JP5819594B2 - Exchange reservation system, exchange reservation method and exchange reservation program - Google Patents

Description

  The present invention relates to a technique for supporting a forward exchange transaction.

Forward exchange contract transactions are conducted between a financial institution such as a bank and a customer who is a business partner of the bank based on conditions such as a rate at the time when a transaction request is made. For example, Patent Documents 1 and 2 exist as systems for supporting such exchange contract transactions.
Generally, in a forward exchange transaction, a customer calls a dealer of a financial institution and communicates forward exchange conditions such as a transaction currency and a transaction amount. The dealer examines values such as a predetermined margin rate, a spot rate at the time of a transaction request, a direct spread, etc., calculates a transaction rate according to the value, and notifies the customer. In response, when the customer communicates its willingness to conclude with that transaction rate, it is executed. Here, when dealers and customers conduct transactions over the telephone in this way, since the number of dealers that handle telephone calls is limited, for example, when transaction requests temporarily increase due to sudden rate fluctuations, all In some cases, it may not be possible to respond to the transaction request. This has a hindrance to transactions for customers and a loss of trading opportunities for financial institutions. Therefore, a major bank or the like may install a GW (gateway) device that performs processing such as data format conversion with a computer system that provides information such as spot rates and direct spreads. In this case, in response to a transaction request from a customer, the financial institution obtains a spot rate or direct spread value via a GW device, automatically calculates the transaction rate by computer processing, and conducts the transaction. It is possible to meet a large number of transaction requests.

JP 2002-207880 A Japanese Patent Laid-Open No. 2003-78661

  However, in order to install a GW device with an information vendor or the like, it is necessary to build a computer system that cooperates with a system that provides information on the interbank side and converts the format of the information. Costly and expensive. Therefore, when the GW apparatus is not installed, for example, a spreadsheet program or the like accepts various rates input manually by a dealer, and the spreadsheet program calculates the transaction rate based on the input various rates. There is something. However, since the values of various rates change from moment to moment, it is difficult to meet many transaction requests if the transaction rate is calculated manually based on such a plurality of factors for each transaction. Therefore, it is desirable that the calculation of the transaction rate according to the transaction request be performed as simply, accurately and efficiently as possible.

  The present invention has been made in view of such a situation, and according to a transaction request from a customer in a currency exchange contract, a currency exchange reservation system, currency exchange reservation method, and Provide exchange reservation program.

In order to solve the above-mentioned problems, the present invention provides a network between a customer terminal of a customer who performs a forward exchange transaction, a financial institution terminal of a financial institution that performs a forward exchange contract with the customer, and the customer terminal and the financial institution terminal. A foreign exchange reservation system including a foreign exchange reservation apparatus connected via a transaction request transmission unit for transmitting a transaction request including an amount inputted by a customer to the foreign exchange reservation apparatus, and a transaction request In response to the transaction request transmitted by the transmission unit, a transaction rate receiving unit that receives the transaction rate transmitted from the foreign exchange reservation apparatus, and a conclusion request is input from the customer according to the transaction rate received by the transaction rate receiving unit And a conclusion request transmission unit that transmits a conclusion request to the exchange reservation device if received, and the financial institution terminal receives the transaction request transmitted from the customer terminal via the exchange reservation device A spot rate transmission unit that transmits the spot rate at the time of the transaction request, which is input in response to the transaction request, to the currency exchange reservation device, and the currency exchange reservation device stores the determined direct spread By a spread storage unit, a direct spread update unit that updates a direct spread stored in the direct spread storage unit, a transaction request receiving unit that receives a transaction request transmitted from a customer terminal , and a transaction request receiving unit A transaction request transfer unit for transmitting the received transaction request to the financial institution terminal, a spot rate receiving unit for receiving a spot rate transmitted from the financial institution terminal, and a direct spread stored in the direct spread storage unit; , A transaction rate calculator that calculates a transaction rate based on the spot rate received by the spot rate receiver, and a transaction rate, Comprising a transaction rate transmission unit that transmits to the customer terminal, depending on the transaction rate sent by transaction rate transmission section, a fastening request receiving unit that receives a fastening request sent from the customer terminal, a Chokusaki spread updater Is characterized in that the direct spread stored in the direct spread storage unit is updated at a frequency lower than the input frequency of the spot rate .
In the exchange contract system, the transaction rate calculation unit is determined according to the direct spread, the spot rate, a base margin that is a margin for all customers, and an amount of transaction amount. The transaction rate is calculated based on a volume margin which is a margin and a customer preferential width which is a margin determined according to the customer.

Further, the present invention includes a direct spread transmission unit that transmits a direct spread input every predetermined period to a foreign exchange reservation device by a financial institution terminal, and the direct spread registration unit of the foreign exchange reservation device includes: receiving a Chokusaki spread sent from the financial institution terminal, characterized by the Turkey is stored in Chokusaki spread storage.

  In addition, the present invention provides a currency exchange reservation system comprising an accounting system device that stores account information of a financial institution, and the accounting system device includes a currency exchange reservation amount storage unit in which a customer's currency exchange reservation amount is stored; A currency exchange reservation available amount transmitting unit that transmits a currency exchange reservation available amount to a currency exchange reservation device, and the currency exchange reservation device calculates a transaction amount based on a transaction rate and an amount included in a transaction request. A calculation unit, a transaction amount, and a limit amount determination unit that compares the transaction amount and the exchange reservation possible amount transmitted from the account system device to determine whether or not the transaction amount exceeds the exchange reservation possible amount. The rate transmitting unit transmits the transaction rate to the customer terminal when the limit determining unit determines that the transaction amount does not exceed the exchange reservation possible amount.

