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Chicago Mercantile Exchange Inc
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Chicago Mercantile Exchange patents

Recent patent applications related to Chicago Mercantile Exchange. Chicago Mercantile Exchange is listed as an Agent/Assignee. Note: Chicago Mercantile Exchange may have other listings under different names/spellings. We're not affiliated with Chicago Mercantile Exchange, we're just tracking patents.

ARCHIVE: New 2017 2016 2015 2014 2013 2012 2011 2010 2009 | Company Directory "C" | Chicago Mercantile Exchange-related inventors




Date Chicago Mercantile Exchange patents (updated weekly) - BOOKMARK this page
11/03/16Adaptive volume control
02/12/15System and controlling markets during a stop loss trigger
01/01/15Accelerated trade matching using speculative parallel processing
11/27/14System and margining fixed payoff products
08/28/14Cross-currency implied spreads
03/13/14Futures exchange support of spot trading
10/24/13Exchange-traded basis derivative contracts
09/05/13Cross-currency implied spreads
06/20/13System and efficiently using collateral for risk offset
02/14/13Pricing a forward rate agreement financial product using a non-par value
02/14/13Pricing a swap financial product using a non-par value
12/27/12Controlling implied markets during a stop loss trigger
12/13/12System and flexible spread participation
11/29/12Transformation of a multi-leg security definition for calculation of implied orders in an electronic trading system
11/29/12System and using diversification spreading for risk offset
10/25/12Ratio spreads for contracts of different sizes in implied market trading
10/11/12Scanning based spreads using a hedge ratio non-linear optimization model
05/24/12System and determining the market risk margin requirements associated with a credit default swap
05/17/12System and flexible spread participation
05/03/12System and activity based margining
03/22/12System and monitoring trades outside of a no-bust range in an electronic trading system
03/22/12System and margining fixed payoff products
03/15/12System and settling trades
03/08/12System and hybrid spreading for risk management
02/23/12System and asymmetric offsets in a risk management system
02/16/12System and using diversification spreading for risk offset
02/16/12System and determining the market risk margin requirements associated with a credit default swap
12/29/11Controlling implied markets during a stop loss trigger
10/06/11System and activity based margining
10/06/11Scanning based spreads using a hedge ratio non-linear optimization model
06/18/09Conversion and liquidation of defaulted positions
04/23/09Fault tolerance and failover using active copy-cat
02/04/10Method and system for generating and trading composite contracts
08/17/17 new patent  Distribution of market data
08/03/17Computer methodology providing as-of-day volatility surface construction for pricing
08/03/17Deterministic and efficient message packet management
07/20/17Systems and methods for iterative optimization of related objects
07/20/17Futures margin modeling system
07/13/17Order risk management for derivative products
07/06/17Execution of co-dependent transactions in a transaction processing system
07/06/17Controlling implied markets during a stop loss trigger
07/06/17Dynamic market data filtering
06/08/17Liquidation cost calculation
05/04/17Clustered fault tolerance systems and methods using load-based failover
05/04/17System for physically delivering virtual currencies
04/13/17Systems and methods for calculating a latency of a transaction processing system
04/13/17Derivative contracts that settle based on a virtual currency difficulty factor or an index of virtual currency generation yield
04/13/17Multi-modal trade execution with smart order routing
04/13/17Central limit order book automatic triangulation system
04/06/17Virtual payment processing system
04/06/17Virtual payment processing system
03/16/17Margin requirements for multi-currency cds portfolios
03/16/17Margin requirement based on intrinsic value of index cds
03/02/17Guarantee fund calculation with allocation for self-referencing risk
02/23/17Optimized electronic match engine with external generation of market data using a minimum data set
02/16/17Mitigation of latency disparity in a transaction processing system
02/09/17Dataset intersection determination
01/19/17Facilitation of deterministic interaction with a dynamically changing transaction processing environment
01/12/17System for processing options contracts with deferred setting of strike price
01/12/17Customer service controller
01/05/17Dissemination of order status information present on an electronic exchange
01/05/17Facilitation of accrual based payments between counterparties by a central counterparty
12/15/16Transaction processing system performance evaluation
12/01/16Data structure management in hybrid clearing and default processing
11/24/16Dataset cleansing
Patent Packs
11/10/16Thread safe lock-free concurrent write operations for use with multi-threaded in-line logging
11/10/16Tokens, and the use thereof, for public distribution of messages having a private association with a subset of the message recipients
11/03/16Adaptive volume control
10/27/16System for determining margin requirements
08/25/16Option box volatility indexes
08/11/16System for processing decomposing futures contracts
08/11/16Event triggered trading
07/14/16Facilitation of payments between counterparties by a central counterparty
07/14/16Facilitation of payments between counterparties by a central counterparty
07/14/16Facilitation of payments between counterparties by a central counterparty
07/14/16Facilitation of payments between counterparties by a central counterparty
07/14/16Facilitation of payments between counterparties by a central counterparty
06/30/16Compression of price data
06/23/16Electronic messaging management
06/09/16Enriched market data generation and reporting
Patent Packs
