JP6901672B2 - Computer program, output method and output device - Google Patents

Description

The present invention relates to a computer program or the like used when trading a financial product.

In recent years, general investors have been trading various financial products. Along with this, various financial instrument trading systems have been proposed (see, for example, Patent Document 1).

Japanese Unexamined Patent Publication No. 2009-217996

Among financial products, investors did not get any profit other than foreign exchange gains and swap points in foreign exchange margin trading, and new products were sought. The present invention has been made in view of such circumstances. The purpose is to provide computer programs and the like that enable the trading of new financial products.

The computer program according to the present invention provides information on currency pairs in foreign exchange transactions, information on interest rates given and received in connection with maintaining the position of the currency pairs including swap points, and option transactions related to the currency pairs including option premiums. Information on the accompanying value is acquired, the scheduled settlement date and time, the fluctuation range of the rate of the currency pair in which the valuation gain of the position is generated, the set scheduled settlement date and time, the fluctuation range, and the acquired interest rate are set. And, based on the value information, a super swap point corresponding to the interest rate given and received by the customer is calculated, and the calculated super swap point is output to the computer in association with the scheduled settlement date and time and the fluctuation range. It is characterized by being able to make it.

In the present invention, a new financial product can be traded.

It is explanatory drawing which shows the structural example of the financial instrument trading system. It is a block diagram which shows the hardware configuration example of a trading server. It is a block diagram which shows the hardware configuration example of a customer terminal. It is a flowchart which shows the outline of a transaction. It is explanatory drawing which shows the example of the customer DB. It is explanatory drawing which shows the example of SS point DB. It is explanatory drawing which shows the example of the order DB. It is explanatory drawing which shows the example of SS position DB. It is a flowchart which shows the procedure example of the SS point calculation process. It is a flowchart which shows the procedure example of the order acceptance screen output processing. It is a flowchart which shows the procedure example of order acceptance processing. It is a flowchart which shows the procedure example of the daily processing. It is a flowchart which shows the procedure example of SS position list output processing. It is a flowchart which shows the procedure example of the counter-trading process. It is a flowchart which shows the procedure example of the settlement result output processing. It is explanatory drawing which shows the example of the order acceptance screen. It is explanatory drawing which shows the example of the order confirmation screen. It is explanatory drawing which shows the example of the order confirmation screen. It is explanatory drawing which shows the example of the SS position list screen. It is explanatory drawing which shows the example of the counter-trade confirmation screen. It is explanatory drawing which shows the example of the automatic payment confirmation screen. It is explanatory drawing which shows the example of the position maintenance screen. It is a flowchart which shows the procedure example of the process performed by a customer terminal. It is a flowchart which shows the procedure example of the process performed by a customer terminal.

Hereinafter, embodiments according to the present disclosure will be described with reference to the drawings.

First, the super swap point and the super swap position will be described. Super swap points are an extension of traditional swap points. Super swap points return a part of the option premium from cover trading to customers. Customers receive and receive a part of option premium as points in addition to swap points. This new point is called a super swap point. The position related to the new product is called the super swap position. The conventional position is called the normal position. Interest rates and premiums other than option premiums may be used as resources for super swap points.

Super swap positions can usually be held at the same time as positions. In addition to building a super swap position as a new position, it can also be built by transferring to a normal position super swap position. In addition, the settlement of the super swap position can be transferred to the normal position in addition to the reverse trading as in the normal position. The super swap point is also called an SS point. The super swap position is also called the SS position.

Similar to the normal option, there are long and short types in the SS position. In the case of the dollar-yen SS position, the position to sell the yen and buy the dollar is long. The position to sell dollars and buy yen is short.

(System configuration)
FIG. 1 is an explanatory diagram showing a configuration example of a financial instrument trading system. The financial instrument trading system includes a trading server 1 and a customer terminal 2. The transaction server 1 and the customer terminal 2 are connected to each other so as to be able to communicate with each other via the network N1. In addition, the transaction server 1 can acquire information such as the interbank market, spot rate, and option premium via the network N2, and can perform cover transactions associated with transactions with customers. The function of the transaction server 1 may be realized by using a plurality of server computers. Further, the function of the transaction server 1 may be realized by using cloud computing. On the other hand, although only one customer terminal 2 is shown in FIG. 1, a plurality of customer terminals 2 may be used.

FIG. 2 is a block diagram showing a hardware configuration example of the transaction server 1. The transaction server 1 is composed of a server computer or the like. The transaction server 1 includes a CPU (Central Processing Unit) 11, a ROM (Read Only Memory) 12, a RAM (Random Access Memory) 13, a large-capacity storage unit 14, a timekeeping unit 15, and a communication unit 16. Each configuration is connected by bus B.

The CPU 11 controls each part of the hardware according to the control program 1P stored in the ROM 12. The RAM 13 is, for example, a SRAM (Static RAM), a DRAM (Dynamic RAM), or a flash memory. The RAM 13 temporarily stores data generated when the program is executed by the CPU 11.

The large-capacity storage unit 14 is, for example, a hard disk or an SSD (Solid State Drive). The large-capacity storage unit 14 stores various databases (DB: DataBase). The large-capacity storage unit 14 stores the customer DB 141, the SS point DB 142, the order DB 143, and the SS position DB 144. Further, the control program 1P may be stored in the large-capacity storage unit 14. The customer DB 141, SS point DB 142, order DB 143, and SS position DB 144 may be stored in other than the transaction server 1. For example, it may be stored in a database server or cloud storage.

The timekeeping unit 15 measures the time, such as the time or the elapsed time since the transaction server 1 is started. The timekeeping unit 15 is a circuit that gives a timekeeping result to the CPU 11 in response to a request from the CPU 11. The timekeeping unit 15 repeatedly communicates with a reliable NTP server using NTP (Network Time Protocol). It is desirable that the error between the current time held by the timekeeping unit 15 and the current time held by the computer in the interbank market is as small as possible.

The communication unit 16 communicates with the customer terminal 2 via the network N1. In addition, the communication unit 16 communicates with a computer in the interbank market via the network N2. Further, the communication unit 16 communicates with the NTP server via the network N1 or N2. Furthermore, the CPU 11 may use the communication unit 16 to download the control program 1P from another computer via the network N1 or the like and store it in the large-capacity storage unit 14.

FIG. 3 is a block diagram showing a hardware configuration example of the customer terminal 2. The customer terminal 2 is composed of a personal computer, a notebook computer, a tablet computer, a smartphone, or the like. The customer terminal 2 includes a CPU 21, a ROM 22, a RAM 23, a large-capacity storage unit 24, a display unit 25, an input unit 26, and a communication unit 27. Each configuration is connected by bus B.