Further, the present invention is defined by being connected via a network to a customer terminal of a customer who performs a forward exchange transaction, a financial institution terminal of a financial institution performing a forward exchange contract with the customer, and the customer terminal and the financial institution terminal. A currency exchange reservation method for a currency exchange reservation system comprising a currency exchange reservation apparatus having a currency spread storage unit in which a currency spread is stored, wherein a customer terminal makes a transaction request including an amount inputted by a customer. A step of transmitting to the currency exchange reservation device; a step of the currency exchange reservation device receiving a transaction request transmitted from the customer terminal; a step of transmitting the received transaction request to the financial institution terminal; and The transaction request transmitted from the customer terminal via the device is received, and the spot rate at the time of the transaction request input in response to the transaction request is transmitted to the exchange contract device. And-up, foreign exchange apparatus, and updating the Chokusaki spread stored in Chokusaki spread storage unit, receiving a spot rate sent from the financial institution terminal, stored in Chokusaki spread storage unit A transaction rate is calculated based on the received direct spread and the received spot rate, a transaction rate is transmitted to the customer terminal, and a transaction rate transmitted from the currency exchange reservation device is determined by the customer terminal. A receiving step, and when a closing request is input from a customer according to the received transaction rate, a step of transmitting the closing request to the exchange reservation device, and the exchange reservation device receives the closing request transmitted from the customer terminal. comprising the steps of, a, in the step of updating the Chokusaki spread stored in Chokusaki spread storage unit, Chokusaki spread Symbol The Chokusaki spread stored in section, and updates less frequently than the input frequency of the spot rate.

In addition, the present invention transmits a transaction request including an amount input from a customer from a currency exchange reservation device according to the transaction request transmitted by the transaction request transmission unit and the transaction request transmission unit. A transaction rate receiving unit for receiving a transaction rate to be executed, and a conclusion request transmitting unit for transmitting a conclusion request to a foreign exchange reservation apparatus when a conclusion request is input from a customer according to the transaction rate received by the transaction rate receiving unit And receiving a transaction request transmitted from the customer terminal via the currency exchange reservation apparatus, and transmitting a spot rate at the time of the transaction request, which is input according to the transaction request, to the currency exchange reservation apparatus. A financial institution terminal having a spot rate transmission unit, a customer terminal and a financial institution terminal connected to each other via a network and storing a predetermined direct spread The computer of the foreign exchange apparatus in foreign exchange system that includes a foreign exchange apparatus having the spreads storage unit, and updating the Chokusaki spread stored in Chokusaki spread storage unit, transaction request sent from the customer terminal , A step of transmitting the received transaction request to the financial institution terminal, a step of receiving a spot rate transmitted from the financial institution terminal, a direct spread stored in the direct spread storage unit, Calculating a transaction rate based on the received spot rate; transmitting the transaction rate to the customer terminal; receiving a conclusion request transmitted from the customer terminal according to the transmitted transaction rate; It was performed, in the step of updating the Chokusaki spread stored in Chokusaki spread storage unit The Chokusaki spread stored in Chokusaki spread storage unit, a foreign exchange program for updating less frequently than the input frequency of the spot rate.

  As described above, according to the present invention, the customer terminal receives the transaction rate transmitted from the currency exchange reservation device in response to the transaction request transmitted to the currency exchange reservation device, and requests the conclusion according to the received transaction rate. Is sent to the currency exchange reservation device, and the financial institution terminal receives the transaction request transmitted via the currency exchange reservation device, and transmits the spot rate at the time of the transaction request, which is input according to the transaction request, to the currency exchange reservation device. Then, the exchange contract device in which the determined direct spread is stored receives the transaction request transmitted from the customer terminal, transfers it to the financial institution terminal, receives the spot rate transmitted from the financial institution terminal, The transaction rate is calculated based on the direct spread stored in the direct spread storage unit and the spot rate received by the spot rate receiving unit, and the transaction rate is calculated at the customer terminal. Sending and receiving the conclusion request sent from the customer terminal according to the sent transaction rate, so that the exchange contract transaction can be easily and efficiently performed according to the transaction request from the customer in the exchange contract The foreign exchange reservation system, the foreign exchange reservation method, and the foreign exchange reservation program can be provided.

It is a block diagram which shows the structure of the exchange contract system by one Embodiment of this invention. It is a figure which shows the example of the data format of the dealer authority information by one Embodiment of this invention. It is a figure which shows the example of the data format of the customer attribute information by one Embodiment of this invention. It is a figure which shows the example of data of the base margin by one Embodiment of this invention. It is a figure which shows the data example of the volume margin by one Embodiment of this invention. It is a figure which shows the example of data of the customer preferential width by one Embodiment of this invention. It is a figure which shows the example of data of the customer attribute information by one Embodiment of this invention. It is a figure which shows the example of the data format of the currency pair information by one Embodiment of this invention. It is a figure which shows the data example of the spot rate input for every currency pair by one Embodiment of this invention. It is a figure which shows the data format of the direct spread by one Embodiment of this invention. It is a figure which shows the data example of a direct spread by one Embodiment of this invention. It is a figure which shows the example of a screen displayed on the dealer terminal by one Embodiment of this invention. It is a figure which shows the data example of the exchange reservation possible amount information by one Embodiment of this invention. It is a figure which shows the example of data which the currency exchange reservation possible amount transmission part by one Embodiment of this invention transmits to a currency exchange reservation apparatus. It is a figure which shows the example of the data format of the spot rate information by one Embodiment of this invention. It is a figure which shows the example of the data format of the position information by one Embodiment of this invention. It is a figure which shows the example of the data format of the transaction request information by one Embodiment of this invention. It is a figure which shows the example of data of the transaction request information by one Embodiment of this invention. It is a figure which shows the example of the data format of the transaction response information by one Embodiment of this invention. It is a figure which shows the example of data of the transaction response information by one Embodiment of this invention. It is a figure which shows the example of the data format of the account process result information by one Embodiment of this invention. It is a figure which shows the example of a screen displayed on the customer terminal by one Embodiment of this invention. It is a flowchart which shows the operation example of the exchange contract transaction by the exchange contract system 1 by one Embodiment of this invention.

