专利快速检索-快速检索全球专利，免费商用专利数据库-IPRDB

51. 发明授权

EP2049995B1 FAULT TOLERANCE AND FAILOVER USING ACTIVE COPY-CAT 有权
标题翻译：宽恕，有弹性与ACTIVE模仿
公开(公告)号：EP2049995B1
公开(公告)日：2016-06-01
申请号：EP07799438.2
申请日：2007-07-10
申请人： Chicago Mercantile Exchange, Inc.
发明人： SHETHWALA, Zuber , CALLAWAY, Paul, J. , REECE, Troy , BAUERSCHMIDT, Paul, Andrew , HAGEMANN, Robert, C. , FERRARI, Enrico
IPC分类号： G06F11/16 , G06F11/20
CPC分类号： G06F11/2097 , G06F11/1479 , G06F11/1641 , G06F11/1687 , G06F11/1695 , G06F11/2028 , G06F11/2038 , G06F11/2046

52. 发明公开

EP3021275A1 TRANSACTION PROCESSOR FOR CLEARING INTEREST RATE SWAPS WITH IMPROVED EFFICIENCY 审中-公开
标题翻译：变压器润滑剂ZUR REINIGUNG VON ZINSSWAPS MIT VERBESSERTER EFFIZIENZ
公开(公告)号：EP3021275A1
公开(公告)日：2016-05-18
申请号：EP15189429.2
申请日：2015-10-12
申请人： Chicago Mercantile Exchange, Inc.
发明人： Xythalis, Panos , Zhu, Jay , Sharaby, Fateen , Bawadhankar, Dhiraj , Dong, Molang
IPC分类号： G06Q40/04
CPC分类号： G06Q40/04
摘要： The disclosed embodiments relate to improving the efficiency of an electronic trading system for interest rate swaps ("IRS") by allowing for IRS contracts to be funded in a base currency while the cash flows, e.g. coupon payments, price alignment interest, variation margin, are denominated in a local currency different from the base currency. Thereby cash flows may be netted and offset minimizing the magnitude of funds needed to be moved and reducing the number of transactions processed by the electronic trading system as well as the consumption of computational resources thereby. Furthermore, the disclosed embodiments facilitate entering into IRS transactions is a currency different from the currency of cash flows while eliminating Herstatt risk due to volatility of foreign exchange rates, which allows for increased off shore participation and thereby increased transaction volume.
摘要翻译：所公开的实施例涉及通过允许IRS合同以现金流量为基础以基本货币供资来提高电子交易系统的利率互换（“IRS”）的效率，例如。优惠券付款，价格调整利息，差额保证金，以本币计算，不同于基础货币。因此，现金流可以被扣除并且抵消最小化需要移动的资金的数量，并减少由电子交易系统处理的交易的数量以及由此计算资源的消耗。此外，所披露的实施例便利进入IRS交易是与现金流量的货币不同的货币，同时由于外汇汇率波动而消除了Herstatt的风险，这允许增加离岸参与，从而增加交易量。

53. 发明公开

EP3016058A1 GENERATING A BLENDED FX PORTFOLIO 审中-公开
标题翻译：埃泽贡伊恩GEMISCHTEN FX-PORTFOLIOS
公开(公告)号：EP3016058A1
公开(公告)日：2016-05-04
申请号：EP15191983.4
申请日：2015-10-28
申请人： Chicago Mercantile Exchange, Inc.
发明人： Burnham, Simon , Bawadhankar, Dhiraj , Redfield, John , Dayon, Steve , Sharaby, Fateen
IPC分类号： G06Q40/06 , G06Q40/04
CPC分类号： G06Q20/381 , G06Q40/04 , G06Q40/06
摘要： Systems and methods for blending a plurality of FX forwards may include determining a signed sum of notional values associated with each of the primary currency component and the settlement currency component of each of the plurality of FX forwards for use in blending the plurality of FX forwards, each of the plurality of FX forwards having matching economics and a different associated fixed rate. A computing device may determine one or more remnant FX forwards to blend the plurality of FX forwards based, at least in part, using the determined sums of the notional values. This may reduce the gross notional and/or the total clearing line items associated with the original FX forwards. In some cases, the computing device may determine a single currency FX forward for blending the plurality of FX forwards.
摘要翻译：用于混合多个FX前进的系统和方法可以包括确定与多个FX前进中的每一个的前一个主要货币组成和结算货币组成中的每一个相关联的名义值的签名总和用于混合多个FX前进，所述多个FX转发中的每一个具有匹配的经济性和不同的相关联的固定费率。至少部分地，使用所确定的概念值的总和，计算设备可以确定一个或多个剩余的FX转发以混合多个FX转发。这可能减少与原始FX转发相关联的总名义和/或总清算行项目。在某些情况下，计算设备可以确定用于混合多个FX前进的单一货币FX forward。

