in association with the flag, thereby executing the sales ordering process for the PTS market.

  Further, the above-mentioned determination is made until the transaction date corresponding to the last day of the period designated by the exchange period designation information included in the order data stored in the order data storage means 30 (see FIG. 2) is the delivery date of the price due to the request for purchase of the BOJ Using the calculation formula, the second and subsequent determination processing is repeatedly executed as to which of the request for purchase of the BOJ or the sale order from the PTS market is advantageous to the customer.

  In the second and subsequent determination processes, when it is determined that the BOJ purchase request is advantageous to the customer, or the order in which the delivery date of the price due to the BOJ purchase request is stored in the order data storage means 30 (see FIG. 2) Same as the order identification information (order number) stored in the order data storage means 30 in association with the order data when the transaction date corresponding to the last day of the period designated by the cashing period designation information included in the data is reached. The contract face amount for sale order (approximately constant amount) stored in the transfer processing database 35 (see FIG. 6) in association with the order identification information is acquired. At this time, in the case where a plurality of contract amount (amount of constant amount) for selling orders is stored in the transfer processing database 35 (see FIG. 6), a total amount of contract amount (amount of constant amount) is calculated. Then, the remaining order amount (remaining order) obtained by subtracting the contract amount (approximately constant amount) from the order amount (order quantity) specified by the customer included in the order data stored in the order data storage means 30 (see FIG. 2). If there is a quantity), a process for transmitting a purchase request signal including the brand identification information included in the order data and the remaining face value (remaining order quantity) to the Bank of Japan system 50 via the dedicated line 2 is executed. To do.

  The contract processing means 23 is associated with the same brand identification information and stored in the purchase order storage means 33 (see FIG. 4) as the order face value (order quantity) of the purchase order data. Order quantity) and the sales order value (sell order quantity) stored as the order face value (order quantity) of the sales order data in the sales order storage means 34 (see FIG. 5). The purchase order and the purchase order's contracted face value (approx. Constant amount) is determined by the amount corresponding to the purchase order face value (buy order quantity) and sell order face value (sell order quantity). Transfer processing is performed by associating the contract face amount of money (approx. Constant amount) with customer identification information of purchase order data, brand identification information, trading classification, order identification information (order number), and a transfer flag indicating untransferred. Database 35 (see FIG. 6), and the contract face value (approximately constant amount) of the determined sales order is stored in the customer identification information of the sales order data, the brand identification information, the trading category, the order identification information (order number), and A process of storing in the transfer process database 35 (see FIG. 6) in association with the transfer flag in a state indicating non-transfer is executed.

  Specifically, the contract processing means 23 has a configuration that implements a method of executing a contract processing every time an order is placed on the market (a method similar to the so-called Zaraba method), and at a predetermined contract processing time. There is a case where a configuration for realizing a method for performing a contract processing (a method similar to a so-called plate-shifting method) is realized.

  <Processing content of the contract processing means 23 in the case of realizing a method of executing a contract processing every time an order is placed on the market (a method similar to the so-called Zaraba method)>

  In the trading market of securities realized by the stock exchange system, normally, the buy and sell quantities correspond to multiple quotes, and when there is a new order in this state, A so-called Zaraba-type contract processing is performed. On the other hand, in the PTS market by the government bond transaction processing system 10 according to the present embodiment, since the transaction is a transaction with the same amount as the face value of the government bond, there is only one unit price corresponding to the quote price. Although the market value (buy price) and the market price (selling price) are compatible, the fact that the contract is processed in this state is different from the normal trading market. In other respects, the same processing is performed, and a contract process similar to the so-called Zaraba system is performed.

  That is, when the contract processing means 23 implements a method similar to the so-called Zaraba method, new purchase order data is stored in the purchase order storage means 33 (see FIG. 4) by the trade classification / cash method determination processing means 22. Each time it is stored, the purchase order face amount (buy order quantity) of the new purchase order data stored in the purchase order storage means 33 and the same brand identification information as the brand identification information included in the new purchase order data And the sales order face value (sell order quantity) of the sales order data stored in the sales order storage means 34 (see FIG. 5) in association with the contract flag indicating the unsettled state. In addition, every time new selling order data is stored in the selling order storage means 34 (see FIG. 5) by the buying / selling division / cashing method determination processing means 22, a new order stored in the selling order storage means 34 is stored. Sale The sales face value (sell order quantity) in the data is associated with a contract flag that includes the same brand identification information as the brand identification information included in the new sell order data and is in a state indicating unsettled The purchase order face value (buy order quantity) of the purchase order data stored in the purchase order storage means 33 is matched, and the purchase order face value (buy order quantity) and the sell order face value (sell) for these same issues. (Order quantity) corresponds to the contract face value (contract amount) of the buy and sell orders, and the contract flags associated with the contracted buy and sell order data and the contracted order data are contracted from uncommitted The process which updates to the state which shows completed is performed.

  More specifically, the contract processing means 23 includes a purchase order quantity determination processing means 23A and a sell order quantity determination processing means 23B when a method similar to the so-called Zaraba method is realized.

  The purchase order quantity determination processing unit 23A, when new purchase order data is stored in the purchase order storage unit 33 (see FIG. 4) by the trade classification / cash method determination processing unit 22, Whether or not sell order data that includes the same brand identification information as the brand identification information and in which the contract flag indicates unsettled is stored in the sell order storage means 34 (see FIG. 5). By determining whether or not there is sellable order data that can be executed, it is determined that there is sellable order data that can be executed. Compare the size relationship between the selling order face value (sell order quantity) and the purchase order face amount (buy order quantity) of the new purchase order data, and process the first to third cases according to the magnitude relationship As the following (1) ~ 3) it is to execute the processing of.

  (1) In the first case where the face order amount (sell order quantity) is larger than the purchase order face amount (buy order quantity), the same amount (same quantity) as the buy order face amount (buy order quantity) is set. , As the contract face value (approx. Constant amount) of the new purchase order data, the customer identification information, brand identification information, trading category, order identification information (order number) of the new purchase order data, and the status indicating untransferred Stored in the transfer processing database 35 (see FIG. 6) in association with the transferred transfer flag, and the same amount (same quantity) as the purchase order face amount (buy order quantity) As a contract face amount (a constant amount), it is associated with customer identification information, brand identification information, trade classification, order identification information (order number) of sale order data that can be executed, and a transfer flag that indicates a status of non-transfer Transfer processing data The contract flag corresponding to the new purchase order data stored in the purchase order storage means 33 (see FIG. 4) is updated from the unfilled state to the filled state. In addition, the first contract processing is executed to subtract the contract face amount (approximately constant amount) from the sell order face amount (sell order quantity) of the sellable order data stored in the sell order storage means 34.

  (2) In the second case where the sales order face value (sell order quantity) is equal to the buy order face value (buy order quantity), the sell order face value (sell order quantity) or the buy order face value (buy order quantity) Using the same amount (same quantity) as the contracted face value (approximately constant amount) of the new purchase order data, customer identification information, brand identification information, trading classification, order identification information (order number) of the new purchase order data ), And the transfer flag set in a state indicating untransferred, and stored in the transfer processing database 35 (see FIG. 6), and the sales order face value (sell order quantity) or purchase order face value (buy order quantity) ) The same amount (the same quantity) as the contract face value of the sellable order data that can be executed (a constant amount), the customer identification information of the sellable order data that can be executed, the brand identification information, the trade classification, the order identification information ( order number) The new purchase order data stored in the purchase order storage means 33 (see FIG. 4) and stored in the transfer processing database 35 (see FIG. 6) in association with the transfer flag in a state indicating untransferred. The contract flag corresponding to the contract flag is updated from the uncommitted state to the contracted state, and the contract flag corresponding to the sellable order data stored in the sales order storage unit 34 (see FIG. 5) is updated from the uncommitted state. A second execution process is executed to update to a state indicating execution.

  (3) In the third case where the face order amount (sell order quantity) is smaller than the purchase order face amount (buy order quantity), the same amount (same quantity) as the sell order face amount (sell order quantity) is set. , As the contract face value (approx. Constant amount) of the new purchase order data, the customer identification information, brand identification information, trading category, order identification information (order number) of the new purchase order data, and the status indicating untransferred Stored in the transfer processing database 35 (see FIG. 6) in association with the transferred transfer flag, and the same amount (same quantity) as the sales order face value (sell order quantity) As a contract face amount (a constant amount), it is associated with customer identification information, brand identification information, trade classification, order identification information (order number) of sale order data that can be executed, and a transfer flag that indicates a status of non-transfer Transfer processing data The contract flag corresponding to the sellable order data that can be executed and stored in the sales order storage means 34 (see FIG. 5) is updated from a non-confirmed state to a contracted state. And a third contract processing for subtracting the contract face amount (approximately constant amount) from the purchase order face amount (buy order quantity) of the new purchase order data stored in the purchase order storage means 33 (see FIG. 4). Execute. Furthermore, when there is other sell order data that can be executed, the face value (sell order quantity) of the other sell order data that can be executed and the new purchase order data after subtraction of the new purchase order data are subtracted. The magnitude relation with the order face value (buy order quantity) is compared, and the processing of the first to third cases according to the magnitude relation is executed.

  The selling order quantity determination processing means 23B, when new selling order data is stored in the selling order storage means 34 (see FIG. 5) by the trading category / cash method determination processing means 22, the new selling order data Whether or not buy order data including the same brand identification information as the brand identification information and in which the execution flag is in a state indicating unsettled is stored in the purchase order storage means 33 (see FIG. 4). By determining whether or not there is purchase order data that can be executed, it is determined that there is purchase order data that can be executed. The purchase order face value (buy order quantity) of the new order data and the sell order face value (sell order quantity) of the new sell order data are compared, and the fourth to sixth cases corresponding to the magnitude relation are processed. As the following (4) ~ And executes a process of 6).

  (4) In the fourth case where the purchase order face value (buy order quantity) is larger than the sell order face value (sell order quantity), the same amount (same quantity) as the sell order face value (sell order quantity) is set. As the contract face value (approx. Constant amount) of the new sell order data, the customer identification information, brand identification information, trading category, order identification information (order number), and untransferred status of the new sell order data Stored in the transfer processing database 35 (see FIG. 6) in association with the transferred transfer flag, and the same amount (same quantity) as the sales order face value (sell order quantity) As the contract face amount (a constant amount), the customer identification information, brand identification information, trade classification, order identification information (order number) of the trade order data that can be executed, and the transfer flag that indicates the status of non-transfer Transfer processing data The contract flag corresponding to the new selling order data stored in the selling order storage unit 34 (see FIG. 5) is updated from the unfilled state to the filled state. And a fourth contract processing for subtracting the contract face amount (approximately constant amount) from the purchase order face amount (buy order quantity) of the contractable purchase order data stored in the purchase order storage means 33 (see FIG. 4). Execute.

  (5) In the fifth case where the purchase order face value (buy order quantity) is equal to the sell order face value (sell order quantity), the purchase order face value (buy order quantity) or the sell order face value (sell order quantity) Using the same amount (same quantity) as the contracted face value (approximately constant amount) of the new selling order data, customer identification information, brand identification information, trading classification, order identification information (order number) of the new selling order data ), And the transfer flag set in a state indicating untransferred, and stored in the transfer processing database 35 (see FIG. 6), and the purchase order face amount (buy order quantity) or sell order face amount (sell order quantity). ) The same amount (the same quantity) as the contract face value (contract constant amount) of the buy order data that can be executed, customer identification information of the purchase order data that can be executed, brand identification information, trade classification, order identification information ( order number) The new sale order data stored in the sale order storage means 34 (see FIG. 5) and stored in the transfer process database 35 (see FIG. 6) in association with the transfer flag in a state indicating non-transfer. The contract flag corresponding to the contract is updated from uncommitted to a state indicating contracted, and the contract flag corresponding to the contractable purchase order data stored in the storage unit 33 (see FIG. 4) is stored from the uncommitted state. A fifth execution process for updating to a state indicating the execution of execution is executed.

(6) In the sixth case where the purchase order face value (buy order quantity) is smaller than the sell order face value (sell order quantity), the same amount (same quantity) as the purchase order face value (buy order quantity) is set. As the contract face value (approx. Constant amount) of the new sell order data, the customer identification information, brand identification information, trading category, order identification information (order number), and untransferred status of the new sell order data Stored in the transfer processing database 35 (see FIG. 6) in association with the transferred transfer flag, and the same amount (same quantity) as the purchase order face amount (buy order quantity) As the contract face amount (a constant amount), the customer identification information, brand identification information, trade classification, order identification information (order number) of the trade order data that can be executed, and the transfer flag that indicates the status of non-transfer Transfer processing data The contract flag corresponding to the buyable order data stored in the buy order storage means 33 (see FIG. 4) is updated from the unfilled state to the filled state. And a sixth contracting process for subtracting the contracted face amount (approximately constant amount) from the sold order amount (sell order quantity) of the new sell order data stored in the selling order storage means 34 (see FIG. 5). Execute. In addition, when there is other contractable buy order data, the purchase order face value (buy order quantity) of the other contractable purchase order data and the new sales order data after the subtraction of the new sell order data are updated. The size relationship with the order face value (selling order quantity) is compared, and the processes of the fourth to sixth cases corresponding to the size relationship are executed.

  Further, the contract processing means 23 may be configured to execute contract processing using the priority order management numbers for buy orders and sell orders. In this case, the purchase order quantity determination processing means 23A and the sell order quantity judgment process. The means 23B has the following configuration.

  The purchase order quantity determination processing unit 23A, when new purchase order data is stored in the purchase order storage unit 33 (see FIG. 4) by the trade classification / cash method determination processing unit 22, Whether or not sell order data that includes the same brand identification information as the brand identification information and in which the contract flag indicates unsettled is stored in the sell order storage means 34 (see FIG. 5). By determining whether or not there is sellable order data that can be executed, it is determined that there is sellable order data that can be executed. The sales order face value (sell order quantity) of sellable order data that can be executed and stored in the sales order storage means 34 (see FIG. 5) in association with the priority order management number of the new purchase order data. Buy order face value Compares the magnitude relation between the (buy-order quantity), as the processing of the first to third case in accordance with the magnitude relation, and executes the following processes (1) to (3).

  (1) In the first case where the face order amount (sell order quantity) is larger than the purchase order face amount (buy order quantity), the same amount (same quantity) as the buy order face amount (buy order quantity) is set. , As a constant amount of the new purchase order data, customer identification information, brand identification information, trade classification, order identification information (order number) of the new purchase order data, and a transfer flag set to a state indicating non-transfer Priority management for the selling order with the highest priority is stored in the transfer processing database 35 (see FIG. 6) in association with the same amount (same quantity) as the purchase order face amount (buy order quantity). Shows customer identification information, brand identification information, trading classification, order identification information, and untransferred as the contract face value (contracted amount) of the sellable order data associated with the number. Condition In association with the transfer flag, the transfer processing database 35 (see FIG. 6) stores the contract flag corresponding to the new purchase order data stored in the purchase order storage means 33 (see FIG. 4). The sales order that can be executed is stored in the sales order storage means 34 (see FIG. 5) in association with the priority management number for the sales order with the highest priority. A first contract processing is executed for subtracting the contract face amount (approximately constant amount) from the data sell order amount (sales order quantity).

  (2) In the second case where the sales order face value (sell order quantity) is equal to the buy order face value (buy order quantity), the sell order face value (sell order quantity) or the buy order face value (buy order quantity) Using the same amount (same quantity) as the contracted face value (approximately constant amount) of the new purchase order data, customer identification information, brand identification information, trading classification, order identification information (order number) of the new purchase order data ), And the transfer flag set in a state indicating untransferred, and stored in the transfer processing database 35 (see FIG. 6), and the sales order face value (sell order quantity) or purchase order face value (buy order quantity) ) And the same amount (the same quantity) as the contract face amount (contracted amount) of the sellable order data associated with the highest priority sales order priority management number. Sell order data The customer identification information, the brand identification information, the trade classification, the order identification information (order number), and the transfer processing database 35 (see FIG. 6) are stored in association with the transfer flag indicating the state of non-transfer, and the purchase order. Update the contract flag corresponding to the new buy order data stored in the storage means 33 (see FIG. 4) from the unfilled to the state indicating closed, and the priority for the selling order with the highest priority Second execution processing for updating the execution flag corresponding to the sales order data that can be executed and stored in the sales order storage means 34 (see FIG. 5) in association with the management number from a non-confirmed state to a contracted state. Execute.