Hereinafter, an embodiment of the present invention will be described with reference to the drawings.
FIG. 1 is a block diagram showing the configuration of a currency exchange reservation system 1 according to this embodiment. The exchange reservation system 1 includes an administrator terminal 100, a dealer terminal 200, a billing system apparatus 300, a GW apparatus 400, an exchange reservation apparatus 500, and a customer terminal 600. Here, the administrator terminal 100, the dealer terminal 200, and the billing system device 300 are computer devices of financial institutions that perform exchange contract transactions with customers. The customer terminal 600 is a computer device of a customer (a business partner of a financial institution) that performs a forward exchange contract with a financial institution. The exchange reservation device 500 is a computer device connected to the customer terminal 600, the administrator terminal 100, the dealer terminal 200, and the billing system device 300 via a network. Here, one dealer terminal 200 and one customer terminal 600 are shown and described, but a plurality of computer devices used by a plurality of dealers and a plurality of customers, respectively, may be provided. Also, one financial institution and one customer are shown and described, but there may be a plurality of them.

  In the present embodiment, the exchange contract apparatus 500 has a web server function and provides an ASP (Application Service Provider) web-based service that supports exchange contract transactions to customers and financial institutions. For example, in the foreign exchange reservation apparatus 500, information such as a user ID and a password predetermined for each of a customer, an administrator, a dealer, and the like is stored in advance, and access is permitted by performing login authentication when using the exchange reservation apparatus 500, Provide a service and record a log of the service provided. In the present embodiment, the exchange contract apparatus 500 and the customer terminal 600 are connected via the so-called Internet, and the exchange contract apparatus 500 and the administrator terminal 100, the dealer terminal 200, and the billing system apparatus 300 are connected. Are connected via a dedicated network such as a VPN (Virtual Private Network).

  The manager terminal 100 is a computer device that is used by a manager of a financial institution that manages a currency exchange contract transaction by the currency exchange reservation system 1. For example, the administrator terminal 100 receives dealer authority, customer attribute information, currency pair information, and the like input in advance by the administrator, and transmits them to the exchange reservation apparatus 500 to store them in the exchange reservation apparatus 500. FIG. 2 is a diagram illustrating an example of a data format of dealer authority information that is input to the administrator terminal 100 and stored in the currency exchange reservation apparatus 500. Dealer authority information includes a financial institution code for identifying a financial institution, a dealer ID for identifying a dealer, transaction availability for each type of transaction that can be handled, transaction availability for each currency pair, customer number in charge, and transaction upper limit. This is information associated with information such as the amount of money.

  FIG. 3 is a diagram illustrating an example of a data format of customer attribute information that is input to the administrator terminal 100 and stored in the currency exchange reservation apparatus 500. The customer attribute information includes a financial institution code, a branch code that identifies a branch of a financial institution that conducts transactions with the customer, a customer number that identifies the customer, a customer name, and a base margin set ID that identifies the base margin set. A volume margin set ID for identifying a volume margin (volume discount margin), a customer preferential width ID for identifying a customer preferential width, a transaction availability for each type of transaction that can be handled, a transaction availability for each currency pair, and a forward exchange reservation This is information in which information such as the limit amount, the established exchange reservation amount, and the update date and time are associated with each other. The base margin, the volume margin, and the customer preferential width are information indicating a margin that is taken into account when the transaction rate is calculated. The base margin is a margin for all customers. FIG. 4 is a diagram illustrating an example of base margin data stored in advance in the storage unit 501 of the currency exchange reservation apparatus 500. The volume margin is a margin determined according to the amount of transaction amount. FIG. 5 is a diagram illustrating an example of volume margin data stored in advance in the storage unit 501 of the currency exchange reservation apparatus 500. The customer preferential width is a margin determined according to the customer. FIG. 6 is a diagram showing an example of customer preferential width data stored in advance in the storage unit 501 of the currency exchange reservation apparatus 500. FIG. 7 is a diagram illustrating a data example of customer attribute information that is input to the administrator terminal 100 and stored in the currency exchange reservation apparatus 500. FIG. 8 is a diagram illustrating an example of a data format of currency pair information that is input to the administrator terminal 100, transmitted to the exchange reservation apparatus 500, and stored. The currency pair information is information determined for each combination of currency of US dollars and Japanese yen, for example.

The dealer terminal 200 is a computer device used by a dealer who performs a forward exchange contract with a customer. Here, it is assumed that the dealer receives a service that provides information such as rate fluctuations in the interbank, and monitors the information provided in this way on the screen. The dealer terminal 200 includes an input unit 201, a display unit 202, a spot rate transmission unit 203, and a direct spread transmission unit 204.
The input unit 201 is an input device such as a keyboard or a mouse. The display unit 202 is a display that displays information. For example, a spot rate or a direct spread is input to the input unit 201.

