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Chicago Mercantile Exchange patents (2016 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


Transaction processing system performance evaluation

A transaction evaluation system may include a configurable and/or scalable transaction rate input model which models historical and/or recent transaction input rate patterns of a transaction processing system for a specified time period with configurable and/or scalable transactional amplitude for use in evaluating performance of the transaction processing system. The system may operate to inject particular volumes of transactions into the transaction processing system at specific times and/or periods of time.. ... Chicago Mercantile Exchange

Data structure management in hybrid clearing and default processing

Data structures for data transactions related to clearing are managed by: maintaining a market participant account data structure for the market participant and a guaranty fund data structure representative of a guaranty fund contribution made by a clearing member in support of the market participant; receiving transaction data for the market participant in connection with the transaction; determining a settlement data level for the transaction and for which the market participant is responsible; determining a guaranty fund contribution data level for the transaction and for which the clearing member is responsible; adjusting the market participant account data structure in accordance with the determined settlement data level; and, adjusting the guaranty fund data structure in accordance with the determined guaranty fund contribution data level.. . ... Chicago Mercantile Exchange

Dataset cleansing

Datasets may be characterized by patterns. The patterns may be caused or otherwise influenced by external factors, such as temporal, meteorological, and/or system factors. ... Chicago Mercantile Exchange

Tokens, and the use thereof, for public distribution of messages having a private association with a subset of the message recipients

The disclosed embodiments relate to creation and dissemination of unique identifiers, i.e. Tokens, for use in communication of messages from a transaction processing system, to participants therein whereby messages, or at least a portion of the content thereof, indicative of a response to a request, to transact or modify a prior transaction, are consolidated, or otherwise combined, with the corresponding directed reporting messages communicated to the particular participants participating in the reported transaction while preserving the anonymity of those participants to which messages are particularly directed. ... Chicago Mercantile Exchange

Thread safe lock-free concurrent write operations for use with multi-threaded in-line logging

The disclosed embodiments relate to a mechanism for allowing concurrent access, e.g. Write operations, to a data structure, e.g. ... Chicago Mercantile Exchange

Adaptive volume control

The disclosed embodiments relate to regulation of receipt, rate or volume, and processing of messages, such as order, mass quote or other trade related messages by available trading system resources to minimize congestion, maximize efficient use, minimize unfair monopolization and ensure fair access to/allocation thereof. The disclosed embodiments may act as a governor limiting the maximum rate of message submission to the rate at which the submitted messages can be processed. ... Chicago Mercantile Exchange

System for determining margin requirements

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

Option box volatility indexes

An implied volatility index, according to at least some embodiments, may be calculated based on implied volatility values associated with a selected number of options whose strike prices surround the current price level in the underlying market. In some cases, the implied volatility index may be used as the value to which various derivative items may be cash-settled, including exchange-traded securities, futures, and options on all asset classes for open outcry and electronic trading and submission for ex-pit clearing at a central counterparty (ccp) clearing house.. ... Chicago Mercantile Exchange

Event triggered trading

Networks, systems and methods for event triggered trading of investment vehicles are disclosed. Orders that are conditioned upon events occurring outside a market may be submitted to an exchange. ... Chicago Mercantile Exchange

System for processing decomposing futures contracts

Computer systems and methods are provided for processing financial instruments. A combination financial instrument includes a spot delivery financial instrument and a futures financial instrument. ... Chicago Mercantile Exchange

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

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

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

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

07/14/16 / #20160203458

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

06/09/16 / #20160162990

Enriched market data generation and reporting

Systems and methods are provided for determining enhanced price-level market data and/or enhanced order-level market data. To determine the enhanced price-level market data and/or enhanced order-level market data an order monitoring device may be configured to monitor one or more orders placed at an exchange, analyze information corresponding to the one or more monitored orders to determine whether an order, or partial order, was canceled without being matched, and generate the enhanced price-level market data and/or enhanced order-level market data based on the information associated with the canceled orders.. ... Chicago Mercantile Exchange

05/19/16 / #20160140657

Transaction processor for clearing interest rate swaps with improved efficiency

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. ... Chicago Mercantile Exchange

05/05/16 / #20160125399

Generating a blended fx portfolio

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. ... Chicago Mercantile Exchange