  (3) In the third case where the face order amount (sell order quantity) is smaller than the purchase order face amount (buy order quantity), the same amount (same quantity) as the sell order face amount (sell order quantity) is set. , As the contract face value (approx. Constant amount) of the new purchase order data, the customer identification information, brand identification information, trading category, order identification information (order number) of the new purchase order data, and the status indicating untransferred The transfer order database 35 (see FIG. 6) is stored in association with the transferred transfer flag, and the same amount (same quantity) as the sales order face value (sell order quantity) is the highest priority sales order. As the contract quantity of the contractable sell order data associated with the priority management number for the customer, customer identification information, brand identification information, trade classification, order identification information (order number) of the contractable sell order data, and Untransferred The transfer flag is stored in the transfer processing database 35 (see FIG. 6) in association with the transfer flag set in the state of the sale, and the sales order storage means 34 (in correspondence with the priority management number for the sales order having the highest priority. The contract flag corresponding to the trade order sellable data stored in FIG. 5 is updated from the unfilled to the state indicating closed, and the purchase order storage means 33 (see FIG. 4) is updated. A third contract processing is executed for subtracting the contract face amount (approximately constant amount) from the purchase order face amount (buy order quantity) of the new purchase order data. Further, the contractable sell order data stored in the sell order storage means 34 (see FIG. 5) in association with the priority order management number for the next highest priority sell order data among the contractable sell order data. If there is, compare the size relationship between the selling order face value (sell order quantity) of this selling order data and the updated purchase order face value (buy order quantity) after subtraction of the new purchase order data Then, the first to third case processes corresponding to the magnitude relation are executed.

  The selling order quantity determination processing means 23B, when new selling order data is stored in the selling order storage means 34 (see FIG. 5) by the trading category / cash method determination processing means 22, the new selling order data Whether or not buy order data including the same brand identification information as the brand identification information and in which the execution flag is in a state indicating unsettled is stored in the purchase order storage means 33 (see FIG. 4). By determining whether or not there is buyable order data that can be executed, it is determined that there is buyable data that can be executed. The purchase order face value (buy order quantity) of the buy order data that can be executed and stored in the buy order storage means 33 (see FIG. 4) in association with the priority order management number of the Sales order face value (Sell order quantity) compares the magnitude relationship between, as the processing in the sixth case from the fourth according to the magnitude relation, and executes the following processes (4) to (6).

  (4) In the fourth case where the purchase order face value (buy order quantity) is larger than the sell order face value (sell order quantity), the same amount (same quantity) as the sell order face value (sell order quantity) is set. As the contract face value (approx. Constant amount) of the new sell order data, the customer identification information, brand identification information, trading category, order identification information (order number), and untransferred status of the new sell order data The purchase order with the highest priority is stored in the transfer processing database 35 (see FIG. 6) in association with the transferred transfer flag, and the same amount (same quantity) as the sales order face value (sale order quantity). Indicates the customer identification information, brand identification information, trading category, order identification information, and untransferred of the trade order data that can be executed as a constant amount of the trade order data that can be executed in association with the priority management number. Condition In association with the transfer flag, the transfer processing database 35 (see FIG. 6) stores the contract flag corresponding to the new sell order data stored in the sell order storage means 34 (see FIG. 5). The purchase order that can be executed is stored in the purchase order storage means 33 (see FIG. 4) in association with the priority order management number for the purchase order with the highest priority. A fourth contract process is executed to subtract the contract face amount (subtracted amount) from the data purchase order face amount (buy order quantity).

  (5) In the fifth case where the purchase order face value (buy order quantity) is equal to the sell order face value (sell order quantity), the purchase order face value (buy order quantity) or the sell order face value (sell order quantity) Using the same amount (same quantity) as the contracted face value (approximately constant amount) of the new selling order data, customer identification information, brand identification information, trading classification, order identification information (order number) of the new selling order data ), And the transfer flag set in a state indicating untransferred, and stored in the transfer processing database 35 (see FIG. 6), and the purchase order face amount (buy order quantity) or sell order face amount (sell order quantity). ) And the same amount (same quantity) as the contracted face value (contracted amount) of the tradeable purchase order data associated with the priority order management number for the purchase order with the highest priority. Buy order data The customer identification information, the brand identification information, the trade classification, the order identification information (order number), and the transfer flag set in a state indicating untransferred are stored in the transfer processing database 35 (see FIG. 6) and sold. Update the contract flag corresponding to the new sell order data stored in the storage means 34 (see FIG. 5) from the unfilled state to the closed state, and the priority order for the purchase order with the highest priority order. Fifth contract processing that updates the contract flag corresponding to the contractable purchase order data stored in the purchase order storage means 33 (see FIG. 4) in association with the management number from the uncommitted state to the contracted state. Execute.

  (6) In the sixth case where the purchase order face value (buy order quantity) is smaller than the sell order face value (sell order quantity), the same amount (same quantity) as the purchase order face value (buy order quantity) is set. As the contract face value (approx. Constant amount) of the new sell order data, the customer identification information, brand identification information, trading category, order identification information (order number), and untransferred status of the new sell order data The transfer order database 35 (see FIG. 6) is associated with the transferred transfer flag and the same amount (same quantity) as the purchase order face amount (buy order quantity) is used for the purchase order with the highest priority. As the contract face value (contract amount) of the contractable purchase order data associated with the priority management number for the customer, customer identification information, brand identification information, trade classification, order identification information ( order number) And stored in the transfer processing database 35 (see FIG. 6) in association with the transfer flag set to indicate non-transfer, and for purchase orders in association with the priority order management number for purchase orders with the highest priority. The contract flag corresponding to the buyable order data that can be executed and stored in the storage means 33 (see FIG. 4) is updated from the unfilled state to the closed state, and the sell order storage means 34 (see FIG. 5) is updated. A sixth contract process is executed for subtracting the contract face amount (approximately constant amount) from the sell order face amount (sell order quantity) of the stored new sell order data. Further, the contractable purchase order data stored in the purchase order storage unit 33 (see FIG. 4) in association with the priority order management number for the next highest purchase order among the contractable purchase order data. If there is, compare the size relationship between the purchase order face value (buy order quantity) of this buy order data and the updated sales order face value (sell order quantity) after the subtraction of the new sell order data Then, the fourth to sixth case processes corresponding to the magnitude relationship are executed.

  <Processing contents of the contract processing means 23 when realizing a system for executing contract processing at a predetermined contract processing time (similar to the so-called plate approach system)>

  In the securities trading market that is realized by the stock exchange system, the so-called squeeze-type contracts are usually used when the buy and sell quantities correspond to multiple quotes, and when the predetermined contract processing time is reached. Processing is performed. On the other hand, in the PTS market by the government bond transaction processing system 10 according to the present embodiment, since the transaction is a transaction with the same amount as the face value of the government bond, there is only one unit price corresponding to the quote price. The contract processing is performed in a state where the quote face value (buy price) and the sell price value (selling quantity) correspond, but it is the same in other respects, although it is different from the normal buying and selling market. A contract processing similar to the so-called plate-shifting method is performed.

  That is, when the contract processing means 23 realizes a method similar to the so-called plate approach method, the contract processing means 23 includes the same brand identification information at least at a predetermined contract processing time in a day, and The purchase order face value (buy order quantity) of the purchase order data stored in the purchase order storage means 33 (see FIG. 4) in association with the contract flag indicating the unsettled state, and the sell order storage The sales order face value (sell order quantity) of the sell order data stored in the means 34 (see FIG. 5) is matched, and the buy order face value (buy order quantity) and the sell order face value for these same brands ( (Sell Order Quantity) is determined as the contracted face value (approximately constant amount) of the Buy Order and Sell Order, and the contracted flag associated with the contracted buy order data and sell order data is determined from uncommitted Promised It executes processes for updating the state shown. The contract processing time is, for example, every hour from 9:30 am to 5:30 pm.

  More specifically, the contract processing means 23 is buy order data and sell order data including the same brand identification information, and the buy order data and sell order data in which the contract flag indicates unsettled, By determining whether or not the purchase order storage means 33 (refer to FIG. 4) and the sell order storage means 34 (refer to FIG. 5) are stored, it is possible to determine whether or not there is buyable order data and sell order data that can be executed. When the determination is made and it is determined that there are buy order data and sell order data that can be executed, the total amount of the face value of the purchase order of the order data that can be executed stored in the storage means 33 for purchase order (see FIG. 4). (Total quantity of buy order quantity) K, total price of sell order face value of sellable order data stored in sell order storage means 34 (see FIG. 5) (total quantity of sell order quantity) U Large and small Comparing the engagement, as the processing of the first to third case in accordance with the magnitude relation, and executes the following processes (1) to (3).

  (1) In the first case, the total amount of the selling order face value (total quantity of selling order quantity) U is larger than the total amount of buying order face value (total quantity of buying order quantity) K. The purchase face value (buy order quantity) is the contract face value (approx. Constant amount) of each purchase order data, customer identification information of each purchase order data, brand identification information, trade classification, order identification information (order number), and Corresponding to each transfer order data stored in the transfer processing database 35 (see FIG. 4) and stored in the transfer processing database 35 (see FIG. 6) in association with the transfer flag in a state indicating untransferred. The contract flag to be updated is updated from uncommitted to a state indicating contracted. Further, the sales order storage means 34 (see FIG. 5) is associated with the highest priority management number (which may be a priority order management number for sales orders) among the sell order data that can be executed. When the sell order face value (sell order quantity) of the sold order data that can be executed is greater than or equal to the total purchase order face value (total quantity of the buy order quantity) K, the total purchase order face value (Summary of buy order quantity) The same amount (same quantity) as K can be executed in association with the highest priority management number (may be the priority management number for selling orders). As the contract face value of the sales order data (a constant amount), the customer identification information, brand identification information, trading classification, order identification information (order number), and untransferred transfer status that can be executed Correlate with flag The sales order storage means 34 (FIG. 5) is stored in the processing database 35 (see FIG. 6) and is associated with the highest priority management number (may be a priority order management number for sales orders). The contract face amount (a constant amount) is subtracted from the sell order face amount (sell order quantity) of the sellable order data stored in the reference). On the other hand, the sales order storage means 34 (see FIG. 5) stores the data in association with the highest priority management number (which may be the priority management number for sales orders) of the sell order data that can be executed. When the sold order face value (sell order quantity) of the sold order data that can be executed is less than the total purchase order face value (total quantity of the purchase order quantity) K, the priority management number (sell order) The total of the sales order quantities of sellable order data associated with the priority management numbers (which may be priority management numbers for sales orders) in descending order of priority. The total amount of the purchase order face value (total amount of the purchase order), the maximum total amount (total quantity) within the range of less than K Maximum total quantity) UM, and The lowest priority management number within the buy order correspondence range (the lowest priority management number within the buy order correspondence range for sale orders) which is the priority management number at that time (may be the priority management number for sell orders) may be used. ) And the lowest priority management number in the buy order correspondence range (the lowest priority in the buy order correspondence range for the sell order) from the highest priority management number (may be the priority management number for sell orders). The sales order face value (sell order quantity) of each sell order data that can be executed in correspondence with each priority order management number (may be each priority order management number for sell orders). , As the contract face value (contract amount) of each of these sellable sales order data, customer identification information, brand identification information, trading classification, order identification information (order number) of each of these sellable sales order data, and Unsettled Is stored in the transfer processing database 35 (see FIG. 6) in association with the transfer flag in the state indicating “” and the contract corresponding to each sell order data stored in the sell order storage means 34 (see FIG. 5). The flag is updated from unfilled to a state indicating filled. Further, the lowest priority management number within the buy order correspondence range (may be the lowest priority management number within the buy order correspondence range for sell orders), the priority management number with the second lowest priority (priority management for sell orders) The purchase order face value (sell order quantity) of the sellable order data associated with the trade order data associated with the purchase order face value (total order quantity) (total order quantity) K The maximum total amount of money (maximum total quantity within the purchase order correspondence range) UM is subtracted from the amount (quantity), the lowest priority management number within the purchase order correspondence range (low priority management within the buy order correspondence range for sell orders) As a contract face amount (approx. Constant amount) of sell order data that can be executed, which is associated with a priority management number with the next lowest priority (may be a priority management number for sales orders). This fillable sell order Data in association with the customer identification information, brand identification information, trade classification, order identification information (order number), and the transfer flag set in a state indicating untransferred, and stored in the transfer processing database 35 (see FIG. 6). In addition, the lowest priority management number (which may be a priority order management number for a sales order) within the buy order correspondence range (which may be a priority management number for a sales order) is set to a priority management number (which may be a priority order management number for a sales order) which is the next lower priority. A first contract for subtracting the contract face amount (a constant amount) from the sell order face amount (sell order quantity) of the sellable order data that can be executed and stored in the sales order storage means 34 (see FIG. 5). Execute the process.

  (2) In the second case where the total amount of the selling order face value (total quantity of selling order quantity) U is equal to the total amount of buying order face value (total quantity of buying order quantity) K, the purchase of each buy order data The order face value (buy order quantity) is set as the contract face value (approx. Constant amount) of each purchase order data, and customer identification information, brand identification information, trading category, order identification information (order number), and The transfer processing database 35 (see FIG. 6) is stored in association with the transfer flag set to indicate the transfer, and the selling order face value (sell order quantity) of each selling order data is contracted to each selling order data. Transfer processing database in association with customer identification information of each sales order data, brand identification information, trading classification, order identification information (order number), and transfer flag indicating untransferred as face value (approx. Constant amount) 3 (See FIG. 6), the contract flag corresponding to each purchase order data stored in the purchase order storage means 33 (see FIG. 4) is updated from an uncommitted state to a contracted state, and sold. A second execution process is executed to update the execution flag corresponding to each selling order data stored in the order storage means 34 (see FIG. 5) from a non-confirmed state to a state indicating a completed state.