  The spot rate transmission unit 203 receives the exchange request transaction request transmitted from the customer terminal 600 via the web-based service by the exchange reservation device 500, and is input to the input unit 201 in response to the transaction request. The spot rate at the time of the transaction request is transmitted to the foreign exchange reservation apparatus 500. The spot rate is a foreign exchange rate with a delivery date two business days after the transaction date. FIG. 9 is a diagram illustrating an example of spot rate data input for each currency pair. Here, BID is a selling price and ASK is a buying price.

  The direct spread transmission unit 204 transmits the direct spread input to the input unit 201 for each predetermined period to the currency exchange reservation apparatus 500. Here, the determined period is, for example, one day, and is input in the morning of the day of the transaction. However, in accordance with the timing at which the value of the immediate spread changes, for example, it may be input every plural days, may be input every half day, or, for example, of the currency constituting the currency pair You may make it input according to the timing when a policy interest rate is changed. In this way, the spot rate is input every time the transaction is performed, whereas the direct spread need not be input every time the transaction is performed. For example, the spot rate only needs to be input once every morning. This is because the value of the immediate spread does not change significantly during the day. Thus, the data input by the dealer at the time of the transaction is only the spot rate. Compared to inputting the data of the direct spread each time, the exchange contract transaction can be performed easily and efficiently.

  Here, the input of the direct spread may be input by reading data such as CSV (Comma Separated Values), or may be input from a keyboard by manual input of a dealer. The direct spread (swap rate, swap point, futures width) is the difference between the spot exchange rate and the futures exchange rate. FIG. 10 is a diagram showing a data format of the direct spread. In the direct spread, a currency pair, a period, a response date, a BID, an ASK, and an update date are stored in association with each other. FIG. 11 is a diagram illustrating a data example of the direct spread.

  FIG. 12 is a diagram illustrating an example of a screen displayed on the display unit 202 of the dealer terminal 200. A symbol a is a transaction list screen in the dealer terminal 200, and displays information such as display settings, position information, and a transaction list. The transaction list is a list of transaction requests transmitted from the customer terminal 600 up to that point. When the “details” button indicated by the symbol b is pressed, the screen indicated by the symbol c is displayed, and the details of the position information are displayed. When the “rate input” button indicated by the symbol d is pressed, a spot rate input screen as indicated by the symbol e is displayed. Here, when the “Select All” button is pressed on the transaction list screen, the “Select” column of the transaction request whose status is “Requesting” is checked, and the spot rate input screen corresponding to the checked transaction request is displayed. Is displayed. On the spot rate input screen, only currency pairs included in the transaction target are to be presented, and the transaction status of the currency for which the spot rate is not input remains requested. An error occurs when the input rate is not within a preset range. “Presentation time” indicates a time limit during which a transaction rate based on the input spot rate is presented to the customer terminal 600.

The account system device 300 is a computer device on which an account system of a financial institution operates, and stores account information. The accounting system 300 includes an exchange reservation available amount storage unit 301 and an exchange reservation available amount transmission unit 302.
The exchange reservation available amount storage unit 301 stores the customer exchange reservation available amount. The exchange reservation available amount data is transmitted to the exchange reservation device 500 and stored in the exchange reservation available amount storage unit 503 of the exchange reservation device 500. FIG. 13 is a diagram illustrating a data example of information stored in the exchange reservation possible amount storage unit 503. The exchange reservation available amount storage unit 503 stores information such as exchange reservation limit amount, established exchange reservation amount, exchange reservation available amount, and the like in association with each other. The exchange rate limit is the balance that can be handled for each customer, the established exchange rate is the exchange rate on the day, and the exchange rate is the currently available balance.

The exchange reservation available amount transmission unit 302 reads the exchange reservation available amount stored in the exchange reservation available amount storage unit 301 and transmits it to the exchange reservation device 500. FIG. 14 is a diagram illustrating an example of data that the exchange reservation available amount transmission unit 302 transmits to the exchange reservation apparatus 500. The exchange reservation available amount transmission unit 302 associates the branch code of the branch of its own financial institution, the customer number, and the exchange reservation available amount, and transmits them to the exchange reservation apparatus 500 via the GW apparatus 400.
The GW apparatus 400 is a computer apparatus that performs processing such as format conversion so that the data transmitted from the billing system apparatus 300 can be processed by the currency exchange reservation apparatus 500.

  The foreign exchange reservation apparatus 500 is a computer apparatus that provides a service for supporting a foreign exchange contract transaction between a customer and a financial institution. The exchange reservation apparatus 500 includes a storage unit 501, a direct spread storage unit 502, a direct spread registration unit 504, a transaction request reception unit 505, a transaction request transfer unit 506, a spot rate reception unit 507, a transaction rate A calculation unit 508, a transaction amount calculation unit 509, a limit amount determination unit 510, a transaction rate transmission unit 511, and a conclusion request reception unit 512 are provided.

The storage unit 501 stores information used for exchange reservation. As described above, the storage unit 501 stores dealer authority information, customer attribute information, base margin information, volume margin information, customer preferential width information, currency pair information, and the like. The storage unit 501 stores spot rate information, position detailed information, transaction request information, transaction response information, account processing result information, and the like. FIG. 15 is a diagram illustrating an example of a data format of spot rate information. FIG. 16 is a diagram illustrating an example of a data format of position information. FIG. 17 is a diagram illustrating an example of a data format of transaction request information. FIG. 18 is a diagram illustrating a data example of transaction request information. FIG. 19 is a diagram illustrating an example of a data format of transaction response information. FIG. 20 is a diagram illustrating a data example of transaction response information. FIG. 21 is a diagram illustrating an example of a data format of the account processing result information. The storage unit 501 also includes a direct spread storage unit 502. The direct spread storage unit 502 stores a predetermined direct spread as described above. The exchange reservation available amount storage unit 503 stores the exchange reservation available amount transmitted from the account system device 300 as described above.
The direct spread registration unit 504 receives the direct spread transmitted from the dealer terminal 200 and stores the direct spread in the direct spread storage unit 502.