The CPU 21 controls each part of the hardware according to the control program 2P stored in the ROM 22. RAM 23 is, for example, SRAM, DRAM or flash memory. The RAM 23 temporarily stores data generated when the program is executed by the CPU 21.

The large-capacity storage unit 24 is, for example, a hard disk or an SSD. The large-capacity storage unit 24 stores various data required for processing by the CPU 21. The control program 2P may be stored in the large-capacity storage unit 24.

The display unit 25 is a liquid crystal display device. The display unit 25 displays the result of data processing and the like. The input unit 26 is a keyboard or a mouse. Further, the input unit 26 may be a touch panel integrated with the display unit 25. The customer terminal 2 may display on an external display device.

The communication unit 27 communicates with the transaction server 1 via the network N1. Further, the CPU 21 may use the communication unit 27 to download the control program 2P from another computer via the network N1 or the like and store it in the large-capacity storage unit 24.

FIG. 4 is a flowchart showing an outline of the transaction. The transaction server 1 determines whether or not the order from the customer terminal 2 is new (step S1). New here means directly building a super swap position. The case where it is not new is the case where the normal position already held by the customer is transferred to the super swap position. When the transaction server 1 determines that the order is new (YES in step S1), it accepts the currency pair, the set period, the fluctuation range, and the type (step S2). The trading server 1 establishes a conditional SS position in step S2 (step S3). The transaction server 1 determines whether or not to execute the daily processing (step S4). Judgment is made based on whether the scheduled time for daily processing has been reached or the scheduled time has passed. When the transaction server 1 determines that the daily processing is to be executed (NO in step S4), the transaction server 1 repeats step S4. When the transaction server 1 determines that the daily processing is executed (YES in step S4), it determines whether or not the SS position is on the settlement date (step S5). When the transaction server 1 determines that the SS position is not the settlement date (NO in step S5), the transaction server 1 performs a mark-to-market (step S6). After step S6, the process returns to step S4. At this time, SS points are given. When the transaction server 1 determines that the SS position is the settlement date (YES in step S5), it determines whether or not the settlement condition is satisfied (step S7). When the transaction server 1 determines that the settlement condition is satisfied (YES in step S7), the transaction server 1 performs automatic settlement (step S8). When the transaction server 1 determines that the settlement conditions are not satisfied (NO in step S7), the transaction server 1 transfers to the normal position (step S9). The scheduled time for daily processing is set in advance. For example, 10 am New York time, USA.

When the transaction server 1 determines that the order is not new (NO in step S1), it accepts the ID, set period, fluctuation range, and type of the normal position to be transferred to the SS position (step S10). The trading server 1 transfers the normal position to the SS position (step S11). The transaction server 1 executes step S4 and subsequent steps. The processing after step S4 is as described above.

In FIG. 4, in order to make it easy to understand from the establishment of the SS position to the cancellation of the SS position, for convenience, the transaction server 1 is described as if it performs only the processing for one SS position. However, in reality, the trading server 1 processes a plurality of SS positions. For example, while step S4 is repeatedly executed, the transaction server 1 can execute other processing. In addition, the transaction server 1 executes the mark-to-market in the daily processing for all positions. In addition, the transaction server 1 determines whether or not the settlement date has come for all SS positions, and performs processing according to the determination result. The transaction server 1 may not determine the execution timing of the daily processing, but may let another computer perform the determination.

Next, the database stored in the transaction server 1 will be described. FIG. 5 is an explanatory diagram showing an example of the customer DB 141. The customer DB 141 stores attribute information about the customer. The customer DB 141 includes a customer ID column, a name column, an address column, a telephone number string, a mobile number column, a fax number string, an e-mail column, and a transaction financial institution column. The financial institution column includes an institution code column, a branch code column, and an account number column. The customer ID column stores a customer ID that can uniquely identify a customer. The name column remembers the customer's death name. The address column stores the customer's address. The phone number string stores the customer's phone number. The mobile number string stores the number of the customer's mobile phone or smartphone. The FAX number string stores the customer's facsimile number. The email string stores the customer's email address. The financial institution column stores information on the financial institution with which the customer is trading. The institution code string stores the code of the financial institution with which the customer is trading. The branch code column stores the code of the store with which the customer is trading. The account number column stores the account number of the customer account. The financial institution column may include a type column that stores the type of account (ordinary, current account, savings, etc.).

FIG. 6 is an explanatory diagram showing an example of SS point DB 142. The SS point DB 142 stores the SS points given to the customer by holding the SS position. SS points store the value given for each transaction unit. Here, the transaction unit is 10,000 currencies. The SS point DB 142 includes a basic information area 1421 and a point matrix area 1422. The association between the basic information area 1421 and the point matrix area 1422 is made inside the SS point DB 142. The basic information area 1421 includes a currency pair column and an update date / time column. The currency pair of the SS position is stored in the currency pair column. In the example of FIG. 6, it is US dollar yen. The update date and time column stores the last date and time when the data was updated. The point matrix region 1422 is a matrix of duration and fluctuation range.

The period is the SS position setting period. The fluctuation range is a condition for whether or not to perform automatic settlement after the end of the SS position setting period. The positive fluctuation range is when it is long. A negative fluctuation range is for a short circuit. For example, in the case of a long position, the fluctuation range + 0.5 yen means that the spot rate at the end of the set period is 0.5 yen or more higher than the rate (start rate) when the SS position was opened. , Automatic settlement (automatic counter-trading) at the start rate + 0.5 yen. If the spot rate at the end of the set period is weaker than the rate at the time of opening the SS position (start rate) or the dollar is stronger than 0.5 yen, automatic settlement will not be performed.

In the case of a short position, the fluctuation range of -0.5 yen is when the spot rate at the end of the set period is 0.5 yen or more when the dollar depreciates compared to the rate (start rate) when the SS position was opened. , Automatic settlement (automatic counter-trading) at a start rate of -0.5 yen. If the spot rate at the end of the set period is stronger than the rate at the time of opening the SS position (start rate) or the dollar is weaker than 0.5 yen, automatic settlement will not be performed.

The point matrix area 1422 stores SS points determined by the combination of the fluctuation range and the set period. In the example shown in FIG. 6, the set period is 1 week, 2 weeks, 3 weeks, and 4 weeks for both long and short. The fluctuation range is +0.5 yen, +1.0 yen, and +1.5 yen for long. The fluctuation range is -0.5 yen, -1.0 yen, and -1.5 yen for shorts.

For example, if you open a long SS position of 10,000 dollars with a fluctuation range of +0.5 yen and a set period of one week, 150 yen per day will be given to the customer as SS points. When a short SS position of 10,000 dollars is built with a fluctuation range of -0.5 yen and a set period of one week, 100 yen per day will be given to the customer as SS points.

