WO2007074903A1 - Système de règlement de titres en temps réel, système de règlement d’opérations boursières en temps réel et dispositif de règlement de titres en temps réel - Google Patents

Système de règlement de titres en temps réel, système de règlement d’opérations boursières en temps réel et dispositif de règlement de titres en temps réel Download PDF

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Publication number
WO2007074903A1
WO2007074903A1 PCT/JP2006/326250 JP2006326250W WO2007074903A1 WO 2007074903 A1 WO2007074903 A1 WO 2007074903A1 JP 2006326250 W JP2006326250 W JP 2006326250W WO 2007074903 A1 WO2007074903 A1 WO 2007074903A1
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WO
WIPO (PCT)
Prior art keywords
information
securities
order
customer
transaction
Prior art date
Application number
PCT/JP2006/326250
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English (en)
Japanese (ja)
Inventor
Takashi Moribe
Original Assignee
Matsui Securities Co., Ltd.
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 Matsui Securities Co., Ltd. filed Critical Matsui Securities Co., Ltd.
Publication of WO2007074903A1 publication Critical patent/WO2007074903A1/fr

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Classifications

    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR 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

Definitions

  • the present invention relates to an immediate settlement system for securities, an immediate settlement system for stocks, and an immediate settlement apparatus for securities, and in particular, an immediate settlement system for securities, an immediate settlement system for stocks, and an immediate settlement for securities. Relates to the device.
  • T + 3 the ordering power is paid and paid for in 4 business days and settled.
  • the customer uses the method of transferring money to the securities company within 4 business days after the transaction is completed, or directing the account to the account of the securities company.
  • an object of the present invention is to enable settlement of securities only between a securities company and a customer and immediate settlement of securities with reduced settlement risk.
  • the present invention provides a transaction server that receives order information including a brand, quantity, limit price, and trading category of a securities that can be electronically settled, and a securities related to the order information.
  • a securities immediate settlement system that is configured to be able to communicate with a board server that performs transactions, and that performs immediate settlement of securities transactions.
  • the transaction server includes a first storage unit and a first processing unit.
  • the first storage unit includes securities information including unit prices and quotation information of marketable securities, rule information including unit prices and quantities of securities, and cash and securities in customer accounts. Customer information including balance information, and the first processing unit stores the securities information, the rule information and the customer information stored in the first storage unit, and the received order information.
  • Order information confirmation means for confirming whether or not the order information is appropriate by comparing the purchase and sale classification, and when the order information is confirmed to be appropriate by the order information confirmation means, Order information transmitting means for transmitting the order information to the board server, and the contract name, quantity, amount, and buying and selling included in the contract message received from the board server and indicating that the securities transaction related to the order information has been established.
  • the board server includes a second storage unit and a second processing unit
  • the second storage unit stores board information including the price of securities for each brand, and the quantity and buy / sell order quantity corresponding to the price
  • the second processing unit In the board information stored in the second storage unit Receive from the trading server the quantity of sell orders or quantity of buy orders
  • the board information creating means for adding and storing the quantity of the order information according to the trading category, and when there is other order information corresponding to the added order information in the board information, the second information
  • the quantity of the sell order and the quantity power of the buy order stored in the board information stored in the storage unit of the table are also deleted, and the contract message related to the order information of the sell and buy is created, and the transaction It is characterized by comprising a means for executing a transmission to the server.
  • the balance information is updated after the contract is made. It is possible to settle in real time (immediate settlement). In addition, depending on the operation of the securities immediate settlement system, securities transactions can be made day and night. However, since immediate settlement is possible, it is convenient for the customer and the securities transactions can be activated.
  • the present invention is a securities immediate settlement system, wherein the order information confirmation unit of the transaction server includes a balance of a customer account included in the customer information stored in the first storage unit.
  • the minimum value is used as the balance that can be handled among the balance information after the day of the order.