Transaction request receiving unit 505 receives a transaction request transmitted from customer terminal 600. Further, the transaction request receiving unit 505 causes the storage unit 501 to store the received transaction request.
The transaction request transfer unit 506 transmits the transaction request received by the transaction request receiving unit 505 to the dealer terminal 200. Here, the transaction request transfer unit 506 reads out transaction request information that has not been concluded from among a plurality of transaction request information stored in the storage unit 501 in response to a connection request from the dealer terminal 200, and the dealer terminal 200.

The spot rate receiving unit 507 receives the spot rate transmitted from the dealer terminal 200 and stores it in the storage unit 501.
Transaction rate calculation unit 508 calculates a transaction rate based on the direct spread stored in direct spread storage unit 502 and the spot rate received by spot rate receiving unit 507 and stored in storage unit 501. . Here, the transaction rate calculation unit 508 calculates the transaction rate according to the following equation.
Corresponding value of spot rate + (base margin + volume margin + customer preferential width) + direct spread = transaction rate For example, the transaction request is “USD purchase, delivery date 1W, USD100,000” as shown in FIG. In the case of the condition, according to the above data example, the spot rate ASK is “91.85” (FIG. 9), the base margin ASK is “+100” (FIG. 4), and the volume margin ASK is “0” (FIG. 9). 5) Since the customer preferential width is “−15” (FIG. 6) and the direct spread 1W is “−1.83” (FIG. 11), the value of the transaction rate is
91.85+ (1.00 + 0−0.15) −0.0183 = 92.6817
It is.

The transaction amount calculation unit 509 calculates the transaction amount based on the transaction rate and the amount included in the transaction request. Here, the transaction amount calculation unit 509 calculates the transaction amount by multiplying the amount included in the transaction request by the transaction rate. For example, in the above example, the amount included in the transaction request shown in FIG. 18 is “100,000”, and the calculated transaction rate is “92.6817”.
(USD) 100,000 × 92.6817 = (JPY) 9, 268, 170
It is.

  The limit amount determination unit 510 compares the transaction amount calculated by the transaction amount calculation unit 509 with the exchange reservation available amount stored in the exchange reservation available amount storage unit 503, and determines that the transaction amount is the exchange reservation available amount. It is determined whether or not it exceeds. For example, in the above example, the transaction amount is “(JPY) 9, 268, 170” and the exchange reservation possible amount is “(JPY) 30,000, 000” (FIG. 14). It is determined that the amount that can be reserved is not exceeded.

The transaction rate transmission unit 511 transmits the transaction rate calculated by the transaction rate calculation unit 508 to the customer terminal 600 that is the transmission source of the transaction request. Here, when it is determined by the limit amount determination unit 510 that the transaction amount does not exceed the exchange reservation possible amount, the transaction rate is transmitted to the customer terminal 600, and the transaction amount is determined to exceed the exchange reservation possible amount The transaction rate is not transmitted to the customer terminal 600. In other words, in the past, it was manually registered without operating in conjunction with the accounting system, and the exchangeable amount was registered taking into account the buffer, which is inefficient and incurs a manual operational load. It was. Thus, in this way, the exchange reservation apparatus 500 receives the exchange reservation available amount from the accounting system apparatus 300 and compares it with the transaction amount, whereby the transaction within the credit frame can be performed more accurately.
The fastening request receiving unit 512 receives a fastening request transmitted from the customer terminal 600 according to the transaction rate transmitted by the transaction rate transmitting unit 511.

The customer terminal 600 is a computer device used by a customer who makes a forward exchange transaction with a financial institution. The customer terminal 600 includes an input unit 601, a display unit 602, a transaction request transmission unit 603, a transaction rate reception unit 604, and a conclusion request transmission unit 605.
The input unit 601 is an input device such as a keyboard or a mouse. The display unit 602 is a display that displays information.

  The transaction request transmission unit 603 transmits a transaction request including the amount input from the customer to the exchange reservation apparatus 500. FIG. 22 is a diagram illustrating an example of a screen displayed on the display unit 602, and FIG. 22A illustrates an example of a transaction request input screen displayed on the display unit 602. The transaction request input screen accepts input of information such as currency pair, transaction type, delivery date, purchase amount, and sale amount. When the “rate request” button is pressed, the transaction request transmission unit 603 generates a transaction request including the input information and transmits the transaction request to the customer terminal 600.

  The transaction rate receiving unit 604 receives the transaction rate transmitted from the exchange reservation apparatus 500 in response to the transaction request transmitted by the transaction request transmitting unit 603 and causes the display unit 602 to display the transaction rate. FIG. 22B is a diagram illustrating a screen example in which the transaction rate is displayed on the display unit 602. Here, the value of “Timeout” (timeout) is counted down from the presentation time input for each spot rate, and when the value of timeout becomes 0 (zero), for example, the “rate request” button is disabled. , To prevent making transaction requests.

