公开(公告)号：US20130018770A1

公开(公告)日：2013-01-17

申请号：US13183132

申请日：2011-07-14

申请人： Richard Co ,  Steve Youngren ,  John Wiley ,  David Boberski ,  John Labuszewski ,  John Nyhoff

发明人： Richard Co ,  Steve Youngren ,  John Wiley ,  David Boberski ,  John Labuszewski ,  John Nyhoff

IPC分类号： G06Q40/00

CPC分类号： G06Q40/06

摘要： The disclosed embodiments relate to a futures contract, the value of which is based on the value of the underlying asset multiplied by a variable multiplier value which is based on a variable parameter.

摘要翻译： 所公开的实施例涉及期货合约，其期望价值基于潜在资产的价值乘以基于可变参数的可变乘数值。

公开(公告)号：US20130018771A1

公开(公告)日：2013-01-17

申请号：US13183186

申请日：2011-07-14

申请人： Richard Co ,  Steve Youngren ,  John Wiley ,  David Boberski ,  John Labuszewski

发明人： Richard Co ,  Steve Youngren ,  John Wiley ,  David Boberski ,  John Labuszewski

IPC分类号： G06Q40/00

CPC分类号： G06Q40/04

摘要： The disclosed embodiments relate to creation and administration by automated means of Logged derivatives contracts. These contracts, e.g. a futures contract or “over the counter” (OTC) derivative, are cash-settled derivatives based on, and quoted by reference to, the natural logarithm of the value of the underlying product, e.g., the S&P 500.

摘要翻译： 所公开的实施例涉及通过记录的衍生品合约的自动化手段创建和管理。 这些合同，例如 期货合约或柜台（OTC）衍生工具均为基于并引用参考基准产品价值的自然对数（例如标准普尔500指数）的现金结算衍生工具。

公开(公告)号：US20120323764A1

公开(公告)日：2012-12-20

申请号：US13162821

申请日：2011-06-17

申请人： David Boberski ,  Edward Gogol ,  John Wiley ,  Richard Co ,  Steve Youngren ,  John Labuszewski

发明人： David Boberski ,  Edward Gogol ,  John Wiley ,  Richard Co ,  Steve Youngren ,  John Labuszewski

IPC分类号： G06Q40/00

CPC分类号： G06Q40/00 ,  G06Q20/28 ,  G06Q20/381 ,  G06Q20/387 ,  G06Q40/025 ,  G06Q40/04 ,  G06Q40/06

摘要： A system for moving money between accounts of traders by a central counterparty to facilitate payments, i.e. the movement of funds, there between is disclosed which provides a flexible mechanism which supports simpler accounting, new types of derivatives contracts as well new types fees. The disclosed futures contract, referred to as a “payer” contract, comprises a “no-uncertainty” futures contract, i.e. the initial value and settlement value parameters are defined, that leverages the mechanisms of the clearing system to, for example, accommodate related payments. Accordingly, a 1-to-many relationship between contracts and prices is provided whereby each price component may be assigned its own payer contract. The function of the payer contract may be to guarantee the movement of money from related positions. In one embodiment, payer contracts are dynamically created whenever a payment is needed.

摘要翻译： 公开了一种由中央交易对手在交易商账户之间移动资金以促进支付的系统，即在其间进行资金流动的系统，其提供了支持更简单会计，新型衍生工具合同以及新类型费用的灵活机制。 被披露的期货合约（被称为付款人合约）包括不确定性期货合约，即定义初始价值和结算价值参数，利用结算系统的机制例如适应相关的支付。 因此，提供了合同和价格之间的一对多关系，其中每个价格部分可以被分配自己的付款人合同。 付款人合同的功能可能是保证相关职位的流动。 在一个实施例中，每当需要支付时动态创建付款人合同。

公开(公告)号：US09460468B2

公开(公告)日：2016-10-04

申请号：US13162821

申请日：2011-06-17

申请人： David Boberski ,  Edward Gogol ,  John Wiley ,  Richard Co ,  Steve Youngren ,  John Labuszewski

发明人： David Boberski ,  Edward Gogol ,  John Wiley ,  Richard Co ,  Steve Youngren ,  John Labuszewski

IPC分类号： G06Q40/00

CPC分类号： G06Q40/00 ,  G06Q20/28 ,  G06Q20/381 ,  G06Q20/387 ,  G06Q40/025 ,  G06Q40/04 ,  G06Q40/06

摘要： A system for moving money between accounts of traders by a central counterparty to facilitate payments, i.e. the movement of funds, there between is disclosed which provides a flexible mechanism which supports simpler accounting, new types of derivatives contracts as well new types fees. The disclosed futures contract, referred to as a “payer” contract, comprises a “no-uncertainty” futures contract, i.e. the initial value and settlement value parameters are defined, that leverages the mechanisms of the clearing system to, for example, accommodate related payments. Accordingly, a 1-to-many relationship between contracts and prices is provided whereby each price component may be assigned its own payer contract. The function of the payer contract may be to guarantee the movement of money from related positions. In one embodiment, payer contracts are dynamically created whenever a payment is needed.

