JP5833124B2 - ノンバイアス中央清算型金融商品及び清算・決済方法 - Google Patents
ノンバイアス中央清算型金融商品及び清算・決済方法 Download PDFInfo
- Publication number
- JP5833124B2 JP5833124B2 JP2013525889A JP2013525889A JP5833124B2 JP 5833124 B2 JP5833124 B2 JP 5833124B2 JP 2013525889 A JP2013525889 A JP 2013525889A JP 2013525889 A JP2013525889 A JP 2013525889A JP 5833124 B2 JP5833124 B2 JP 5833124B2
- Authority
- JP
- Japan
- Prior art keywords
- biased
- value
- financial product
- financial
- rate
- Prior art date
- Legal status (The legal status is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the status listed.)
- Active
Links
Images
Classifications
-
- G—PHYSICS
- G06—COMPUTING OR CALCULATING; COUNTING
- G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
- G06Q40/04—Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange
-
- G—PHYSICS
- G06—COMPUTING OR CALCULATING; COUNTING
- G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
- G06Q40/06—Asset management; Financial planning or analysis
-
- G—PHYSICS
- G06—COMPUTING OR CALCULATING; COUNTING
- G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q99/00—Subject matter not provided for in other groups of this subclass
Landscapes
- Business, Economics & Management (AREA)
- Engineering & Computer Science (AREA)
- Accounting & Taxation (AREA)
- Finance (AREA)
- Theoretical Computer Science (AREA)
- Physics & Mathematics (AREA)
- Development Economics (AREA)
- General Physics & Mathematics (AREA)
- General Business, Economics & Management (AREA)
- Technology Law (AREA)
- Economics (AREA)
- Strategic Management (AREA)
- Marketing (AREA)
- Entrepreneurship & Innovation (AREA)
- Game Theory and Decision Science (AREA)
- Human Resources & Organizations (AREA)
- Operations Research (AREA)
- Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)
Applications Claiming Priority (3)
| Application Number | Priority Date | Filing Date | Title |
|---|---|---|---|
| US12/806,860 | 2010-08-23 | ||
| US12/806,860 US9747641B2 (en) | 2010-08-23 | 2010-08-23 | Non-biased, centrally-cleared financial instrument and method of clearing and settling |
| PCT/US2011/001442 WO2012026964A2 (en) | 2010-08-23 | 2011-08-17 | Non-biased, centrally-cleared financial instrument and method of clearing and settling |
Publications (3)
| Publication Number | Publication Date |
|---|---|
| JP2013536525A JP2013536525A (ja) | 2013-09-19 |
| JP2013536525A5 JP2013536525A5 (enExample) | 2014-11-27 |
| JP5833124B2 true JP5833124B2 (ja) | 2015-12-16 |
Family
ID=45594838
Family Applications (1)
| Application Number | Title | Priority Date | Filing Date |
|---|---|---|---|
| JP2013525889A Active JP5833124B2 (ja) | 2010-08-23 | 2011-08-17 | ノンバイアス中央清算型金融商品及び清算・決済方法 |
Country Status (7)
| Country | Link |
|---|---|
| US (5) | US9747641B2 (enExample) |
| EP (1) | EP2609559A4 (enExample) |
| JP (1) | JP5833124B2 (enExample) |
| AU (1) | AU2011293897A1 (enExample) |
| CA (1) | CA2809046A1 (enExample) |
| SG (3) | SG188268A1 (enExample) |
| WO (1) | WO2012026964A2 (enExample) |
Families Citing this family (11)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| US20120296792A1 (en) * | 2011-05-18 | 2012-11-22 | Jeffrey Levoff | Process for financing and interest rate price discovery utilizing a centrally-cleared derivative |
| US20130041799A1 (en) * | 2011-08-12 | 2013-02-14 | Chicago Mercantile Exchange | Pricing a Forward Rate Agreement Financial Product Using a Non-Par Value |
| US10810671B2 (en) * | 2014-06-27 | 2020-10-20 | Chicago Mercantile Exchange Inc. | Interest rate swap compression |
| US10891535B1 (en) | 2014-08-19 | 2021-01-12 | Next Level Derivatives Llc | Secure multi-server stabilized data packet exchange systems |