The fluctuation range and the set period may be defined differently from those in FIG. Further, although FIG. 6 shows the case where the currency pair is the US dollar yen, the same data is stored in the case of other currency pairs.

FIG. 7 is an explanatory diagram showing an example of order DB 143. The order DB 143 stores a buy / sell order related to the SS position. The order DB 143 contains a customer ID column, an order date / time column, a currency pair column, an order amount column, a period column, an end date / time column, a variable width column, a type column, a start column, a close column, an SS point column, a contract column, and a position ID column. Including. The customer ID column stores the customer ID of the customer who placed the order. The order date and time column stores the date and time when the customer placed the order. The currency pair column stores the currency pair that the customer placed an order for. The order amount column stores the amount of the order placed by the customer. The period column stores the set period selected by the customer at the time of ordering. The end date and time column stores the setting end date and time of the SS position. The end time is set uniformly regardless of the order time. The fluctuation range column stores the fluctuation range selected by the customer at the time of ordering. The type column stores the trading type at the time of ordering by the customer, that is, long or short. The start row stores the spot rate at the time of ordering. In the case of long, the purchase price, that is, the offer is stored in the start row. In the case of a short, the selling price, that is, the bid rate, is stored in the start row. The closed column stores the spot rate at the end of the set period (at the time of the judgment standard for whether or not to automatically settle). The SS point sequence stores SS points per day. In the case of long, it is the amount received by the customer. Unlike conventional swap points, SS points are the amount that customers receive even in the case of a short circuit. The contract line stores the status of the order. When the execution is completed, the completion is stored in the execution column. If the execution condition is not met and the order is discarded, the cancellation is stored in the execution column. The position ID column stores the position ID of the position created by the order. The end date and time is determined by, for example, the reference time that is reached for the first time after the set period. The end date and time of the SS position set for a period of one week at 10:55 am Tokyo time on September 12, 2017 is as follows. The date and time one week later is 10:55 am Tokyo time on September 19, 2017. If this is New York time, it will be 7:55 pm on September 18, 2017, considering daylight saving time. The reference time (10 am New York time), which will be reached for the first time after this day, is 10 am on September 19, 2017. Therefore, the end date and time is 10:00 am on September 19, 2017, New York time.

FIG. 8 is an explanatory diagram showing an example of the SS position DB 144. The SS position DB 144 stores the SS position. The SS position DB 144 stores not only unsettled SS positions but also past SS positions that satisfy predetermined conditions after automatic settlement. The predetermined condition is an SS position in which the customer does not refer to the result of automatic settlement, or an SS position in which the contract for counter-trading is not completed after the settlement even if the customer refers to the result. SS position DB144 has a position ID column, a currency pair column, an order amount column, an order date and time column, an end date and time column, a type column, a start column, a close column, a cumulative column, a period elapsed column, a judgment rate column, an unrealized profit and loss column, and counter-trading. Includes columns and status columns. The position ID column stores a position ID, which is an ID that uniquely identifies the SS position. The currency pair string stores the currency pair of the SS position. The order amount column stores the order amount of the SS position. The order date and time column stores the order date and time of the SS position. The end date and time column stores the setting end date and time of the SS position. The type column stores the type of SS position, long or short. The start row stores the spot rate (bid or offer) at the time of ordering. The closed column stores the spot rate (offer or bit) at the end of setting. The cumulative column stores the cumulative value of SS points. The period elapsed column stores a flag indicating whether or not the set period has elapsed. If the set period has elapsed, the period elapsed column stores 1 or TRUE. If the set period has not elapsed, the period elapsed column stores 0 or FALSE. The judgment rate column stores the rate (judgment rate) that is the target of judgment as to whether or not to automatically settle. The judgment rate is the rate of the note character + the set width. The unrealized profit / loss column stores the profit / loss amount of the SS position that does not include SS points. Since the profit and loss amount does not include SS points, it is the same as the profit and loss amount of the equivalent normal position. The counter-trading line stores whether or not to allow the counter-trading order operated by the customer. If you allow counter-trading, remember yes in the counter-trading line. If counter-trading is not allowed, remember that counter-trading is not possible. Counter-trading is not possible when automatic settlement is made at the end of setting. Counter-trading is possible if automatic settlement is not made at the end of the setting. Buying and selling SS positions is the same as buying and selling normal positions, except that the handling of SS points including normal swap points is different. The status column stores the settlement status of the position. If the settlement of the SS position (reverse trading or transfer to the normal position) is completed, the completion is stored in the status column. If the settlement of the SS position is not completed, the unpaid amount is stored in the status column. In the SS position DB 144, the execution date and time when the order related to the SS position is executed may be stored.

Further, the device that stores the above-mentioned database is not limited to the transaction server 1. A part or all of the above-mentioned database may be stored in another server.

The processing performed by the transaction server 1 will be described. The processing performed by the transaction server 1 includes SS point calculation processing, order acceptance screen output processing, order acceptance processing, daily processing (marking processing), position status output processing, counter-trading processing, and automatic settlement confirmation processing. .. The SS point calculation process is a process of calculating an SS point and storing it in the SS point DB. The order acceptance screen output process is a process of outputting information for an order including a spot rate and SS points. The order acceptance process is a process of accepting an order made on the order acceptance screen. The daily process is a process of giving SS points and a process of canceling the SS position whose set period has expired. The SS position list output process is a process of outputting a list of SS positions owned by the customer. The settlement result output process is a process of outputting the result of settlement of the SS position whose SS position has passed the set period. Hereinafter, the contents of each process will be described using a flowchart.

(SS point calculation process)
FIG. 9 is a flowchart showing a procedure example of the SS point calculation process. The CPU 11 of the transaction server 1 selects the currency pair to be processed (step S21). The CPU 11 acquires the SS point calculation condition (step S22). The calculation condition is, for example, information such as the fluctuation range and the setting period in increments of how many. In addition, it is the ratio of how much profit obtained by holding an SS position is used as SS points. Information on currency pairs to be processed and calculation conditions are defined in a setting file or the like, and are stored in, for example, the large-capacity storage unit 14. The CPU 11 acquires basic information for calculating SS points (step S23). Basic information includes swap points and option premium values that are the source of SS points. These basic information may be acquired from the interbank market each time, or may be acquired from the interbank market in advance and stored in the large-capacity storage unit 14. The CPU 11 calculates SS points based on the calculation conditions and basic information (step S24). The CPU 11 stores the calculated SS point in the SS point DB 142 (step S25). The CPU 11 determines whether or not there is a currency pair for which SS points have not been calculated (step S26). When the CPU 11 determines that there is a currency pair for which SS points have not been calculated (YES in step S26), the process returns to step S21. When the CPU 11 determines that there is no currency pair for which SS points have not been calculated (NO in step S26), the CPU 11 ends the process.

