公开(公告)号：US20130031020A1

公开(公告)日：2013-01-31

申请号：US13190864

申请日：2011-07-26

Applicant: David Boberski ,  John Wiley ,  John Nyhoff ,  John Labuszewski

Inventor： David Boberski ,  John Wiley ,  John Nyhoff ,  John Labuszewski

IPC: G06Q40/00

CPC classification number: G06Q40/00

Abstract: Systems and methods are provided for implementing risk retention programs for originators and securitizers of asset backed securities. An administrative contract identified as a margin as credit enhancement contract is created for a corresponding asset backed security. A risk retention entity is assigned a long position for the margin as credit enhancement contract corresponding to a predetermined percentage of the asset backed security. A buyer of the asset backed security is assigned a short position for the margin as credit enhancement contract. When the asset backed security expires, a computer device settles the long and short positions of the margin as credit enhancement contract.

Abstract translation: 为资产支持证券的发起人和证券化者实施风险保留计划提供了系统和方法。 为相应的资产支持证券创建了作为信用增值合同确定为保证金的行政合同。 风险保留实体被指定为保证金的长仓，作为与资产支持证券的预定百分比相对应的信用增强合同。 资产支持证券的买方被指定为作为信贷增值合同的保证金的空头头寸。 当资产支持证券到期时，计算机设备结算作为信用增值合同的保证金的多头和空头头寸。

公开(公告)号：US20130024347A1

公开(公告)日：2013-01-24

申请号：US13285525

申请日：2011-10-31

Applicant: John Nyhoff ,  Lori Aldinger ,  John Labuszewski ,  Steven Youngren

Inventor： John Nyhoff ,  Lori Aldinger ,  John Labuszewski ,  Steven Youngren

IPC: G06Q40/04

CPC classification number: G06Q40/04

Abstract: Stored data may define a multilaterally-traded contract type and specify final settlement of contracts conforming to the contract type by delivery of a defined quantity of a commodity. Additional data may be received, which additional data may indicate potential invocation of an alternate cash settlement mode for a plurality of contracts. Each contract of the plurality may be a contract conforming to the contract type. Further data may be received, with the further data indicating the alternate cash settlement mode is invoked for a group of contracts. The group may be all of the contracts of the plurality or a sub-portion of the plurality. Data may be transmitted to indicate cash final settlement of each contract of the group by payment of a cash settlement value instead of by delivery of the defined quantity of the commodity.

公开(公告)号：US08374953B2

公开(公告)日：2013-02-12

申请号：US12911516

申请日：2010-10-25

Applicant: Richard Co ,  Tuen Tuen Wang ,  Xing Su ,  John Labuszewski

Inventor： Richard Co ,  Tuen Tuen Wang ,  Xing Su ,  John Labuszewski

IPC: G06Q40/00

CPC classification number: G06Q40/04

Abstract: A system and method of providing a collateralized loan utilizing a clearing counterparty is disclosed. The method includes receiving an order at a match engine module, the order related to a futures contract based on an options box spread as the deliverable asset such that the futures contract represents a collateralized loan and such that the order includes an interest rate associated with the collateralized loan, analyzing, at the match engine, the order to determine a strike interval, scanning an order book module in communication with the match engine module, such that the scan is based on the determined strike interval, and automatically defining a first pair of options at a first strike price and a second pair of options at a second strike price, such that the determined strike interval defines the first and second strike prices, such that the first and second pair of options cooperate to define the option box spread.

Abstract translation: 披露了利用清算交易对手提供抵押贷款的制度和方法。 该方法包括：在匹配引擎模块处接收与期货合约有关的订单，该期货合约基于作为可交付资产分散的期权箱，使得期货合约代表抵押贷款，并且使得该订单包括与该期权合约相关联的利率 抵押贷款，在匹配引擎处分析确定打击间隔的顺序，扫描与匹配引擎模块通信的订单簿模块，使得扫描基于确定的打击间隔，并且自动定义第一对 第一行使价的期权和第二行使价的第二对期权，使得所确定的敲击间隔定义第一和第二行使价格，使得第一和第二对选项合作以定义期权票据价差。

