Chicago Mercantile Exchange Inc.

John Labuszewski

Richard Co

John Nyhoff

David Andrew Boberski

Steve Youngren

Roberta Paffaro

John Wiley

Lori Aldinger

Edward M Gogol

Steven Youngren

John Kerpel

Xing Su

Derek Sammann

James Joseph Boudreault

Alan Shontz

Mike Kamradt

Steve Peters

Frederick Sturm

Scott A Brusso

David Joseph Schulz

Tuen Tuen Wang

Dhiraj Subhash Bawadhankar

Fateen Sharaby

Sayee Srinivasan

Sandra Ro

Daniel Grombacher

Roger Rutherford

Greg Skony

TuenTuen Wang

Michael O'Connell

Paul Peterson

Samantha Azzarello

David Emerick

Will Patrick

Michael Kamradt

Thomas Patrick Rafferty

Timothy Francis McCourt

Fred Sturm

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.

Interest rate swap compression

A computer system associated with spot market trading in a particular subject matter may communicate with a computer system associated with trading in futures contracts or options in futures contracts for the subject matter. The communications may include pricing data for at least one of futures contracts or options in futures contracts for the subject matter, which pricing data may be used for spot market pricing. The communications may also include communications regarding futures hedging of spot trading in the subject matter.

Futures exchange support of spot trading

Methods, devices, and systems for managing electronic messages of an electronic trading system in which orders are extracted from the electronic messages involve executing actions associated with respect to the orders. The actions in the electronic trading system may have times specified within the electronic message for the action to be executed.

Electronic market message management of temporally specific messages

Methods, devices, and systems for managing electronic messages of an electronic trading system in which orders are extracted from the electronic messages involve executing actions associated with respect to the orders and matching orders to counter orders. Matching orders may be based on a priority determined using a market quality index of the order and an associated market participant.

Electronic market message management using priority determination

One or more methods may be used to disseminate floor quotes from an open outcry financial market, such as via messages posted on a social network. These messages may include additional information for providing 'color' to the price quotation. In some cases, a method of disseminating the floor quotes may include receiving, at a computer device, a request from a trader to receive an authenticated user name associated with a financial exchange. The financial exchange may then permit the trader to post one or more messages to a social network using the authenticated user name, where the message includes information about a trade on the financial exchange.

Disseminating floor quotes from open outcry markets

A system for moving money between accounts of traders by a central counterparty to facilitate a plurality of 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 'payor' 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 payor contract. The function of the payor contract may be to guarantee the movement of money from related positions. In one embodiment, payor contracts are dynamically created whenever a payment is needed.

Facilitation of accrual based payments between counterparties by a central counterparty

A method of determining a hybrid index may include obtaining, by a computer device, financial transaction information about two or more financial products over a duration. The computer device may be configured to filter the financial transaction information to produce enhanced financial transaction information. The computer device may then determine a financial index value using the financial transaction information and the enhanced financial transaction information.

Hybrid index derived using a kalman filter

Electronic market message management with priority determination

A method for matching compound orders from a group of market participants includes receiving, via a communication network, compound order data, the compound order data specifying a maximum amount of a financial instrument of a plurality of financial instruments to be bought or sold by each market participant, accessing a memory in which price data is stored, the price data indicating a current price of each financial instrument, implementing, with a processor, a linear solver to maximize fulfillment of the compound orders via order matching for execution at the current prices in accordance with the maximum amounts specified in the compound order data and in accordance with a maximum net risk exposure level for each market participant arising from the fulfillment of the compound orders, and transmitting trade data indicative of the order matching for execution of trades among the market participants at the current prices.

Matched order fulfillment with linear optimization

Growing community of inventors

Westmont, IL, United States of America

John Labuszewski