  (3) In the third case where the total amount of the selling order face value (total quantity of selling order quantity) U is smaller than the total amount of buying order face value (total quantity of buying order quantity) K, The sales face value (sales order quantity) is the contract face value (approx. Constant amount) of each sales order data, customer identification information of each sales order data, brand identification information, trading classification, order identification information (order number), and Corresponding to each sale order data stored in the transfer order database 35 (refer to FIG. 5) and stored in the transfer processing database 35 (refer to FIG. 6) in association with the transfer flag in a state indicating untransferred. The contract flag to be updated is updated from uncommitted to a state indicating contracted. Further, it is stored in the purchase order storage means 33 (see FIG. 4) in association with the highest priority management number (which may be a priority order management number for purchase orders) among the purchase order data that can be executed. If the purchase order face value (buy order quantity) of the executed order data that can be executed is equal to or greater than the total price of the sell order face value (total quantity of the sell order quantity) U, the total price of the sell order face value (Total order quantity) The same quantity (same amount) as U can be executed in correspondence with the highest priority management number (which may be a priority order management number for a purchase order). As the contracted face value of the purchase order data (a constant amount), the customer identification information, brand identification information, trade classification, order identification information (order number), and untransferred transfer status that can be executed Correlate with flag The purchase order storage means 33 (FIG. 4) is stored in the processing database 35 (see FIG. 6) and is associated with the highest priority management number (may be a purchase order priority management number). The contract face amount (subtracted amount) is subtracted from the purchase order face amount (buy order quantity) of the buyable order data stored in the reference). On the other hand, stored in the purchase order storage means 33 (see FIG. 4) in association with the highest priority management number (which may be a priority order management number for purchase order) among the purchase order data that can be executed. If the purchase order face value (buy order quantity) of the executed order data that can be executed is less than the total amount of the sell order face value (total quantity of the sell order quantity) U, the priority management number (buy order) Purchase order face value of the purchase order data that can be executed in association with the priority management number (which may be a priority order management number for purchase order) in descending order of priority. The total amount of the selling order face value (total amount of selling order quantity) when summing up (buying order quantity)), the maximum total amount within the range corresponding to selling order, which is the maximum quantity within the range of less than U (selling order) Maximum total quantity within range) KM And the lowest priority management number in the sell order correspondence range (may be the priority management number for buy orders) at that time (may be the lowest priority management number in the sell order correspondence range for buy orders) .) And the lowest priority management number within the range corresponding to the selling order from the highest priority management number (which may be the priority management number for the purchase order) (the lowest priority within the range corresponding to the selling order for the purchase order). The order amount (buy order quantity) of each order data that can be executed in association with each priority order management number (may be each priority order management number for purchase order) up to the order management number. As the contract face value (approx. Constant amount) of each of these contractable purchase order data, customer identification information, brand identification information, trading classification, order identification information (order number) of each of these contractable purchase order data, And Corresponding to each transfer order data stored in the transfer processing database 35 (see FIG. 4) and stored in the transfer processing database 35 (see FIG. 6) in association with the transfer flag in a state indicating untransferred. The contract flag to be updated is updated from uncommitted to a state indicating contracted. Further, the lowest priority management number in the sales order correspondence range (may be the lowest priority management number in the sales order correspondence range for purchase orders), the priority management number having the second lowest priority (priority management for purchase orders). The sales order correspondence range from the total price of the selling order face value (total quantity of the selling order quantity) U among the buying order face value (buy order quantity) of the buy order data that can be executed in association with The maximum total amount (maximum total quantity within the sales order correspondence range) KM is subtracted from the amount (quantity), the lowest priority management number within the sales order correspondence range (low priority management within the sales order correspondence range for buy orders) As the contract face amount (approx. Constant amount) of the purchase order data that can be executed in association with the priority management number with the next lowest priority (may be the priority management number for the purchase order) next to This tradeable buy order Data in association with the customer identification information, brand identification information, trade classification, order identification information (order number), and the transfer flag set in a state indicating untransferred, and stored in the transfer processing database 35 (see FIG. 6). In addition, the lowest priority management number within the sales order correspondence range (may be the lowest priority management number within the sales order correspondence range for buy orders), the priority management number with the second lowest priority (priority management for purchase orders) The contracted face amount (approximately constant amount) is calculated from the purchase order amount (buy order quantity) of the contractable purchase order data stored in the purchase order storage means 33 (see FIG. 4) in association with the number. A third contract processing to be subtracted is executed.

  The transfer processing means 24, in the case where the buying / selling division of the order data stored in the transfer processing database 35 (see FIG. 6) in association with the transfer flag in a state indicating non-transfer is information indicating buying. The customer account database 36 (see FIG. 7) is associated with the contract face value (approximately constant amount) of the order data in correspondence with the same customer identification information and the same brand identification information as the customer identification information and the brand identification information of the order data. ) Stored in the securities balance data stored in (2), and the customer account corresponding to the same customer identification information as the customer identification information of the order data, the amount equivalent to the contract face value (approximately constant amount) of the order data. Transfer processing for a purchase order to be subtracted from the funds balance data stored in the database 36, and then transfer processing for the order data for which transfer processing has been performed Database 35 a transfer flag stored (see FIG. 6), and executes the transfer flag update processing for updating the non-transferred to a state indicating already transferred.

  In addition, the transfer processing means 24 is a case where the order data trading category stored in the transfer processing database 35 (see FIG. 6) in association with the transfer flag in a state indicating non-transfer is information indicating sale. The customer account database 36 (see FIG. 5) is associated with the contract face value (approximately constant amount) of the order data in correspondence with the customer identification information and the same brand identification information identical to the customer identification information and brand identification information of the order data. 7) and subtracting the amount equivalent to the contract face value (approximately constant amount) of the order data in association with the customer identification information identical to the customer identification information of the order data. Transfer processing for selling orders to be added to the funds balance data stored in the customer account database 36 is executed, and then the order data subjected to the transfer processing is transferred. Handle database 35 transfers flag stored (see FIG. 6), and executes the transfer flag update processing for updating the non-transferred to a state indicating already transferred.

  The cash processing means 25 has made a request for purchase from the Bank of Japan by the trade classification / cash method determination processing means 22 but has not yet completed the cash processing, that is, order data storage means 30 (see FIG. 2). The order face value (order quantity) related to the purchase request for the order data stored in the order data storage means 30 for the order data whose status is “1” (the description of the status will be described later), that is, purchase The order face value (order quantity) included in the billing signal and transmitted to the Bank of Japan system 50 is associated with the same customer identification information and the same brand identification information as the customer identification information and the brand identification information of the order data. While subtracting from the securities balance data stored in the customer account database 36 (see FIG. 7), the conversion amount by the BOJ purchase request (the above-mentioned formula The customer account database 36 (see FIG. 5) is associated with the same customer identification information as the customer identification information of the order data. 7) is executed to add to the fund balance data stored in (7).

  As shown in FIG. 2, the order data storage means 30 includes order identification information (order number) for the order data received by the order reception processing means 21 and customer identification information (in this embodiment, an account number as an example). ), Stock identification information (stock code of individual government bonds, ie, information identifying the type of government bond and the number of the number of bonds), trade classification indicating the type of trading, and cashing method selection information ( Customer selection information from a request to purchase the Bank of Japan, sale of the PTS market, or cashing in an advantageous manner) and cashing period designation information (information on the period specified by the customer as to how many days it is desired to cash) , Which stores the order face value (order quantity), the order acceptance date, the face value (quantity) related to the charge when the BOJ purchase request is made, and the status indicating the processing status of the order in association with each other A.

  Here, for example, the status is set to “1” when the purchase request signal is transmitted to the Bank of Japan system 50 but the cash processing by the cash processing means 25 is not completed. When the purchase request signal is transmitted and the cash processing by the cash processing means 25 is completed, “2” is set and an order is placed in the PTS market. However, it is necessary to confirm the contract amount. “3” is set in the case of the state, and “4” is set in the case where the order is placed on the PTS market and it is not necessary to confirm the contract par amount.

  The customer database 31 stores data relating to individual customers such as a customer management number, name, address, date of birth, telephone number, e-mail address, and account number in association with each other. However, in this embodiment, as an example, the account number is used as customer identification information consistently in each processing process from order reception to transfer processing and cashing processing. Installation can be omitted. Data other than the account number stored in the customer database 31 (a combination of a plurality of data) may be used as the customer identification information, or the correspondence relationship of the data stored in the customer database 31 may be used. Customer identification information may be converted in each processing step from order reception to transfer processing and cashing processing.

  As shown in FIG. 3, the government bond database 32 includes brand identification information (stock government code for individuals, that is, information identifying the type of government bond and the number of the number of bonds), issuance date, and redemption date. And the interest payment date, the previous applied interest rate, the previous applied interest rate, and the current applied interest rate are stored in association with each other.

  As shown in FIG. 4, the purchase order storage means 33 includes order identification information (order number) on the purchase order data placed in the PTS market by the trade classification / cashing method determination processing means 22 and customer identification information (book In the embodiment, an account number is used as an example.) Stock identification information (stock code of personal government bonds, that is, information identifying the type of government bond and the number of the number of bonds), Buying / selling classification (in this case, information indicating buying), purchase order face value (buy order quantity), and priority order management number for purchase order (however, as a priority order management number common to that for sell order) May be stored in association with a contract flag indicating whether the contract has been executed or not.

  As shown in FIG. 5, the sales order storage means 34 includes order identification information (order number) on the sales order data ordered by the trade classification / cashing method determination processing means 22 in the PTS market and customer identification information (book). In the embodiment, an account number is used as an example.) Stock identification information (stock code of personal government bonds, that is, information identifying the type of government bond and the number of the number of bonds), Trading order to be shown (in this case, information indicating selling), selling order face value (selling order quantity), priority order management number for selling order (however, as a priority order management number common to buying order) May be stored in association with a contract flag indicating whether the contract has been executed or not.

  As shown in FIG. 6, the transfer processing database 35 uses order identification information (order number) for the order data executed by the contract processing means 23 and customer identification information (in the present embodiment, an account number as an example). ), Stock identification information (stock code of individual government bonds, ie, information identifying the type of government bond and the number of times the bond is issued), a trading category indicating the type of trading, and a contract amount (a fixed amount) ) And a transfer flag indicating whether the transfer has been completed or not transferred.

  As shown in FIG. 7, the customer account database 36 associates fund balance data indicating the balance of customer funds deposited in a customer account of a financial institution such as a securities company with an account number that is customer identification information. The security balance data indicating the balance of the domestic government bonds held by the customer (the face value) is stored in the customer's account, and the stock identification data (the stock code of the personal government bond, that is, the type of the government bond and the (Information identifying the issue number indicating whether it is a bond) and the account number which is the customer identification information.

  And in the above, each processing means 21-25 contained in the processing means 20 is the central processing unit (CPU) provided in the inside of the computer main body which comprises the government bond trading processing system 10, and the operation procedure of this CPU. It is realized by one or a plurality of programs to be defined.

  Further, the order data storage means 30, the customer database 31, the government bond database 32, the purchase order storage means 33, the sales order storage means 34, the transfer processing database 35, and the customer account database 36 are suitably realized by, for example, a hard disk or the like. However, ROM, EEPROM, flash memory, RAM, MO, CD-ROM, CD-R, CD-RW, DVD-ROM, DVD-RAM as long as there is no problem with storage capacity, access speed, etc. , FD, magnetic tape, or a combination of these may be employed.

  Furthermore, the government bond trading processing system 10 is not limited to one realized by one computer or one CPU, and may be realized by performing distributed processing with a plurality of computers or a plurality of CPUs. .

  The terminal device 40 is configured by a computer, and includes an input unit such as a mouse and a keyboard, a display unit such as a liquid crystal display and a CRT display, and a printing unit. The terminal device 40 may be a mobile device such as a mobile phone (including PHS) and a personal digital assistant (PDA).

  The Bank of Japan system 50 is constituted by a computer, and a signal for requesting purchase of a government bond for individuals sent via a dedicated line 2 from a government bond transaction processing system 10 operated and managed by a financial institution such as a securities company (related to a purchase request) This is a system that receives the stock identification information on the stock and the face value related to the purchase request), stores the received content, and executes the reply processing or the reception notification processing of the received content to the government bond trading processing system 10. is there.

  In the present embodiment, the government bond trading processing system 10 executes the trading process for individual government bonds as follows.

  <Processing flow of the first cashing request acceptance method (immediate execution method) in a method (a method similar to the so-called Zaraba method) in which a contract process is executed each time an order is placed on the market>

  In FIG. 8, processing by the government bond trading processing system 10 is started (step S1), and the order reception processing means 21 sends an order screen display request by the customer or its input agent transmitted from the terminal device 40 via the network 1. When the signal is received, display data for the order screen 100 (see FIG. 14) is transmitted to the terminal device 40 via the network 1. Then, an order screen 100 as shown in FIG. 14 is displayed on the terminal device 40.

  In FIG. 14, the order screen 100 includes an order brand input unit 101 for inputting an order brand of personal government bonds, selection units 102 and 103 for selecting either a buy order or a sell order, and a sell order. In order to select one of “BoJ purchase request”, “PTS market sale”, or “Bond purchase request and PTS market sale in an advantageous manner” A selection unit 104, 105, 106, a cashing period input unit 107 for inputting and specifying a desired cashing period in the case of selecting cashing in an advantageous manner, an order face value input unit 108 for inputting an order face value, and an input A “send” button 109 is provided for sending the received data to the government bond trading processing system 10.

  In the order screen 100 of FIG. 14, when the customer or the input agent makes a necessary input or selection and clicks a “send” button 109, the order data is sent from the terminal device 40 via the network 1 to the government bond trading processing system 10. Sent to. At this time, the order data to be transmitted includes customer identification information, brand identification information about the order brand, trading category indicating the type of trading, and order face value, and further, cash method selection information in the case of sale and It may contain cashing period designation information. Note that the customer identification information (in the present embodiment, an account number is used as an example) is input by the customer or its input agent at an appropriate stage before the input operation on the order screen 100.

  In the government bond trading processing system 10, when the order reception processing means 21 receives the order data transmitted from the terminal device 40, order identification information (order number) is automatically given to the received order data, and the received order data is Then, it is stored in the order data storage means 30 (see FIG. 2) in association with the automatically assigned order identification information (order number) (step S2).

  Subsequently, the trading classification / cashing method determination processing means 22 refers to the trading classification of the order data received by the order reception processing means 21 and stored in the order data storage means 30 (see FIG. 2) (step S3). When the trading category is information indicating purchase, the order data is associated with order identification information (order number) as purchase order data and a contract flag set to indicate unsettled, and the purchase order storage means 33 ( (See FIG. 4), the purchase ordering process for the PTS market is executed (step S4). In addition, the status of the order data storage means 30 (see FIG. 2) is indicated by the trade classification / cashing method determination processing means 22 to indicate that the order is placed on the PTS market and the contract face amount does not need to be confirmed. 4 ”. For example, as shown in FIG. 2, in order data storage means 30, order identification information = “T0006”, customer identification information = “K0036”, 17th bond (fluctuation 10 years), buying, order face value = 7 million Assuming that order data of yen is stored, when ordering this order data, as shown in FIG. 4, the order identification information = “T0006”, customer identification information = “K0036”, The 17th bond (fluctuation 10 years), purchase, purchase order face value = 7 million yen is stored.

  In step S3, if the order classification of the order data received by the order reception processing means 21 and stored in the order data storage means 30 (see FIG. 2) is information indicating sale, the trade classification / cash method The determination processing means 22 refers to the order data cashing method selection information. Here, if the cashing method selection information = “BoJ purchase request”, it means that the customer has selected to request the BOJ purchase by his / her own intention. A purchase request signal including the brand identification information included in the data and the total amount of the order face value (the total quantity of the order quantity) will be transmitted to the Bank of Japan system 50 via the dedicated line 2, but in this case Since the processing is not processing according to the present invention, the illustration in FIG. 8 is omitted. For example, order identification information = “T0005”, customer identification information = “K0025”, fourth bond (fluctuation 10 years), sale, cashing method selection information = “Board purchase request”, order face value = 5 million yen This applies to orders. In addition, when the cashing method selection information = “PTS market sale”, it is a case where the customer chooses to sell in the PTS market by his / her own intention. Order identification information as sales order data, including order data including the total amount (total quantity of the order quantity) specified by the customer included in the order data as the sales order quantity (sale order value) for the market order (Order number) and the sales order storage means 34 (refer to FIG. 5) are stored in association with the execution flag indicating the unsettled state, thereby executing the order processing of the sales order to the PTS market. However, since the process in this case is not a process according to the present invention, the illustration in FIG. 8 is omitted. For example, order identification information = “T0008”, customer identification information = “K0024”, 15th bond (fluctuation 10 years), sale, cashing method selection information = “PTS market sale”, order face value = 3 million yen This applies to orders. On the other hand, when the cashing method selection information = “advantageous method”, the processing according to the invention of the present application is performed. Therefore, as shown in FIG. Using the calculation formula and the previous applied interest rate, the previous applied interest rate, the current applied interest rate, and the interest payment date stored in the JGB database 32 (see Fig. 3), a purchase order from the BOJ or PTS market It is determined which of the orders is advantageous to the customer (step S5).

  When it is determined that the BOJ purchase request is advantageous to the customer, the trading classification / cashing method determination processing means 22 makes the total amount of the brand identification information and the order face value included in the order data (the total amount of the order quantity). The purchase request signal including the quantity) is transmitted to the Bank of Japan system 50 via the dedicated line 2 (step S6). In addition, the order value storage amount (order quantity) relating to the purchase request transmitted by being included in the purchase request signal is stored in the order data storage unit 30 (see FIG. 2) by the trade classification / cash method determination processing unit 22; The status of the order data storage unit 30 is set to “1” indicating that the purchase request signal is transmitted to the Bank of Japan system 50 but the cashing process by the cashing processing unit 25 is not completed. For example, the order identification information = “T0002”, the customer identification information = “K0012”, the 18th bond (fluctuation 10 years), selling, and cashing method selection information = “advantage” stored in the order data storage means 30 of FIG. This method corresponds to the case of a selling order in which the order value is 2 million yen.