Here, the method of calculating the SS point will be described with reference to an example. The currency pair is US dollar yen, the position is long, the fluctuation range is +0.5 yen, and the setting period is one week. Calculate SS points for every 10,000 currencies, that is, $ 10,000, which is a trading unit. It is assumed that the spot rate at the time of calculation was 109.30 yen per dollar. Assume that the normal swap rate is 38 yen / day for every 10,000 dollars. It is assumed that the option premium of the dollar call option of 109.80 yen (= spot rate + set range) one week after it was built as a cover transaction was 2185 yen per 10,000 dollars in a lump sum payment. These values are acquired as basic information. Under the above conditions, the daily profit (trader profit) obtained from the SS position can be calculated by the following formula (1).

Profit of trader = 38 yen + (2185 yen / 7) = 350 yen (rounded down to the nearest whole number) ... (1)

Here, assuming that the share of the financial company handling the SS position is 57% and the share of the customer is 43%, the SS points to be given to the customer can be calculated by the following formula (2).

SS point = 350 yen * 0.43 = 150 yen (rounded down to the nearest whole number) ... (2)

Based on the same basic information, the fluctuation range +0.5 yen is calculated for the set period of 2 weeks, 3 weeks, and 4 weeks by the same calculation method. Further, for the fluctuation range of +1.0 yen and +1.5 yen, if the set period is calculated for 1 week, 2 weeks, 3 weeks and 4 weeks in the same manner, the SS point for the long case shown in FIG. 6 can be obtained. ..

If the position is short, it will be as follows. The currency pair is US dollar yen, the fluctuation range is -0.5 yen, and the setting period is one week. Calculate SS points for every 10,000 currencies, that is, $ 10,000, which is a trading unit. It is assumed that the spot rate at the time of calculation was 109.30 yen per dollar. Suppose the normal swap rate is -45 yen / day for every $ 10,000. That is, you pay 45 yen per day for every $ 10,000 of swap points. It is assumed that the option premium of the dollar put option of 108.80 yen (= spot rate + set range) one week after it was built as a cover transaction was 2250 yen per 10,000 dollars in a lump sum payment. These values are acquired as basic information. Under the above conditions, the daily profit (trader profit) obtained from the SS position can be calculated by the following formula (3).

Profit of trader = -45 yen + (2250 yen / 7) = 276 yen (rounded down to the nearest whole number) ... (3)

Here, assuming that the share of the financial company handling the SS position is 63.5% and the share of the customer is 36.5%, the SS points to be given to the customer can be calculated by the following formula (4).

SS point = 276 yen * 0.365 = 100 yen (rounded down to the nearest whole number) ... (4)

Based on the same basic information, the same calculation method is used to calculate the fluctuation range of -0.5 yen for the set period of 2 weeks, 3 weeks, and 4 weeks. Further, for the fluctuation ranges of -1.0 yen and -1.5 yen, if the set period is calculated for 1 week, 2 weeks, 3 weeks and 4 weeks in the same manner, the SS points in the case of the short circuit shown in FIG. Is sought.

The SS point calculation process described so far calculates the SS points to be given when a new SS position is built. The same applies to the calculation of the SS points given when the normal position already held by the customer is transferred to the SS position. However, since the basic information is slightly different, that point will be explained. First, the start rate is the mark-to-market rate on the previous day. Due to the different start rates, the strike price of the call option or put option will be different from the new case. Therefore, the option premium is calculated with the option whose exercise price is (marking rate on the previous day + fluctuation range). Other parts are the same as in the new case.

By the above SS point calculation process, the SS point is stored in the SS point DB 142. SS points are run at least once a day. Since SS points are linked to the option premium of normal swap rates, call options or put options, SS points may be recalculated each time these values are updated. It should be noted that the ratio when calculating the share of the financial company and the customer from the above-mentioned profit of the trader is an example and may be changed.

(Order reception screen output processing)
FIG. 10 is a flowchart showing a procedure example of the order acceptance screen output process. The CPU 11 acquires the currency pair related to the order from the customer terminal 2 (step S31). The CPU 11 acquires SS points corresponding to the currency pair from the SS point DB 142 (step S32). The CPU 11 outputs an order acceptance screen including the acquired SS points to the customer terminal 2 (step S33). The CPU 11 ends the order acceptance screen output process.

(Order acceptance processing)
FIG. 11 is a flowchart showing an example of the procedure for order acceptance processing. The CPU 11 acquires order data from the customer terminal 2 (step S41). The order data includes currency pairs, order amounts, set periods and fluctuation ranges. The CPU 11 generates an order confirmation screen in which the acquired order data, spot rate, order date and time, end date and time, and the like are embedded, and outputs the order confirmation screen to the customer terminal 2 (step S42). The CPU 11 determines whether or not a transaction execution command has been received from the customer terminal 2 (step S43). When the CPU 11 determines that the transaction execution instruction has been received from the customer terminal 2 (YES in step S43), the CPU 11 establishes an SS position (step S44). The CPU 11 outputs the order confirmation screen to the customer terminal 2 (step S45). The CPU 11 ends the order acceptance process. When the CPU 11 determines that the transaction execution command has not been received from the customer terminal 2 (NO in step S43), the CPU 11 determines whether or not the refresh command has been received (step S46). When it is determined that the refresh command has been received (YES in step S46), the CPU 11 updates the spot rate, the order date and time, the end date and time, and the like, and outputs the order confirmation screen again (step S47). The CPU 11 returns the process to step S42. When it is determined that the CPU 11 has not received the refresh command (NO in step S46), it is determined whether or not the transaction cancellation command has been received (step S48). When the CPU 11 determines that the transaction cancellation order has not been received (NO in step S48), the process returns to step S43. When the CPU 11 determines that the transaction cancellation order has been received (YES in step S48), the CPU 11 ends the order acceptance process.