  • the immediate settlement transaction is performed on the day of the order, regardless of whether it is after a normal transaction or an immediate settlement transaction. Can determine the balance of cash and securities that can be handled at.
  • the present invention is a securities immediate settlement system, wherein the contract means of the board server sets the same contract number for the corresponding sell and buy contract messages, and the sell and buy The contract message is transmitted to the transaction server, the first processing unit of the transaction server receives the contract message from the board server, and the same contract number as the contract message is set and the corresponding contract message is received.
  • the transaction result reflecting means updates the customer information stored in the first storage unit.
  • the transaction server checks the contract number, and ensures the consistency between the corresponding sell and buy contract messages, thereby guaranteeing the performance of the settlement process. Since the settlement is completed, it is possible to prevent the occurrence of settlement failure. As a result, it is possible to maintain consistency between the board server contract and the transaction server settlement.
  • the present invention is a securities immediate settlement system, wherein the securities are stocks.
  • a customer terminal owned by a customer who wants to buy and sell stock, a transaction server that stores stock transactions, and a board server that performs the stock transactions are connected via electronic communication means.
  • a stock immediate settlement system that performs immediate settlement, in which the customer terminal is provided with input means for inputting order information including buying and selling of the desired stock, and a predetermined value provided from the trading server and the plate server.
  • a stock price database for storing the stock price information according to the stock price in the market, and a rule storing the rule as rule data.
  • a customer information database that stores information about the customer as customer information, the stock price information, the rules, the customer information, and the order information.
  • the board registration means for registering the order information with respect to the transaction board, the board information creation means for creating board information including the registered order information, and the order information registered in the board information Determining whether or not there is matching information that is an order from a customer of the customer, and if there is, a contracting means for executing the order information and the corresponding information and creating a contract message for the transaction server;
  • the transaction server further includes transaction data creation and storage means for creating and storing transaction data based on the contract message, and based on the transaction data and stored in the customer information database. Before customer And transaction result reflecting means for updating the customer information as well as settlement of the account information.
  • the present invention accepts order information including a brand, quantity, limit price and trading segment of a securities transaction that can be electronically settled, performs a securities transaction related to the order information,
  • a securities immediate settlement apparatus for instant settlement of ticket transactions comprising a storage unit and a processing unit, wherein the storage unit includes securities information including unit price and quotation information of market securities, and securities.
  • Rules information including the unit price and quantity trading unit, customer information including cash and securities balance information in the customer account, the price of the securities for each issue, and the quantity and purchase of the sell order corresponding to that price.
  • Board information including the quantity of the order and the processing unit stores the securities information, the rule information and the customer information stored in the storage unit, and a brand included in the received order information,
  • the above Order information output means for outputting sentence information and the quantity of the order information input from the order information output means for the quantity of sell orders or the quantity of buy orders in the board information stored in the storage unit
  • Board information creating means for additionally storing according to the classification; and in the board information, when there is other order information corresponding to the added order information, the board information stored in the storage unit
  • the board information stored in the storage unit
  • it indicates that the securities transaction related to the sell and buy order information has been concluded, and shows the contract name, quantity, amount and trading category.
  • Stored in the storage unit based on the contract means for creating and outputting the contract message to be included, and the contract brand, quantity, amount and trading category included in the contract message input from the contract means. Characterized in that it comprises a transaction result reflecting unit that updates the serial customer information.
  • the present invention is a securities immediate settlement apparatus, wherein the securities are stocks.
  • FIG. 1 is an overall configuration diagram of the present system according to an embodiment of the present invention.
  • FIG. 2 is an internal configuration diagram of a customer terminal according to the embodiment of the present invention.
  • FIG. 3 is an internal configuration diagram of a transaction server according to the embodiment of the present invention.
  • FIG. 4 is a diagram showing a configuration of a DB of transaction Sano 2 according to an embodiment of the present invention, (a) showing a configuration of customer information DB 26, and (b) showing a configuration of personal corporation information DB 30. (C) shows the configuration of the order information 30A, and (d) shows the configuration of the transaction data 30B.
