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Chicago Mercantile Exchange patents (2015 archive)


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 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 | Company Directory "C" | Chicago Mercantile Exchange-related inventors


12/31/15 / #20150379643

Interest rate swap compression

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. ... Chicago Mercantile Exchange

12/31/15 / #20150379642

Carry-adjusted index futures

A calculation of a value for a carry-adjusted version of an economic index may include adjusting an equity component by a carrying cost component. The equity component may be based on a value of the economic index corresponding to the current time. ... Chicago Mercantile Exchange

12/31/15 / #20150379641

Implied volatility skew futures product

Systems and methods are described for providing a derivatives product corresponding to an implied volatility skew of a financial product traded on an exchange. The method may include calculating, by one or more computing devices, a risk neutral density based on options information associated with an option trading on a financial market. ... Chicago Mercantile Exchange

12/31/15 / #20150379633

Implied volatility futures product

Systems and methods are described for providing a derivatives product corresponding to an implied volatility of a financial product traded on an exchange. The method may include calculating, by one or more computing devices, a risk neutral density based on options information associated with an option trading on a financial market. ... Chicago Mercantile Exchange

11/19/15 / #20150332404

Margin requirement determination and modeling for cleared credit

Systems and methods are provided for calculating margin requirements and stress testing exposures of cleared credit portfolios. These margin requirements are calculated using the following components: spread risk, idiosyncratic risk, interest rate, and liquidity risk. ... Chicago Mercantile Exchange

11/19/15 / #20150332403

Calculating liquidity margin requirements

Systems and methods are provided for calculating margin requirements and stress testing exposures of cleared credit portfolios. These margin requirements are calculated using the following components: spread risk, idiosyncratic risk, interest rate, and liquidity risk. ... Chicago Mercantile Exchange

11/19/15 / #20150332393

Determining option strike price listing range

A computer system may calculate an option strike price listing range using a volatility value. The volatility value may be determined based on market value data that corresponds to an optioned transaction type and that include multiple market values. ... Chicago Mercantile Exchange

11/12/15 / #20150324914

Coupon blending of a swap portfolio

Systems and methods for blending a plurality of swaps may include determining a fixed rate for use in blending a plurality of swaps, each of the plurality of swaps having matching economics and a different associated fixed rate. A computing device may determine a first remnant swap and a second remnant swap to blend the plurality of swaps using the determined fixed rates. ... Chicago Mercantile Exchange

11/12/15 / #20150324911

Delta-hedged futures contract

Systems and methods are described for providing a futures product corresponding to a position in a delta-hedged strategy on an underlying financial product may include creating a portfolio including put options and call options, wherein the put options and the call options correspond to a same underlying product. One or more computing devices may determine a position in the underlying product to include in the portfolio. ... Chicago Mercantile Exchange

11/12/15 / #20150324910

Synthetic series derivative contracts

A computer system may process data associated with synthetic series derivative contracts. Those contracts may be settled in cash to an imputed value of a fixed income security. ... Chicago Mercantile Exchange

10/01/15 / #20150278951

Futures contracts with minimum position limit approaching delivery period

Systems and methods are provided for processing derivative financial instrument positions. Contracts are structured to include minimum position limits or thresholds as final settlement dates approach. ... Chicago Mercantile Exchange

09/17/15 / #20150262305

Coupon blending of swap portfolio

Systems and methods for blending a plurality of swaps may include determining a fixed rate for use in blending a plurality of swaps, each of the plurality of swaps having matching economics and a different associated fixed rate. A computing device may determine a first remnant swap for blending fixed rate components of the plurality of swaps using the fixed rate. ... Chicago Mercantile Exchange

09/17/15 / #20150262303

Multi-laterally traded contract settlement mode modification

Stored data may define a multilaterally-traded contract type and specify final settlement of contracts conforming to the contract type by delivery of a defined quantity of a commodity. Additional data may be received, which additional data may indicate potential invocation of an alternate cash settlement mode for a plurality of contracts. ... Chicago Mercantile Exchange