公开(公告)号：US20120101958A1

公开(公告)日：2012-04-26

申请号：US12909658

申请日：2010-10-21

Applicant: Richard Co ,  Steve Youngren ,  Lori Aldinger ,  John Labuszewski

Inventor： Richard Co ,  Steve Youngren ,  Lori Aldinger ,  John Labuszewski

IPC: G06Q40/00

CPC classification number: G06Q40/00 ,  G06Q40/04 ,  G06Q40/06

Abstract: Methods and systems for calculating values for indexes based on breakout currencies are provided. A prospective breakout index may be formed before an entity breaks out of a monetary union. Other aspects relate to calculating an initial index value on a breakout date. An initial exchange rate of the breakout currency may be combined with a breakout value and/or a base value. In one embodiment, the breakout value is the reciprocal of the initial exchange rate. Therefore, in accordance with certain embodiments, the initial index value of the breakout index may be equal to the base value. Further aspects relate to calculating a second index value. A second exchange rate of the breakout currency may be utilized with the fixed base value and the breakout value to calculate the second index value of the breakout index. Further aspects relate to creating a prospective currency unit for a monetary union.

Abstract translation: 提供了基于突破货币计算索引值的方法和系统。 在实体突破货币联盟之前，可能会形成一个预期的突破指数。 其他方面涉及在突破日期计算初始指数值。 中断货币的初始汇率可以与突破值和/或基准值组合。 在一个实施例中，突破值是初始汇率的倒数。 因此，根据某些实施例，突破指数的初始指标值可以等于基值。 其他方面涉及计算第二指数值。 可以利用突破货币的第二汇率与固定基准值和突破值一起计算突破指数的第二指标值。 其他方面涉及创建货币联盟的预期货币单位。

公开(公告)号：US20120101931A1

公开(公告)日：2012-04-26

申请号：US12911516

申请日：2010-10-25

Applicant: Richard Co ,  Tuen Tuen Wang ,  Xing Su ,  John Labuszewski

Inventor： Richard Co ,  Tuen Tuen Wang ,  Xing Su ,  John Labuszewski

IPC: G06Q40/00

CPC classification number: G06Q40/04

Abstract: A system and method of providing a collateralized loan utilizing a clearing counterparty is disclosed. The method includes receiving an order at a match engine module, the order related to a futures contract based on an options box spread as the deliverable asset such that the futures contract represents a collateralized loan and such that the order includes an interest rate associated with the collateralized loan, analyzing, at the match engine, the order to determine a strike interval, scanning an order book module in communication with the match engine module, such that the scan is based on the determined strike interval, and automatically defining a first pair of options at a first strike price and a second pair of options at a second strike price, such that the determined strike interval defines the first and second strike prices, such that the first and second pair of options cooperate to define the option box spread.

Abstract translation: 披露了利用清算交易对手提供抵押贷款的制度和方法。 该方法包括：在匹配引擎模块处接收与期货合约有关的订单，该期货合约基于作为可交付资产分散的期权箱，使得期货合约代表抵押贷款，并且使得该订单包括与该期权合约相关联的利率 抵押贷款，在匹配引擎处分析确定打击间隔的顺序，扫描与匹配引擎模块通信的订单簿模块，使得扫描基于确定的打击间隔，并且自动定义第一对 第一行使价的期权和第二行使价的第二对期权，使得所确定的敲击间隔定义第一和第二行使价格，使得第一和第二对选项合作以定义期权票据价差。

公开(公告)号：US08626638B2

公开(公告)日：2014-01-07

申请号：US12955464

申请日：2010-11-29

Applicant: Richard Co ,  TuenTuen Wang ,  Xing Su ,  John Labuszewski

Inventor： Richard Co ,  TuenTuen Wang ,  Xing Su ,  John Labuszewski

IPC: G06Q40/02

CPC classification number: G06Q40/04

Abstract: Systems and method are disclosed for quoting, adjusting and settling futures contracts by successively removing the just-realized variables from the quoted futures price to focus the quoted contract value to the remaining unrealized economic variables. Further, such systems and method for quoting, adjusting and settling the futures contracts preserve the underlying economic consideration for the trade when compared with the traditional way of quoting futures based on the same cumulative sum.

Abstract translation: 公开披露引用，调整和结算期货合约的制度和方法，连续从被引用的期货价格中删除刚刚实现的变量，将其合并价值重点放在剩余未实现的经济变量上。 此外，引用，调整和解决期货合约的这种制度和方法与传统的基于相同累计金额的期货方式相比较，保持了贸易的基本经济考虑。

公开(公告)号：US20120136770A1

公开(公告)日：2012-05-31

申请号：US12955464

申请日：2010-11-29

Applicant: Richard Co ,  TuenTuen Wang ,  Xing Su ,  John Labuszewski

Inventor： Richard Co ,  TuenTuen Wang ,  Xing Su ,  John Labuszewski

IPC: G06Q40/00

CPC classification number: G06Q40/04

Abstract: Systems and method are disclosed for quoting, adjusting and settling futures contracts by successively removing the just-realized variables from the quoted futures price to focus the quoted contract value to the remaining unrealized economic variables. Further, such systems and method for quoting, adjusting and settling the futures contracts preserve the underlying economic consideration for the trade when compared with the traditional way of quoting futures based on the same cumulative sum.