  • FIG. 5 is an internal configuration diagram of the board server according to the embodiment of the present invention.
  • FIG. 6 is a diagram showing a configuration of a DB included in the board Sano 3 according to the embodiment of the present invention, where (a) shows a configuration of order information 36A, and (b) shows a configuration of board information 36B. (C) shows the configuration of the contract information 36C.
  • FIG. 7 is a flowchart showing processing until order power and board information are created according to the embodiment of the present invention.
  • FIG. 8 is a flowchart showing processing when a contract is made according to the embodiment of the present invention.
  • FIG. 9 is a flowchart showing processing after the transaction time has elapsed according to the embodiment of the present invention.
  • FIG. 10 is a diagram showing a balance check performed by the order information confirmation means 23 according to the embodiment of the present invention.
  • A is a balance check after a conventional ordinary transaction (exchange transaction) is performed.
  • B shows the balance check after an immediate settlement transaction.
  • Order storage means order information transmission means, order information output means
  • FIG. 1 is an overall configuration diagram of the stock immediate settlement system of the present embodiment.
  • the stock immediate settlement system 100 stores customer terminals 1 ⁇ ' ⁇ 1 possessed by customers using the system and information related to stock transactions, and also relates to stock transactions.
  • a transaction server 2 that receives order information and a plate server 3 that receives the order information and performs stock transactions are connected via the Internet (electronic communication means) 4.
  • Customer terminal 1 ⁇ ' ⁇ 1 is a desktop computer, notebook computer, mobile phone
  • Any device that can be connected to the Internet 4 such as PDA (Personal Digital Assistant) can be used.
  • PDA Personal Digital Assistant
  • the transaction server 2 and the board server 3 are servers installed on the securities company side, and may be operated by two or more servers, or may be integrated as one server (stock immediate settlement apparatus). It does not matter if it is used. Even if the board server 3 is connected to the transaction server 2 and the data transmission / reception between the board server 3 and the customer terminal 1 '1 is via the transaction server 2,
  • FIG. 2 is an internal configuration diagram of the customer terminals 1 ⁇ 1.
  • customer terminal 1 ⁇ ' ⁇ 1 specifies the order price (limit)
  • the input means 11 is realized by a keyboard, a mouse touch panel, or the like.
  • the browsing means 12 is realized by a display or the like.
  • FIG. 3 is an internal configuration diagram of the transaction server 2.
  • the transaction server 2 has a customer account opening means 21 for opening a customer account for using the system, and a customer authentication means 22 for authenticating the login of the customer terminal 1 '1 to the system 22
  • a customer information DB 26 that stores customer information including account information of the opened customer, and a personal corporation information DB 30 that is referred to when the customer account is opened.
  • Order information confirmation means 23 to confirm whether or not the power is appropriate, and the attendance time at the factory Stock price DB24 that stores stock price information including each stock price and quotation information of stock transactions that have been conducted, rule DB25 that stores rule information indicating a predetermined trading rule for each stock, and customer terminal 1 Store the order information received from 1 as order information 30A.
  • order order storage means order information transmission means, order information output means 27 for transmitting the order information to the board server 3 and receiving an acceptance response from the board server 3.
  • transaction data is created based on the data of the established stock transaction (contract message) received from the board server 3, and the transaction data Transaction data creation storage means 28 stored as 30B and transaction result reflection means 29 for reflecting the transaction result in the customer information DB 26 are included.
  • a contract is the establishment of a stock transaction related to order information.
  • Transaction server 2 includes a first processing unit and a first storage unit (not shown).
  • the first processing unit includes customer account opening means 21, customer authentication means 22, order information confirmation means 23, order order storage means 27, transaction data creation storage means 28, and transaction result reflection means 29.
  • the first processing unit is realized by a CPU (Central Processing Unit) executing a program stored in a predetermined memory.