  On the other hand, if it is determined in step S5 that the ordering of the sales order in the PTS market is advantageous to the customer, the brand identification information identical to the brand identification information of the order data is obtained by the trade classification / cash method determination processing means 22. And the total amount of the purchase order face value of the purchase order data stored in the purchase order storage means 33 (see FIG. 4) in association with the execution flag that is in a state of indicating unconfirmed (buy order) (Total quantity) is calculated (step S7). For example, when a sell order for a 17th bond (fluctuation 10 years) is placed, the data stored in the purchase order storage means 33 is in a state as shown in FIG. If so, the total amount of the purchase order face value of uncommitted purchase order data for the 17th bond (fluctuation 10 years) is calculated as 18 million yen.

  Then, whether the total amount of the purchase order face value (total quantity of the purchase order quantity) is greater than or equal to the order face value (order quantity) designated by the customer included in the order data by the buying / selling classification / cash method determination processing means 22. It is determined whether or not (step S8). Here, if the total amount of the purchase order face value (total quantity of the purchase order quantity) is greater than or equal to the order face value (order quantity) specified by the customer included in the order data, the order face value specified by the customer The order data including the total price (total quantity of the order quantity) as the sales order quantity (selling face value) for the market order, and the order identification information (order number) and unsettled status are shown as the sales order data. The sales order storage means 34 (see FIG. 5) is stored in association with the contract flag, thereby executing the sales ordering process for the PTS market (step S9). In addition, the status of the order data storage means 30 (see FIG. 2) is indicated by the trade classification / cashing method determination processing means 22 to indicate that the order is placed on the PTS market and the contract face amount does not need to be confirmed. 4 ”.

  In step S8, when the total amount of the purchase order face value (total quantity of the purchase order quantity) is less than the order face value (order quantity) designated by the customer, the sales / classification / cashing method determination processing means 22 is selected. The order quantity (order quantity) specified by the customer is the same as the purchase order face value (total quantity of the purchase order quantity). The order data including the sales order value is stored in the sales order storage means 34 (see FIG. 5) in association with the order identification information (order number) and the execution flag indicating the unsettled state as the sales order data. By doing so, the ordering process of the sales order to the PTS market is executed (step S10). In addition, the status of the order data storage means 30 (see FIG. 2) is indicated by the trade classification / cashing method determination processing means 22 to indicate that the order is placed on the PTS market and the contract face amount does not need to be confirmed. 4 ”.

  Further, by the trade classification / cash method determination processing means 22, the total price of the purchase order face value (total quantity of the purchase order quantity) from the brand identification information included in the order data and the order face value (order quantity) specified by the customer. Is sent to the Bank of Japan system 50 via the dedicated line 2 (step S11). In addition, the purchase order face value from the order face value (order quantity) related to the purchase request transmitted by including in the purchase request signal by the trade classification / cash method determination processing means 22, that is, the order face value (order quantity) specified by the customer. The remaining order face amount (remaining order quantity) obtained by subtracting the total amount of money (total quantity of the purchase order quantity) is stored in the order data storage means 30 (see FIG. 2), and the status of the order data storage means 30 is The purchase request signal is transmitted to the Bank of Japan system 50, but “1” indicating a state in which the cash processing by the cash processing means 25 is not completed.

  For example, as shown in FIG. 2, a sales order with order identification information = “T0007”, customer identification information = “K0015”, 20th bond (fluctuation 10 years), selling, order face value = 1,000,000 yen is issued. If the total amount of the purchase order face value for the 20th bond (fluctuation 10 years) was only 500,000 yen, in step S10, the total amount of the purchase order face value of 1 million yen of the order face value A selling order having the same amount as that of 500,000 yen (that is, 500,000 yen) will be placed on the PTS market, and as shown in FIG. Sales order data of order identification information = “T0007”, customer identification information = “K0015”, 20th bond (fluctuation 10 years), selling, selling order face value = 500,000 yen is stored. Further, in Step S11, the BOJ purchase request is made for the remaining face amount (ie, 500,000 yen) obtained by subtracting the total amount of the purchase order face amount from 500,000 yen from the order face value of 1 million yen. In the storage means 30, as shown in FIG. 2, the order identification information = “T0007”, customer identification information = “K0015”, 20th bond (fluctuation 10 years), sale, order face value = 1,000,000 yen A face value of 500,000 yen related to the purchase request is stored in association with the data.

  Further, the purchase order storage means 33 (see FIG. 4) stores the same brand identification information as the brand identification information of the order data, and is associated with the execution flag set in a state indicating unsettled. If there is no purchase order data, the total amount of the purchase order face value (total quantity of the purchase order quantity) is zero, so the processing in step S10 is eliminated, and the total amount of the purchase order face value in step S11 = Processing when 0 is set, that is, a purchase request signal including the brand identification information included in the order data and the total amount of the order face value (the total quantity of the order quantity) is transmitted to the Bank of Japan system 50 via the dedicated line 2. Execute the process.

  Then, when the processing of steps S4, S9, and S10 is performed, immediately after that, the contract processing means 23 uses the purchase order data and the sales order stored in the purchase order storage means 33 (see FIG. 4). Using the selling order data stored in the storage means 34 (see FIG. 5), a contract process similar to the so-called Zaraba system is executed, and the contract result is transferred together with a transfer flag indicating a state of non-transfer. It memorize | stores in the process database 35 (refer FIG. 6) (step S12). Since the contents of the contract processing in the same method as the so-called Zaraba method have already been described in detail, the description thereof is omitted here.

  Thereafter, the transfer processing means 24 uses the data indicating the execution result stored in the transfer processing database 35 (see FIG. 6) in association with the transfer flag set to indicate the state of non-transfer, in the customer account database 36. The stored funds balance data and securities balance data are updated, and the transfer flag in the transfer processing database 35 is changed from untransferred to a state indicating transferred (step S13). Since the details of the transfer process have already been described in detail, a description thereof is omitted here.

  In addition, when the processes of steps S6 and S11 are performed, the status of the order data storage unit 30 (see FIG. 2) is “1” by the cash processing unit 25 (the Bank of Japan purchase request has been made, but the cash processing is not yet performed). The customer account database 36 (see FIG. 7) is used for the order data that has not been completed) using the order face value (order quantity) relating to the purchase request for the order data stored in the order data storage means 30. The stock balance data and the fund balance data stored in the table are updated, and the status of the order data storage means 30 (see FIG. 2) is changed from “1” (the request for purchase of the BOJ to the bank has not been completed yet). It is changed to “2” (a state in which a request for purchase of the Bank of Japan has been made and the cash process has been completed) (step S14). Since the contents of the cashing process have already been described in detail, a description thereof is omitted here. Above, the process by the government bond trading processing system 10 is complete | finished (step S15).

  <Processing Flow of Second Cashing Request Accepting Method (Full Ordering Method) in a Method of Performing Contract Processing Every Time an Order is Placed on the Market (Similar Method to the So-called Zaraba Method)>

  In FIG. 9, processing by the government bond trading processing system 10 is started (step S21), and an order is received by the order receiving processing means 21 (step S22). The processing in step S22 is the same as the processing in step S2 in FIG.

  Subsequently, the trading classification / cashing method determination processing means 22 refers to the trading classification of the order data received by the order reception processing means 21 and stored in the order data storage means 30 (see FIG. 2) (step S23). When the trading category is information indicating purchase, the order data is associated with order identification information (order number) as purchase order data and a contract flag set to indicate unsettled, and the purchase order storage means 33 ( (See FIG. 4), the purchase ordering process for the PTS market is executed (step S24). The processing in step S24 is the same as the processing in step S4 in FIG.

  In step S23, if the order classification of the order data received by the order reception processing means 21 and stored in the order data storage means 30 (see FIG. 2) is information indicating sale, the order classification / cash method The determination processing means 22 refers to the order data cashing method selection information. Here, as described in the flowchart of FIG. 8, the processing when the cashing method selection information = “BoJ purchase request” or “PTS market sale” is not the processing according to the present invention. As in the case of FIG. 9, the illustration is also omitted in FIG. On the other hand, when the cashing method selection information = “advantageous method”, the processing according to the invention of the present application is performed. Therefore, as shown in FIG. Using the calculation formula and the previous applied interest rate, the previous applied interest rate, the current applied interest rate, and the interest payment date stored in the JGB database 32 (see Fig. 3), a purchase order from the BOJ or PTS market It is determined which of the orders is advantageous to the customer (step S25). The processing in step S25 is the same as the processing in step S5 in FIG.

  When it is determined that the BOJ purchase request is advantageous to the customer, the trading classification / cashing method determination processing means 22 makes the total amount of the brand identification information and the order face value included in the order data (the total amount of the order quantity). A purchase request signal including (quantity) is transmitted to the Bank of Japan system 50 via the dedicated line 2 (step S26). The process in step S26 is the same as the process in step S6 in FIG.

  On the other hand, if it is determined in step S25 that the ordering of the sales order in the PTS market is advantageous to the customer, the order reception processing means 21 receives the order classification processing unit 22 and receives the order data storage. An order including the full amount of the face value specified by the customer (the total quantity of the order quantity) included in the order data stored in the means 30 (see FIG. 2) as the sales order face value (sell order quantity) for the market order. By storing the data in the sales order storage means 34 (see FIG. 5) in association with the order identification information (order number) and the contract flag indicating the unsettled status as sales order data, The sales order processing is executed (step S27). Further, the status of the order data storage means 30 (see FIG. 2) is indicated by the trade classification / cashing method determination processing means 22 to indicate a state where it is necessary to place an order to the PTS market and confirm the contract amount. “3”.

  Then, when the processes of steps S24 and S27 are performed, the purchase order data or the sales order storage means stored in the purchase order storage means 33 (see FIG. 4) is immediately executed by the contract processing means 23 thereafter. 34 (see FIG. 5) is used to execute contract processing in a method similar to the so-called Zaraba method using the sales order data stored in the transfer processing database together with a transfer flag indicating a status indicating untransferred. 35 (see FIG. 6) (step S28). Since the contents of the contract processing in the same method as the so-called Zaraba method have already been described in detail, the description thereof is omitted here.

  Thereafter, the transaction classification / cashing method determination processing means 22 determines whether or not a predetermined execution state confirmation time after the end of the transaction time in the PTS market is reached (step S29), and after the elapse of the transaction time in the PTS market The order data storage means 30 (see FIG. 2) has a status of “3” (order is placed in the PTS market and the contract is executed when the order data storage means 30 (see FIG. 2) has been ordered to the PTS market at the predetermined contract state confirmation time. The sales stored in the transfer processing database 35 (see FIG. 6) in association with the same order identification information as the order identification information (order number) of the order data in a state where it is necessary to confirm the face value. A contract denomination (order amount) for ordering is acquired (step S30). At this time, if the transfer processing database 35 (see FIG. 6) stores a plurality of contract face amounts (contract constant amounts) for selling orders in association with the same order identification information, the total contract face amount is stored. Calculate the amount (approximately constant amount).

  Subsequently, the trade amount / cash method determination processing means 22 makes a contract face amount (agreement) from the order face amount (order quantity) designated by the customer included in the order data stored in the order data storage means 30 (see FIG. 2). It is determined whether or not there is a remaining order face value (remaining order quantity) reduced by (quantity) (step S31). If there is a remaining order face value (remaining order quantity), the order identification information ( The sell order data associated with the order number) and stored in the sell order storage means 34 (see FIG. 5) is deleted, or the remaining order amount (remaining order quantity) of this sell order data is set to zero. Thus, the uncommitted portion of the sales order placed in the PTS market is canceled (step S32).

  Further, the purchase classification signal included in the order data and the purchase request signal including the above-mentioned remaining order face value (remaining order quantity) are sent via the dedicated line 2 by the transaction classification / cashing method determination processing means 22. It transmits to the system 50 (step S33). Further, the order amount (order quantity) related to the purchase request transmitted by the purchase classification / cashing method determination processing means 22 included in the purchase request signal, that is, the contract face amount from the order amount (order quantity) specified by the customer. The remaining order face value (remaining order quantity) obtained by subtracting (approximately constant amount) is stored in the order data storage means 30 (see FIG. 2), and the status of the order data storage means 30 is requested for purchase to the Bank of Japan system 50. It is set to “1” indicating that the signal is transmitted but the cashing process by the cashing processing unit 25 is not completed.

  Thereafter, the transfer processing means 24 uses the data indicating the execution result stored in the transfer processing database 35 (see FIG. 6) in association with the transfer flag set to indicate the state of non-transfer, in the customer account database 36. The stored funds balance data and securities balance data are updated, and the transfer flag in the transfer processing database 35 is changed from untransferred to a state indicating transferred (step S34). Since the details of the transfer process have already been described in detail, a description thereof is omitted here.

  When the processes of steps S26 and S33 are performed, the status of the order data storage unit 30 (see FIG. 2) is “1” by the cash processing unit 25 (the Bank of Japan purchase request has been made, but the cash processing is not yet performed). The customer account database 36 (see FIG. 7) is used for the order data that has not been completed) using the order face value (order quantity) relating to the purchase request for the order data stored in the order data storage means 30. The stock balance data and the fund balance data stored in the table are updated, and the status of the order data storage means 30 (see FIG. 2) is changed from “1” (the request for purchase of the BOJ to the bank has not been completed yet). It is changed to “2” (a state in which a request for purchase of the Bank of Japan has been made and the cash process has been completed) (step S35). Since the contents of the cashing process have already been described in detail, a description thereof is omitted here. Above, the process by the government bond trading processing system 10 is complete | finished (step S36).

  <Processing Flow of Third Cash Request Accepting Method (Cashing Period Designation Ordering Method) in a Method of Performing a Contract Processing Every Time an Order is Placed on the Market (Similar Method to the So-called Zaraba Method)>

  In FIG. 10, processing by the government bond trading processing system 10 is started (step S41), and an order is received by the order receiving processing means 21 (step S42). The process in step S42 is the same as the process in step S2 in FIG.

  Subsequently, the trading classification / cashing method determination processing means 22 refers to the trading classification of the order data received by the order reception processing means 21 and stored in the order data storage means 30 (see FIG. 2) (step S43). When the trading category is information indicating purchase, the order data is associated with order identification information (order number) as purchase order data and a contract flag set to indicate unsettled, and the purchase order storage means 33 ( (See FIG. 4), the purchase ordering process for the PTS market is executed (step S44). The processing in step S44 is the same as the processing in step S4 in FIG.

  In step S43, if the order classification of the order data received by the order reception processing means 21 and stored in the order data storage means 30 (see FIG. 2) is information indicating sale, the trade classification / cash method The determination processing means 22 refers to the order data cashing method selection information. Here, as described in the flowchart of FIG. 8, the processing when the cashing method selection information = “BoJ purchase request” or “PTS market sale” is not the processing according to the present invention. As in the case of FIG. 9, the illustration is also omitted in FIG. On the other hand, when the cashing method selection information = “advantageous method”, the processing according to the invention of the present application is performed. Therefore, as shown in FIG. Using the calculation formula and the previous applied interest rate, the previous applied interest rate, the current applied interest rate, and the interest payment date stored in the JGB database 32 (see Fig. 3), a purchase order from the BOJ or PTS market It is determined which of the orders is advantageous to the customer (step S45). The processing in step S45 is the same as the processing in step S5 in FIG.

  When it is determined that the BOJ purchase request is advantageous to the customer, the trading classification / cashing method determination processing means 22 makes the total amount of the brand identification information and the order face value included in the order data (the total amount of the order quantity). The purchase request signal including the quantity) is transmitted to the Bank of Japan system 50 via the dedicated line 2 (step S46). The process in step S46 is the same as the process in step S6 in FIG.

