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1. WO2011034729 - RATIO SPREADS FOR CONTRACTS OF DIFFERENT SIZES IN IMPLIED MARKET TRADING

Publication Number WO/2011/034729
Publication Date 24.03.2011
International Application No. PCT/US2010/047489
International Filing Date 01.09.2010
IPC
G06Q 40/00 2006.01
GPHYSICS
06COMPUTING; CALCULATING OR COUNTING
QDATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
40Finance; Insurance; Tax strategies; Processing of corporate or income taxes
CPC
G06Q 40/04
GPHYSICS
06COMPUTING; CALCULATING; COUNTING
QDATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
40Finance; Insurance; Tax strategies; Processing of corporate or income taxes
04Exchange, e.g. stocks, commodities, derivatives or currency exchange
Applicants
  • CHICAGO MERCANTILE EXCHANGED INC. [US]/[US] (AllExceptUS)
  • MILNE, Andrew [CA]/[US] (UsOnly)
Inventors
  • MILNE, Andrew
Agents
  • KATZ, James, L.
Priority Data
12/560,12215.09.2009US
Publication Language English (EN)
Filing Language English (EN)
Designated States
Title
(EN) RATIO SPREADS FOR CONTRACTS OF DIFFERENT SIZES IN IMPLIED MARKET TRADING
(FR) ÉCARTS SUR RATIO D'OPTIONS POUR DES CONTRATS DE DIFFÉRENTES TAILLES DANS UN COMMERCE DE MARCHÉ IMPLICITE
Abstract
(EN)
A method for matching orders is provided. The method includes receiving a first order for a product, the first order specifying a first volume, receiving a second order for the product, the second order specifying a second volume, wherein the first volume is different than the second volume, generating an implied order based on a ratio spread defined between the first order and the second order, and matching a third order with the implied order.
(FR)
L'invention porte sur un procédé pour mettre en correspondance des ordres. Le procédé comprend la réception d'un premier ordre pour un produit, le premier ordre spécifiant un premier volume, la réception d'un deuxième ordre pour le produit, le deuxième ordre spécifiant un deuxième volume, le premier volume étant différent du deuxième volume, la génération d'un ordre implicite sur la base d'un écart sur ratio d'options défini entre le premier ordre et le deuxième ordre, et la mise en correspondance d'un troisième ordre avec l'ordre implicite.
Also published as
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