公开(公告)号：US20120150715A1

公开(公告)日：2012-06-14

申请号：US13315628

申请日：2011-12-09

Applicant: James Boudreault ,  Jonathan Kronstein ,  Frederick Sturm ,  Tim Elliott ,  Tim Doar

Inventor： James Boudreault ,  Jonathan Kronstein ,  Frederick Sturm ,  Tim Elliott ,  Tim Doar

IPC: G06Q40/04

CPC classification number: G06Q40/04 ,  G06Q40/06

Abstract: A computer implemented method for determining a margin requirement for a market participant includes maintaining, by a processor associated with an exchange, an exchange account reflecting an exchange position resulting from a trade executed on the exchange for a product available via the exchange, the exchange account being maintained separately from a custodian bank account associated with a custodian bank, the custodian bank account reflecting a repo position resulting from a repo transaction facilitated by the custodian bank between the market participant and a counterparty to the repo transaction. The method further includes receiving data reflective of the repo position via a communication interface between the exchange account and the custodian bank account, and determining the margin requirement for the market participant based on the received data and the exchange position.

Abstract translation: 用于确定市场参与者的保证金要求的计算机实现方法包括：通过与交换机相关联的处理器维护反映交易所产生的交易所的兑换位置的交换账户，所述交换账户是由交易所上交易所产生的，可通过交易所获得的产品交换账户 与托管银行相关的托管银行账户分开存放，托管银行账户反映由托管银行在市场参与者与回购交易的交易对手之间促成的回购交易所产生的回购仓位。 该方法还包括经由交换账户和保管人银行账户之间的通信接口接收反映回购位置的数据，并且基于所接收的数据和交换位置来确定市场参与者的保证金要求。

公开(公告)号：US08639609B2

公开(公告)日：2014-01-28

申请号：US13315628

申请日：2011-12-09

Applicant: James Boudreault ,  Jonathan Kronstein ,  Frederick Sturm ,  Tim Elliott ,  Tim Doar

Inventor： James Boudreault ,  Jonathan Kronstein ,  Frederick Sturm ,  Tim Elliott ,  Tim Doar

IPC: G06Q40/00 ,  G06Q40/04

CPC classification number: G06Q40/04 ,  G06Q40/06

Abstract: A computer implemented method for determining a margin requirement for a market participant includes maintaining, by a processor associated with an exchange, an exchange account reflecting an exchange position resulting from a trade executed on the exchange for a product available via the exchange, the exchange account being maintained separately from a custodian bank account associated with a custodian bank, the custodian bank account reflecting a repo position resulting from a repo transaction facilitated by the custodian bank between the market participant and a counterparty to the repo transaction. The method further includes receiving data reflective of the repo position via a communication interface between the exchange account and the custodian bank account, and determining the margin requirement for the market participant based on the received data and the exchange position.

Abstract translation: 用于确定市场参与者的保证金要求的计算机实现方法包括：通过与交换机相关联的处理器维护反映交易所产生的交易所的兑换位置的交换账户，所述交换账户是由交易所上交易所产生的，可通过交易所获得的产品交换账户 与托管银行相关的托管银行账户分开存放，托管银行账户反映由托管银行在市场参与者与回购交易的交易对手之间促成的回购交易所产生的回购仓位。 该方法还包括经由交换账户和保管人银行账户之间的通信接口接收反映回购位置的数据，并且基于所接收的数据和交换位置来确定市场参与者的保证金要求。