  • the first storage unit includes a stock price DB 24, a rule DB 25, a customer information DB 26, a personal corporation information DB 30, an order information 30A, and a transaction data 30B.
  • the first storage unit is realized by a nonvolatile storage device such as a hard disk device or a flash memory.
  • FIG. 4 is a diagram showing the configuration of the DB that the transaction server 2 has.
  • the customer information DB 26 includes customer attribute information 261, customer additional information 262, account balance information 263, and customer transaction information 264.
  • the customer attribute information 261 is information indicating customer attributes, and includes an address, date of birth, insider information (related persons of listed companies, etc.) and the like.
  • the customer additional information 262 is information added to the customer by the present system, and includes a login ID, a password, a transaction code number, and the like.
  • Account balance information 263 is information indicating the balance of the account held by the customer, and includes changes in cash balance and stock balance.
  • the customer transaction information 264 is information related to the stock transaction of the customer, and includes order information indicating the content and state of the order, transaction history, and the like.
  • the personal corporation information DB 30 is the target person information 301 and the prospective customer. Information 302 is included. Attention target person information 301 is personal corporate information (customer black list) of the target person who needs attention. The prospective customer information 302 is personal corporation information of an applicant for opening an account.
  • the order information 30A includes an order number 30A1, a brand 30A2, the number of shares 30A3, a limit 30A4, a trading category 30A5, a trading category 30A6, an execution condition 30A7, and the like.
  • the order number 30A1 is a number assigned to the order information received by the transaction server 2, and is a number unique to the order information 30A.
  • Information after 30A2 is included in the received order information.
  • Stock 30A2 is the name of the stock to be traded.
  • the number of shares 30A3 is the number of shares to be bought and sold.
  • the limit 30A4 is a value that designates the stock price to be bought and sold, but “marketing” that means that the stock price is not designated can also be set.
  • Trading category 30A5 specifies selling or buying.
  • Transaction category 30A6 designates spot transactions or margin transactions.
  • Execution condition 30A7 specifies the execution time of an order, etc., but can also be unspecified.
  • the transaction data 30B includes a contract 30B1, a stock number 30B2, an amount 30B3, a contract date 30B4, a trade category 30B5, a transaction category 30B6, and the like.
  • Contract 30B1 is a stock for which stock trading has been completed.
  • the number of shares 30B2 is the number of shares for which stock trading was completed.
  • Amount 30B3 is the amount of money for sale (contract price).
  • Contract date 30B4 is the date, time, minute, and second when the stock transaction was completed.
  • Trading category 30B5 indicates selling or buying.
  • Transaction category 30 B6 indicates cash transactions or credit transactions.
  • the order information confirmation means 23 compares the received order information with the stock price information stored in the stock price DB 24, the rule information stored in the rule DB 25, and the customer information stored in the customer information DB 26, Check if the information is appropriate or not.
  • the order information is checked against stock price information to check whether the limit is within the limits of the price range.
  • the order information is checked against the rule information, whether the stock is not a trading stock, whether the number of shares is an integer multiple of the trading unit, whether the limit is specified in the quoting unit, or the trading volume from the stock price Check whether the amount is within the transaction limit.
  • the order information is checked against the customer information, and in the case of buying, within the range of the customer's surplus capacity for the number of stocks / shares and limit (the difference between the cash balance of the surplus capacity of the ordinary transaction that has not arrived at the delivery date) Check whether the balance is the deducted balance). In addition, in the case of selling, it is confirmed whether or not it is within the range of the customer's balance (excluding items that have been delivered).
  • FIG. 5 is an internal configuration diagram of the board server 3.
  • the board server 3 on which stock trading is actually carried out receives the order information received from the trading server 2 and stores it in the bow I information DB 36 and the order information 36A stored by the board registration means 31 for each issue.
  • the contract information 36C relating to the establishment of the stock transaction is stored in the transaction information DB 36, and a contract message indicating that the stock transaction is established is created. And a contract means 34 for transmitting to the transaction server 2.
