WO2011081711A3 - Synthetic spread trading - Google Patents

Synthetic spread trading Download PDF

Info

Publication number
WO2011081711A3
WO2011081711A3 PCT/US2010/055336 US2010055336W WO2011081711A3 WO 2011081711 A3 WO2011081711 A3 WO 2011081711A3 US 2010055336 W US2010055336 W US 2010055336W WO 2011081711 A3 WO2011081711 A3 WO 2011081711A3
Authority
WO
WIPO (PCT)
Prior art keywords
spread
synthetic spread
synthetic
constituent parts
states
Prior art date
Application number
PCT/US2010/055336
Other languages
French (fr)
Other versions
WO2011081711A2 (en
Inventor
Tom James Haldes
Sagy P. Mintz
Patricia A. Messina
Alexander D. Deitz
Patrick J. Rooney
Original Assignee
Trading Technologies International, Inc.
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 US12/637,536 external-priority patent/US8386368B2/en
Priority claimed from US12/637,517 external-priority patent/US20110145165A1/en
Application filed by Trading Technologies International, Inc. filed Critical Trading Technologies International, Inc.
Priority to AU2010337311A priority Critical patent/AU2010337311B2/en
Priority to BR112012014469A priority patent/BR112012014469A2/en
Priority to JP2012544512A priority patent/JP5639187B2/en
Priority to CA2780802A priority patent/CA2780802A1/en
Publication of WO2011081711A2 publication Critical patent/WO2011081711A2/en
Publication of WO2011081711A3 publication Critical patent/WO2011081711A3/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

Abstract

Synthetic spread trading strategies are represented and managed as homogeneous tradeable objects. Relationships between a synthetic spread and its constituent parts are defined and states for a spread are developed for accurately reporting, tracking and otherwise administering a synthetic spread and its constituent parts. A state of a synthetic spread is identified as working, pending, legged or filled. The states, in addition to identification of a synthetic spread's constituent parts, introduces information to allow a spread order and its post trade analysis to be consistently and effectively managed by multiple trading tools.
PCT/US2010/055336 2009-12-14 2010-11-03 Synthetic spread trading WO2011081711A2 (en)

Priority Applications (4)

Application Number Priority Date Filing Date Title
AU2010337311A AU2010337311B2 (en) 2009-12-14 2010-11-03 Synthetic spread trading
BR112012014469A BR112012014469A2 (en) 2009-12-14 2010-11-03 synthetic spread trading
JP2012544512A JP5639187B2 (en) 2009-12-14 2010-11-03 Synthetic spread trading
CA2780802A CA2780802A1 (en) 2009-12-14 2010-11-03 Systems and methods for providing real-time synthetic spread trading order management

Applications Claiming Priority (4)

Application Number Priority Date Filing Date Title
US12/637,536 US8386368B2 (en) 2009-12-14 2009-12-14 Cover-OCO for legged order
US12/637,536 2009-12-14
US12/637,517 2009-12-14
US12/637,517 US20110145165A1 (en) 2009-12-14 2009-12-14 Synthetic Spread Trading

Publications (2)

Publication Number Publication Date
WO2011081711A2 WO2011081711A2 (en) 2011-07-07
WO2011081711A3 true WO2011081711A3 (en) 2012-03-29

Family

ID=44227103

Family Applications (1)

Application Number Title Priority Date Filing Date
PCT/US2010/055336 WO2011081711A2 (en) 2009-12-14 2010-11-03 Synthetic spread trading

Country Status (5)

Country Link
JP (3) JP5639187B2 (en)
AU (1) AU2010337311B2 (en)
BR (1) BR112012014469A2 (en)
CA (1) CA2780802A1 (en)
WO (1) WO2011081711A2 (en)

Families Citing this family (6)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US7437325B2 (en) * 2002-03-05 2008-10-14 Pablo Llc System and method for performing automatic spread trading
US20140180892A1 (en) * 2012-12-20 2014-06-26 Trading Technologies International, Inc. Mitigating Communication Risks in an Electronic Trading System
JP6193095B2 (en) * 2013-11-06 2017-09-06 株式会社ゲイターズ Trade order control program, trade order control device, and trade order control method
US11164248B2 (en) 2015-10-12 2021-11-02 Chicago Mercantile Exchange Inc. Multi-modal trade execution with smart order routing
US20180349999A1 (en) * 2017-06-02 2018-12-06 Nasdaq Technology Ab Systems and methods for generating a graphical user interface displaying parent order data
US11436942B2 (en) * 2018-10-16 2022-09-06 Fmr Llc Systems and methods for interactive braille display

Citations (3)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US20070078749A1 (en) * 2005-09-30 2007-04-05 Trading Technologies International, Inc. System and method for order placement in an electronic trading environment
US20070156567A1 (en) * 2006-01-03 2007-07-05 Peter James Sbst, Inc. (A California Corporation) Automated method and system for market making, centralized margin facility and clearing of synthetic orders
US20090112775A1 (en) * 2006-04-12 2009-04-30 Uat, Inc. System and method for assigning responsibility for trade order execution

Family Cites Families (12)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US7127424B2 (en) 2000-03-02 2006-10-24 Trading Technologies International, Inc. Click based trading with intuitive grid display of market depth and price consolidation
US7389268B1 (en) 2000-03-02 2008-06-17 Trading Technologies International, Inc. Trading tools for electronic trading
US6938011B1 (en) 2000-03-02 2005-08-30 Trading Technologies International, Inc. Click based trading with market depth display
US6772132B1 (en) 2000-03-02 2004-08-03 Trading Technologies International, Inc. Click based trading with intuitive grid display of market depth
US7228289B2 (en) 2000-03-02 2007-06-05 Trading Technologies International, Inc. System and method for trading and displaying market information in an electronic trading environment
US7437325B2 (en) 2002-03-05 2008-10-14 Pablo Llc System and method for performing automatic spread trading
US7243083B2 (en) * 2001-06-14 2007-07-10 Trading Technologies International, Inc. Electronic spread trading tool
US7418416B2 (en) * 2001-06-20 2008-08-26 Morgan Stanley Gamma trading tool
JP2004310761A (en) * 2003-03-27 2004-11-04 Daiwa Securities Group Inc Securities transaction support system and securities transaction support method
JP2005100098A (en) * 2003-09-25 2005-04-14 Nomura Securities Co Ltd Pair trade system
US8386364B2 (en) * 2006-09-21 2013-02-26 Reuters Limited System for multi-leg trading
US8224741B2 (en) * 2008-04-28 2012-07-17 International Securities Exchange, Llc Complex order leg synchronization

Patent Citations (3)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US20070078749A1 (en) * 2005-09-30 2007-04-05 Trading Technologies International, Inc. System and method for order placement in an electronic trading environment
US20070156567A1 (en) * 2006-01-03 2007-07-05 Peter James Sbst, Inc. (A California Corporation) Automated method and system for market making, centralized margin facility and clearing of synthetic orders
US20090112775A1 (en) * 2006-04-12 2009-04-30 Uat, Inc. System and method for assigning responsibility for trade order execution

Also Published As

Publication number Publication date
JP2016129054A (en) 2016-07-14
AU2010337311A1 (en) 2012-06-07
WO2011081711A2 (en) 2011-07-07
BR112012014469A2 (en) 2017-03-14
AU2010337311B2 (en) 2014-08-07
JP5965962B2 (en) 2016-08-10
CA2780802A1 (en) 2011-07-07
JP2013513886A (en) 2013-04-22
JP2015084224A (en) 2015-04-30
JP5639187B2 (en) 2014-12-10

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