(Daily processing)
FIG. 12 is a flowchart showing an example of the procedure of daily processing. The CPU 11 cleans the position (step S61). Market price is the closing price of each position (for example, the calculation of valuation profit / loss based on the closing price of the New York market) in the calculation of margin etc. in order to ensure the fulfillment of settlement against daily market fluctuations. is there. The CPU 11 selects the SS position to be processed (step S62). The CPU 11 updates the SS point of the SS position to be processed (step S63). That is, SS points for that day are given. The CPU 11 determines whether or not it is the setting end date of the selected SS position (step S64). When the CPU 11 determines that it is not the setting end date of the selected SS position (NO in step S64), it determines whether or not there is an unprocessed SS position (step S65). When the CPU 11 determines that there is an unprocessed SS position (YES in step S65), the process returns to step S62. When the CPU 11 determines that there is no unprocessed SS position (NO in step S65), the CPU 11 ends the daily processing. When the CPU 11 determines that it is the setting end date of the selected SS position (YES in step S64), the determination rate (start rate + fluctuation range) of the SS position to be processed and the spot rate of the day as the determination criterion are set. It is compared and it is determined whether or not the fluctuation is equal to or larger than the set fluctuation range (step S66). If the US dollar / yen pair is long and the dollar is stronger than the set fluctuation range, the CPU 11 determines that the fluctuation is greater than that. If the US dollar / yen pair is short, the CPU 11 determines that the fluctuation is greater than the set fluctuation range if the dollar is weaker. When the CPU 11 determines that the fluctuation exceeds the set fluctuation range (YES in step S66), the CPU 11 makes a settlement (step S67). That is, counter-trading is performed at the determination rate. The CPU 11 notifies the customer that the payment has been made (step S68). Notifications will be made by e-mail or push notifications. The CPU 11 shifts the process to step S65. When the CPU 11 determines that the fluctuation does not exceed the set fluctuation range (NO in step S66), the SS position is transferred to the normal position (step S69). The CPU 11 notifies that the transfer has been made (step S68).

In the daily processing, the following processing is performed for the SS position that has reached the setting end date. That is, when the fluctuation range of the spot rate at the judgment time on the day based on the start rate related to the SS position is equal to or larger than the fluctuation range related to the SS position, the SS position is settled at the rate determined by the fluctuation range. In the present embodiment, the determination time is NYK 10:00 (10 am New York time, USA). Not limited to this, the determination time may be another time. On the other hand, if the fluctuation range of the spot rate on the day based on the start rate related to the SS position is smaller than the fluctuation range related to the SS position, the SS position is usually transferred to the position.

In the above-mentioned daily processing, SS points are given daily, but they may be given collectively on the end date of the set period. In addition, if the fluctuation range of the spot rate on the day based on the start rate is less than the fluctuation range related to the SS position, the SS position will be transferred to the normal position, but a new setting period and setting range will be the same. You may transfer to the SS position.

(SS position list output processing)
FIG. 13 is a flowchart showing a procedure example of SS position list output processing. The CPU 11 selects one of the SS positions held by the customer as the processing target (step S81). The CPU 11 determines whether or not the selected SS position has elapsed the set period (step S82). When the CPU 11 determines that the selected SS position has passed the set period (YES in step S82), the CPU 11 sets a reference button for referring to the settlement at the end of the set period (step S83). The CPU 11 determines whether or not automatic payment has been made (step S84). When the CPU 11 determines that the automatic settlement has been performed (YES in step S84), the unrealized profit / loss column is left blank (step S85). The CPU 11 sets the counter-trading not possible (step S86). The CPU 11 determines whether or not there is an unprocessed SS position (step S87). When the CPU 11 determines that there is an unprocessed SS position (YES in step S87), the process returns to step S81. When the CPU 11 determines that there is no unprocessed SS position (NO in step S87), the CPU 11 outputs an SS position list screen (step S88). The SS position list output process is terminated.

When the CPU 11 determines that automatic settlement is not performed (NO in step S84), it calculates the current profit / loss and sets it in the unrealized profit / loss column (step S89). The CPU 11 makes a setting that enables counter-trading (step S90). The CPU 11 returns the process to step S87. When the CPU 11 determines that the selected SS position has not passed the set period (NO in step S82), the CPU 11 sets that the selected SS position is in the period (step S91). The CPU 11 shifts the process to step S89.

(Reverse trading process)
FIG. 14 is a flowchart showing an example of a procedure for counter-trading processing. The CPU 11 outputs a counter-trading confirmation screen in which the trading conditions are embedded to the customer terminal 2 (step S101). The CPU 11 determines whether or not a transaction execution command has been received from the customer terminal 2 (step S102). When the CPU 11 determines that the transaction execution command has been received (YES in step S102), the CPU 11 executes the counter-trade order (step S103). The CPU 11 outputs the order confirmation screen to the customer terminal 2 (step S104). The CPU 11 ends the counter-trading process. When the CPU 11 determines that the transaction execution command has not been received (NO in step S102), the CPU 11 determines whether or not the transaction cancellation order has been received (step S105). When the CPU 11 determines that the transaction cancellation order has not been received (NO in step S105), the process returns to step S102. When the CPU 11 determines that the transaction cancellation order has been received (YES in step S105), the CPU 11 ends the counter-trading process.

(Payment result output processing)
FIG. 15 is a flowchart showing a procedure example of the settlement result output process. The CPU 11 determines whether or not the SS position to be processed has been automatically settled (step S111). When the CPU 11 determines that the automatic payment has been made (YES in step S111), the CPU 11 outputs an automatic payment confirmation screen for displaying the payment result to the customer terminal 2 (step S112). When the CPU 11 determines that the automatic settlement has not been made (NO in step S111), it determines whether or not the counter-trading has been performed (step S113). When the CPU 11 determines that the counter-trading is not performed (NO in step S113), the CPU 11 outputs a position maintenance screen indicating that the position is normally maintained to the customer terminal 2 (step S114). When the CPU 11 determines that the counter-trading has been performed (YES in step S113), the CPU 11 outputs a confirmation screen for displaying the contents of the counter-trading to the customer terminal 2 (step S115). The CPU 11 ends the settlement result output process after step S112, step S114, or step S115.

Next, an example of a screen displayed on the customer terminal 2 is shown. The screen displayed on the customer terminal 2 includes an order acceptance screen, an order confirmation screen, an order confirmation screen, an SS position list screen, a counter-trading confirmation screen, an automatic settlement confirmation screen, and a position maintenance screen. The order acceptance screen is a screen for accepting orders for SS positions. The order confirmation screen is a screen for the customer to confirm the contents before executing the order of the SS position. The order confirmation screen is a screen that displays that the order for the SS position has been confirmed. The SS position list screen is a screen that displays a list of SS positions held by the customer and SS positions that have just passed the set period. The counter-trading confirmation screen is a screen for the customer to confirm the contents of the counter-trading order for canceling the SS position. The automatic payment confirmation screen is a screen for the customer to confirm the contents of the automatic payment result. The position maintenance screen is a screen for the customer to confirm that the SS position is normally maintained as a position. Each screen will be described below.

(Order reception screen)
FIG. 16 is an explanatory diagram showing an example of the order acceptance screen d01. The transition to the order acceptance screen d01 is as follows, for example. A menu stating "Click here to apply for super swap" is displayed on the home screen (not shown) that is displayed after logging in to the transaction server 1. When the menu is selected, a currency pair selection screen (not shown) for selecting a currency pair is displayed. When a currency pair is selected on the currency pair selection screen, a type selection screen (not shown) for selecting whether to open a new SS position or transfer a normal position is further displayed. When a new selection is made on the type selection screen, the order acceptance screen d01 including the display of SS points in the case of a new one is displayed. When transfer is selected on the type selection screen, the order acceptance screen d01 including the display of SS points in the case of transfer is displayed.