09/17/15 / #20150262298

Market operation through regulation of incoming order match allocation and/or dynamic resting order match allocation priorities

The disclosed embodiments relate to systems and methods which match or otherwise allocate an incoming order to trade with “resting,” i.e. Previously received but not yet matched (fully satisfied), orders, recognizing that the algorithm or rules by which the incoming order is matched/allocated may affect the operation of the market for the financial product being traded. ... Chicago Mercantile Exchange

09/17/15 / #20150262297

Market operation through regulation of incoming order match allocation and/or dynamic resting order match allocation priorities

The disclosed embodiments relate to systems and methods which match or otherwise allocate an incoming order to trade with “resting,” i.e. Previously received but not yet matched (fully satisfied), orders, recognizing that the algorithm or rules by which the incoming order is matched/allocated may affect the operation of the market for the financial product being traded. ... Chicago Mercantile Exchange

09/10/15 / #20150254774

Pricing a forward rate agreement financial product using a non-par value

Computer readable media, methods, and apparatuses may be configured for processing a yield of a first financial instrument, determining a single floating rate payment based on the yield, determining a single fixed rate payment based on a fixed interest rate, determining a present value of the single floating rate payment, determining a present value of the single fixed rate payment, and generating a quote for a forward rate agreement index financial product as a function of the present value of the single floating rate payment and the present value of the single fixed rate payment.. . ... Chicago Mercantile Exchange

08/13/15 / #20150228024

Option pricing model for event driven instruments

Systems and methods are provided for valuing event driven option contracts. A jump diffusion based model, such as a merton jump diffusion based model, is modified to assume arithmetic movement of an underlying price and a single jump. ... Chicago Mercantile Exchange

08/06/15 / #20150221034

Pricing a swap financial product using a non-par value

Computer readable media, methods, and apparatuses may be configured for processing a plurality of yields, each of the yields corresponding to a different maturity date, determining a plurality of floating payments based on the yields, determining a plurality of fixed payments based on a fixed interest rate, determining a present value of the floating payments, determining a present value of the fixed payments, and generating a quote for a swap financial product as a function of the present value of the floating payments and the present value of the fixed payments.. . ... Chicago Mercantile Exchange

06/25/15 / #20150178834

Hybrid index derived using a kalman filter

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. ... Chicago Mercantile Exchange

06/25/15 / #20150178833

Volatility based futures products

A method of providing a financial product may include obtaining, by a computer device, pricing information about a financial market over a specified duration, the pricing information including at least a high price and a low price occurring within the duration. The computer device may be configured for determining a volatility associated with the market, the volatility based, at least in part, on the pricing information and determining a settlement price for a cash settled futures product using the volatility of the market over the specified duration.. ... Chicago Mercantile Exchange

06/25/15 / #20150178832

Deterministic and efficient message packet management

Methods, devices, and systems for facilitation of efficient processing of a plurality of electronic message packets communicated to an application via a network from a plurality of message sources. The facilitation involves receiving each of the plurality of electronic message packets from the network, and storing, upon receipt thereof, each of the received electronic message packets in a single buffer irrespective of which message source of the plurality of message sources each of the received electronic message packets originated from, the single buffer being accessible by the application.. ... Chicago Mercantile Exchange

06/25/15 / #20150178831

Deterministic and efficient message packet management

Methods, devices, and systems for facilitation of deterministic management of a plurality of electronic message packets communicated to an application via a network from a plurality of message sources. The facilitation involves receiving each of the plurality of electronic message packets from the network, determining an order in which each electronic message packet was received relative to the reception of others of the plurality of electronic message packets, and providing the order to the application.. ... Chicago Mercantile Exchange

06/18/15 / #20150170282

Periodic reset total return index futures contracts

A periodic reset total return index may be based on a standard index, such as an equity index. The value of the periodic reset total return index may be the sum of the standard index plus the income flow generated by the index, such as dividends generated by stocks. ... Chicago Mercantile Exchange