  On the other hand, if it is determined in step S45 that the ordering of the sales order in the PTS market is advantageous to the customer, the order reception processing means 21 receives the order classification processing and the cashing method determination processing means 22 and stores the order data. An order including the full amount of the face value specified by the customer (the total quantity of the order quantity) included in the order data stored in the means 30 (see FIG. 2) as the sales order face value (sell order quantity) for the market order. By storing the data in the sales order storage means 34 (see FIG. 5) in association with the order identification information (order number) and the contract flag indicating the unsettled status as sales order data, The sales order processing is executed (step S47). Further, the status of the order data storage means 30 (see FIG. 2) is indicated by the trade classification / cashing method determination processing means 22 to indicate a state where it is necessary to place an order to the PTS market and confirm the contract amount. “3”.

  Then, when the processes of steps S44 and S47 are performed, the purchase order data and the sell order storage means stored in the purchase order storage means 33 (see FIG. 4) are immediately executed by the contract processing means 23 thereafter. 34 (see FIG. 5) is used to execute contract processing in a method similar to the so-called Zaraba method using the sales order data stored in the transfer processing database together with a transfer flag indicating a status indicating untransferred. 35 (see FIG. 6) (step S48). Since the contents of the contract processing in the same method as the so-called Zaraba method have already been described in detail, the description thereof is omitted here.

  Thereafter, the transaction classification / cashing method determination processing means 22 determines whether or not a predetermined contract state confirmation time after the end of the transaction time in the PTS market is reached (step S49), and after the elapse of the transaction time in the PTS market The order data storage means 30 (see FIG. 2) has a status of “3” (order is placed in the PTS market and the contract is executed when the order data storage means 30 (see FIG. 2) has been ordered to the PTS market at the predetermined contract state confirmation time. The sales stored in the transfer processing database 35 (see FIG. 6) in association with the same order identification information as the order identification information (order number) of the order data in a state where it is necessary to confirm the face value. A contract face amount (order amount) for ordering is acquired (step S50). At this time, if the transfer processing database 35 (see FIG. 6) stores a plurality of contract face amounts (contract constant amounts) for selling orders in association with the same order identification information, the total contract face amount is stored. Calculate the amount (approximately constant amount).

  Subsequently, the trade amount / cash method determination processing means 22 makes a contract face amount (agreement) from the order face amount (order quantity) designated by the customer included in the order data stored in the order data storage means 30 (see FIG. 2). It is determined whether or not there is a remaining order face value (remaining order quantity) reduced by (quantity) (step S51), and if there is a remaining order face value (remaining order quantity), today is the price for the BOJ purchase request. Whether the delivery date corresponds to the transaction date corresponding to the last day of the period (for example, 10 days) designated by the cashing period designation information included in the order data stored in the order data storage means 30 (see FIG. 2) (Step S52), if applicable, the selling order data stored in the selling order storage means 34 (see FIG. 5) in association with the order identification information (order number) of the order data is stored. Or dividing, or the remaining order nominal amount of this sales order data by the (remaining order quantity) to zero, perform the uncommitted amount of the cancellation of the order sales that have been ordered to PTS market (step S53).

  Further, the purchase classification signal included in the order data and the purchase request signal including the above-mentioned remaining order face value (remaining order quantity) are sent via the dedicated line 2 by the transaction classification / cashing method determination processing means 22. It transmits to the system 50 (step S54). Further, the order amount (order quantity) related to the purchase request transmitted by the purchase classification / cashing method determination processing means 22 included in the purchase request signal, that is, the contract face amount from the order amount (order quantity) specified by the customer. The remaining order face value (remaining order quantity) obtained by subtracting (approximately constant amount) is stored in the order data storage means 30 (see FIG. 2), and the status of the order data storage means 30 is requested for purchase to the Bank of Japan system 50. It is set to “1” indicating that the signal is transmitted but the cashing process by the cashing processing unit 25 is not completed.

  On the other hand, if it is determined in step S52 that today does not correspond to the transaction date corresponding to the last day of the cashing period (for example, 10 days) designated by the customer, Alternatively, on the condition of the next day within the same day, the above-mentioned calculation formula for determination and the previous applied interest rate stored in the government bond database 32 (see FIG. 3) and the previous applied interest rate by the trading classification / cash method determination processing means 22 Then, using the current applicable interest rate and the interest payment date, it is determined whether the request for purchase of the BOJ or the ordering of the selling order in the PTS market is advantageous to the customer (step S55). The determination process in step S55 is the same as the first determination process in step S25 described above except that the determination is performed on the condition of the next day.

  If it is determined in step S55 that the BOJ purchase request is advantageous to the customer, the process proceeds to step S53. On the other hand, if it is determined that the sales order in the PTS market is advantageous to the customer. In step S48, if a new purchase order for the same brand is issued, the remaining order face value can be executed. Therefore, the contract processing means 23 uses the same method as the so-called Zaraba method. Execute the contract processing.

  Thereafter, the transfer processing means 24 uses the data indicating the execution result stored in the transfer processing database 35 (see FIG. 6) in association with the transfer flag set to indicate the state of non-transfer, in the customer account database 36. The stored funds balance data and securities balance data are updated, and the transfer flag in the transfer processing database 35 is changed from untransferred to a state indicating transferred (step S56). Since the details of the transfer process have already been described in detail, a description thereof is omitted here.

  In addition, when the processing of steps S46 and S54 is performed, the status of the order data storage unit 30 (see FIG. 2) is “1” by the cash processing unit 25 (the Bank of Japan purchase request has been made, but the cash processing is not yet performed). The customer account database 36 (see FIG. 7) is used for the order data that has not been completed) using the order face value (order quantity) relating to the purchase request for the order data stored in the order data storage means 30. The stock balance data and the fund balance data stored in the table are updated, and the status of the order data storage means 30 (see FIG. 2) is changed from “1” (the request for purchase of the BOJ to the bank has not been completed yet). It is changed to “2” (a state in which a request for purchase of the BOJ has been made and the cash process has been completed) (step S57). Since the contents of the cashing process have already been described in detail, a description thereof is omitted here. Above, the process by the government bond trading processing system 10 is complete | finished (step S58).

  <Processing flow of first cashing request acceptance method (difference ordering method) in a method of performing contract processing at a predetermined contract processing time (similar method to the so-called plate approach method)>

  In FIG. 11, the processes in steps S61 to S75 have many processes similar to the processes in steps S1 to S15 in FIG. 8 described above, and therefore, only the processes different from those in FIG. 8 will be described below.

  In step S67, the brand identification information identical to the brand identification information of the order data received by the order acceptance processing means 21 and stored in the order data storage means 30 (see FIG. 2) by the trading category / cash method determination processing means 22. And the total amount of the purchase order face value of the purchase order data stored in the purchase order storage means 33 (see FIG. 4) in association with the execution flag that is in a state of indicating unconfirmed (buy order) A total quantity), including the same brand identification information as the brand identification information of the order data received by the order reception processing means 21 and stored in the order data storage means 30 (see FIG. 2), and The total amount of the sales order face value of the sales order data stored in the sales order storage means 34 (see FIG. 5) in association with the contract flag indicating the unsettled state (sell order quantity) Total quantity), and determine whether the total amount of the purchase order face value (total quantity of the purchase order quantity) is greater than the total price of the sell order face value (total quantity of the sell order quantity) If it is larger, the difference between them, that is, the excess face value (excess quantity) of the purchase order is calculated. For example, a buy order and a sell order for the 17th bond (fluctuation 10 years) are issued before the contract processing time for executing the contract processing similar to the so-called plate approach method, and the purchase order storage means 33 If the data stored in the selling order storage means 34 is in the state shown in FIG. 4 and FIG. 5 (the state sorted by the brand identification information is shown), respectively, the 17th bond (variation) 10 years), the total amount of the purchase order face value of uncommitted purchase order data is calculated as 18 million yen, and the total amount of the sell order face value of uncommitted sale order data is 16 million. The excess face value (excess quantity) of the purchase order is calculated as 2 million yen.

  In step S68, the purchase order excess / amount amount (excess quantity) is received by the order acceptance processing means 21 and stored in the order data storage means 30 (see FIG. 2). It is determined whether or not the order face value (order quantity) specified by the customer included in the ordered data is not less than.

  In step S70, when the excess face amount (excess quantity) of the purchase order is less than the order face amount (order quantity) specified by the customer, the order specified by the customer is selected by the buying / selling division / cash method determination processing means 22. Order data that includes the same amount (same amount) as the purchase order's face value (sell order quantity) equal to the purchase face's excess face value (excess quantity) in the face value (order quantity) Order information is placed in the PTS market by storing it in the order storage information 34 (see FIG. 5) in association with order identification information (order number) and a contract flag indicating an unsettled state as order data. Execute the process.

  Further, in step S71, the buying and selling order / cashing method determination processing means 22 calculates the excess face value (excess quantity) of the purchase order from the brand identification information included in the order data and the order face value (order quantity) specified by the customer. A purchase request signal including the reduced remaining order face value (remaining order quantity) is transmitted to the Bank of Japan system 50 via the dedicated line 2.

  If there is no surplus amount (excess quantity) of the purchase order as a result of the calculation process in step S67, the brand identification included in the order data is determined by the trade classification / cash method determination processing means 22 in step S71. A purchase request signal including the information and the total amount of the order face value (the total quantity of the order quantity) is transmitted to the Bank of Japan system 50 via the dedicated line 2.

  The contract processing in step S72 is executed by the contract processing means 23 in the same manner as the so-called plate approach method.

  <Processing Flow of Second Cashing Request Accepting Method (Full Price Ordering Method) in Method for Performing Contract Processing at Predetermined Contract Processing Time (Similar Method to So-called Boarding Method)>

  In FIG. 12, the processes in steps S81 to S96 include many processes similar to the processes in steps S21 to S36 of FIG. 9 described above, and therefore only processes different from those in FIG. 9 will be described below.

  In step S89, the transaction classification / cashing method determination processing means 22 determines whether or not a predetermined contract state confirmation time after the last contract processing time of the day has elapsed, and a predetermined contract state confirmation time. If not, the process returns to step S88, and at the next contract processing time of the day, the contract processing of the same method as the so-called plate-shifting method is executed. It is also possible to determine whether or not a predetermined contract status confirmation time has elapsed after a contract processing time that has arrived first after an order has been placed, or a predetermined contract processing time (a contract processing time that is not the last) has elapsed. Good.

  <Processing Flow of Third Cash Request Accepting Method (Cashing Period Designation Ordering Method) in a Method for Performing Contract Processing at a Predetermined Contract Processing Time (Similar Method to the So-called Boarding Method)>

  In FIG. 13, the processes in steps S101 to S118 include many processes similar to the processes in steps S41 to S58 in FIG. 10 described above, so only the processes different from those in FIG. 10 will be described below.

  In step S109, the buying / selling classification / cashing method determination processing means 22 determines whether or not a predetermined contract state confirmation time after the last contract processing time of the day has elapsed, and a predetermined contract state confirmation time. If not, the process returns to step S108, and at the next contract processing time of the day, a contract process similar to the so-called plate approach system is executed. It is also possible to determine whether or not a predetermined contract status confirmation time has elapsed after a contract processing time that has arrived first after an order has been placed, or a predetermined contract processing time (a contract processing time that is not the last) has elapsed. Good.

  According to this embodiment, there are the following effects. That is, in the government bond trading processing system 10, when a selling order is received, the trading classification / cashing method determination processing means 22 determines whether the request for purchase of the BOJ or the ordering of the selling order to the PTS market is advantageous to the customer, When it is determined that the BOJ purchase request is advantageous to the customer, a purchase request signal is transmitted to the Bank of Japan system 50, and when it is determined that the purchase order for the PTS market is advantageous to the customer, the order is placed. By storing the data in the sales order storage means 34 (see FIG. 5), order processing of the sales order to the PTS market is executed, so that it is possible to realize cash exchange advantageous to the customer.

  Moreover, since the PTS market is formed by accepting not only selling orders but also buying orders by the order receiving processing means 21 and executing the contract processing by the contract processing means 23, the liquidity of personal bonds for individuals can be improved. It is possible to specifically prepare a cashing method other than the BOJ purchase request and increase the possibility of establishing a cashing method other than the BOJ purchase request.

  Further, the contract processing means 23 executes a system for executing the contract processing every time an order is placed on the market (similar to the so-called Zaraba system), and the trade classification / cash method determination processing means 22 performs FIG. When executing the first cashing request acceptance method (immediate execution method) as shown in FIG. 4, the purchase order face value of the uncommitted purchase order data stored in the purchase order storage means 33 (see FIG. 4). The total price of the purchase order (total quantity of the purchase order quantity) is calculated, and within the range of the total price (total quantity of the purchase order quantity) of the unfilled purchase order face value, the sales order is placed in the PTS market. It is possible to immediately close the amount of the order, and the remaining amount (remaining quantity) of the order value (order quantity) specified by the customer that was not placed in the PTS market. , Request for purchase of BOJ Unode while pursuing customer favorable cash method, it is possible to meet customer cashing request without delay.

  Then, each time an order is placed on the market, the contract processing means 23 executes a system for executing the contract processing (similar to the so-called Zaraba system), and the trade classification / cashing method determination processing means 22 performs FIG. In the case of executing the second method for accepting cash request (full ordering method) as shown in Fig. 2, after the transaction time in the PTS market has passed, the contract amount (contract amount) was confirmed and confirmed, but not Since the Bank will request purchase of the Bank of Japan, it will be possible to meet the customer's cash demand without delay while pursuing a cash method that is advantageous to the customer.

  Further, the contract processing means 23 executes a method for executing the contract processing every time an order is placed on the market (similar method to the so-called Zaraba method), and the trade classification / cash method determination processing means 22 performs FIG. In the case of executing the third method for accepting redemption requests (ordering method for designated cashing period) as shown in FIG. 5, during the cashing period designated by the customer, it is advantageous for the customer to place a sales order in the PTS market. For example, if you continue to place an order in the PTS market and make a request for purchase of the BOJ, the delivery date will be the last transaction date that falls within the redemption period. Since the BOJ will make a purchase request for the BOJ, it will be possible to meet the customer's cash demand without delay while pursuing a cash method that is advantageous to the customer.

  Furthermore, the contract processing means 23 executes a system for executing the contract processing at a predetermined contract processing time (similar to the so-called boarding system), and the trade classification / cashing method determination processing means 22 is shown in FIG. In the case of executing the first method for accepting a cash exchange request (difference ordering method), the total purchase order face value of uncommitted purchase order data stored in the purchase order storage means 33 (see FIG. 4). Amount (total quantity of buy order quantity), total price of sell order face value of unsold sell order data stored in storage means 34 for sale order (see FIG. 5), and total quantity of sell order quantity Since the purchase order is placed in the PTS market within the range of the excess amount (excess quantity) of the purchase order corresponding to these differences, it is possible to make a contract for the order placed, , The order value specified by the customer The remaining amount (the remaining quantity) that was not placed in the PTS market will be billed for purchases by the Bank of Japan, so we will pursue a cashing method that is advantageous to the customer and cash the customer without delay. Can meet the demand.

  Then, the contract processing means 23 executes a method for executing the contract processing at a predetermined contract processing time (similar method to the so-called plate approach method), and the trade classification / cashing method determination processing means 22 is shown in FIG. When executing the second method of accepting cash request (full ordering method), after obtaining the specified contract processing time, obtain and confirm the contract face amount (contracted amount), and the amount that has not been executed Makes a request for purchase of the BOJ, so that it can satisfy the customer's demand for cash without delay while pursuing a method of cash advantageous to the customer.

  In addition, the contract processing means 23 executes a method for executing the contract processing at a predetermined contract processing time (similar to the so-called boarding method), and the trade classification / cashing method determination processing means 22 is shown in FIG. In the case of executing the third cash request acceptance method (cash period designation order method) as described above, if it is advantageous for the customer to place a sales order in the PTS market during the cash period designated by the customer, Continue to place an order in the PTS market, and when the delivery date of the BOJ purchase request is the last trading day that falls within the redemption period, obtain and confirm the contract face amount (approximately constant amount), and confirm the contract. For those that did not, the Bank will request to purchase the BOJ, so it will be possible to meet the customer's cash demand without delay while pursuing a cash method that is advantageous to the customer.

  Note that the present invention is not limited to the above-described embodiment, and modifications and the like within a scope where the object of the present invention can be achieved are included in the present invention.