54. 发明公开

EP2960851A1 INTEREST RATE SWAP COMPRESSION 审中-公开
标题翻译： ZINSRATEN-SWAP-KOMPRESSION
公开(公告)号：EP2960851A1
公开(公告)日：2015-12-30
申请号：EP15174114.7
申请日：2015-06-26
申请人： Chicago Mercantile Exchange, Inc.
发明人： BOBERSKI, David , LABUSZEWSKI, John , O'CONNELL, Michael , WILEY, John , BAWADHANKAR, Dhiraj , AZZARELLO, Samantha , SHARABY, Fateen
IPC分类号： G06Q40/06
CPC分类号： G06Q40/06
摘要： A computer system may access data corresponding to a portfolio that comprises interest rate swaps and may calculate parameters for a compressed swap. The computer system may determine, based at least in part on the parameters for the compressed swap, a performance bond requirement attributable to the interest rate swaps. The computer system may compare the performance bond requirement to account data associated with a holder of the portfolio and may perform one or more additional actions based on the comparing.
摘要翻译：计算机系统可以访问对应于包括利率掉期的投资组合的数据，并且可以计算压缩交换的参数。计算机系统可以至少部分地基于压缩掉期的参数确定归因于利率掉期的履约保证金要求。计算机系统可以将绩效保证金要求与投资组合持有人相关联的账户数据进行比较，并且可以基于比较执行一个或多个附加动作。

55. 发明公开

EP2742478A4 SELECTIVE SUPPRESSION OF IMPLIED CONTRACT GENERATION 审中-公开
标题翻译：默示合同选择性还原
公开(公告)号：EP2742478A4
公开(公告)日：2015-04-08
申请号：EP12822710
申请日：2012-06-27
申请人： CHICAGO MERCANTILE EXCHANGE
发明人： WOLF BRIAN M , CURRAN JOHN F , FARRELL JAMES W , CALLAWAY PAUL J , GALSTER BARRY L , MILNE ANDREW , SCIMECA GIUSEPPE , PECK-WALDEN PEARCE , WILCOX JAMES
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04

56. 发明公开

EP2478437A4 MATCH SERVER FOR A FINANCIAL EXCHANGE HAVING FAULT TOLERANT OPERATION 有权
标题翻译：匹配服务器与容错操作货币兑换
公开(公告)号：EP2478437A4
公开(公告)日：2013-03-20
申请号：EP10817633
申请日：2010-08-23
申请人： CHICAGO MERCANTILE EXCHANGE
发明人： CALLAWAY PAUL J , HAGEMANN III ROBERT C , SHETHWALA ZUBER , REECE TROY , BAUERSCHMIDT PAUL ANDREW , FERRARI ENRICO , GALSTER BARRY L
IPC分类号： G06F11/16
CPC分类号： G06F11/1415 , G06F11/1641 , G06F11/1687 , G06F11/1695 , G06F11/2028 , G06F11/2038 , G06F11/2046 , G06F11/2097 , G06Q40/04

57. 发明公开

EP2186267A4 DYNAMIC MARKET DATA FILTERING 审中-公开
标题翻译： DYNAMISCHE MARKTDATENFILTERUNG
公开(公告)号：EP2186267A4
公开(公告)日：2012-08-22
申请号：EP08797794
申请日：2008-08-13
申请人： CHICAGO MERCANTILE EXCHANGE
发明人： CALLAWAY PAUL J , GENETSKI DENNIS M , GRACIA ADRIEN , MENON VIJAY , KRAUSE JAMES
IPC分类号： H04L12/28
CPC分类号： H04L47/62 , G06F17/30867 , G06Q30/0201 , G06Q40/04 , G06Q40/06 , H04L43/0894 , H04L43/16

58. 发明公开

EP1842173A4 DISTRIBUTED TRADE MATCH SERVICE 审中-公开
标题翻译：分布式服务贸易VOTE
公开(公告)号：EP1842173A4
公开(公告)日：2010-07-28
申请号：EP06717906
申请日：2006-01-10
申请人： CHICAGO MERCANTILE EXCHANGE
发明人： BORRO TODD , WATERS PAUL
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04

59. 发明公开

EP2179390A1 OUT OF BAND CREDIT CONTROL 审中-公开
标题翻译： BAND外部信用控制
公开(公告)号：EP2179390A1
公开(公告)日：2010-04-28
申请号：EP08827956.7
申请日：2008-07-29
申请人： Chicago Mercantile Exchange, Inc.
发明人： CALLAWAY, Paul, J. , CULHANE, II, Michael, E. , CUTINHO, Sunil, K. , KMIEC, Frank , STUDNITZER, Ari
IPC分类号： G06Q40/00
CPC分类号： G06Q40/00 , G06Q40/025 , G06Q40/04 , G06Q40/06 , G06Q40/08
摘要： Systems and methods are provided that can provide credit control monitoring across any number of trading engines without adding any performance or scalability limitations.

60. 发明公开

EP1866862A4 SYSTEM AND METHOD OF UTILIZING A DISTRIBUTED ORDER BOOK IN AN ELECTRONIC TRADE MATCH ENGINE 审中-公开
标题翻译：系统和方法使用分布式订单在电子交易投票机
公开(公告)号：EP1866862A4
公开(公告)日：2010-03-10
申请号：EP06720854
申请日：2006-02-17
申请人： CHICAGO MERCANTILE EXCHANGE
发明人： TROXEL CHARLIE JR , GOLDMAN STEVE
IPC分类号： G06Q40/00
CPC分类号： G06Q40/00 , G06Q40/025 , G06Q40/04
摘要： Methods and systems are providing for minimizing the effects of transmission delays when providing orders for financial instruments. A plurality of order books and match engines may be maintained at geographically dispersed locations. The orders may be synchronized to provide the appearance of a single order book to traders and other users. The plurality of order books and match engines allow traders and other users to transmit orders to the match engine associated with the shortest transmission delay and to access orders pending at other match engines.

你已经成功收藏专利！

检索式保存成功!

IPRDB

热门服务

关于我们

友情链接

联系方式