公开(公告)号：US20130031020A1

公开(公告)日：2013-01-31

申请号：US13190864

申请日：2011-07-26

申请人： David Boberski ,  John Wiley ,  John Nyhoff ,  John Labuszewski

发明人： David Boberski ,  John Wiley ,  John Nyhoff ,  John Labuszewski

IPC分类号： G06Q40/00

CPC分类号： G06Q40/00

摘要： 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.

摘要翻译： 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：US20130024344A1

公开(公告)日：2013-01-24

申请号：US13186235

申请日：2011-07-19

申请人： David Boberski ,  John Wiley ,  John Nyhoff ,  John Labuszewski

发明人： David Boberski ,  John Wiley ,  John Nyhoff ,  John Labuszewski

IPC分类号： G06Q40/00

CPC分类号： G06Q40/04

摘要： Novel systems and methods for selectively listing a commodity under one or more different commodity codes are provided. A single commodity may be selectively listed under different commodity codes based upon whether it is offered on an opening or closing basis. The commodity may be an Interest Rate Swap (IRS). It may be matched with bids according to a fixed rate variable when listed under the first code. The same commodity may then be listed on the same exchange under a second commodity code. In one embodiment, the commodity listed under the second commodity code may be matched with bids according to a different variable, such as, for example, a currency amount. In one implementation, the currency amount of the second variable may represent a non-par payment.

摘要翻译： 提供了用于以一种或多种不同商品代码选择性地列出商品的新型系统和方法。 可以根据是开放还是关闭提供单一商品，根据不同的商品代码选择性地列出。 商品可能是利率互换（IRS）。 根据第一个代码列出，可以根据固定费率变量来匹配出价。 相同的商品可以在第二个商品代码的同一交易所上市。 在一个实施例中，根据第二商品代码列出的商品可以根据不同的变量（例如货币金额）与出价相匹配。 在一个实现中，第二变量的货币金额可以表示非参数支付。

公开(公告)号：US20140019324A1

公开(公告)日：2014-01-16

申请号：US13546083

申请日：2012-07-11

申请人： John Nyhoff ,  Steve Youngren ,  Sandra Ro ,  Richard Co ,  John Labuszewski

发明人： John Nyhoff ,  Steve Youngren ,  Sandra Ro ,  Richard Co ,  John Labuszewski

IPC分类号： G06Q40/04

CPC分类号： G06Q40/04

摘要： Systems and methods are provided for processing and settling futures contracts that have multiple settlement provisions. A single futures contract may include both a physical delivery settlement provision and a cash settlement provision. Cash settlement provisions may involve inconvertible currencies.

摘要翻译： 提供了处理和结算具有多重结算条款的期货合约的制度和方法。 单一期货合约可能包括实物交割结算条款和现金结算条款。 现金结算条款可能涉及不可兑换的货币。

公开(公告)号：US20120101957A1

公开(公告)日：2012-04-26

申请号：US12909634

申请日：2010-10-21

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

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

IPC分类号： G06Q40/00

CPC分类号： G06Q10/00 ,  G06Q40/00 ,  G06Q40/04 ,  G06Q40/06 ,  G07F19/20

摘要： 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.

摘要翻译： 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：US20120101958A1

公开(公告)日：2012-04-26

申请号：US12909658

申请日：2010-10-21

申请人： Richard Co ,  Steve Youngren ,  Lori Aldinger ,  John Labuszewski

发明人： Richard Co ,  Steve Youngren ,  Lori Aldinger ,  John Labuszewski

IPC分类号： G06Q40/00

CPC分类号： G06Q40/00 ,  G06Q40/04 ,  G06Q40/06

摘要： 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.

摘要翻译： 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：US08751353B2

公开(公告)日：2014-06-10

申请号：US12909658

申请日：2010-10-21

申请人： Richard Co ,  Steve Youngren ,  Lori Aldinger ,  John Labuszewski

发明人： Richard Co ,  Steve Youngren ,  Lori Aldinger ,  John Labuszewski

IPC分类号： G06Q40/00

CPC分类号： G06Q40/00 ,  G06Q40/04 ,  G06Q40/06

摘要： 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.

摘要翻译： 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。