06/18/15 / #20150170280

Trader station user interface

A variety of user interfaces, systems and methods are provided for traders of commodities, futures contracts, derivatives, stocks, etc. A user interface may have two display modes, locked and unlocked. ... Chicago Mercantile Exchange

06/18/15 / #20150170279

Processing binary options in future exchange clearing

Systems and methods are disclosed for processing binary options (also referred to as digital options) in existing clearing systems, such as futures clearing systems. The binary option is treated, or processed, similar to standard options on a non-tradeable cash-settled underlying futures contract. ... Chicago Mercantile Exchange

06/18/15 / #20150170273

Price banding visualization

A computer-implemented method facilitates an order by a market participant for a trade of a financial instrument via an exchange computer system. The method includes determining a price band for valid orders of the financial instrument, generating an order entry interface configured for entry of data by the market participant indicative of the order of the financial instrument, the order entry interface including a visual indication of the price band, capturing data indicative of the order entered via the order entry interface, and transmitting the captured data to the exchange computer system.. ... Chicago Mercantile Exchange

06/18/15 / #20150170272

Offset options

An offset option class corresponds to an optioned transaction class and to an offset value. After execution of offset options of the offset option class, a current value for a transaction of the optioned transaction class is determined. ... Chicago Mercantile Exchange

06/11/15 / #20150161731

Valuation of derivative products

Disclosed are a method, apparatus, and computer-readable medium for determining the value of a derivative product over nonconsecutive periods. The derivative product may be an interest rate swap product, which, when exchanged traded, normally is valued on a mark-to-market basis over consecutive periods. ... Chicago Mercantile Exchange

06/11/15 / #20150161727

Exchange feed for trade reporting having reduced redundancy

The disclosed embodiments relate to communication of financial messages from an exchange to market participants whereby messages, or at least a portion of the content thereof, indicative of changes in the market, due to one or more trades between two or more market participants, are structured so as to reduce redundant data therein and prioritize the transmission of that portion of the message which summarizes the event and result thereof. Further, these event reporting messages may further consolidate, or otherwise be combined with, the corresponding directed reporting messages communicated to the particular market participants participating in the reported trade while preserving the anonymity of those market participants to which messages are particularly directed.. ... Chicago Mercantile Exchange

06/04/15 / #20150154699

Alternate-form options

Option class definition data may indicate a negotiable parameter and a plurality of non-negotiable parameters. The negotiable parameter may be an optioned transaction parameter, a strike price parameter, a put-or-call type parameter, an expiration parameter or an exercise style parameter. ... Chicago Mercantile Exchange

05/28/15 / #20150149342

Customer service controller

Information about a caller is provided to an agent, such as a customer service operator in a customer service call center. In one embodiment, the agent may receive detailed account and/or personal information about the caller before being connected to the actual or live call. ... Chicago Mercantile Exchange

05/28/15 / #20150149340

Tandem options contracts providing fixed binary payout

Systems and methods are described where two call options (or two put options) on futures may be bundled, traded, and processed in tandem accordingly. The two options may form a tandem option that may be constructed with strike/exercise prices that are scaled to be one minimum price increment or tick apart in the underlying futures market. ... Chicago Mercantile Exchange

05/07/15 / #20150127516

Transactionally deterministic high speed financial exchange having improved, efficiency, communication, customization, performance, access, trading opportunities, credit controls, and fault tolerance

The disclosed embodiments relate to implementation of a trading system, which may also be referred to as a trading system architecture, having improved performance which further assures transactional determinism under increasing processing transaction loads while providing improved trading opportunities, fault tolerance, low latency processing, high volume capacity, risk mitigation and market protections with minimal impact, as well as improved and equitable access to information and opportunities.. . ... Chicago Mercantile Exchange