  For example, in the above-described embodiment, the government bond trading processing system 10 for selling and buying personal government bonds is used. However, the securities to be bought and sold by the securities buying and selling system of the present invention are the government bonds for individuals. It is not limited to, and bonds and stocks other than personal government bonds may be used. However, since the system for requesting the purchase of BOJ for individual government bonds has already been established at present, the securities trading system of the present invention is used especially for the government bond trading system 10 that buys and sells interest-bearing national treasury bonds. It is preferable to do.

  As described above, the securities trading processing system and program of the present invention are suitable for use in, for example, a government bond trading processing system that executes trading processing of interest-bearing national treasury bonds.

DESCRIPTION OF SYMBOLS 1 Network which is a communication line 2 Dedicated line which is a communication line 10 JGB buying and selling processing system which is a securities buying and selling processing system 21 Order acceptance processing means 22 Trading classification and cashing method determination processing means 23 Contract processing means 24 Transfer processing means 25 Cashing processing Means 30 Order data storage means 32 Government bond database 33 Purchase order storage means 34 Sell order storage means 35 Transfer processing database 36 Customer account database 40 Terminal device 50 Bank of Japan which is a securities purchase system

Claims (15)

A securities trading processing system comprising a computer that executes trading processing of securities,
Fund balance data indicating the balance of the customer's funds deposited in the account of the customer of the financial institution is stored in association with customer identification information, and possessed by the customer deposited in the account of the customer of the financial institution A customer account database that stores securities balance data indicating the balance of securities to be stored in association with the brand identification information of the securities and the customer identification information;
Order data including the customer identification information, the brand identification information of the securities to be traded, the trading category, and the order quantity transmitted from the terminal device operated by the customer or its input agent via a communication line is received. And an order reception processing means for executing a process of giving order identification information to the received order data;
Order data storage means for storing the order data received by the order reception processing means in association with the order identification information;
The purchase order data of the order data placed in the trading market formed in the computer by the computer in order to realize trading of the securities between the customers is stored in association with the order identification information. Storage means for buy orders;
Sell order storage means for storing sell order data of the order data placed in the trading market in association with the order identification information;
When the order classification received by the order reception processing means is information indicating purchase, the order data is associated with the order identification information as the purchase order data and the purchase order storage means When the purchase classification of the order data received by the order reception processing means is information indicating sale, the securities purchase system is executed. The calculation formula for determination described in the program is set in advance in order to obtain the difference between the delivery amount when the purchase request is made and the delivery amount when the sales order is placed in the trading market. And determining whether the purchase request to the securities purchase system or the ordering of the sales order to the trading market is advantageous to the customer, and purchasing to the securities purchase system. When it is determined that the claim is advantageous to the customer, a purchase request signal including the brand identification information of the order data and the order quantity is transmitted to the securities purchase system via a communication line, and When it is determined that the order of the sell order is advantageous to the customer, the order data is stored as the sell order data in association with the order identification information in the sell order storage means, thereby entering the trading market. Buying and selling classification / cash method determination processing means for executing the order processing of
The purchase order quantity associated with the same brand identification information and stored as the order quantity of the buy order data in the buy order storage means and stored as the order quantity of the sell order data in the sell order storage means A contract processing means for executing a process of matching the sold order quantity, and determining an amount corresponding to the buy order quantity and the sell order quantity for the same brand as a contract quantity of the buy order and the sell order. ,
The contract constant amount of the purchase order determined by the contract processing means is stored in correspondence with the customer identification information, the brand identification information, the trade classification, and the order identification information of the purchase order data, and A transfer processing database for storing the approximate constant amount in association with the customer identification information, the brand identification information, the trade classification, and the order identification information of the sales order data;
The order quantity of the order data stored in the order data storage means for the order data for a sell order for which a purchase request has been made to the securities purchase system by the trading category / cash method determination processing means, Subtracting from the securities balance data stored in the customer account database in association with the same customer identification information and the same brand identification information as the customer identification information and the brand identification information of the order data, and purchasing the securities Cashing process for executing a process of adding the cash amount by the purchase request to the system to the fund balance data stored in the customer account database in association with the same customer identification information as the customer identification information of the order data Means,
When the trade classification of the order data stored in the transfer processing database is information indicating buying, the approximate constant amount of the order data is the same as the customer identification information and the brand identification information of the order data And adding to the securities balance data stored in the customer account database in association with the customer identification information and the same brand identification information, and the amount equivalent to the constant amount of the order data is added to the order data. The order data stored in the transfer processing database is executed by executing transfer processing for a purchase order that is subtracted from the fund balance data stored in the customer account database in association with the same customer identification information as the customer identification information. Of the order data is the information indicating the sale, the constant amount of the order data is The customer identification information and the same customer identification information as the brand identification information and the same brand identification information are subtracted from the securities balance data associated with the same brand identification information and stored in the customer account database. A transfer to execute a transfer process for selling order, which is added to the fund balance data stored in the customer account database in association with the same customer identification information as the customer identification information of the order data Processing means ,
The securities are personal interest-bearing national treasury bonds, the order quantity is an order face value, the buy order quantity is a buy order face value, and the sell order quantity is a sell order face value; The contract amount is a contract face amount, and the securities purchase system is a Bank of Japan system,
A government bond database that stores interest payment dates for each brand of the interest-bearing national treasury bonds and current and past applicable interest rates in association with the brand identification information;
The calculation formula for determination includes a term for calculating a half-way cash adjustment amount for imposing a penalty on mid-term cash and a term for calculating accrued interest,
The trade classification / cash method determination processing means is:
Substituting the past predetermined number of applied interest rates stored in the government bond database into the term for calculating the half-way cash adjustment amount, and calculating the accrued interest into the term for calculating the accrued interest and the current applied interest rate stored in the government bond database and A securities trading processing system characterized in that the processing for substituting the previous interest payment date is executed . The purchase order storage means is configured to store the purchase order data in association with the order identification information and a contract flag indicating whether the contract has been executed or not executed,
The selling order storage means is configured to store the selling order data in association with the order identification information and the execution flag,
The trade classification / cash method determination processing means is:
When storing the new purchase order data in the storage unit for purchase order, the new purchase order data is stored in association with the order identification information and the execution flag indicating the unsettled state. When storing the new sell order data in the sell order storage means, the new sell order data is stored in association with the order identification information and the contract flag indicating the unsettled state. It is configured to execute processing,
The contract processing means includes:
The trading by segment-cashing method determination processing unit each time that the new purchase order data in the purchase order storage means are stored, the purchase is stored in the order storage means for the said new purchase orders data buy order quantity When the contain identical brand identity and the brand identification information included in the new purchase order data, and stored in the sales order storage means in association with the commitments flag is a state indicating an uncommitted together have been matched and sell order quantity of the sales order data, each time said new sales order data to the sales order storage means by the trading segment, cashing method determination processing unit is stored, the sale for ordering It includes a sell order quantity of the stored the new sales order data in the storage means, the same brand identification information and the stock identification information included in the new sales order data, and Zhou showing an uncommitted The purchase order quantity in the buy order data stored in the purchase order storage means in association with the execution flag is matched, and the buy order quantity and the sell order quantity for these same brands correspond to each other. Processing for determining the amount of the contract being executed as a constant amount for the buy order and the sell order, and updating the contracted flag associated with the contracted buy order data and the sell order data from uncommitted to a state indicating contracted The securities trading processing system according to claim 1, wherein the securities trading processing system according to claim 1 is configured. The trade classification / cash method determination processing means is:
When the order classification received by the order reception processing means is information indicating purchase, the order data is set to the state indicating the order identification information and uncommitted as the purchase order data. By associating with a trade flag and storing in the buy order storage means, execute the order processing of the buy order to the buying and selling market,
When the trading category of the order data received by the order reception processing means is information indicating selling, using the calculation formula for determination, the purchase request to the securities purchasing system or the purchase market Determine which of the selling orders is advantageous to the customer;
When it is determined that a purchase request to the securities purchase system is advantageous to the customer, a purchase request signal including the brand identification information of the order data and the order quantity is sent to the securities purchase system via a communication line. Send
When it is determined that an order for a sales order in the trading market is advantageous to the customer, the contract includes the same brand identification information as the brand identification information of the order data and is in a state indicating uncommitted. The total quantity of the buy order quantity of the buy order data stored in the buy order storage means associated with the flag is calculated, and the calculated total quantity of the buy order quantity is included in the order data If the order quantity specified by the customer is equal to or greater than the order quantity specified by the customer, the order data including the total quantity of the order quantity specified by the customer as the sales order quantity for the market order, and the order identification information and uncommitted as the sell order data. The total number of the buy order quantities calculated by executing the order processing of the sell orders to the buy / sell market by storing them in the sell order storage means in association with the contract flag in the state shown in FIG. Is less than the order quantity specified by the customer, the order data including the same quantity as the total quantity of the purchase order quantity among the order quantity specified by the customer as the sales order quantity for the market order. The selling order data is stored in the selling order storage means in association with the order identification information and the contract flag in a state indicating unsettled as the selling order data, thereby executing the order processing of the selling order to the trading market And a purchase request signal including the stock identification information of the order data and the remaining order quantity obtained by subtracting the total quantity of the purchase order quantity from the order quantity specified by the customer via the communication line to the securities purchase system. Is transmitted in association with the contract flag including the same brand identification information as the brand identification information of the order data, and indicating the unsettled state. If there is no buy order data stored in the buy order storage means, a purchase request signal including the brand identification information of the order data and the order quantity is sent to the securities purchase system via the communication line. The securities trading processing system according to claim 2, wherein the processing for transmitting is configured to be executed. The trade classification / cash method determination processing means is:
When the order classification received by the order reception processing means is information indicating purchase, the order data is set to the state indicating the order identification information and uncommitted as the purchase order data. By associating with a trade flag and storing in the buy order storage means, execute the order processing of the buy order to the buying and selling market,
When the trading category of the order data received by the order reception processing means is information indicating selling, using the calculation formula for determination, the purchase request to the securities purchasing system or the purchase market Determine which of the selling orders is advantageous to the customer;
When it is determined that a purchase request to the securities purchase system is advantageous to the customer, a purchase request signal including the brand identification information of the order data and the order quantity is sent to the securities purchase system via a communication line. Send
When it is determined that the order of the sales order to the trading market is advantageous to the customer, the total quantity of the order quantity designated by the customer included in the order data received by the order reception processing means is used for market ordering. By storing the order data included as the sales order quantity in the sales order storage means in association with the order identification information and the execution flag indicating the unsettled state as the sales order data, to the trading market The order processing of the selling order is executed, and after the elapse of the trading time of the buying and selling market, the order identification information is associated with the order data and associated with the order identification information stored in the order data storage means. The contract constant quantity for selling order stored in the transfer processing database is acquired, and the customer included in the order data stored in the order data storage means is acquired. When there is a remaining order quantity obtained by subtracting the approximate constant quantity from the specified order quantity, a purchase request signal including the brand identification information of the order data and the remaining order quantity via the communication line to the securities purchasing system. The securities trading processing system according to claim 2, wherein the processing for transmitting is executed. The order reception processing means includes
A configuration for receiving, in addition to the customer identification information, the brand identification information, the trading category, and the order quantity, as the order data, cashing period designation information designating how many days the customer wants to cash And
The trade classification / cash method determination processing means is:
When the order classification received by the order reception processing means is information indicating purchase, the order data is set to the state indicating the order identification information and uncommitted as the purchase order data. By associating with a trade flag and storing in the buy order storage means, execute the order processing of the buy order to the buying and selling market,
When the trading category of the order data received by the order reception processing means is information indicating selling, using the calculation formula for determination, the purchase request to the securities purchasing system or the purchase market Performing an initial process of determining which of the selling orders is advantageous to the customer;
In this initial determination process, when it is determined that a purchase request to the securities purchase system is advantageous to the customer, the brand identification information and the order of the order data are transmitted to the securities purchase system via a communication line. Send a purchase request signal containing the quantity,
If it is determined in the initial determination process that the order of the sales order to the trading market is advantageous to the customer, the order quantity specified by the customer included in the order data received by the order reception processing means Order data including the entire quantity as a sales order quantity for market ordering is stored in the selling order storage means in association with the order identification information and the execution flag indicating unsettled as the sales order data. Thus, the order processing of the sales order to the trading market is executed, and the delivery date of the price due to the purchase request to the securities purchasing system is included in the order data stored in the order data storage means Until the transaction date corresponding to the last day of the period designated by the cashing period designation information, the purchase request to the securities purchase system or the previous Any of the orders of the sales order to the buying and selling market is repeatedly executed a second or subsequent determination process of whether favorable to the customer,
In the second and subsequent determination processing, when it is determined that the purchase request to the securities purchase system is advantageous to the customer, or the delivery date of the price due to the purchase request to the securities purchase system is stored in the order data storage means The order stored in the order data storage means in association with the order data when the transaction date corresponding to the last day of the period specified by the cashing period specification information included in the stored order data is reached. The contract constant amount for selling order stored in the transfer processing database in association with the same order identification information as the identification information is acquired, and the customer's data included in the order data stored in the order data storage means If there is a remaining order quantity obtained by subtracting the approximate constant quantity from the specified order quantity, the order data is sent to the securities purchasing system via a communication line. The stock identification information and securities trading processing system according to claim 2, characterized in that it is configured to execute a process of transmitting the purchase claim signal including the remaining order quantity of. The transfer processing database is
The approximate constant amount is stored in association with the customer identification information of the order data, the brand identification information, the trading category, the order identification information, and a transfer flag indicating whether the transfer has been completed or not transferred,
The contract processing means includes:
A purchase order quantity judgment processing means and a sell order quantity judgment processing means,
The purchase order quantity determination processing means includes:
When the new purchase order data in the purchase order for the storage means is stored by the trading segment, cashing method determination processing unit, sale including the stock identification information identical brand identity and the new purchase order data Presence / absence of sell order data that can be executed by determining whether or not the sell order data that is the order data and in which the execution flag is in a state of indicating unconfirmed is stored in the storage unit for sale orders determines, when it is determined that there is a commitment can sell order data, the sale stored in said order storage means commitments can sell order data sell order quantity and the new purchase order data buy order quantity As the processing of the first to third cases according to the magnitude relationship,
(1) The sales in the first case is greater than the quantity ordered is the purchase order quantity, the same quantity and the purchase order quantity, as contractual quantity of the new purchase order data, said of the new purchase order data Stored in the transfer processing database in association with the customer identification information, the brand identification information, the trading category, the order identification information, and the transfer flag set to indicate no transfer, and the same as the buy order quantity As a contracted constant quantity of the sell order data that can be executed, the customer identification information of the sell order data that can be executed, the brand identification information, the trading category, the order identification information, and a state indicating untransferred, together to have been the transfer flag and association with each other in the transfer process database, the corresponding to the new purchase order data stored in the purchase order storage means A first contract processing for updating a contract flag from uncommitted to a state indicating contracted, and subtracting the contract amount from the sell order quantity of the contract order sell data stored in the sell order storage means Run
(2) In the sales order quantity the purchase order quantity equal second case, the same quantity and the sales order quantity or the purchase order quantity, as contractual quantity of the new purchase order data, the new purchase The customer identification information of the order data, the brand identification information, the trading category, the order identification information, and the transfer flag set in a state indicating untransferred are stored in the transfer processing database and stored in the transfer processing database. The order quantity or the same quantity as the buy order quantity is a constant quantity of the sellable order data that can be executed, and the customer identification information, the brand identification information, the trade classification, the order identification of the sellable order data that can be executed The information is stored in the transfer processing database in association with the transfer flag in a state indicating untransferred, and stored in the purchase order storage unit The commitments flag said contract flag is updated to a state indicating the completed commitments from uncommitted, and corresponding to the commitments can sell order data that is stored in the sales order storage means corresponding to the new purchase order data Execute a second execution process that updates the status from uncommitted to filled