03/31/16 / #20160092985

Electronic market message management with priority determination

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.. ... Chicago Mercantile Exchange

03/31/16 / #20160092984

Electronic market message management using priority determination

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.. ... Chicago Mercantile Exchange

03/24/16 / #20160086268

Electronic market message management of multiple-action 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 primary actions associated with respect to the orders. Secondary actions in the electronic trading system may also be executed with respect to the orders.. ... Chicago Mercantile Exchange

03/24/16 / #20160086267

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. The actions in the electronic trading system may have times specified within the electronic message for the action to be executed.. ... Chicago Mercantile Exchange

03/24/16 / #20160086266

Electronic market message management by allocation 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. The actions in the electronic trading system may have times specified within the electronic message for the action to be executed.. ... Chicago Mercantile Exchange

03/24/16 / #20160086264

Market dynamic variable price limits

Data indicative of an instruction to calculate an upper price limit and a lower price limit corresponding to a financial product type may be received. In response to that instruction, data representing price information for each of n prior times may be accessed. ... Chicago Mercantile Exchange

03/10/16 / #20160071214

System and method for compelling physical delivery of items within a quality range

Systems and methods are provided for processing futures contracts that have physical delivery settlement provisions. At the time of settlement, the quality of potential underlying items that would be delivered are ranked. ... Chicago Mercantile Exchange

03/03/16 / #20160063629

Processing decomposing financial instruments

Systems and methods are provided for processing financial instruments. An original financial instrument may be a futures contract that is a combination of financial instruments or is based on a combination of financial instruments. ... Chicago Mercantile Exchange

03/03/16 / #20160063621

Bridged weekly fx futures product

A bridged weekly fx futures contract may include a series of weekly futures contracts extending over a specified time period, such as about 5 years. The series of contracts may be bridged such that long and short positions may be delivered into the next subsequent weekly contract of the same type. ... Chicago Mercantile Exchange

02/25/16 / #20160055584

Margin determination for products based on currency pairs

A performance bond contribution applicable to a holding in one or more products based on a currency pair may be determined, at least in part, based on volatility values and a volatility floor value. A performance bond contribution applicable to a holding in one or more products based on a third currency pair that includes first and third currencies may be determined using a series of rates. ... Chicago Mercantile Exchange

02/18/16 / #20160048921

Interest rate swap and swaption liquidation system and method

Systems and methods are provided for determining liquidations costs for portfolios of financial instruments. Survey data for liquidation costs at different risk profiles is received from market participants. ... Chicago Mercantile Exchange

02/11/16 / #20160042454

Electronic outcry messaging for electronic trading

Methods, devices, and systems for facilitation of communication between participants of an electronic marketplace involve receiving a message generated from a market participant and transmitting the message to other market participants. The facilitation also involves receiving responses to the message from the other market participants and transmitting the responses to the message originating market participant such that the transmitted response is imperceptible to the other market participants.. ... Chicago Mercantile Exchange

02/04/16 / #20160035033

Liquidation cost calculation

A set of estimated allocations nest(x1) through nest(xk) of portfolio positions to products x1 through xk may be determined, with products x1 through xk including portfolio products and spread-traded products based on some of the portfolio products. Utilizing the set of estimated allocations, an optimized liquidation cost lcopt may be designated. ... Chicago Mercantile Exchange

02/04/16 / #20160035024

Initial margining using decayed scenarios

A margin requirement is determined for a financial product. A present value of the financial position is obtained, and scenario projected values of the financial position at a future date are calculated for a plurality of loss risk scenarios in accordance with a plurality of scenario curves representative of the plurality of loss risk scenarios, respectively. ... Chicago Mercantile Exchange

01/28/16 / #20160028894

Customer service controller

Information about a request from a caller is provided in a customer service call center. In one embodiment, a customer service processor selects an agent based on the type of request and routes the call to the agent. ... Chicago Mercantile Exchange

01/21/16 / #20160019644

Size-based allocation prioritization

The disclosed embodiments relate to systems and methods that match or allocate an incoming order to trade with a plurality of resting orders. Order book data indicative of the resting orders is obtained. ... Chicago Mercantile Exchange

01/07/16 / #20160005117

Allocation based on order quality

An incoming order is matched or allocated to trade with a plurality of resting orders. Order book data indicative of the resting orders is obtained. ... Chicago Mercantile Exchange








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