The order acceptance screen d01 includes a title d011, a currency pair selection menu d012, a new / transfer selection menu d013, an order amount setting field d014, an SS point selection field d015, and a close button d016. The title d011 indicates that the screen is an order acceptance screen and that the order is for an SS position. The currency pair selection menu d012 displays the selected currency pair. The currency pair selection menu d012 is a pull-down menu, and the currency pair can be changed. When the currency pair is changed by the currency pair selection menu d012, the CPU 21 of the customer terminal 2 transmits the changed currency pair to the transaction server 1. The new / transfer selection menu d013 displays whether to open a new SS position or transfer the normal position held. The new / transfer selection menu d013 is a pull-down menu, and it is possible to switch between new and transfer. When the new / transfer is changed by the new / transfer selection menu d013, the CPU 21 of the customer terminal 2 transmits the changed type to the transaction server 1. The order amount setting field d014 is a field for inputting the order amount. Input is done on a transaction-by-transaction basis. The SS point selection field d015 displays SS points in association with the SS position setting period and fluctuation range. When the customer selects one of the SS points displayed in the SS point selection field d015, the CPU 21 transmits the selected set period and fluctuation range, as well as the currency pair and the order amount to the transaction server 1. The CPU 21 receives and displays the order confirmation screen from the transaction server 1. When the currency pair is changed in the currency pair selection menu d012 or the new / transfer is changed in the new / transfer selection menu d013, the CPU 21 receives new SS points from the transaction server 1 and SS according to the change. The display content of the point selection field d015 is also changed. When the close button d016 is operated by clicking the mouse or the like, the order is not accepted and the order acceptance screen d01 is closed.

(Order confirmation screen)
FIG. 17 is an explanatory diagram showing an example of the order confirmation screen d02. FIG. 17A is an example of the order confirmation screen d02 displayed when the SS position is long. FIG. 17B is an example of the order confirmation screen d02 displayed when the SS position is short. In either case, the screen configuration of the order confirmation screen d02 is the same, so they will be described together.

The order confirmation screen d02 includes a title d021, an order content display area d022, a settlement condition column d023, a transaction execution button d024, a refresh button d025, and a transaction cancel button d026. The title d021 indicates that the screen is an order confirmation screen and that the order is for an SS position. The order content display area d022 displays the order content. The settlement condition column d023 displays the conditions for automatic settlement among the settlement conditions for SS positions. If the settlement condition column d023 is not automatically settled, it may be displayed that the transfer is to a normal position. The transaction execution button d024 is a button for executing a transaction. When operated by clicking the mouse or the like, the CPU 21 transmits a transaction execution command to the transaction server 1. The refresh button d025 refreshes the displayed contents of the screen to the latest state. If it is new, the start rate display is updated to the spot rate acquired when the button is operated. The rate in the settlement condition column d023 is also updated accordingly. The transaction cancel button d026 is a button for ordering a transaction. If you operate by clicking the mouse etc., the order contents will be discarded. The order confirmation screen d02 is closed and the screen returns to the order acceptance screen d01.

(Order confirmation screen)
FIG. 18 is an explanatory diagram showing an example of the order confirmation screen d03. The order confirmation screen d03 includes a title d031, a message display area d032, a confirmation information display area d033, and a close button d034. The title d031 indicates that the screen is an order confirmation screen and that the order is for an SS position. The message display area d032 indicates that the order has been confirmed. The confirmation information display area d033 indicates the order date and time and the order number. The close button d034 is a button for closing the order confirmation screen d03. When the close button d034 is operated by clicking the mouse or the like, the order confirmation screen is closed and the screen returns to the home screen.

(SS position list screen)
FIG. 19 is an explanatory diagram showing an example of the SS position list screen d04. The SS position list screen d04 includes a title d041, a period display area d042, a settlement list display area d043, a maintenance list display area d044, and a close button d045. The title d041 indicates that the screen is a position list screen and that it is a list of SS positions. The period display area d042 displays a list of SS positions during the set period. The settlement list display area d043 and the maintenance list display area d044 display a list of SS positions whose set period has ended. The settlement list display area d043 is displayed until the automatically settled SS position is referenced for a predetermined period or by the customer. The maintenance list display area d044 is normally displayed until the SS position transferred to the position is referenced for a predetermined period or by the customer. The display area d042 during the period includes the counter-trading button d0421. When the customer clicks the mouse on the counter-trading button d0421 or the like, the CPU 21 transmits a command to the counter-trading to the trading server 1. The CPU 21 receives and displays the counter-trading confirmation screen. The customer can cancel the SS position by trading in the opposite direction to the SS position during the set period. Similarly, the SS position, which has become a normal position after the set period has elapsed, can be traded in the opposite direction by pressing the counter-trading button d0441. Further, the payment list display area d043 and the maintenance list display area d044 include the reference button d0442. With the reference button d0442, the payment details (automatic payment or transfer to the normal position) at the end of the set period can be referred to. The CPU 21 transmits the position ID of the SS position with respect to the reference button to the transaction server 1. The CPU 21 receives and displays the automatic settlement resident screen or the position maintenance screen from the transaction server 1. The close button d045 is a button for closing the SS position list screen d04. The customer closes the SS position list screen d04 by clicking the mouse on the close button d045 or the like.

(Reverse trading confirmation screen)
FIG. 20 is an explanatory diagram showing an example of the counter-trading confirmation screen d05. The counter-trading confirmation screen d05 includes a title d051, an order content display area d052, a cautionary note display area d053, a transaction execution button d054, and a transaction cancellation button d055. The title d051 indicates that the screen is a counter-trading confirmation screen and that the SS position is counter-trading. The order content display area d052 displays the order content of the counter-trading. The cautionary statement display area d053 indicates that the displayed profit / loss (PL) does not include SS points. The transaction execution button d054 is a button for executing a buy / sell order. When the customer operates the transaction execution button d054 by clicking the mouse or the like, the CPU 21 transmits a transaction execution command to the transaction server 1. The trading cancel button d055 is a button for canceling the counter-trading order.

(Automatic payment confirmation screen)
FIG. 21 is an explanatory diagram showing an example of the automatic payment confirmation screen d06. FIG. 21A shows the automatic payment confirmation screen d06 in the case of a long position. FIG. 21B shows the automatic settlement confirmation screen d06 in the case of a short position. Since the configurations of both screens are the same, they will be described together below. The automatic payment confirmation screen d06 includes a title d061, a reference display area d062, a result display area d063, and a close button d064. The title d061 indicates that the screen is an automatic payment confirmation screen and that it is the settlement result of the SS position. The reference display area d062 includes the settlement date and time and the rate (determination rate) used when determining whether or not to perform automatic settlement. The result display area d063 displays the result of automatic settlement. The close button d064 is a button for closing the automatic payment confirmation screen d06. The customer closes the automatic payment confirmation screen d06 by clicking the mouse on the close button d064.