| US10565647B1 (en) | 2014-08-19 | 2020-02-18 | Next Level Derivatives Llc | Secure multi-server interest rate based instrument trading system and methods of increasing efficiency thereof |
| US10140659B2 (en) * | 2014-11-14 | 2018-11-27 | Chicago Mercantile Exchange Inc. | Transaction processor for clearing interest rate swaps with improved efficiency |
| US10572939B1 (en) * | 2015-08-28 | 2020-02-25 | Chicago Mercantile Exchange Inc. | API framework for clearing non-deliverable interest rate swaps |
| US20170076375A1 (en) * | 2015-09-10 | 2017-03-16 | Chicago Mercantile Exchange, Inc. | Margin Requirements for Multi-Currency CDS Portfolios |
| US11182852B1 (en) * | 2017-12-20 | 2021-11-23 | Chicago Mercantile Exchange Inc. | Exchange computing system including a reference rate generation unit |
| US11908006B2 (en) | 2018-12-20 | 2024-02-20 | Chicago Mercantile Exchange Inc. | Message elimination in multi-model risk correlation system |
| JP7525100B2 (ja) | 2021-08-02 | 2024-07-30 | 株式会社デジタルアセットマーケッツ | 中小企業向けヘッジサービス提供システム |
Family Cites Families (28)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| US7236952B1 (en) * | 1996-11-05 | 2007-06-26 | D Zmura David Andrew | Invention in finance |
| US6304858B1 (en) | 1998-02-13 | 2001-10-16 | Adams, Viner And Mosler, Ltd. | Method, system, and computer program product for trading interest rate swaps |
| US8862507B2 (en) | 1999-06-14 | 2014-10-14 | Integral Development Corporation | System and method for conducting web-based financial transactions in capital markets |
| GB2379537A (en) | 2000-05-18 | 2003-03-12 | Treasuryconnect Llc | Electronic trading systems and methods |
| US20040024692A1 (en) | 2001-02-27 | 2004-02-05 | Turbeville Wallace C. | Counterparty credit risk system |
| AU2002318358A1 (en) | 2001-06-19 | 2003-01-02 | Goldman, Sachs And Co. | Foreign exchange covered warrant system and structure |
| JP2003006432A (ja) | 2001-06-20 | 2003-01-10 | Bank Of Tokyo-Mitsubishi Ltd | プリペイメント・リスクを内包した金利スワップの価値算出方法、プログラム及び記録媒体 |
| JP4430854B2 (ja) | 2001-12-13 | 2010-03-10 | みずほ第一フィナンシャルテクノロジー株式会社 | コピュラ関数を用いた金融商品もしくは保険商品の価格計算装置およびそのプログラム |
| US7792719B2 (en) | 2004-02-04 | 2010-09-07 | Research Affiliates, Llc | Valuation indifferent non-capitalization weighted index and portfolio |
| US20070100727A1 (en) | 2003-04-16 | 2007-05-03 | Multer Corey B | Method and system for providing flexible income, liquidity options and permanent legacy benefits for annuities |
| GB2404750A (en) * | 2003-08-06 | 2005-02-09 | Bank Ag London Deutsche | Trading diversified credit risk derivatives |
| US7966245B2 (en) | 2004-09-07 | 2011-06-21 | Harrison James A | Financial instrument for a specific deliverable product on a daily settlement basis |
| US20060224491A1 (en) * | 2005-04-01 | 2006-10-05 | De Novo Markets Limited | Trading and settling enhancements to the standard electronic futures exchange market model leading to novel derivatives including on exchange ISDA type credit derivatives and entirely new recovery products including novel options on these |
| EP1869617A4 (en) | 2005-04-11 | 2010-03-31 | Superderivatives Inc | METHOD AND SYSTEM FOR ESTABLISHING THE PRICE OF FINANCIAL INSTRUMENTS |
| WO2006121948A2 (en) | 2005-05-06 | 2006-11-16 | Intercontinental Exchange, Inc. | Over the counter traded product and system for offset and contingent trading of commodity contracts |
| US20070055609A1 (en) | 2005-09-06 | 2007-03-08 | Whitehurst Philip H | Methods and systems for commoditizing interest rate swap risk transfers |