05/07/15 / #20150127515

Transactionally deterministic high speed financial exchange having improved, efficiency, communication, customization, performance, access, trading opportunities, credit controls, and fault tolerance

The disclosed embodiments relate to implementation of a trading system, which may also be referred to as a trading system architecture, having improved performance which further assures transactional determinism under increasing processing transaction loads while providing improved trading opportunities, fault tolerance, low latency processing, high volume capacity, risk mitigation and market protections with minimal impact, as well as improved and equitable access to information and opportunities.. . ... Chicago Mercantile Exchange

05/07/15 / #20150127514

Transactionally deterministic high speed financial exchange having improved, efficiency, communication, customization, performance, access, trading opportunities, credit controls, and fault tolerance

The disclosed embodiments relate to implementation of a trading system, which may also be referred to as a trading system architecture, having improved performance which further assures transactional determinism under increasing processing transaction loads while providing improved trading opportunities, fault tolerance, low latency processing, high volume capacity, risk mitigation and market protections with minimal impact, as well as improved and equitable access to information and opportunities.. . ... Chicago Mercantile Exchange

05/07/15 / #20150127513

Transactionally deterministic high speed financial exchange having improved, efficiency, communication, customization, performance, access, trading opportunities, credit controls, and fault tolerance

The disclosed embodiments relate to implementation of a trading system, which may also be referred to as a trading system architecture, having improved performance which further assures transactional determinism under increasing processing transaction loads while providing improved trading opportunities, fault tolerance, low latency processing, high volume capacity, risk mitigation and market protections with minimal impact, as well as improved and equitable access to information and opportunities.. . ... Chicago Mercantile Exchange

05/07/15 / #20150127512

Transactionally deterministic high speed financial exchange having improved, efficiency, communication, customization, performance, access, trading opportunities, credit controls, and fault tolerance

The disclosed embodiments relate to implementation of a trading system, which may also be referred to as a trading system architecture, having improved performance which further assures transactional determinism under increasing processing transaction loads while providing improved trading opportunities, fault tolerance, low latency processing, high volume capacity, risk mitigation and market protections with minimal impact, as well as improved and equitable access to information and opportunities.. . ... Chicago Mercantile Exchange

05/07/15 / #20150127511

Transactionally deterministic high speed financial exchange having improved, efficiency, communication, customization, performance, access, trading opportunities, credit controls, and fault tolerance

The disclosed embodiments relate to implementation of a trading system, which may also be referred to as a trading system architecture, having improved performance which further assures transactional determinism under increasing processing transaction loads while providing improved trading opportunities, fault tolerance, low latency processing, high volume capacity, risk mitigation and market protections with minimal impact, as well as improved and equitable access to information and opportunities.. . ... Chicago Mercantile Exchange

05/07/15 / #20150127510

Transactionally deterministic high speed financial exchange having improved, efficiency, communication, customization, performance, access, trading opportunities, credit controls, and fault tolerance

The disclosed embodiments relate to implementation of a trading system, which may also be referred to as a trading system architecture, having improved performance which further assures transactional determinism under increasing processing transaction loads while providing improved trading opportunities, fault tolerance, low latency processing, high volume capacity, risk mitigation and market protections with minimal impact, as well as improved and equitable access to information and opportunities.. . ... Chicago Mercantile Exchange

05/07/15 / #20150127509

Transactionally deterministic high speed financial exchange having improved, efficiency, communication, customization, performance, access, trading opportunities, credit controls, and fault tolerance

The disclosed embodiments relate to implementation of a trading system, which may also be referred to as a trading system architecture, having improved performance which further assures transactional determinism under increasing processing transaction loads while providing improved trading opportunities, fault tolerance, low latency processing, high volume capacity, risk mitigation and market protections with minimal impact, as well as improved and equitable access to information and opportunities.. . ... Chicago Mercantile Exchange