  When a closing request is input from a customer according to the transaction rate received by the transaction rate receiving unit 604, the closing request transmission unit 605 transmits the input closing request to the exchange reservation apparatus 500. Here, on the transaction rate display screen, when the “conclusion” button is pressed by the user before the time-out, the conclusion request is transmitted to the exchange reservation apparatus 500.

Next, an operation example of the exchange contract system 1 according to the present embodiment will be described. FIG. 23 is a flowchart showing an operation example of the exchange contract transaction by the exchange contract system 1.
First, the administrator terminal 100 logs in and accesses the currency exchange reservation apparatus 500 in response to an input from the administrator. The administrator terminal 100 receives input of dealer authority information from the administrator, and transmits the input dealer authority information to the exchange reservation apparatus 500 (step S1). When the currency exchange reservation apparatus 500 receives the dealer authority information transmitted from the administrator terminal 100, the currency exchange reservation apparatus 500 stores the received dealer authority information in the storage unit 501. Further, the administrator terminal 100 receives input of customer attribute information including attributes, usage conditions, etc. for each customer from the administrator, and transmits the input customer attribute information to the exchange reservation apparatus 500 (step S2). When receiving the customer attribute information transmitted from the administrator terminal 100, the exchange reservation apparatus 500 stores the received customer attribute information in the storage unit 501.

  Further, the administrator terminal 100 accepts currency pair information input from the administrator and transmits it to the exchange reservation apparatus 500 (step S3). When the currency exchange reservation apparatus 500 receives the currency pair information transmitted from the administrator terminal 100, the currency exchange reservation apparatus 500 stores the received currency pair information in the storage unit 501. The exchange reservation available amount transmission unit 302 of the account system device 300 reads the exchange reservation available limit amount information stored in the exchange reservation available amount storage unit 301 and transmits it to the exchange reservation device 500 via the GW device 400 (step S4). ). When the exchange reservation device 500 receives the exchange reservation available amount information transmitted from the accounting system device 300, the exchange reservation available amount information is stored in the exchange reservation available amount storage unit 503. Here, the accounting system device 300 may read and transmit the exchange reservation available limit information once at a predetermined time, for example, every morning. The difference may be transmitted, for example, when the delivery is actually performed and the exchange reservation available limit information fluctuates.

  The dealer terminal 200 logs in and accesses the currency exchange reservation apparatus 500 in response to an input from the dealer. When the input unit 201 of the dealer terminal 200 receives the direct spread input from the dealer, the direct spread transmitting unit 204 transmits the input direct spread to the exchange reservation apparatus 500 (step S5). When receiving the direct spread transmitted from the dealer terminal 200, the exchange reservation apparatus 500 stores the received direct spread in the direct spread storage unit 502.

  When the customer terminal 600 logs in and accesses the exchange reservation apparatus 500 in response to an input from the user, the exchange reservation apparatus 500 transmits a transaction request input screen to the customer terminal 600. The customer terminal 600 causes the display unit 602 to display a transaction request input screen transmitted from the currency exchange reservation apparatus 500 as shown in FIG. Here, when a transaction request is input from the user to the input unit 601 of the customer terminal 600, the transaction request transmission unit 603 transmits the input transaction request to the exchange reservation apparatus 500 (step S6). Upon receiving the transaction request transmitted from the customer terminal 600, the exchange reservation apparatus 500 stores the received transaction request in the storage unit 501.

  The transaction request transfer unit 506 of the foreign exchange reservation apparatus 500 reads out transaction request information that has not been concluded among one or a plurality of transaction requests stored in the storage unit 501, generates a transaction list screen, and a dealer terminal 200 (step S7). The dealer terminal 200 causes the display unit 202 to display a transaction list screen received from the currency exchange reservation apparatus 500 as shown in FIG. The dealer confirms the spot rate at that time. Further, the dealer confirms the bank position based on the customer transaction based on the information displayed on the dealer terminal 200 (step S8). And the input part 201 of the dealer terminal 200 receives the input of the spot rate from a dealer, and transmits to the currency exchange reservation apparatus 500 (step S9).

  When exchange reservation apparatus 500 receives the spot rate transmitted from dealer terminal 200, transaction rate calculation unit 508 receives the received spot rate and the direct destination received in step S5 and stored in direct spread storage unit 502. A transaction rate is calculated based on the spread and various margins received in step S2 and stored in the storage unit 501 (step S10). The transaction amount calculation unit 509 calculates the transaction amount based on the transaction rate calculated by the transaction rate calculation unit 508 and the transaction request transmitted from the customer terminal 600. The limit amount determination unit 510 compares the transaction amount calculated by the transaction amount calculation unit 509 with the exchange reservation possible amount stored in the exchange reservation available amount storage unit 503, and the transaction amount is the exchange reservation possible limit amount. Is checked (step S11). Here, when limit amount determination unit 510 determines that the transaction amount exceeds the exchange reservation limit, the exchange reservation device 500 displays an error screen indicating that the transaction amount exceeds the exchange reservation limit. Sent to 600 and do not make a transaction.

  On the other hand, when the limit amount determination unit 510 determines in step S11 that the transaction amount does not exceed the exchange reservation possible limit amount, the transaction rate transmission unit 511 transmits the transaction rate calculated in step S10 to the customer terminal 600. (Step S12). The transaction rate receiving unit 604 of the customer terminal 600 receives the transaction rate transmitted from the exchange reservation apparatus 500 and displays it on the display unit 602 (step S13). When the user of the customer terminal 600 confirms the transaction rate and a closing request is input to the input unit 601, the input closing request is transmitted to the exchange reservation apparatus 500 (step S14). When receiving the conclusion request transmitted from the customer terminal 600, the currency exchange reservation apparatus 500 stores the received conclusion request in the storage unit 501 (step S15). Also, the customer position information and the exchange reservation possible limit information stored in the storage unit 501 are updated (steps S16 and S17). Then, the foreign exchange reservation apparatus 500 transmits contract data indicating that the foreign exchange reservation has been executed to the accounting system apparatus 300 (step S18). Here, the transmission processing of the contract data may be transmitted in real time, or may be performed by batch processing at night or the like.