| US20080005016A1 (en) | 2005-09-20 | 2008-01-03 | Uhlmann Charles E | Methods and media for presenting costs associated with rate protection on a mortgage |
| US20070239589A1 (en) | 2006-03-31 | 2007-10-11 | Wilson Donald R Jr | Interest rate derivative financial product |
| US20070288351A1 (en) * | 2006-05-22 | 2007-12-13 | Huntley Russell G | Method, system, and computer program for an electronically traded synthetic exchange traded coupon |
| WO2008011457A2 (en) | 2006-07-18 | 2008-01-24 | Pipeline Capital Llc | Interest rate swap index |
| US20080059382A1 (en) * | 2006-09-01 | 2008-03-06 | Adam Burczyk | Computer System and Method for Trading Clipper Financial Instruments |
| KR100961991B1 (ko) | 2007-12-27 | 2010-06-08 | 고려대학교 산학협력단 | 헤스톤 확률 변동성 모형에 기반한 파워 옵션 가격 결정장치 및 방법과 이에 사용되는 기록매체 및 마이크로프로세서 |
| US8117110B2 (en) | 2007-12-27 | 2012-02-14 | Chicago Mercantile Exchange Inc. | Conversion of over-the-counter swaps to standardized forward swaps |
| US8219472B2 (en) | 2008-10-29 | 2012-07-10 | Chicago Mercantile Exchange, Inc. | Valuation of derivative products |
| US10387957B2 (en) | 2009-09-02 | 2019-08-20 | Nyse Group, Inc. | Structured futures products |
| US8190503B2 (en) | 2009-12-18 | 2012-05-29 | International Derivatives Clearing Group, Llc | Systems and methods for swap contracts management with a discount curve feedback loop |
| US8438099B2 (en) * | 2010-10-28 | 2013-05-07 | Chicago Mercantile Exchange, Inc. | Periodic reset total return index futures contracts |
| US20130179319A1 (en) * | 2012-01-11 | 2013-07-11 | Peter Barker | Compound overnight bank rate accrual futures contract and computation of variation margin therefore |
-
2010
- 2010-08-23 US US12/806,860 patent/US9747641B2/en active Active
-
2011
- 2011-08-17 SG SG2013013222A patent/SG188268A1/en unknown
- 2011-08-17 SG SG10202003121UA patent/SG10202003121UA/en unknown
- 2011-08-17 CA CA2809046A patent/CA2809046A1/en not_active Withdrawn
- 2011-08-17 JP JP2013525889A patent/JP5833124B2/ja active Active
- 2011-08-17 AU AU2011293897A patent/AU2011293897A1/en not_active Abandoned
- 2011-08-17 EP EP11820273.8A patent/EP2609559A4/en not_active Ceased
- 2011-08-17 WO PCT/US2011/001442 patent/WO2012026964A2/en not_active Ceased
- 2011-08-17 SG SG10201509635YA patent/SG10201509635YA/en unknown
-
2017
- 2017-07-05 US US15/731,589 patent/US10586284B2/en active Active
-
2019
- 2019-12-13 US US16/713,140 patent/US11250509B2/en active Active
-
2022
- 2022-01-06 US US17/569,960 patent/US11556990B2/en active Active
- 2022-11-16 US US17/988,279 patent/US12393982B2/en active Active
Also Published As
| Publication number | Publication date |
|---|---|
| SG10202003121UA (en) | 2020-05-28 |
| US20230078083A1 (en) | 2023-03-16 |
| SG10201509635YA (en) | 2015-12-30 |
| US12393982B2 (en) | 2025-08-19 |
| JP2013536525A (ja) | 2013-09-19 |
| WO2012026964A2 (en) | 2012-03-01 |
| AU2011293897A1 (en) | 2013-03-14 |
| WO2012026964A3 (en) | 2012-05-24 |
| EP2609559A4 (en) | 2014-04-23 |
| US9747641B2 (en) | 2017-08-29 |
| US20200118210A1 (en) | 2020-04-16 |
| US10586284B2 (en) | 2020-03-10 |
| US20120047058A1 (en) | 2012-02-23 |
| US20170316505A1 (en) | 2017-11-02 |
| US11556990B2 (en) | 2023-01-17 |
| EP2609559A2 (en) | 2013-07-03 |
| US11250509B2 (en) | 2022-02-15 |
| US20220207609A1 (en) | 2022-06-30 |
| SG188268A1 (en) | 2013-04-30 |
| CA2809046A1 (en) | 2012-03-01 |
Similar Documents
| Publication | Publication Date | Title |
|---|---|---|
| JP5833124B2 (ja) | ノンバイアス中央清算型金融商品及び清算・決済方法 | |
| US20220180435A1 (en) | Hybrid cross-margining | |
| JP5893725B2 (ja) | レートが取り決められた、標準化クーポン金融商品及び取引方法 | |
| JP6991258B2 (ja) | フレキシブルレート金融オプションの取引方法 | |
| CN101595506A (zh) | 限制多方交易中的对方风险 | |