04/23/15 / #20150112889

Achieving margin capital efficiencies using linear programming

A minimum margin requirement associated with an account may be determined by calculating, by a computer system, a first margin requirement for each of a plurality of derivatives positions associated with an account, calculating, by the computer system, a second spread margin requirement for each of one or more spread positions corresponding to the plurality of derivatives positions associated with the account, and determining, by the computer system, a minimum account margin requirement for the account using a linear programming technique and based on the first margin requirement for each of the plurality of derivatives positions and the second spread margin requirement for each of the one or more spread positions.. . ... Chicago Mercantile Exchange

04/23/15 / #20150112848

Disseminating floor quotes from open outcry markets

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. ... Chicago Mercantile Exchange

04/23/15 / #20150112846

Futures contracts settlement method with option to roll forward

Systems and methods are provided for processing derivative financial instrument positions. Contracts are structured to include minimum position limits or thresholds as final settlement dates approach. ... Chicago Mercantile Exchange

04/23/15 / #20150112845

Futures contracts with minimum position limit approaching delivery period

Systems and methods are provided for processing derivative financial instrument positions. Contracts are structured to include minimum position limits or thresholds as final settlement dates approach. ... Chicago Mercantile Exchange

04/23/15 / #20150112844

Futures contracts with divergent trading and delivery units

Systems and methods are provided for processing derivative financial instrument positions. Contracts are structured to include minimum position limits or thresholds as final settlement dates approach. ... Chicago Mercantile Exchange

04/16/15 / #20150106256

Computer implemented systems and methods for evaluation and adjustment of settlement value curves

Disclosed is a method that is useful in connection with providing discount factors for an exchange-traded mark-to-market derivative product that has a variable tick rate, such as an interest rate swap product. In some embodiments, the method includes providing a series of consecutive settlement values, which collectively represent a settlement value curve for the derivative product. ... Chicago Mercantile Exchange

04/16/15 / #20150106255

Facilitation of payments between counterparties by a central counterparty

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. ... Chicago Mercantile Exchange

04/16/15 / #20150106254

Facilitation of payments between counterparties by a central counterparty

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. ... Chicago Mercantile Exchange

04/16/15 / #20150106253

Facilitation of payments between counterparties by a central counterparty

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. ... Chicago Mercantile Exchange

04/16/15 / #20150106252

Facilitation of payments between counterparties by a central counterparty

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. ... Chicago Mercantile Exchange

03/26/15 / #20150088723

Secure exchange feed market data embargo

Methods, devices, and systems for communicating market data with market participants may involve obfuscating at least a portion of financial messages. Communicating the market data also involves augmenting a financial message with a key configured to remove the obfuscation from the obfuscated portion of the financial messages. ... Chicago Mercantile Exchange

03/26/15 / #20150088720

Secure exchange feed market data embargo

Methods, devices, and systems for communicating market data with market participants involve obfuscating at least a portion of a first financial message. Communicating the market data also involves augmenting a second financial message with a key configured to remove the obfuscation from the obfuscated portion of the first financial message. ... Chicago Mercantile Exchange

03/19/15 / #20150081622

Dataset intersection determination

An item is determined to exist in a dataset by arranging the dataset into a plurality of subsets, each bounded by the minimum amount of memory that may be transferred between levels of memory in a memory configuration. The item and the subsets have attributes that allow for a determination of which subset the item would exist in if the item were in the dataset. ... Chicago Mercantile Exchange

03/19/15 / #20150081505

Detection of potential abusive trading behavior in electronic markets

Methods for detecting potential abusive trading behavior in an electronic market include: (a) querying a database in response to an alert signifying a possible trading irregularity, wherein the database is configured to store data mined from one or a plurality of electronic social media platforms; (b) determining whether the database contains evidence of a news event that explains the trading irregularity and, if so, whether the news event corresponds to fundamental and/or technical market activity; and (c) flagging the trading irregularity as potential abusive trading behavior if the database contains evidence of the news event but it is determined that the news event does not correspond to fundamental and/or technical market activity. Systems for detecting potential abusive trading behavior in an electronic market are described.. ... Chicago Mercantile Exchange

