Abstract:
The disclosed embodiments relate to an exchange-traded futures contract, guaranteed by a clearing house, and characterized by an embedded price dynamic comprising a compound accrual of a periodic interest rate up to a date on which trading therein is terminated, as specified in the futures contract terms and conditions. A trader may be allowed and/or enabled to take a position in a futures contract with respect to an interest bearing underlier with a variable interest rate and, thereby, minimize the number of transactions and attendant costs with respect to monitoring and correcting for divergences between the futures position and the notional interest rate swap exposure for which the futures position is intended to serve as a proxy. Variation margin for the position is computed based on an underlying reference interest rate as opposed to being computed solely on the basis of the end-of-business day price of the futures contract.
Abstract:
Networks, systems and methods that match orders for TBA futures and settle and clear open positions for TBA futures are disclosed. The TBA futures may include MBS TBA future contracts. A central counterparty clearing firm may net long and short positions and generate delivery instructions to parties having open positions.
Abstract:
The disclosed embodiments relate to determining a listing date, an expiration date and the cash settlement price of a futures contract, i.e. a Treasury Futures, for the delivery of the most recently issued, referred to as an on-the-run, US treasury Note of a particular maturity by reference to the U.S. Treasury Auction cycle and the difference between a resultant industry surveyed swap rate and a resultant industry surveyed swap spread of the respective tenors (time remaining until maturity) of the on-the-run treasury futures.
Abstract:
A kit of parts comprises a system and instructions for use for controlling patient temperature which uses a central venous line catheter having a heat exchange element. The central venous line catheter is provided with one or more lumens for providing access to the central blood supply of the patient and with additional lumens for communicating heat exchange fluid to the heat exchange element. Heat exchange fluid temperature is controlled through a feed back loop iii which patient temperature is sensed and used to control a temperature control unit comprising a heating device and/or a cooling device in heat exchange relationship with the heat exchange fluid. A tubing set transports the heat exchange fluid between the central venous line and the temperature control unit, with a pump serving to circulate the fluid in a closed fluid circuit in the system.
Abstract:
Systems and methods are provided to fulfill customer trading orders in an illiquid two sided market. Request for cross functionality may be implemented in a trading environment using a trading engine for the matching of trades involving financial instruments. Request for cross functionally integrates the benefits of a dual bid-ask continuous trading market model with the price and quantity trade matching systems and methods.
Abstract:
A heat exchange catheter has a catheter body with a working fluid supply lumen extending therethrough, and terminating in a helical heat exchange tube that exits the body and extends proximally back along the catheter body. Working fluid flows through the heat exchange tube to exchange heat with the central venous system of a patient when the catheter body is properly placed in the patient.
Abstract:
Catheters adapted to exchange heat with a body fluid flowing through a body conduit employ helical elongate lumens for heat transfer with the body fluid. The helical elongate lumen of a catheter forms multiple turns extending longitudinally of a portion of the catheter with the turns each being bonded to the catheter along a fraction of the length of the turn. The length of the lumen and its orientation in each turn has the lumen otherwise displaced over a major portion of its length from the elongate body. The turns of the helical lumen can be arranged in sets having different lengths to encounter all areas of the flow. One or more infusion lumens may also extend to an infusion port or ports. The helical elongate lumen is defined by an elongate, thin-walled element. This lumen is in fluid communication with a heater/chiller supplying a working fluid for heat transfer through the wall of the elongate element defining the helical elongate lumen. A proximal hub may be associated with the catheter to establish at least one suture anchor and to receive the heater/chiller flow through input and output lumens associated with the catheter and in fluid communication with the helical elongate lumens. The elongated lumens may also be arranged in non-helical arrangements such as in a semi-circular configuration, a figure-eight loop configuration or a random loop configuration.
Abstract:
A capacitor is composed of an external casing with an internal polyurethane encapsulation containing a polypropylene layered metallized film type capacitor element. Inside the casing is a component in the form of a frangible substrate having at least one conductive track thereon. The track establishes connection between a terminal on the casing and the capacitor element. The substrate is either mounted directly to the inside of the casing or is contained in a cartridge. The substrate is of brittle nature and distorts should pressure increase in the casing to shatter to break the track and isolate the terminal from the capacitor element.
Abstract:
A hydrogel composition is formed by conveying separate first and second liquid components subject to a selectively applied application pressure P(A) into an outlet path for mixing and discharge. A liquid flushing agent is automatically conveyed into the outlet path subject to a substantially constantly applied purge pressure P(P) when the application of P(A) is interrupted, to continuously flush residual hydrogel composition from the outlet path.
Abstract:
An indwelling heat exchange catheter with integrated temperature sensor includes a catheter tube. A closed loop heat exchanger extends from the catheter tube. A temperature sensor can be integrally formed with the catheter tube such that it is insulated from the closed loop heat exchanger. The indwelling heat exchange catheter can further include a guide-wire tube that extends from the catheter tube and in such a case, the temperature sensor can be affixed to the guide-wire tube. Alternatively, a wire can extend through the catheter tube and the temperature sensor can be affixed to the wire.