(Position maintenance screen)
FIG. 22 is an explanatory diagram showing an example of the position maintenance screen d07. FIG. 22A shows a position maintenance screen d07 in the case of a long position. FIG. 22B shows a position maintenance screen d07 in the case of a short position. Since the configurations of both screens are the same, they will be described together below. The position maintenance screen d07 includes a title d071, a reference display area d072, a result display area d073, a counter-trade button d074, and a close button d075. The title d071 indicates that the screen is a position maintenance screen and that it is the settlement result of the SS position. The reference display area d072 includes the settlement date and time and the rate (determination rate) used when it is decided to maintain the position as a normal position without performing automatic settlement. The result display area d073 indicates that the decision to maintain the normal position has been made. The counter-trading button d074 is a button for performing counter-trading and canceling a position. The customer performs counter-trading by clicking the mouse click or the like on the counter-trading button d074. The close button d075 is a button for closing the position maintenance screen d07. The customer closes the position maintenance screen d07 by clicking the mouse on the close button d075 or the like.

Subsequently, the processing performed by the customer terminal 2 will be collectively described. 23 and 24 are flowcharts showing a procedure example of the process performed by the customer terminal 2. When the customer logs in to the transaction server 1, the CPU 21 of the customer terminal 2 receives the home screen from the transaction server 1. The CPU 21 displays the received home screen on the display unit 25 (step S121). The home screen contains various menus for conducting transactions. The CPU 21 determines whether or not the SS position order has been selected (step S122). When the CPU 21 determines that the SS position order has been selected (YES in step S122), the CPU 21 sets the currency pair and type (step S123). As described above, the CPU 21 displays the currency pair selection screen received from the transaction server 1 on the display unit 25, and acquires the currency pair to be traded from the customer. Similarly, the CPU 21 displays the type selection screen received from the transaction server 1 on the display unit 25, and acquires the type from the customer. The currency pair selection screen and the type selection screen may be combined into one screen. The CPU 21 transmits the acquired currency pair and type to the transaction server 1. The CPU 21 receives the order acceptance screen d01 from the transaction server 1 and displays it on the display unit 25 (step S124). The CPU 21 acquires the set period, the fluctuation range, and the order amount (step S125). The CPU 21 transmits the acquired set period, fluctuation range, and order amount to the transaction server 1. On the other hand, the order confirmation screen d02 transmitted by the transaction server 1 is received and displayed on the display unit 25 (step S126). The CPU 21 determines whether or not the transaction execution is instructed (step S127). When the CPU 21 determines that the transaction execution is instructed (YES in step S127), the CPU 21 transmits to that effect to the transaction server 1. The CPU 21 receives the order confirmation screen d03 from the transaction server 1 and displays it on the display unit 25 (step S128). Although omitted in FIG. 23, when the currency pair or type is changed on the order acceptance screen d01, the display content of the order acceptance screen d01 is updated. The CPU 21 determines whether or not the close button has been operated (step S129). When the CPU 21 determines that the close button has not been operated (NO in step S129), the CPU 21 repeats step S129. When the CPU 21 determines that the close button has been operated (YES in step S129), the CPU 21 closes the order confirmation screen d03 and returns the process to step S121. When the CPU 21 determines that the transaction execution is not instructed (NO in step S127), the CPU 21 returns the process to step S121. Although omitted in FIG. 23, when a refresh instruction is given on the order confirmation screen d02, the display contents on the order confirmation screen d02 are updated.

When the CPU 21 determines that the SS position order is not selected (NO in step S122), the CPU 21 determines whether or not the SS position list is selected (step S130). When the CPU 21 determines that the SS position list has been selected (YES in step S130), the CPU 21 transmits the customer ID to the transaction server 1 and requests the SS position list. The CPU 21 acquires the SS position list screen d04 from the transaction server 1 and displays it on the display unit 25 (step S131). The CPU 21 determines whether or not a reference operation has been performed on the SS position list screen d04 (step S132). Here, the reference operation means that the reference buttons d0432 and d0442 are operated. When the CPU 21 determines that the reference operation has been performed (YES in step S132), the CPU 21 determines whether or not the target SS position has been automatically settled (step S133). For example, on the SS position list screen d04, the reference button d0432 included in the list of automatically settled SS positions and the reference button d0442 included in the list of SS positions that are normally transferred to and maintained are determined. Flags for When the CPU 21 determines that the target SS position has been automatically settled (YES in step S133), the CPU 21 receives the automatic settlement confirmation screen d06 from the transaction server 1 and displays it on the display unit 25 (step S134). The CPU 21 determines on the automatic payment confirmation screen d06 whether or not a close instruction has been given (step S135). When the CPU 21 determines that closing is not instructed (NO in step S135), step S135 is repeated. When the CPU 21 determines that the closing is instructed (YES in step S135), the automatic payment confirmation screen d06 is closed and the process is returned to step S131. When the CPU 21 determines that the target SS position has not been automatically settled (NO in step S133), the CPU 21 receives the position maintenance screen d07 from the transaction server 1 and displays it on the display unit 25 (step S136). The CPU 21 determines on the position maintenance screen d07 whether or not a close instruction has been given (step S137). If the CPU 21 determines that closing is not instructed (NO in step S137), step S137 is repeated. When the CPU 21 determines that the closing is instructed (YES in step S137), the position maintenance screen d07 is closed and the process is returned to step S131. When the CPU 21 determines that the reference operation has not been performed (NO in step S132), the CPU 21 shifts the process to step S139 in FIG. 24. When the CPU 21 determines that the SS position list is not selected (NO in step S130), it determines whether or not the end instruction has been given (step S138). When the CPU 21 determines that the end instruction has not been given (NO in step S138), the process returns to step S122. When the CPU 21 determines that the end instruction has been given (YES in step S138), the CPU 21 logs out of the transaction server 1 and ends the process.