(3) In the sales order quantity is small third than the purchase order quantity case, the same quantity and the sale order quantity, as contractual quantity of the new purchase order data, said of the new purchase order data Stored in the transfer processing database in association with the customer identification information, the brand identification information, the trade classification, the order identification information, and the transfer flag set to indicate no transfer, and the same as the sell order quantity As a contracted constant quantity of the sell order data that can be executed, the customer identification information of the sell order data that can be executed, the brand identification information, the trading category, the order identification information, and a state indicating untransferred, The transfer processing database is associated with the transferred transfer flag and stored in the transfer processing database, and corresponds to the contractable selling order data stored in the selling order storage means. Update the serial commitments flag from uncommitted to a state indicating already committed, and, third contract processing for subtracting the commitments quantities from purchase order quantity of the new purchase order data stored in the purchase order storage means is executed, and further, if there are other commitments can sell order data, the sell order quantity of other commitments can sell order data and the new purchase orders data subtracted the updated purchase order quantity And the first to third case processes corresponding to the magnitude relationship are executed,
The selling order quantity determination processing means includes:
If the new sales order data stored in the sales order storage means by the trading segment, cashing method determination processing unit, purchase including the stock identification information identical brand identity and the new sales order data Presence / absence of purchase order data that can be executed by determining whether or not the purchase order data in which the execution flag is in a state indicating unsettled is stored in the storage unit for purchase order determines, when it is determined that there is a commitment can purchase order data, the purchase purchase order quantity of the commitments can purchase order data stored in the order storage means and the new sales orders data sell order quantity As a process of the fourth to sixth cases according to the magnitude relationship,
(4) In the fourth case greater than purchase order quantity the sales order quantity, the same quantity and the sale order quantity, as contractual quantity of the new sales order data, said of the new sales order data Stored in the transfer processing database in association with the customer identification information, the brand identification information, the trade classification, the order identification information, and the transfer flag set to indicate no transfer, and the same as the sell order quantity As a contracted amount of the contractable purchase order data, the customer identification information of the contractable purchase order data, the brand identification information, the trade classification, the order identification information, and a state indicating untransferred, together to have been the transfer flag and association with each other in the transfer process database, the corresponding to the new sales order data stored in the sales order storage means A fourth contract processing for updating a contract flag from uncommitted to a state indicating contracted, and subtracting the contract amount from the purchase order quantity of the contract order purchase data stored in the purchase order storage means Run
(5) In the purchase order quantity is 5 equal to the sale order quantity case, the same quantity and the purchase order quantity or the sales order quantity, as contractual quantity of the new sales order data, the new sales The customer identification information of the order data, the brand identification information, the trade classification, the order identification information, and the transfer flag set in a state indicating untransferred are stored in the transfer processing database and stored in the purchase processing database. The customer identification information, the brand identification information, the trade classification, the order identification, and the order quantity or the same quantity as the sell order quantity as the contract quantity of the order data that can be executed. The information is stored in the transfer processing database in association with the transfer flag in a state indicating untransferred, and stored in the selling order storage unit The commitments flag said contract flag is updated to a state indicating the completed commitments from uncommitted, and corresponding to the commitments can purchase order data stored in the purchase order storage means corresponding to the new sales order data Execute a fifth contract processing to update the status from uncommitted to a status indicating contracted,
(6) In the small sixth case than purchase order quantity the sales order quantity, the same quantity and the purchase order quantity, as contractual quantity of the new sales order data, said of the new sales order data Stored in the transfer processing database in association with the customer identification information, the brand identification information, the trading category, the order identification information, and the transfer flag set to indicate no transfer, and the same as the buy order quantity As a contracted amount of the contractable purchase order data, the customer identification information of the contractable purchase order data, the brand identification information, the trade classification, the order identification information, and a state indicating untransferred, The transfer processing database is associated with the transferred transfer flag and stored in the transfer processing database, and corresponds to the contractable purchase order data stored in the purchase order storage means. The serial commitments flag updated to a state indicating already committed from uncommitted and contract sixth process for subtracting the commitments quantities from sale order quantity of the stored the new sales order data to the sales order storage means is executed, and further, if there are other commitments possible purchase order data, the other purchase order quantity commitments can purchase order data and the new sales orders data subtracted the updated sales order quantity And the processing of the fourth to sixth cases corresponding to the magnitude relationship are executed,
The transfer processing means includes:
In addition to the transfer process for the purchase order and the transfer process for the sell order, the transfer flag stored in the transfer process database for the order data subjected to the transfer process is updated from a non-transfer to a state indicating that the transfer has been completed. The securities trading processing system according to any one of claims 2 to 5, wherein a transfer flag updating process is performed. The trade classification / cash method determination processing means is:
When storing the new purchase order data in the purchase order storage means, for the purchase order for preferentially executing the customer's previously ordered purchase order with respect to the new purchase order data And the new purchase order data is stored in association with the order identification information, the execution flag indicating the unsettled status, and the priority management number for the purchase order. With
When the new selling order data is stored in the selling order storage means, the selling order for preferentially executing the customer's previously ordered sales order with respect to the new selling order data. And the new selling order data is stored in association with the order identification information, the execution flag indicating the unsettled state, and the selling order priority management number. It is configured to execute processing,
The purchase order quantity determination processing means includes:
When the new purchase order data in the purchase order for the storage means is stored by the trading segment, cashing method determination processing unit, sale including the stock identification information identical brand identity and the new purchase order data Presence / absence of sell order data that can be executed by determining whether or not the sell order data that is the order data and in which the execution flag is in a state of indicating unconfirmed is stored in the storage unit for sale orders And when it is determined that there is sellable order data that can be executed, the sell order data is associated with the priority order management number for the sell order having the highest priority among the sellable order data that can be executed. compares the magnitude relationship between said stored commitments can sell order data sell order quantity and the new purchase order data purchase order quantity in the storage means, the first corresponding to the magnitude of the third case processing When Te,
(1) The sales in the first case is greater than the quantity ordered is the purchase order quantity, the same quantity and the purchase order quantity, as contractual quantity of the new purchase order data, said of the new purchase order data Stored in the transfer processing database in association with the customer identification information, the brand identification information, the trading category, the order identification information, and the transfer flag set to indicate no transfer, and the same as the buy order quantity Is the constant quantity of the sell order data that can be executed that is associated with the priority order management number for the sell order that has the highest priority, and the customer identification information of the sell order data that can be executed, the brand The identification information, the trade classification, the order identification information, and the transfer flag associated with the transfer flag in a state indicating untransferred are stored in the transfer processing database, and Updates the commitments flag corresponding to the new purchase order data stored in the order storage means from the uncommitted to a state indicating already committed, and the highest priority priority management number of the sale for ordering Executing a first contract processing for subtracting the contract amount from the sell order quantity of the contract order sell data that is associated and stored in the sell order storage means;
(2) In the sales order quantity the purchase order quantity equal second case, the same quantity and the sales order quantity or the purchase order quantity, as contractual quantity of the new purchase order data, the new purchase The customer identification information of the order data, the brand identification information, the trading category, the order identification information, and the transfer flag set in a state indicating untransferred are stored in the transfer processing database and stored in the transfer processing database. The sellable order that can be executed by using the same quantity as the order quantity or the buy order quantity as a constant quantity of the sellable order data that can be executed in association with the priority management number for the sell order with the highest priority. The transfer process data is associated with the customer identification information, the brand identification information, the trade classification, the order identification information, and the transfer flag in a state indicating no transfer. Together is stored in the database, and updates the commitments flag corresponding to the new purchase order data stored in the purchase order storage means to a state indicating the completed commitments from uncommitted, and the highest priority the selling A second flag that updates the contract flag corresponding to the contractable sell order data stored in the sell order storage means in association with the order priority management number from a non-confirmed to a state indicating a contracted second Execute contract processing,
(3) In the sales order quantity is small third than the purchase order quantity case, the same quantity and the sale order quantity, as contractual quantity of the new purchase order data, said of the new purchase order data Stored in the transfer processing database in association with the customer identification information, the brand identification information, the trade classification, the order identification information, and the transfer flag set to indicate no transfer, and the same as the sell order quantity Is the constant quantity of the sell order data that can be executed that is associated with the priority order management number for the sell order that has the highest priority, and the customer identification information of the sell order data that can be executed, the brand The identification information, the trade classification, the order identification information, and the transfer processing database are stored in association with the transfer flag that is in a state indicating non-transfer, A state in which the contract flag corresponding to the contractable sell order data stored in the sell order storage means associated with the priority order management number for the sell order having a higher order is indicated from uncommitted to contracted updated to, and executes the third contract processing for subtracting the commitments quantities from purchase order quantity of the new purchase order data stored in the purchase order storage means, further, the commitments can sell orders If there is the sellable order data that can be executed in association with the priority order management number for the sell order having the next highest priority among the data and stored in the sell order storage means, the sell order data of sales and compares the magnitude relation between the order quantity and the new purchase orders data subtracted the updated purchase order quantity, it is the first in accordance with the magnitude relationship configured to execute processing of the third case,
The selling order quantity determination processing means includes:
If the new sales order data stored in the sales order storage means by the trading segment, cashing method determination processing unit, purchase including the stock identification information identical brand identity and the new sales order data Presence / absence of purchase order data that can be executed by determining whether or not the purchase order data in which the execution flag is in a state indicating unsettled is stored in the storage unit for purchase order And when it is determined that there is purchase order data that can be executed, the purchase order data associated with the highest priority management number for the purchase order among the purchase order data that can be executed is used for the purchase order. compares the magnitude relationship between said stored commitments can buy purchase order quantity of the order data and the novel of sales order data sell order quantity in the storage means, the fourth according to the magnitude relation of the sixth case processing When Te,
(4) In the fourth case greater than purchase order quantity the sales order quantity, the same quantity and the sale order quantity, as contractual quantity of the new sales order data, said of the new sales order data Stored in the transfer processing database in association with the customer identification information, the brand identification information, the trade classification, the order identification information, and the transfer flag set to indicate no transfer, and the same as the sell order quantity , The customer identification information of the contractable purchase order data, the brand, as a contract amount of the contractable purchase order data associated with the priority order management number for the purchase order having the highest priority. The identification information, the trade classification, the order identification information, and the transfer flag associated with the transfer flag in a state indicating untransferred are stored in the transfer processing database, and Updates the commitments flag corresponding to the new sales order data stored in the order storage means from the uncommitted to a state indicating already committed, and the highest priority priority management number of the purchase for ordering Performing a fourth contract processing to subtract the contract amount from the purchase order quantity of the contract order purchase order data associated with and stored in the purchase order storage means,
(5) In the purchase order quantity is 5 equal to the sale order quantity case, the same quantity and the purchase order quantity or the sales order quantity, as contractual quantity of the new sales order data, the new sales The customer identification information of the order data, the brand identification information, the trade classification, the order identification information, and the transfer flag set in a state indicating untransferred are stored in the transfer processing database and stored in the purchase processing database. The order quantity or the same order quantity as the sell order quantity is used as the contract quantity of the order data that can be executed in association with the priority order management number for the purchase order having the highest priority. The transfer process data is associated with the customer identification information, the brand identification information, the trade classification, the order identification information, and the transfer flag in a state indicating no transfer. Together it is stored in the database, and updates the commitments flag corresponding to the new sales order data stored in the sales order storage means to a state indicating the completed commitments from uncommitted, and the highest priority the purchase Updating the contract flag corresponding to the contractable purchase order data stored in the purchase order storage means in association with the order priority management number from a non-confirmed to a state indicating contracted Execute contract processing,
(6) In the small sixth case than purchase order quantity the sales order quantity, the same quantity and the purchase order quantity, as contractual quantity of the new sales order data, said of the new sales order data Stored in the transfer processing database in association with the customer identification information, the brand identification information, the trading category, the order identification information, and the transfer flag set to indicate no transfer, and the same as the buy order quantity , The customer identification information of the contractable purchase order data, the brand, as a contract amount of the contractable purchase order data associated with the priority order management number for the purchase order having the highest priority. The identification information, the trade classification, the order identification information, and the transfer processing database are stored in association with the transfer flag that is in a state indicating non-transfer, A state in which the contract flag corresponding to the contractable purchase order data stored in the storage unit for purchase order associated with the priority order management number for the purchase order having a higher priority is indicated from uncommitted to contracted update on, and executes a sixth contract processing for subtracting the commitments quantities from sale order quantity of the stored the new sales order data to the sales order storage means, further, the commitments can buy-order If there is the contractable buy order data stored in the buy order storage means associated with the purchase order priority management number having the next highest priority among the data, this buy order data compares the magnitude relation between the purchase order quantity and the new sales orders data subtracted the updated sales order quantity of, is from the fourth according to the magnitude relationship configured to execute processing of the sixth case It is characterized by being Securities trading processing system of claim 6 that. A securities trading processing system comprising a computer that executes trading processing of securities,
Fund balance data indicating the balance of the customer's funds deposited in the account of the customer of the financial institution is stored in association with customer identification information, and possessed by the customer deposited in the account of the customer of the financial institution A customer account database that stores securities balance data indicating the balance of securities to be stored in association with the brand identification information of the securities and the customer identification information;
Order data including the customer identification information, the brand identification information of the securities to be traded, the trading category, and the order quantity transmitted from the terminal device operated by the customer or its input agent via a communication line is received. And an order reception processing means for executing a process of giving order identification information to the received order data;
Order data storage means for storing the order data received by the order reception processing means in association with the order identification information;
The purchase order data of the order data placed in the trading market formed in the computer by the computer in order to realize trading of the securities between the customers is stored in association with the order identification information. Storage means for buy orders;
Sell order storage means for storing sell order data of the order data placed in the trading market in association with the order identification information;
When the order classification received by the order reception processing means is information indicating purchase, the order data is associated with the order identification information as the purchase order data and the purchase order storage means When the purchase classification of the order data received by the order reception processing means is information indicating sale, the securities purchase system is executed. The calculation formula for determination described in the program is set in advance in order to obtain the difference between the delivery amount when the purchase request is made and the delivery amount when the sales order is placed in the trading market. And determining whether the purchase request to the securities purchase system or the ordering of the sales order to the trading market is advantageous to the customer, and purchasing to the securities purchase system. When it is determined that the claim is advantageous to the customer, a purchase request signal including the brand identification information of the order data and the order quantity is transmitted to the securities purchase system via a communication line, and When it is determined that the order of the sell order is advantageous to the customer, the order data is stored as the sell order data in association with the order identification information in the sell order storage means, thereby entering the trading market. Buying and selling classification / cash method determination processing means for executing the order processing of
The purchase order quantity associated with the same brand identification information and stored as the order quantity of the buy order data in the buy order storage means and stored as the order quantity of the sell order data in the sell order storage means A contract processing means for executing a process of matching the sold order quantity, and determining an amount corresponding to the buy order quantity and the sell order quantity for the same brand as a contract quantity of the buy order and the sell order. ,
The contract constant amount of the purchase order determined by the contract processing means is stored in correspondence with the customer identification information, the brand identification information, the trade classification, and the order identification information of the purchase order data, and A transfer processing database for storing the approximate constant amount in association with the customer identification information, the brand identification information, the trade classification, and the order identification information of the sales order data;
The order quantity of the order data stored in the order data storage means for the order data for a sell order for which a purchase request has been made to the securities purchase system by the trading category / cash method determination processing means, Subtracting from the securities balance data stored in the customer account database in association with the same customer identification information and the same brand identification information as the customer identification information and the brand identification information of the order data, and purchasing the securities Cashing process for executing a process of adding the cash amount by the purchase request to the system to the fund balance data stored in the customer account database in association with the same customer identification information as the customer identification information of the order data Means,
When the trade classification of the order data stored in the transfer processing database is information indicating buying, the approximate constant amount of the order data is the same as the customer identification information and the brand identification information of the order data And adding to the securities balance data stored in the customer account database in association with the customer identification information and the same brand identification information, and the amount equivalent to the constant amount of the order data is added to the order data. The order data stored in the transfer processing database is executed by executing transfer processing for a purchase order that is subtracted from the fund balance data stored in the customer account database in association with the same customer identification information as the customer identification information. Of the order data is the information indicating the sale, the constant amount of the order data is The customer identification information and the same customer identification information as the brand identification information and the same brand identification information are subtracted from the securities balance data associated with the same brand identification information and stored in the customer account database. A transfer to execute a transfer process for selling order, which is added to the fund balance data stored in the customer account database in association with the same customer identification information as the customer identification information of the order data Processing means ,