05/19/16Transaction processor for clearing interest rate swaps with improved efficiency
05/05/16Generating a blended fx portfolio
03/31/16Electronic market message management using priority determination
03/31/16Electronic market message management with priority determination
03/24/16Electronic market message management by allocation of temporally specific messages
03/24/16Electronic market message management of temporally specific messages
03/24/16Electronic market message management of multiple-action messages
03/24/16Market dynamic variable price limits
03/10/16System and compelling physical delivery of items within a quality range
03/03/16Bridged weekly fx futures product
03/03/16Processing decomposing financial instruments
02/25/16Margin determination for products based on currency pairs
02/18/16Interest rate swap and swaption liquidation system and method
02/11/16Electronic outcry messaging for electronic trading
02/04/16Initial margining using decayed scenarios
02/04/16Liquidation cost calculation
01/28/16Customer service controller
01/21/16Size-based allocation prioritization
01/07/16Allocation based on order quality
12/31/15Implied volatility futures product
12/31/15Implied volatility skew futures product
12/31/15Carry-adjusted index futures
12/31/15Interest rate swap compression
11/19/15Determining option strike price listing range
11/19/15Calculating liquidity margin requirements
11/19/15Margin requirement determination and modeling for cleared credit
11/12/15Synthetic series derivative contracts
11/12/15Coupon blending of a swap portfolio
11/12/15Delta-hedged futures contract
10/01/15Futures contracts with minimum position limit approaching delivery period
Social Network Patent Pack
09/17/15Market operation through regulation of incoming order match allocation and/or dynamic resting order match allocation priorities
09/17/15Market operation through regulation of incoming order match allocation and/or dynamic resting order match allocation priorities
09/17/15Coupon blending of swap portfolio
09/17/15Multi-laterally traded contract settlement mode modification
09/10/15Pricing a forward rate agreement financial product using a non-par value
08/13/15Option pricing model for event driven instruments
08/06/15Pricing a swap financial product using a non-par value
06/25/15Deterministic and efficient message packet management
06/25/15Deterministic and efficient message packet management
06/25/15Volatility based futures products
Patent Packs
06/25/15Hybrid index derived using a kalman filter
06/18/15Offset options
06/18/15Price banding visualization
06/18/15Trader station user interface
06/18/15Periodic reset total return index futures contracts
06/18/15Processing binary options in future exchange clearing
06/11/15Exchange feed for trade reporting having reduced redundancy
06/11/15Valuation of derivative products
06/04/15Alternate-form options
05/28/15Customer service controller
05/28/15Tandem options contracts providing fixed binary payout
05/07/15Transactionally deterministic high speed financial exchange having improved, efficiency, communication, customization, performance, access, trading opportunities, credit controls, and fault tolerance
05/07/15Transactionally deterministic high speed financial exchange having improved, efficiency, communication, customization, performance, access, trading opportunities, credit controls, and fault tolerance
05/07/15Transactionally deterministic high speed financial exchange having improved, efficiency, communication, customization, performance, access, trading opportunities, credit controls, and fault tolerance
05/07/15Transactionally deterministic high speed financial exchange having improved, efficiency, communication, customization, performance, access, trading opportunities, credit controls, and fault tolerance
05/07/15Transactionally deterministic high speed financial exchange having improved, efficiency, communication, customization, performance, access, trading opportunities, credit controls, and fault tolerance
05/07/15Transactionally deterministic high speed financial exchange having improved, efficiency, communication, customization, performance, access, trading opportunities, credit controls, and fault tolerance
05/07/15Transactionally deterministic high speed financial exchange having improved, efficiency, communication, customization, performance, access, trading opportunities, credit controls, and fault tolerance
05/07/15Transactionally deterministic high speed financial exchange having improved, efficiency, communication, customization, performance, access, trading opportunities, credit controls, and fault tolerance
04/23/15Futures contracts with divergent trading and delivery units
04/23/15Futures contracts with minimum position limit approaching delivery period
04/23/15Futures contracts settlement method with option to roll forward
04/23/15Disseminating floor quotes from open outcry markets
04/23/15Achieving margin capital efficiencies using linear programming
04/16/15Facilitation of payments between counterparties by a central counterparty
04/16/15Facilitation of payments between counterparties by a central counterparty
04/16/15Facilitation of payments between counterparties by a central counterparty
04/16/15Facilitation of payments between counterparties by a central counterparty
04/16/15Computer implemented evaluation and adjustment of settlement value curves
03/26/15Secure exchange feed market data embargo
Patent Packs
03/26/15Secure exchange feed market data embargo
03/19/15Pricing range-based financial instruments
03/19/15Detection of abusive behavior in electronic markets
03/19/15Detection of potential abusive trading behavior in electronic markets
03/19/15Dataset intersection determination
03/12/15Boundary constraint-based settlement in spread markets
03/12/15Matching with level residual allocation
02/26/15System and displaying a combined trading and risk management gui display
02/12/15System and controlling markets during a stop loss trigger