In FIG. 24, the CPU 21 determines whether or not the counter-trading is instructed (step S139). When it is determined that the counter-trading is instructed (YES in step S139), the CPU 21 transmits a counter-trading request to the trading server 1 and receives the counter-trading confirmation screen d05. The CPU 21 displays the counter-trading confirmation screen d05 (step S140). The CPU 21 determines whether or not the transaction execution operation has been performed on the counter-trading confirmation screen d05 (step S141). When the CPU 21 determines that the transaction execution operation has been performed (YES in step S141), the CPU 21 transmits a transaction execution request to the transaction server 1 and receives an order confirmation screen. The CPU 21 displays an order confirmation screen (step S142). Although the order confirmation screen is not shown, it is the same as the order confirmation screen d03 shown in FIG. On the order confirmation screen, the CPU 21 determines whether or not a close instruction has been given (step S143). When the CPU 21 determines that closing is not instructed (NO in step S143), step S143 is repeated. When the CPU 21 determines that the closing is instructed (YES in step S143), the CPU 21 closes the order confirmation screen and returns the process to step S131. When the CPU 21 determines that the transaction execution operation has not been performed (NO in step S141), the CPU 21 cancels the transaction and returns the process to step S131.

When the CPU 21 determines that the counter-trading is not instructed (NO in step S139), it determines whether or not the closing is instructed (step S145). When the CPU 21 determines that closing is not instructed (NO in step S145), step S145 is repeated. When the CPU 21 determines that the closing is instructed (YES in step S145), the CPU 21 closes the SS position list screen d04 and returns the process to step S121.

In this embodiment, the following effects are obtained. It will be possible to trade new financial products to which super swap points larger than swap points will be exchanged.

In the above explanation, the currency is the yen, but it is not limited to that. For example, currency pairs that do not include yen, such as US dollars and euros, US dollars and Australian dollars, US dollars and Chinese yuan, may be used.

As described above, the end time of the set period is a fixed time (for example, 10 am New York time) regardless of the order time. Therefore, even if the set period is one week, it is not strictly one week. Further, since the end time is set to a fixed time, when the transaction server 1 and the customer terminal 2 send and receive the scheduled settlement date and time (end date and time of the set period), only the date with the time zone or a predetermined date is set in advance. The date may be the date in the time zone and the time may be omitted. Furthermore, daylight saving time is applied when based on New York time. However, it is not mandatory and summer time does not have to be applied.

The technical features (constituent requirements) described in each embodiment can be combined with each other, and by combining them, a new technical feature can be formed.
The embodiments disclosed this time should be considered to be exemplary in all respects and not restrictive. The scope of the present invention is indicated by the scope of claims, not the above-mentioned meaning, and is intended to include all modifications within the meaning and scope equivalent to the scope of claims.

1 Transaction server 11 CPU
12 ROM
13 RAM
14 Large-capacity storage unit 141 Customer DB
142 SS point DB
143 Order DB
144 SS position DB
15 Timekeeping unit 16 Communication unit 1P control program 2 Customer terminal 21 CPU
22 ROM
23 RAM
24 Large-capacity storage unit 25 Display unit 26 Input unit 27 Communication unit 2P control program B bus N1 network N2 network

Claims (11)

Obtain information on the rate of currency pairs in foreign exchange trading, interest rates given and received in connection with maintaining the position of the currency pair including swap points, and information on the value associated with option transactions related to the currency pair including option premiums. ,
Set the scheduled settlement date and time, the fluctuation range of the rate of the currency pair in which the valuation gain of the position is generated,
Based on the set settlement date and time, the fluctuation range, the acquired interest rate information, and the value information, a super swap point corresponding to the interest rate given and received by the customer is calculated.
A computer program characterized in that a computer is made to perform a process of outputting the calculated super swap point in association with the scheduled settlement date and time and the fluctuation range. The computer program according to claim 1, wherein a plurality of the scheduled settlement date and time or the fluctuation range is set, and the super swap point is calculated for each of the plurality of combinations of the scheduled settlement date and time and the fluctuation range. The computer program according to claim 1 or 2, wherein the super swap points are calculated for each of a plurality of currency pairs. Accepting the customer ID, the order quantity of the currency pair, the scheduled settlement date and time, and the fluctuation range,
Acquire the super swap point based on the received order quantity, the scheduled settlement date and time, and the fluctuation range.
Claims 1 to 3 include outputting super swap position information including the rate, the received customer ID, the order quantity, the scheduled settlement date and time, the fluctuation range, and the acquired super swap point. The computer program according to any one of the above. Obtain the spot rate of the currency pair at the scheduled settlement date and time,
When the fluctuation range of the acquired spot rate of the currency pair based on the rate included in the super swap position information is equal to or greater than the fluctuation range included in the super swap position information, the supermarket is determined by the fluctuation range. The computer program according to claim 4, wherein payment information indicating that a swap position is settled is output. Obtain the spot rate of the currency pair at the scheduled settlement date and time,
If the fluctuation range of the spot rate acquired based on the rate included in the super swap position information is less than the fluctuation range included in the super swap position information, the super swap position is not normally given the super swap point. The computer program according to claim 4 or 5, wherein an instruction to change to the position of is output. Obtain information on the rate of currency pairs in foreign exchange trading, interest rates given and received in connection with maintaining the position of the currency pair including swap points, and information on the value associated with option transactions related to the currency pair including option premiums. ,
Set the scheduled settlement date and time, the fluctuation range of the rate of the currency pair in which the valuation gain of the position is generated,
Based on the set settlement date and time, the fluctuation range, the acquired interest rate information, and the value information, a super swap point corresponding to the interest rate given and received by the customer is calculated.
An output method characterized in that a computer performs a process of outputting the calculated super swap point in association with the scheduled settlement date and time and the fluctuation range. Obtain information on currency pair rates in foreign exchange transactions, interest rates given and received as a result of maintaining the position of the currency pair including swap points, and information on the value associated with option transactions related to the currency pair including option premiums. Acquisition department and
A setting unit that sets the scheduled settlement date and time, the fluctuation range of the rate of the currency pair that generates the valuation gain of the position, and
A calculation unit that calculates super swap points corresponding to the interest rates given and received by customers based on the set settlement date and time, the fluctuation range, the acquired interest rate information, and the value information.
An output device including an output unit that outputs the calculated super swap point in association with the scheduled settlement date and time and the fluctuation range. Send that you want to order a currency pair to trade and a super swap position that is different from the normal position,
Receives the super swap points granted by maintaining the super swap position and receives
The received super swap point is output in association with the fluctuation range of the rate of the currency pair at the expiration of the set period based on the set period of the super swap position and the order date.
Accepts the order quantity, set period, and fluctuation range of the currency pair,
A computer program characterized by causing a computer to perform a process of outputting order information of the super swap position including the received order quantity, the set period, and the fluctuation range. When the settlement rate of the currency pair on the setting end date generates a valuation gain equal to or greater than the fluctuation range in the super swap position, the settlement information indicating that the super swap position is settled at the rate determined by the fluctuation range is output. The computer program according to claim 9. When the settlement rate of the currency pair on the setting end date generates a valuation gain that is less than the fluctuation range in the super swap position, the super swap position is changed to a normal position to which the super swap point is not given. The computer program according to claim 9 or 10, wherein the instruction is output.

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