  • the created board information 36B is input to the customer terminal 1 " ⁇ 1 via the transaction server 2.
  • the board server 3 includes a second processing unit and a second storage unit (not shown).
  • the second processing unit includes a board registration unit 31, a board information creation unit 32, an order information change deletion unit 33, and a contracting unit 34.
  • the second processing unit is realized by the CPU executing a program stored in a predetermined memory.
  • the second storage unit includes a transaction information DB36.
  • the transaction information DB 36 includes order information 36A, board information 36B, and contract information 36C.
  • the second storage unit is realized by a nonvolatile storage device such as a hard disk device or a flash memory.
  • FIG. 6 is a diagram showing the configuration of the DB that the board server 3 has.
  • the order information 36A includes an order number 36A1, a stock 36A2, a number of shares 36A3, a limit 36A4, a trading category 36A5, a trading category 36A6, and an execution condition 36A7. Since each element is the same as each element of the order information 30A in FIG. 4 (c), description thereof is omitted.
  • the board information 36B is composed of a sale quantity 36B1, a price 36B2 and a purchase quantity 36B3 for each brand.
  • the sale quantity 36B1 indicates the number of shares of the stock for which a sell order with a price of 36B2 has been placed.
  • the price 36B2 is the stock of the stock that has been ordered to sell or buy Indicates the value.
  • Purchase quantity 36B3 indicates the number of shares of the stock for which a purchase order with a price of 36B2 has been placed.
  • Fig. 6 (b) as an example, there is a selling order of 2000 shares at 1005 yen.
  • the board information usually includes the number of sell orders and buy orders, but the explanation is omitted here.
  • the deal information 36C includes order number 36C1, deal number 36C2, deal name 36C3, number of shares 36C4, amount 36C5, deal date 36C6, trade category 36C7, and trade segment 36C8. Consists of.
  • the order number 36C1 is the order number of the order information for which stock trading has been completed.
  • the contract number 36C2 is a unique number assigned to each contract, and is used to determine that a sales order and a buy order have come together. Accordingly, the same contract number 36C2 is set in the sales order contract information 36C and the corresponding buy order contract information 36C.
  • the elements after the contract 36C3 are the same as the elements of the transaction data 30 B in FIG. 4 (d), so the explanation is omitted.
  • FIG. 7 is a flowchart showing the operation of this system.
  • the transaction date is set to the delivery date, that is, in order to enable T + 0 immediate settlement, an account for immediate settlement transaction is opened in a securities company.
  • the customer's stock shall be deposited with a securities company so that the securities themselves can be delivered immediately.
  • step S101 If the customer needs to open an account (Yes in step S101), an account is opened to the transaction server 2 in order to use this system.
  • customer terminal 1 In this case, customer terminal 1
  • the customer account opening means 21 receives information indicating that a customer account is to be opened, Person information
  • the target person information 301 and the prospective customer information 302 stored in the DB 30 are not compared with each other, if the customer account is not found, it is stored in the customer information DB 26 of the transaction server 2 that the customer account has been opened.
  • the target person information 301 is a black list of customers
  • the prospective customer information 302 is a list of customers who have already applied for account opening! /, Which is related to those customer lists and customers who wish to open accounts. Check the information and if there is no match, determine that there is no defect. If the account has been opened (No in step S101), the process proceeds to customer authentication for determining whether the customer who does not need to open a customer account is the principal.
  • the customer authentication means 22 recognizes the customer input from the input means 11 of the customer terminal 1 ⁇ ' ⁇ 1.
  • Authentication information (ID, password, etc.) for certifying is received, and authentication is performed against the customer information of the customer included in the customer DB 26 (step S103). If the authentication is correct (Yes in S103), the process proceeds to the next step. If it is not correct (No in S103), the login to this system is disapproved and the process is terminated.
  • the stock price information is transferred from the stock price DB 24 and the rule information is transferred from the rule DB 25 to the customer terminal 1 " ⁇ 1 by inputting a browsing request.