Abstract translation: 公开披露引用，调整和结算期货合约的制度和方法，连续从被引用的期货价格中删除刚刚实现的变量，将所引用的合约价值重点放在剩余的未实现经济变量上。 此外，引用，调整和解决期货合约的这种制度和方法与传统的基于相同累计金额的期货方式相比较，保持了贸易的基本经济考虑。

公开(公告)号：US20120101957A1

公开(公告)日：2012-04-26

申请号：US12909634

申请日：2010-10-21

Applicant: Steve Youngren ,  Lori Aldinger ,  Richard Co ,  Derek Sammann ,  John Labuszewski

Inventor： Steve Youngren ,  Lori Aldinger ,  Richard Co ,  Derek Sammann ,  John Labuszewski

IPC: G06Q40/00

CPC classification number: G06Q10/00 ,  G06Q40/00 ,  G06Q40/04 ,  G06Q40/06 ,  G07F19/20

Abstract: Methods and systems for calculating values for indexes based on breakout currencies are provided. A prospective breakout index may be formed before an entity breaks out of a monetary union. Other aspects relate to calculating an initial index value on a breakout date. An initial exchange rate of the breakout currency may be combined with a breakout value and/or a base value. In one embodiment, the breakout value is the reciprocal of the initial exchange rate. Therefore, in accordance with certain embodiments, the initial index value of the breakout index may be equal to the base value. Further aspects relate to calculating a second index value. A second exchange rate of the breakout currency may be utilized with the fixed base value and the breakout value to calculate the second index value of the breakout index. Further aspects relate to creating a prospective currency unit for a monetary union.

Abstract translation: 提供了基于突破货币计算索引值的方法和系统。 在实体突破货币联盟之前，可能会形成一个预期的突破指数。 其他方面涉及在突破日期计算初始指数值。 中断货币的初始汇率可以与突破值和/或基准值组合。 在一个实施例中，突破值是初始汇率的倒数。 因此，根据某些实施例，突破指数的初始指标值可以等于基值。 其他方面涉及计算第二指数值。 可以利用突破货币的第二汇率与固定基准值和突破值一起计算突破指数的第二指标值。 其他方面涉及创建货币联盟的预期货币单位。

公开(公告)号：US08606687B2

公开(公告)日：2013-12-10

申请号：US13187846

申请日：2011-07-21

Applicant: Richard Co ,  Steven Youngren ,  Lori Aldinger ,  John Labuszewski

Inventor： Richard Co ,  Steven Youngren ,  Lori Aldinger ,  John Labuszewski

IPC: G06Q40/00

CPC classification number: G06Q40/00

Abstract: A type of multi-laterally traded contract may designate a primary currency and a secondary currency. The primary currency may be used for settlement and/or other payment obligations in connection with instances of the contract type. Under certain conditions, however, authorization may be given for settlement and/or payment of at least some obligations using an equivalent amount of the secondary currency.

Abstract translation: 一种多边交易合约可以指定主要货币和次要货币。 主要货币可用于与合同类型的实例相关的结算和/或其他支付义务。 然而，在某些条件下，可以授权使用等量的第二货币来结算和/或支付至少一些义务。

公开(公告)号：US20130024346A1

公开(公告)日：2013-01-24

申请号：US13187846

申请日：2011-07-21

Applicant: Richard Co ,  Steven Youngren ,  Lori Aldinger ,  John Labuszewski

Inventor： Richard Co ,  Steven Youngren ,  Lori Aldinger ,  John Labuszewski

IPC: G06Q40/00

CPC classification number: G06Q40/00

Abstract: A type of multi-laterally traded contract may designate a primary currency and a secondary currency. The primary currency may be used for settlement and/or other payment obligations in connection with instances of the contract type. Under certain conditions, however, authorization may be given for settlement and/or payment of at least some obligations using an equivalent amount of the secondary currency.

Abstract translation: 一种多边交易合约可以指定主要货币和次要货币。 主要货币可用于与合同类型的实例相关的结算和/或其他支付义务。 然而，在某些条件下，可以授权使用等量的第二货币来结算和/或支付至少一些义务。