The purchase order storage means is configured to store the purchase order data in association with the order identification information and a contract flag indicating whether the contract has been executed or not executed,
The selling order storage means is configured to store the selling order data in association with the order identification information and the execution flag,
The contract processing means includes:
The buy order memory associated with the contract flag including the same brand identification information and indicating the unsettled state at least at a predetermined contract processing time in a day. The buy order quantity of the buy order data stored in the means and the sell order quantity of the sell order data stored in the sell order storage means are matched, and the buy order quantity and the sell order quantity for these same brands Is determined as a contract constant amount of the buy order and the sell order, and the contract flag associated with the contracted buy order data and the sell order data is changed from uncommitted to contracted. A securities trading processing system characterized in that the processing for updating is executed . The trade classification / cash method determination processing means is:
When the order classification received by the order reception processing means is information indicating purchase, the order data is set to the state indicating the order identification information and uncommitted as the purchase order data. By associating with a trade flag and storing in the buy order storage means, execute the order processing of the buy order to the buying and selling market,
When the trading category of the order data received by the order reception processing means is information indicating selling, using the calculation formula for determination, the purchase request to the securities purchasing system or the purchase market Determine which of the selling orders is advantageous to the customer;
When it is determined that a purchase request to the securities purchase system is advantageous to the customer, a purchase request signal including the brand identification information of the order data and the order quantity is sent to the securities purchase system via a communication line. Send
When it is determined that the order of the sales order in the trading market is advantageous to the customer, the order reception processing means includes the same brand identification information as the brand identification information of the order data received by the order reception processing means, and is uncommitted And calculating the total quantity of the purchase order quantity of the purchase order data stored in the purchase order storage means in association with the contract flag set to indicate the status, and received by the order reception processing means The selling order data stored in the selling order storage means in association with the contract flag including the same brand identification information as the brand identification information of the order data and in a state indicating unsettled The total quantity of the sell order quantity is calculated, it is determined whether the total quantity of the buy order quantity is larger than the total quantity of the sell order quantity, and the total quantity of the buy order quantity is the number of sell orders. Is greater than the total quantity, the purchase order excess quantity corresponding to the difference is greater than or equal to the order quantity specified by the customer included in the order data received by the order reception processing means. If the excess quantity of the buy order is greater than or equal to the order quantity specified by the customer, the order data including the total quantity of the order quantity specified by the customer as the sales order quantity for market order is included in the sales order. By storing the order identification information and the contract flag in a state indicating unsettled as the order data in the sales order storage means, the order processing of the sell order to the trading market is executed, If the excess quantity of the buy order is less than the order quantity specified by the customer, the same quantity as the excess quantity of the buy order out of the order quantity specified by the customer is the number of sell orders for the market order. The sales order data is stored in the selling order storage means in association with the order identification information and the execution flag indicating the unsettled state as the selling order data, so that the selling order to the buying and selling market is stored. And the remaining order quantity obtained by subtracting the excess quantity of the purchase order from the stock identification information of the order data and the order quantity specified by the customer via the communication line. If there is no excess quantity of the purchase order, the purchase request signal including the brand identification information of the order data and the order quantity is sent to the securities purchase system via the communication line. The securities trading processing system according to claim 8, wherein the processing for transmitting is configured to be executed. The trade classification / cash method determination processing means is:
When the order classification received by the order reception processing means is information indicating purchase, the order data is set to the state indicating the order identification information and uncommitted as the purchase order data. By associating with a trade flag and storing in the buy order storage means, execute the order processing of the buy order to the buying and selling market,
When the trading category of the order data received by the order reception processing means is information indicating selling, using the calculation formula for determination, the purchase request to the securities purchasing system or the purchase market Determine which of the selling orders is advantageous to the customer;
When it is determined that a purchase request to the securities purchase system is advantageous to the customer, a purchase request signal including the brand identification information of the order data and the order quantity is sent to the securities purchase system via a communication line. Send
When it is determined that the order of the sales order to the trading market is advantageous to the customer, the total quantity of the order quantity designated by the customer included in the order data received by the order reception processing means is used for market ordering. By storing the order data included as the sales order quantity in the sales order storage means in association with the order identification information and the execution flag indicating the unsettled state as the sales order data, to the trading market The order processing of the selling order is executed, and after the lapse of any one of the contract processing time that comes first after the ordering, the last contract processing time of the day, or the predetermined specific processing time Stored in the transfer processing database in association with the same order identification information as the order identification information stored in the order data storage means in association with the order data. If there is a remaining order quantity obtained by subtracting the approximate quantity from the customer-specified order quantity included in the order data stored in the order data storage means, 9. The processing for transmitting a purchase request signal including the brand identification information of the order data and the remaining order quantity to the securities purchase system via a communication line is performed. Securities securities processing system described. The order reception processing means includes
A configuration for receiving, in addition to the customer identification information, the brand identification information, the trading category, and the order quantity, as the order data, cashing period designation information designating how many days the customer wants to cash And
The trade classification / cash method determination processing means is:
When the order classification received by the order reception processing means is information indicating purchase, the order data is set to the state indicating the order identification information and uncommitted as the purchase order data. By associating with a trade flag and storing in the buy order storage means, execute the order processing of the buy order to the buying and selling market,
When the trading category of the order data received by the order reception processing means is information indicating selling, using the calculation formula for determination, the purchase request to the securities purchasing system or the purchase market Performing an initial process of determining which of the selling orders is advantageous to the customer;
In this initial determination process, when it is determined that a purchase request to the securities purchase system is advantageous to the customer, the brand identification information and the order of the order data are transmitted to the securities purchase system via a communication line. Send a purchase request signal containing the quantity,
If it is determined in the initial determination process that the order of the sales order to the trading market is advantageous to the customer, the order quantity specified by the customer included in the order data received by the order reception processing means Order data including the entire quantity as a sales order quantity for market ordering is stored in the selling order storage means in association with the order identification information and the execution flag indicating unsettled as the sales order data. Thus, the order processing of the sales order to the trading market is executed, and the delivery date of the price due to the purchase request to the securities purchasing system is included in the order data stored in the order data storage means Until the transaction date corresponding to the last day of the period designated by the cashing period designation information, the purchase request to the securities purchase system or the previous Any of the orders of the sales order to the buying and selling market is repeatedly executed a second or subsequent determination process of whether favorable to the customer,
In the second and subsequent determination processing, when it is determined that the purchase request to the securities purchase system is advantageous to the customer, or the delivery date of the price due to the purchase request to the securities purchase system is stored in the order data storage means The order stored in the order data storage means in association with the order data when the transaction date corresponding to the last day of the period specified by the cashing period specification information included in the stored order data is reached. The contract constant amount for selling order stored in the transfer processing database in association with the same order identification information as the identification information is acquired, and the customer's data included in the order data stored in the order data storage means If there is a remaining order quantity obtained by subtracting the approximate constant quantity from the specified order quantity, the order data is sent to the securities purchasing system via a communication line. The stock identification information and securities trading processing system according to claim 8, characterized in that it is configured to execute a process of transmitting the purchase claim signal including the remaining order quantity of. The trade classification / cash method determination processing means is:
The relative order data received by the order reception processing means, and prioritizing management number for causing the contract with priority orders of the customers who ordered earlier, new a purchase on the purchase order storage means When storing the order data, the new buy order data is stored in association with the order identification information, the execution flag indicating an unsettled state, and the priority management number, and the sales order data is stored. when storing the new a sell order data to the order storage means, the new sales order data, said order identification, the commitments flag is a state indicating uncommitted, and the priority management number and It is configured to execute processing to store in association,
The contract processing means includes:
The buy order data and the sell order data including the same brand identification information, the buy order data and the sell order data in which the execution flag is in an unfilled state, and the buy order storage means. And determining whether or not there is buy order data and sell order data that can be executed by determining whether or not they are stored in the storage means for selling orders, respectively, and if there is buy order data and sell order data that can be executed When the determination is made, the total quantity K of the purchase order quantity stored in the buy order storage means stored in the buy order storage means and the sale of the contract sale data stored in the sell order storage means. As a process of the first to third cases according to the magnitude relationship, the magnitude relation between the order quantity and the total quantity U is compared.
(1) In a first case where the total quantity U of the sell order quantity is larger than the total quantity K of the buy order quantity, the purchase order quantity of each buy order data is set as a contracted quantity of each buy order data. the customer identifying information for each purchase order data, the stock identification information, the trade classification, the order identification information, and the non-transfer in association with the state has been entry transfer flag indicating to be stored in the transfer processing database, and, Updating the execution flag corresponding to each of the purchase order data stored in the storage unit for purchase order from a non-confirmed to a state indicating a completed,
The sell order quantity of the sellable order data stored in the sell order storage means associated with the highest priority order management number of the sellable sell order data is the buy order quantity. Is equal to or greater than the total quantity K of the purchase order quantity, as the contract constant quantity of the sellable order data that can be executed in association with the highest priority management number. , Stored in the transfer processing database in association with the customer identification information, the brand identification information, the trade classification, the order identification information, and the transfer flag in a state indicating untransferred of the sellable order data that can be executed And the contract constant from the sell order quantity of the sellable order data that can be executed and stored in the sell order storage means in association with the highest priority management number. The subtraction,
The sell order quantity of the sellable order data stored in the sell order storage means associated with the highest priority order management number of the sellable sell order data is the buy order quantity. When the total order quantity of the contractable sell order data associated with the priority management number is summed in descending order of the priority management number, The maximum total quantity UM in the purchase order corresponding range that is the maximum total quantity within the range of the total quantity K of the purchase order, and the lowest priority management number in the purchase order corresponding range that is the priority management number at that time Sales of each order data that can be executed and is associated with each priority management number from the highest priority management number to the lowest priority management number within the buy order correspondence range. The sentence quantity is a constant amount of each sellable order data that can be executed, and the customer identification information, the brand identification information, the trade classification, the order identification information, and the untransferred of each of the sellable order data that can be executed Stored in the transfer processing database in association with the transfer flag set to indicate the status, and the contract flag corresponding to each of the sell order data stored in the storage unit for sell order has been contracted from uncommitted Updated to a state showing
Further, the total quantity of the buy order quantity among the sell order quantities of the sellable order data that can be executed, which is associated with the priority management number having the next lowest priority after the lowest priority management number within the buy order correspondence range. The quantity obtained by subtracting the maximum total quantity UM in the buy order correspondence range from K to the purchase order correspondence range corresponding to the lowest priority management number next to the lowest priority management number in the buy order correspondence range can be executed. Corresponding to the transfer flag set as the contract constant quantity of the sell order data, the customer identification information, the brand identification information, the trade classification, the order identification information, and the untransferred state of the sellable order data that can be executed Stored in the transfer processing database and associated with the priority management number with the next lowest priority after the lowest priority management number within the buy order correspondence range. Performing a first commitments process of subtracting the commitments quantities from stored the commitments can sell order data sell order quantity to the means,
(2) In the second case where the total quantity U of the sell order quantity is equal to the total quantity K of the buy order quantity, the purchase order quantity of each purchase order data is set as a constant amount of each buy order data, Storing the customer identification information of the purchase order data, the brand identification information, the trading category, the order identification information, and the transfer processing database in association with the transfer flag in a state indicating untransferred, and The sales order quantity of the sales order data is a constant amount of the sales order data, and the customer identification information, the brand identification information, the trading category, the order identification information, and the untransferred state of each sales order data The contract flag corresponding to each purchase order data stored in the storage unit for purchase order is stored in the transfer processing database in association with the transfer flag. Updating the contract flag from the uncommitted state to the contracted state, and updating the contract flag corresponding to the sell order data stored in the sell order storage means to the state indicating the contracted second state. Execute the processing of
(3) In a third case where the total quantity U of the sell order quantity is smaller than the total quantity K of the buy order quantity, the sell order quantity of each sell order data is set as the approximate constant quantity of each sell order data. Storing in the transfer processing database in association with the customer identification information of each sales order data, the brand identification information, the trading category, the order identification information, and the transfer flag in a state indicating untransferred, and Updating the execution flag corresponding to each of the sales order data stored in the sales order storage means from a non-confirmed to a state indicating a completed,
The buy order quantity of the tradeable buy order data stored in the buy order storage means associated with the highest priority management number of the buyable buy order data is the sell order quantity. Is equal to or greater than the total quantity U of the selling order quantities, as a contracted constant quantity of the contractable purchase order data associated with the highest priority management number. , Stored in the transfer processing database in association with the customer identification information, the brand identification information, the trade classification, the order identification information, and the transfer flag in a state indicating untransferred of the buyable order data that can be executed And the contract constant from the purchase order quantity of the contractable purchase order data stored in the purchase order storage means associated with the highest priority management number. The subtraction,
The buy order quantity of the tradeable buy order data stored in the buy order storage means associated with the highest priority management number of the buyable buy order data is the sell order quantity. When the total purchase quantity of the orderable purchase data associated with the priority management number is summed in descending order of the priority management number, The maximum total quantity KM in the sell order corresponding range that is the maximum total quantity in the range less than the total quantity U of the sell order quantity, and the lowest priority management number in the sell order corresponding range that is the priority management number at that time Purchase of each order data that can be executed and is associated with each priority management number from the highest priority management number to the lowest priority management number in the sell order correspondence range. The sentence quantity is set as a contracted amount of each of the trade order data that can be executed, and the customer identification information, the brand identification information, the trade classification, the order identification information, and the untransferred of each of the trade order data that can be executed. Stored in the transfer processing database in association with the transfer flag in a state indicating, and the contract flag corresponding to each purchase order data stored in the storage unit for purchase order has been contracted from uncommitted Updated to a state showing
Further, the total quantity of the sell order quantities out of the buy order quantities of the contractable purchase order data associated with the priority management number having the next lowest priority after the lowest priority management number within the sell order correspondence range The amount obtained by subtracting the maximum total quantity KM within the selling order correspondence range from U can be executed in association with the priority management number with the lowest priority next to the lowest priority management number within the selling order correspondence range. Corresponding with the transfer flag that is in a state indicating the customer identification information, the brand identification information, the trade classification, the order identification information, and the untransferred of the contractable purchase order data as the contract amount of the purchase order data Stored in the transfer processing database and associated with the priority management number having the lowest priority next to the lowest priority management number in the sell order correspondence range. The system according to any one of claims 8 to 11, wherein the third contract processing is performed to subtract the contract constant amount from the purchase order quantity of the contract order purchase data stored in the means. Securities securities processing system described. The trade classification / cash method determination processing means is:
When storing the new purchase order data in the purchase order storage means, for the purchase order for preferentially executing the customer's previously ordered purchase order with respect to the new purchase order data And the new purchase order data is stored in association with the order identification information, the execution flag indicating the unsettled status, and the priority management number for the purchase order. With
When the new selling order data is stored in the selling order storage means, the selling order for preferentially executing the customer's previously ordered sales order with respect to the new selling order data. And the new selling order data is stored in association with the order identification information, the execution flag indicating the unsettled state, and the selling order priority management number. The securities trading processing system according to claim 12, wherein the processing is configured to execute processing. The securities are personal interest-bearing national treasury bonds, the order quantity is an order face value, the buy order quantity is a buy order face value, and the sell order quantity is a sell order face value; The contract amount is a contract face amount, and the securities purchase system is a Bank of Japan system,
A government bond database that stores interest payment dates for each brand of the interest-bearing national treasury bonds and current and past applicable interest rates in association with the brand identification information;
The calculation formula for determination includes a term for calculating a half-way cash adjustment amount for imposing a penalty on mid-term cash and a term for calculating accrued interest,
The trade classification / cash method determination processing means is:
Substituting the past predetermined number of applied interest rates stored in the government bond database into the term for calculating the half-way cash adjustment amount, and calculating the accrued interest into the term for calculating the accrued interest and the current applied interest rate stored in the government bond database and The securities trading processing system according to any one of claims 8 to 13, wherein the processing for substituting the previous interest payment date is executed.   The program for functioning a computer as a securities trading processing system in any one of Claims 1-14.

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