| US20140156558A1 (en) | Collateral Mechanisms | |
| Bomfim | Understanding credit derivatives and their potential to synthesize riskless assets | |
| US20140156509A1 (en) | Collateral Mechanisms | |
| Ruffini et al. | OTC derivatives—A primer on market infrastructure and regulatory policy | |
| AU2019201368A1 (en) | Non-biased, centrally-cleared financial instrument and method of clearing and settling | |
| Hünseler et al. | Capital Optimization Through an Innovative CVA Hedge |
Legal Events
| Date | Code | Title | Description |
|---|---|---|---|
| A977 | Report on retrieval |
Free format text: JAPANESE INTERMEDIATE CODE: A971007 Effective date: 20140306 |
|
| A131 | Notification of reasons for refusal |
Free format text: JAPANESE INTERMEDIATE CODE: A131 Effective date: 20140414 |
|
| A601 | Written request for extension of time |
Free format text: JAPANESE INTERMEDIATE CODE: A601 Effective date: 20140711 |
|
| A602 | Written permission of extension of time |
Free format text: JAPANESE INTERMEDIATE CODE: A602 Effective date: 20140718 |
|
| A601 | Written request for extension of time |
Free format text: JAPANESE INTERMEDIATE CODE: A601 Effective date: 20140812 |
|
| A602 | Written permission of extension of time |
Free format text: JAPANESE INTERMEDIATE CODE: A602 Effective date: 20140819 |
|
| A601 | Written request for extension of time |
Free format text: JAPANESE INTERMEDIATE CODE: A601 Effective date: 20140911 |
|
| A602 | Written permission of extension of time |
Free format text: JAPANESE INTERMEDIATE CODE: A602 Effective date: 20140919 |
|
| A521 | Request for written amendment filed |
Free format text: JAPANESE INTERMEDIATE CODE: A523 Effective date: 20141003 |
|
| A524 | Written submission of copy of amendment under article 19 pct |
Free format text: JAPANESE INTERMEDIATE CODE: A524 Effective date: 20141003 |
|
| A131 | Notification of reasons for refusal |
Free format text: JAPANESE INTERMEDIATE CODE: A131 Effective date: 20150305 |
|
| A711 | Notification of change in applicant |
Free format text: JAPANESE INTERMEDIATE CODE: A711 Effective date: 20150416 |
|
| A521 | Request for written amendment filed |
Free format text: JAPANESE INTERMEDIATE CODE: A821 Effective date: 20150416 |
|
| A521 | Request for written amendment filed |
Free format text: JAPANESE INTERMEDIATE CODE: A523 Effective date: 20150529 |
|
| TRDD | Decision of grant or rejection written | ||
| A01 | Written decision to grant a patent or to grant a registration (utility model) |
Free format text: JAPANESE INTERMEDIATE CODE: A01 Effective date: 20151026 |
|
| A61 | First payment of annual fees (during grant procedure) |
Free format text: JAPANESE INTERMEDIATE CODE: A61 Effective date: 20151028 |
|
| R150 | Certificate of patent or registration of utility model |
Ref document number: 5833124 Country of ref document: JP Free format text: JAPANESE INTERMEDIATE CODE: R150 |
|
| R250 | Receipt of annual fees |
Free format text: JAPANESE INTERMEDIATE CODE: R250 |
|
| R250 | Receipt of annual fees |
Free format text: JAPANESE INTERMEDIATE CODE: R250 |
|
| R250 | Receipt of annual fees |
Free format text: JAPANESE INTERMEDIATE CODE: R250 |
|
| R250 | Receipt of annual fees |
Free format text: JAPANESE INTERMEDIATE CODE: R250 |
|
| R250 | Receipt of annual fees |
Free format text: JAPANESE INTERMEDIATE CODE: R250 |
|
| R250 | Receipt of annual fees |
Free format text: JAPANESE INTERMEDIATE CODE: R250 |
|
| R250 | Receipt of annual fees |
Free format text: JAPANESE INTERMEDIATE CODE: R250 |
|
| R250 | Receipt of annual fees |
Free format text: JAPANESE INTERMEDIATE CODE: R250 |