  Upon receipt of the contract data transmitted from the currency exchange reservation device 500, the account system device 300 performs account processing by the account system to generate a currency exchange reservation number in the account system (step S19), and stores the account processing result as a currency exchange reservation. It transmits to the apparatus 500 (step S20). The exchange reservation device 500 receives the account processing result transmitted from the account system device 300, and stores the exchange reservation number included in the account processing result in the storage unit 501 (step S21). As a result, the exchange reservation number in the account system can be held in the exchange reservation apparatus 500, and data can be linked to the account apparatus 300. Further, the currency exchange reservation apparatus 500 creates slip information (step S22), and transmits an email requesting confirmation of the slip information to the customer terminal 600 (step S23). The customer terminal 600 receives an electronic mail transmitted from the currency exchange reservation apparatus 500 in response to a user operation, and displays the electronic mail on the display unit 602 (step S24). Then, when logging in and accessing the currency exchange reservation apparatus 500 in response to an operation from the user, the currency exchange reservation apparatus 500 transmits slip information to the customer terminal 600 and stores information indicating that the slip confirmation has been performed. It is stored in 501 (step S25). The dealer terminal 200 accesses the currency exchange reservation apparatus 500, receives information indicating that the slip has been confirmed, and causes the display unit 202 to display the information (step S26). Thus, the dealer can confirm that the slip information has been confirmed by the customer.

  As described above, according to the present invention, an accurate exchange contract transaction can be easily performed in response to a large amount of transaction requests without installing a GW apparatus with an information vendor or the like. That is, the financial institution can provide a web-based service for forward exchange transactions at a low cost. In addition, since it is not necessary to provide a buffer in the customer credit line, the credit line can be used effectively. Further, by making it possible to refer to the exchange contract number stored in the exchange reservation apparatus 500 on the web, the convenience of the customer is improved, and the trouble of issuing slips from the financial institution to the customer and receiving the contents confirmation is reduced. Can be reduced.

  It should be noted that a program for realizing the function of the processing unit in the present invention is recorded on a computer-readable recording medium, and the program recorded on this recording medium is read into a computer system and executed to execute a forward exchange transaction. Processing may be performed. Here, the “computer system” includes an OS and hardware such as peripheral devices. The “computer system” includes a WWW system having a homepage providing environment (or display environment). The “computer-readable recording medium” refers to a storage device such as a flexible medium, a magneto-optical disk, a portable medium such as a ROM and a CD-ROM, and a hard disk incorporated in a computer system. Further, the “computer-readable recording medium” refers to a volatile memory (RAM) in a computer system that becomes a server or a client when a program is transmitted via a network such as the Internet or a communication line such as a telephone line. In addition, those holding programs for a certain period of time are also included.

  The program may be transmitted from a computer system storing the program in a storage device or the like to another computer system via a transmission medium or by a transmission wave in the transmission medium. Here, the “transmission medium” for transmitting the program refers to a medium having a function of transmitting information, such as a network (communication network) such as the Internet or a communication line (communication line) such as a telephone line. The program may be for realizing a part of the functions described above. Furthermore, what can implement | achieve the function mentioned above in combination with the program already recorded on the computer system, and what is called a difference file (difference program) may be sufficient.

DESCRIPTION OF SYMBOLS 1 Exchange reservation system 100 Administrator terminal 200 Dealer terminal 201 Input part 202 Display part 203 Spot rate transmission part 204 Direct spread transmission part 300 Account apparatus 301 Exchange reservation possible amount memory | storage part 302 Exchange reservation possible amount transmission part 400 GW apparatus 500 Currency exchange reservation apparatus 501 Storage unit 502 Direct spread storage unit 503 Exchange reservation possible amount storage unit 504 Direct spread registration unit 505 Transaction request reception unit 506 Transaction request transfer unit 507 Spot rate reception unit 508 Transaction rate calculation unit 509 Transaction amount calculation unit 510 limit amount determination unit 511 transaction rate transmission unit 512 conclusion request reception unit 600 customer terminal 601 input unit 602 display unit 603 transaction request transmission unit 604 transaction rate reception unit 605 conclusion request transmission unit

Claims (6)