03/19/15 / #20150081504

Detection of abusive behavior in electronic markets

A method for identifying potential abusive behavior in an electronic market includes: (a) determining whether an individual order book associated with a trader comprises an imbalance in relation to a financial instrument for which the trader submitted an order; (b) determining whether an imbalance identified in the individual order book changed after fulfillment of the order; and (c) identifying the order as potential abusive behavior if the individual order book comprises an imbalance that changed after fulfillment of the order. Systems for identifying potential abusive behavior in an electronic market are described.. ... Chicago Mercantile Exchange

03/19/15 / #20150081503

Pricing range-based financial instruments

A method for computing a settlement price of a financial instrument includes: (a) sampling a plurality of high-low range in a market over a period of time; (b) calculating an average of the plurality of high-low range obtained by the sampling; and (c) computing the settlement price of the financial instrument based on the average of the plurality of high-low ranges obtained by the calculating. Systems for computing a settlement price of a financial instrument are described. ... Chicago Mercantile Exchange

03/12/15 / #20150073963

Matching with level residual allocation

The disclosed embodiments relate to systems and methods which match/allocate an incoming order to trade with “resting,” i.e. Previously received but not yet matched, orders. ... Chicago Mercantile Exchange

03/12/15 / #20150073962

Boundary constraint-based settlement in spread markets

A computer implemented method determines a settlement price for a constituent contract of a plurality of spread instruments. The method includes obtaining market data indicative of bid-offer values for the plurality of spread instruments, generating synthetic market data for the constituent contract based on the bid-offer values and based on a respective settlement price for an active contract of each spread instrument of the plurality of spread instruments, determining boundary constraints on the settlement price for the constituent contract based on the synthetic market data, and computing the settlement price for the constituent contract based on the boundary constraints.. ... Chicago Mercantile Exchange

02/26/15 / #20150058258

System and method for displaying a combined trading and risk management gui display

A graphic user interface is disclosed that combines a traditional trading, bookkeeping system or clearing system window with a detailed margin and/or collateral asset calculation analysis window on a single screen. The disclosed gui provides the flexibility to analyze any combination of products or instrument classes such as single stock futures, futures (of all types), options (of all types), forward contracts, security options, securities and cash-based assets. ... Chicago Mercantile Exchange

02/12/15 / #20150046315

System and method for controlling markets during a stop loss trigger

A system mitigates the effects of a market spike caused by the triggering and the election of a conditional order in an automated matching system. The system includes evaluation logic, delay logic, pricing logic and timing logic. ... Chicago Mercantile Exchange

02/05/15 / #20150039530

Pca-based portfolio margining

A computer implemented method determines a margin requirement for a financial product portfolio. Market conditions for the financial product portfolio are characterized by a zero curve. ... Chicago Mercantile Exchange

01/22/15 / #20150026033

Efficient self-match prevention in an electronic match engine

Protections against self-matching trade orders are disclosed which maximize liquidity/efficiency by reducing/minimizing unnecessary cancelations and/or resubmissions. Rather than automatically cancel or modify the incoming and/or self-matching counter orders, those resting counter orders, which would result in the occurrence of a self-match with an incoming order, are placed in a hold state or otherwise set aside such that the incoming order may be matched with other non-self-matching orders. ... Chicago Mercantile Exchange

01/08/15 / #20150012462

Blending methodology for settling swaption volatility cube and prices

Systems and methods are provided for determining volatility levels for swaptions. End of day volatility data from swaption dealers. ... Chicago Mercantile Exchange

01/01/15 / #20150006355

Accelerated trade matching using speculative parallel processing

An electronic trading system is configured to create speculative orders based on real orders. The speculative order differs from the real order by the price, quantity, or the type of financial instrument. ... Chicago Mercantile Exchange








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