  • Stock price information is stock information for each stock, such as stock prices that evaluate the closing price of the market, quote information (contract price, trading volume information), etc.
  • rule information is a variety of transactions related to transactions when using this system. Is the rule. Examples of rule information include the setting of trading stocks (including deposit dates due to stock splits, restrictions on delivery dates, etc.), trading units, trading times, and reflection of regulations in exchange trading.
  • trading stocks including deposit dates due to stock splits, restrictions on delivery dates, etc.
  • trading units trading units
  • trading times reflection of regulations in exchange trading.
  • the remaining balance in the customer account owned by each customer is transferred from the customer information DB 26 to the customer terminal 1 '1.
  • This surplus balance is information on customer assets including cash and securities deposited in a customer account, trading margin in margin transactions, traded open interests, and the like.
  • the information is confirmed by being displayed on the browsing means 12 of the customer terminal 1 ⁇ 1.
  • order information includes spot transactions (buy or sell) or general credit transactions (new, repayment), number of shares ordered, limit price, etc.
  • the order information confirmation means 23 determines whether or not the order information is appropriate (step S 105). That is, it is determined whether or not the order information is appropriate with reference to the stock price information, rule information and customer information. How to make a specific judgment! This is as already described in the explanation of the order information confirmation means 23. If the order information is not appropriate (No in S105), for example, if the transaction server 2 has insufficient remaining capacity or insufficient balance, an error in the remaining capacity balance is detected. 1 (step S106) and order information
  • FIG. 10 is a diagram showing a balance check performed by the order information confirmation unit 23.
  • Fig. 10 (a) shows the balance check after conducting a conventional transaction (exchange transaction).
  • the minimum balance (see the solid arrows) is used for available cash and available shares. In this case, there is no problem because the balance after the delivery is reflected is used.
  • T contract date
  • dashed arrow dashed arrow
  • FIG. 10 (b) shows a balance check after an immediate settlement transaction is performed. Since T (contract date) becomes the delivery date after an immediate settlement transaction, the balance (cash delivered and the number of shares delivered) is fixed after T, so the balance check for ordinary transactions or Regardless of the balance check for immediate settlement transactions, the available cash and the number of shares available for sale will be the same.
  • the balance information shown in FIGS. 10 (a) and 10 (b) is included in the account balance information 263 of the customer information DB 26 in a state where a normal transaction and an immediate settlement transaction are mixed. Is memorized.
  • order information is ordered from the board server 3 and stored as order information 30A (step S107).
  • the stored order information 30A is reflected in the customer transaction information 264 of the customer information DB26.
  • the board server 3 that has received the order information normally confirms whether or not the current time is within the transaction time of this system since the transaction time is determined for the transaction (step S108). If it is within the transaction time (Yes in Step S108), it is confirmed whether or not the received order information is a new order (Step S109). If it is a new order (Yes in step S109), the plate registration means 31 is registered as order information 36A in the transaction information DB 36 of the second storage unit (step S110).
  • the board information 36B is information for registering order information issued by each customer and for browsing by each customer.
  • step SI11 all the ordered order information 36A is registered in the board information 36B, the board information 36B is created by the board information creating means 32 (step SI11), and the board information 36B is completed. Specifically, the number of shares 36A3 of the order information 36A is added to the sales volume 36B1 or the purchase volume 36B3 in the board information 36B and stored according to the trading category 36A5. The completed board information 36B is received from the input means 11 as a browsing request from the customer terminal 1 " ⁇ 1.
  • the browsing means 12 displays this board information.
  • step S113 the contracting means 34 confirms whether or not the corresponding order information has power.
  • the processing when there is matching order information (Yes in step SI 13) will be described later using the flowchart in FIG. If the corresponding order information is weak, click (Step
  • the board server 3 waits to receive order information.