A customer terminal of a customer who performs a forward exchange transaction, a financial institution terminal of a financial institution performing the forward exchange contract with the customer, and a forward exchange reservation apparatus connected to the customer terminal and the financial institution terminal via a network; An exchange contract system comprising:
The customer terminal is
A transaction request transmission unit that transmits a transaction request including an amount input from a customer to the exchange contract device;
In response to the transaction request transmitted by the transaction request transmission unit, a transaction rate receiving unit that receives a transaction rate transmitted from the exchange reservation device;
A fastening request transmission unit that, when a fastening request is input from the customer according to the transaction rate received by the transaction rate receiving unit, sends the fastening request to the exchange contract device;
The financial institution terminal is
A spot rate for receiving the transaction request transmitted from the customer terminal via the exchange reservation device and transmitting a spot rate at the time of the transaction request input according to the transaction request to the exchange reservation device. With a transmitter,
The exchange contract device
A direct spread storage unit in which a predetermined direct spread is stored;
A direct spread registration unit for updating the direct spread stored in the direct spread storage unit;
A transaction request receiving unit for receiving the transaction request transmitted from the customer terminal;
A transaction request transfer unit that transmits the transaction request received by the transaction request receiving unit to the financial institution terminal;
A spot rate receiving unit for receiving the spot rate transmitted from the financial institution terminal;
A transaction rate calculation unit for calculating a transaction rate based on the direct spread stored in the direct spread storage unit and the spot rate received by the spot rate receiving unit;
A transaction rate transmitter for transmitting the transaction rate to the customer terminal;
A fastening request receiving unit that receives a fastening request transmitted from the customer terminal according to the transaction rate transmitted by the transaction rate transmitting unit , and
The exchange reservation system , wherein the direct spread registration unit updates the direct spread stored in the direct spread storage unit at a frequency lower than an input frequency of the spot rate . The transaction rate calculation unit
The direct spread, the spot rate, a base margin that is a margin for all customers, a volume margin that is a margin that is determined according to the amount of transaction amount, and a customer preferential width that is a margin that is determined according to the customer The exchange rate system according to claim 1, wherein the transaction rate is calculated based on the transaction rate. The financial institution terminal is
A direct spread transmission unit for transmitting the direct spread input every predetermined period to the exchange contract device;
The direct spread registration unit of the exchange contract device is:
Receiving the direct destination spread transmitted from the financial institution terminal, Ru is stored in the direct destination spread storage unit
Foreign exchange system according to claim 1 or claim 2, wherein the this. The exchange contract system includes an account system device in which account information of the financial institution is stored,
The billing device is
An exchange reservation available amount storage unit in which the customer's exchange reservation available amount is stored;
An exchange reservation available amount transmitting unit that transmits the exchange reservation available amount to the exchange reservation device,
The exchange contract device
A transaction amount calculation unit for calculating a transaction amount based on the transaction rate and the amount included in the transaction request;
A limit amount determination unit that compares the transaction amount with the exchange reservation possible amount transmitted from the account system device and determines whether the transaction amount exceeds the exchange reservation possible amount; and The said transaction rate transmission part transmits the said transaction rate to the said customer terminal, when it is determined by the said limit amount determination part that the said transaction amount does not exceed the said exchange reservation possible amount. The exchange contract system according to claim 3. A customer terminal of a customer who performs a forward exchange transaction, a financial institution terminal of a financial institution that performs the forward exchange contract with the customer, and the customer terminal and the financial institution terminal connected via a network, A currency exchange reservation method of a currency exchange reservation system comprising a currency exchange reservation apparatus having a direct spread storage unit in which a destination spread is stored,
The customer terminal is
Transmitting a transaction request including an amount input from a customer to the exchange contract device;
The exchange contract apparatus is
Receiving the transaction request transmitted from the customer terminal;
Transmitting the received transaction request to the financial institution terminal;
The financial institution terminal is
Receiving the transaction request transmitted from the customer terminal via the exchange reservation device, and transmitting the spot rate at the time of the transaction request, which is input according to the transaction request, to the exchange reservation device; ,
The exchange contract apparatus is
Updating the direct spread stored in the direct spread storage unit;
Receiving the spot rate transmitted from the financial institution terminal;
Calculating a transaction rate based on the direct spread stored in the direct spread storage and the received spot rate;
Transmitting the transaction rate to the customer terminal;
The customer terminal is
Receiving the transaction rate transmitted from the exchange contract device;
In response to the received transaction rate, when a closing request is input from the customer, the step of transmitting the closing request to the exchange contract device;
The exchange contract apparatus is
Receiving a fastening request transmitted from the customer terminal;
Equipped with a,
In the step of updating the direct spread stored in the direct spread storage unit, the direct spread stored in the direct spread storage unit is updated at a frequency lower than an input frequency of the spot rate. A foreign exchange contract method characterized by: A transaction request transmission unit that transmits a transaction request including an amount input from a customer to a foreign exchange reservation device, and a transaction transmitted from the foreign exchange reservation device in response to the transaction request transmitted by the transaction request transmission unit A transaction rate receiving unit that receives a rate, and a conclusion request that transmits the conclusion request to the exchange reservation device when a conclusion request is input from the customer according to the transaction rate received by the transaction rate receiving unit A customer terminal having a transmission unit; and receiving the transaction request transmitted from the customer terminal via the exchange reservation device, and inputting a spot rate at the time of the transaction request input in response to the transaction request. A financial institution terminal having a spot rate transmission unit for transmitting to the exchange contract device, connected to the customer terminal and the financial institution terminal via a network, The computer of the foreign exchange apparatus in foreign exchange system that includes a foreign exchange apparatus having Chokusaki spread storage unit because was Chokusaki spread is stored,
Updating the direct spread stored in the direct spread storage unit;
Receiving the transaction request transmitted from the customer terminal;
Transmitting the received transaction request to the financial institution terminal;
Receiving the spot rate transmitted from the financial institution terminal;
Calculating a transaction rate based on the direct spread stored in the direct spread storage and the received spot rate;
Transmitting the transaction rate to the customer terminal;
Receiving a conclusion request transmitted from the customer terminal according to the transmitted transaction rate;
Was executed,
In the step of updating the direct spread stored in the direct spread storage unit, the direct spread stored in the direct spread storage unit is updated at a frequency lower than an input frequency of the spot rate. Exchange reservation program to let you .

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