SG188268A1 - Non-biased, centrally-cleared financial instrument and method of clearing and settling - Google Patents

Non-biased, centrally-cleared financial instrument and method of clearing and settling Download PDF

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Publication number
SG188268A1
SG188268A1 SG2013013222A SG2013013222A SG188268A1 SG 188268 A1 SG188268 A1 SG 188268A1 SG 2013013222 A SG2013013222 A SG 2013013222A SG 2013013222 A SG2013013222 A SG 2013013222A SG 188268 A1 SG188268 A1 SG 188268A1
Authority
SG
Singapore
Prior art keywords
financial instrument
swap
value
biased
variation margin
Prior art date
Application number
SG2013013222A
Other languages
English (en)
Inventor
Donald R Wilson Jr
Yuhua Yu
Original Assignee
Eris Exchange Llc
Priority date (The priority date is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the date listed.)
Filing date
Publication date
Application filed by Eris Exchange Llc filed Critical Eris Exchange Llc
Publication of SG188268A1 publication Critical patent/SG188268A1/en

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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

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  • 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)
SG2013013222A 2010-08-23 2011-08-17 Non-biased, centrally-cleared financial instrument and method of clearing and settling SG188268A1 (en)

Applications Claiming Priority (2)

Application Number Priority Date Filing Date Title
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 (1)

Publication Number Publication Date
SG188268A1 true SG188268A1 (en) 2013-04-30

Family

ID=45594838

Family Applications (3)

Application Number Title Priority Date Filing Date
SG2013013222A SG188268A1 (en) 2010-08-23 2011-08-17 Non-biased, centrally-cleared financial instrument and method of clearing and settling
SG10202003121UA SG10202003121UA (en) 2010-08-23 2011-08-17 Non-biased, centrally-cleared financial instrument and method of clearing and settling
SG10201509635YA SG10201509635YA (en) 2010-08-23 2011-08-17 Non-biased, centrally-cleared financial instrument and method of clearing and settling

Family Applications After (2)

Application Number Title Priority Date Filing Date
SG10202003121UA SG10202003121UA (en) 2010-08-23 2011-08-17 Non-biased, centrally-cleared financial instrument and method of clearing and settling
SG10201509635YA SG10201509635YA (en) 2010-08-23 2011-08-17 Non-biased, centrally-cleared financial instrument and method of clearing and settling

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)

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* Cited by examiner, † Cited by third party
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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

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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
JP5833124B2 (ja) 2015-12-16
US11556990B2 (en) 2023-01-17
EP2609559A2 (en) 2013-07-03
US11250509B2 (en) 2022-02-15
US20220207609A1 (en) 2022-06-30
CA2809046A1 (en) 2012-03-01

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