  • the board server 3 If the current time is not within the transaction time (No in S108), the board server 3 returns a message indicating an overtime error to the transaction server 2 (step S114). In this case, the transaction server 2 receives the message from the board server 3 and transmits the message to the customer terminal 1 “ ⁇ 1 that received the original order information. The customer terminal 1“ ⁇ 1 From 2
  • step S109 If the order information is not a new order (No in step S109), it is determined whether or not there is an original order to be changed or deleted (step S115). If there is an original order to be changed or deleted (Yes in step S115), on the board server 3, the order information change / deletion means 33 is input by the input means 11 of the customer terminal 1 '' 1. Based on information
  • step S116 The order information of the corresponding customer is changed or deleted (step S116), and registration to the board information 36B is performed again, and the board information 36B is created (step S111).
  • step S115 If there is no original order to be requested to be changed or deleted (No in step S115), the board server 3 returns a message indicating an acceptance error to the transaction server 2 (step S117). In this case, the transaction server 2 receives the message from the board server 3 and receives the original order information from the customer terminal 1 ⁇ ' ⁇ 1
  • FIG. 8 is a flowchart showing the contract processing when there is corresponding order information in this system.
  • the contract is established when there is corresponding order information.
  • the trading price determination method that can be performed by PTS (Proprietary Trading System) is the market price trading method (selling using the trading price of the exchange), the negotiation method between customers ( Customers buy and sell at a price agreed upon by customers), customer order matching method (buying and selling when there is a limit that matches the limit presented by the customer), buying and selling bid presentation method (the securities company presents the selling and buying quotes) , Buying and selling using prices based on these), and auction method (similar to exchanges).
  • the contracting means 34 contracts the corresponding order information (step S201), and then the board information creating means 32 sends the contracted order information to the board information 36B. And give a trigger to execute the process of step S111 in FIG. So
  • the contracting means 34 creates a contract message and transmits it to the transaction server 2 (step S202).
  • the contracted order information is deleted from the board information 36B, and the contracted order information and the contracted date and time (the contents of the contract message) are stored in the contract information 36C of the transaction information DB 36 (step S203).
  • the contract message has the same configuration as the contract information 36C in FIG. 6 (c).
  • the board information 36B in Fig. 6 (b) for example, if 1500 shares are sold for a stock price of 1003 yen, deduct 1500 shares from the sales quantity 36B1 and the purchase quantity 36B3 corresponding to the price 36B2 of 1003 yen. .
  • the selling quantity 36B1 corresponding to the price 36B2 of 1003 yen is 0 shares
  • the corresponding buying quantity 36B3 is 1500 shares.
  • transaction data creation storage means 28 creates and stores transaction data 30B based on the contract message (step S204).
  • the transaction data 30B is a customer account ledger, a security deposit book, a transaction diary, an order slip, etc. including the contents shown in FIG. 4 (d).
  • the transaction result reflecting means 29 updates the customer information DB 26 including the remaining balance of the customer based on the transaction data 30B to a state in which payment is immediately made (step S205).
  • Customer information DB26 update is based on transaction data 30B contract 30B1, number of shares 30B2, amount 30B3, contract date 30B4, trade classification 30B5, etc., account balance information 263 cash balance, stocks held, number of shares held, customer Update the details of the transaction information 264.
  • the first processing unit of the transaction server 2 checks the contract number included in the contract message received from the board server 3. In other words, for a certain contract number, it is confirmed whether or not it is the power to receive both the contract message of the sell order and the contract message of the buy order. If both have been received, the processing of steps S204 and S205 is executed. If one has been received and the other has not been received, the processing of steps S204 and S205 is executed after waiting for reception of the other. According to this, the execution of settlement processing is ensured by ensuring the consistency of the contract message, and the settlement is completed at the same time as the contract, so the occurrence of settlement failure can be prevented. [0071] As shown in Fig.
  • FIG. 9 is a flowchart showing the processing when the transaction time has elapsed in this system.
  • the board server 3 outputs the contract information 36C stored in the transaction information DB 36 as a contract verification file (step S301).
