WO2007127613A3 - Index participation notes securitized by futures contracts - Google Patents

Index participation notes securitized by futures contracts Download PDF

Info

Publication number
WO2007127613A3
WO2007127613A3 PCT/US2007/066407 US2007066407W WO2007127613A3 WO 2007127613 A3 WO2007127613 A3 WO 2007127613A3 US 2007066407 W US2007066407 W US 2007066407W WO 2007127613 A3 WO2007127613 A3 WO 2007127613A3
Authority
WO
WIPO (PCT)
Prior art keywords
securitized
futures contracts
index participation
participation notes
index
Prior art date
Application number
PCT/US2007/066407
Other languages
French (fr)
Other versions
WO2007127613A2 (en
Inventor
Steven M Bloom
Original Assignee
Nasdaq Stock Market Inc
Steven M Bloom
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
Priority claimed from US11/553,550 external-priority patent/US8046291B2/en
Priority claimed from US11/553,521 external-priority patent/US7792737B2/en
Priority claimed from US11/553,557 external-priority patent/US7769674B2/en
Priority claimed from US11/553,527 external-priority patent/US7747514B2/en
Priority claimed from US11/553,548 external-priority patent/US7848996B2/en
Priority claimed from US11/553,549 external-priority patent/US7827094B2/en
Priority claimed from US11/553,584 external-priority patent/US7778917B2/en
Application filed by Nasdaq Stock Market Inc, Steven M Bloom filed Critical Nasdaq Stock Market Inc
Publication of WO2007127613A2 publication Critical patent/WO2007127613A2/en
Publication of WO2007127613A3 publication Critical patent/WO2007127613A3/en

Links

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

Abstract

Techniques are described for securitizing, administrating and trading various index shares securitized by derivative, cash-settled instruments on the underlying index.
PCT/US2007/066407 2006-04-24 2007-04-11 Index participation notes securitized by futures contracts WO2007127613A2 (en)

Applications Claiming Priority (16)

Application Number Priority Date Filing Date Title
US79448106P 2006-04-24 2006-04-24
US60/794,481 2006-04-24
US11/553,550 US8046291B2 (en) 2006-04-24 2006-10-27 Redemption of derivative secured index participation notes
US11/553,521 US7792737B2 (en) 2006-04-24 2006-10-27 Index participation notes securitized by futures contracts
US11/553,557 US7769674B2 (en) 2006-04-24 2006-10-27 Upside participation / downside protection index participation notes
US11/553,549 2006-10-27
US11/553,527 US7747514B2 (en) 2006-04-24 2006-10-27 Index participation notes securitized by options contracts
US11/553,557 2006-10-27
US11/553,550 2006-10-27
US11/553,548 US7848996B2 (en) 2006-04-24 2006-10-27 Derivative securitized index participation notes
US11/553,521 2006-10-27
US11/553,584 2006-10-27
US11/553,527 2006-10-27
US11/553,548 2006-10-27
US11/553,549 US7827094B2 (en) 2006-04-24 2006-10-27 Trading of derivative secured index participation notes
US11/553,584 US7778917B2 (en) 2006-04-24 2006-10-27 Magnified bull and/or bear index participation notes

Publications (2)

Publication Number Publication Date
WO2007127613A2 WO2007127613A2 (en) 2007-11-08
WO2007127613A3 true WO2007127613A3 (en) 2009-02-19

Family

ID=38656292

Family Applications (3)

Application Number Title Priority Date Filing Date
PCT/US2007/066418 WO2007127614A2 (en) 2006-04-24 2007-04-11 Redemption of derivative secured index participation notes
PCT/US2007/066407 WO2007127613A2 (en) 2006-04-24 2007-04-11 Index participation notes securitized by futures contracts
PCT/US2007/066408 WO2007130775A2 (en) 2006-04-24 2007-04-11 Derivative securitized index participation notes

Family Applications Before (1)

Application Number Title Priority Date Filing Date
PCT/US2007/066418 WO2007127614A2 (en) 2006-04-24 2007-04-11 Redemption of derivative secured index participation notes

Family Applications After (1)

Application Number Title Priority Date Filing Date
PCT/US2007/066408 WO2007130775A2 (en) 2006-04-24 2007-04-11 Derivative securitized index participation notes

Country Status (1)

Country Link
WO (3) WO2007127614A2 (en)

Families Citing this family (1)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US10997656B2 (en) * 2017-12-01 2021-05-04 Chicago Mercantile Exchange Inc. Minimization of the consumption of data processing resources in an electronic transaction processing system via selective premature settlement of products transacted thereby based on a series of related products

Citations (2)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US20020194099A1 (en) * 1997-10-30 2002-12-19 Weiss Allan N. Proxy asset system and method
US20030120568A1 (en) * 2000-02-11 2003-06-26 Varkki Chacko Credit index, a system and method for structuring a credit index, and a system and method for operating a credit index

Family Cites Families (8)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US6134536A (en) * 1992-05-29 2000-10-17 Swychco Infrastructure Services Pty Ltd. Methods and apparatus relating to the formulation and trading of risk management contracts
US8577778B2 (en) * 1999-07-21 2013-11-05 Longitude Llc Derivatives having demand-based, adjustable returns, and trading exchange therefor
US6941280B1 (en) * 2000-03-27 2005-09-06 The American Stock Exchange, Llc Determining intra-day net asset value of an actively managed exchange traded fund
US8170934B2 (en) * 2000-03-27 2012-05-01 Nyse Amex Llc Systems and methods for trading actively managed funds
US7310616B2 (en) * 2001-06-15 2007-12-18 Goldman Sachs & Co. Method for structuring a transaction
US7249077B2 (en) * 2002-10-19 2007-07-24 Retirement Engineering, Inc. Methods for issuing, distributing, managing and redeeming investment instruments providing securitized annuity options
US20050119962A1 (en) * 2002-07-03 2005-06-02 Bowen Christopher K. Method and system for securitizing contracts valued on an index
AU2003268203A1 (en) * 2002-08-29 2004-03-19 Steeds Company, Inc. Method and system for offering short term derivative instruments

Patent Citations (2)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US20020194099A1 (en) * 1997-10-30 2002-12-19 Weiss Allan N. Proxy asset system and method
US20030120568A1 (en) * 2000-02-11 2003-06-26 Varkki Chacko Credit index, a system and method for structuring a credit index, and a system and method for operating a credit index

Non-Patent Citations (1)

* Cited by examiner, † Cited by third party
Title
"LEPOs: Low exercise price options explanatory booklet", AUSTRALIAN STOCK EXCHANGE, June 2003 (2003-06-01), pages 1 - 21, Retrieved from the Internet <URL:http://www.asx.com.au/markets/pdf/UnderstandingLEPOs.pdf> [retrieved on 20081116] *

Also Published As

Publication number Publication date
WO2007130775A3 (en) 2009-02-26
WO2007127613A2 (en) 2007-11-08
WO2007130775A2 (en) 2007-11-15
WO2007127614A3 (en) 2009-02-05
WO2007127614A2 (en) 2007-11-08

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