02/05/15Pca-based portfolio margining
01/22/15Efficient self-match prevention in an electronic match engine
01/08/15Blending methodology for settling swaption volatility cube and prices
01/01/15Accelerated trade matching using speculative parallel processing
12/25/14Blending methodology for settling swaption volatility cube and prices
12/18/14Countdown timing in financial instrument trading having a reporting obligation
12/18/14Order grid highlighting
12/18/14Spread matrix with statistics
12/18/14Systems and methods for processing cleared loan deliverable futures contract data
12/18/14Lack of liquidity order type
12/18/14Automated book-entry exchange of futures for interest rate swap (efs) at implied current coupon
Social Network Patent Pack
12/18/14Standardization and management of over-the-counter financial instruments
11/13/14Method and system for providing option spread indicative quotes
11/06/14System and using diversification spreading for risk offset
10/23/14Post-order management of financial instruments
10/16/14Method and publishing market information
10/09/14System and matching one or more incoming order to a standing order based on multi-level allocation
09/18/14Weather derivative volatility surface estimation
09/11/14Zero coupon conversion factor calculation
09/11/14Match server for a financial exchange having fault tolerant operation
09/11/14Commodity contracts delivery allocation
08/28/14Conversion and liquidation of defaulted positions
08/21/14Out of band credit control
08/21/14Option pricing model for event driven call and put options
08/07/14Multiple coupon interest rate futures contracts
08/07/14Tba futures contracts and central counterparty clearing of tba
08/07/14Collateralized lending using a central counterparty
07/24/14System and determining the market risk margin requirements associated with a credit default swap
07/17/14Match server for a financial exchange having fault tolerant operation
07/10/14System and making positions held by a trader fungible
07/03/14Prospective currency units
Social Network Patent Pack
07/03/14Breakout indexes
06/19/14System and activity based margining
06/19/14Liquidity margin
06/19/14Processing of exercised options
06/19/14Margin determination for products based on currency pairs
06/12/14Price alignment interest in collateralized financial instruments
06/12/14Delta neutral futures allocation
06/12/14Interest rate swap risk compression
06/05/14Delta neutral futures allocation
05/22/14Systems and methods for matching one or more incoming order to a standing order as a function of an inner market parameter
05/22/14Detection and mitigation of effects of high velocity price changes
05/15/14Identification of accounts that are too profitable or too lossy
05/15/14Calendar spread futures
05/15/14Determination of banding start price for order evaluation
05/08/14Order risk management for derivative products
05/08/14Cross margining of tri-party repo transactions
04/03/14Trade matching platform with variable pricing based on clearing relationships
03/27/14Trade engine processing of mass quote messages and resulting production of market data
03/20/14Processing fixed unit financial instruments
03/20/14Systems and methods for using declining balance methodologies to enhance clearing of dividend futures and other instruments
03/20/14Smart trade template based matching
03/13/14Method and system for generating and trading composite contracts
03/06/14Liquidity charge determination
03/06/14Scanning based spreads using a hedge ratio non-linear optimization model
02/27/14Standardization and management of over-the-counter financial instruments
02/20/14Determination of banding start price for order evaluation
02/06/14Message processing
02/06/14Real time trading
01/30/14Transformation of a multi-leg security definition for calculation of implied orders in an electronic trading system
01/30/14System and asymmetric offsets in a risk management system
Social Network Patent Pack
01/23/14Credit default swap post credit event
01/16/14Delivery system for futures contracts
01/16/14Distribution of market data
01/02/14Delta neutral futures allocation
01/02/14Derivatives trading methods that use a variable order price and a hedge transaction
12/26/13Weather derivative volatility surface estimation
12/12/13System and settling trades
12/12/13System and margining fixed payoff products
11/28/13Listing and expiring cash settled on-the-run treasury futures contracts
11/07/13System and multi-factor modeling, analysis and margining of credit default swaps for risk offset
10/03/13Publish and subscribe system including buffer
10/03/13System and determining the market risk margin requirements associated with a credit default swap
09/19/13System and activity based margining
09/19/13Derivative products
09/19/13Hedging risks associated with variable priced orders for derivative financial products
09/12/13Periodic reset total return index futures contracts
09/05/13Periodic reset total return index futures contracts
08/29/13Transformation of a multi-leg security definition for calculation of implied orders in an electronic trading system
08/29/13Processing binary options in future exchange clearing
08/29/13Utilizing a trigger order with multiple counterparties in implied market trading
08/29/13Enhanced clearing house collateral management system with capabilities to transfer excess collateral to other users
08/22/13Out of band credit control
08/22/13Prospective currency units
08/15/13System and implementing and managing bundled option box futures
08/15/13Match server for a financial exchange having fault tolerant operation
08/08/13Trade matching platform with variable pricing based on clearing relationships
08/08/13Derivative products
08/01/13Trade matching platform with variable pricing based on clearing relationships
07/18/13Order risk management for derivative products







ARCHIVE: New 2017 2016 2015 2014 2013 2012 2011 2010 2009



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