  • the order information change deletion means 33 deletes the unordered order information from the board information 36B (step S302).
  • the output contract collation file and the transaction data 30B stored in the transaction data creation storage means 28 of the transaction server 2 are collated by the transaction result reflection means 29 (step S303). If the agreement is not consistent with the transaction data 30B as a result of matching, an error is output. Also, the ability to reflect the final result after the transaction in the customer information DB 26 is performed by the transaction result reflecting means 29 (step S304).
  • the customer's own customer information including the remaining balance stored in the stock price DB 24, the rule DB 25, and the customer information DB 26, and the board information 36B are input from the input means 11 of the customer terminal 1 '1.
  • ⁇ m can be sent and displayed by the browsing means 12.
  • the immediate settlement transaction described above can be applied to a general credit transaction that is not limited to a spot transaction.
  • transaction server 2 Establish a securities company information database.
  • the securities company information DB stores information on the purchase funds used by customers for general credit transactions, balance information of sold stock certificates, and loan limit information.
  • customers can receive funds for purchase or stock certificates for sale up to the amount indicated by the loan limit information stored in the securities company information DB.
  • the stock company purchases the purchase stock or proceeds from the sale.
  • the transaction server 2 judges from the contract message received from the board server 3, and uses the general credit transaction from the securities company information DB (hereinafter referred to as the “customer”) customer information DB26
  • the balance information in the DB is updated so that the funds to be purchased or stock certificates sold by the securities company are transferred to the customer.
  • the balance information in the DB is updated so that the securities purchased by the brokerage firm or the selling price to which the brokerage firm should also receive the customer's customer power is transferred from the customer information DB26 of the customer to the brokerage firm information DB.
  • the transaction server 2 performs the settlement by updating the customer information DB 26 and the securities company information DB of the customer other than the customer information DB 26 of the customer. Is called.
  • the loan limit is checked by referring to the loan limit information in the securities company information DB at the time of placing an order, so settlement can be made without receiving the loan of purchased funds or shares for sale. There is no event of stagnation.

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  • Business, Economics & Management (AREA)
  • Accounting & Taxation (AREA)
  • Finance (AREA)
  • Engineering & Computer Science (AREA)
  • Development Economics (AREA)
  • Economics (AREA)
  • Marketing (AREA)
  • Strategic Management (AREA)
  • Technology Law (AREA)
  • Physics & Mathematics (AREA)
  • General Business, Economics & Management (AREA)
  • General Physics & Mathematics (AREA)
  • Theoretical Computer Science (AREA)
  • Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)

Abstract

Système de règlement d’opérations boursières en temps réel comprenant des dispositifs terminaux utilisateur, un serveur d’opérations pour recevoir des informations d’ordres des utilisateurs et un serveur de cotations pour les opérations boursières. Le serveur d’opérations comprend une base de données de cotation des titres, une base de données de règles, une base de données d’informations client, un moyen de confirmation d’informations d’ordre, un moyen de mémoire d’ordre de placement, un moyen de mémoire de création de données d’opérations et un moyen de réflexion de résultat d’opération. Le serveur de cotations comprend une base de données d’informations d’opérations, un moyen d’inscription des cotations, un moyen de création d’informations de cotation et un moyen d’exécution. Pour que le système de règlement en temps réel soit en mesure d’effectuer un règlement en temps réel T +0, un compte exclusif est ouvert auprès d’une société de courtage. En outre, de façon à ce que le certificat d’un titre soit lui-même transférable en temps réel, le titre de l’utilisateur est déposé chez une société de courtage. Ainsi, l’opération est réalisée avec les titres déposés et le solde des liquidités, les données de soldes peuvent être mis à jour en temps réel pour éviter une non-exécution du règlement.
PCT/JP2006/326250 2005-12-28 2006-12-28 Système de règlement de titres en temps réel, système de règlement d’opérations boursières en temps réel et dispositif de règlement de titres en temps réel WO2007074903A1 (fr)

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