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公开(公告)号：US20240257248A1
公开(公告)日：2024-08-01
申请号：US18635401
申请日：2024-04-15
Applicant: LIFFE Administration and Management
Inventor： Benoit Andre Lamour , Anais Fabienne Christiane Dony
IPC: G06Q40/04
CPC classification number: G06Q40/04
Abstract: Systems and methods for performing an exchange for physicals (EFP) may comprise receiving, with a matching engine module in communication with a processor, EFP data comprising an amount of securities to be traded and a price. The matching engine module may calculate a first delta percentage between the EFP data and an index based on the amount, the price, and an index value. The matching engine module may calculate a residual delta based on the first delta percentage and an index notional value. The matching engine module may attribute the residual delta to the securities.
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公开(公告)号：US11593884B2
公开(公告)日：2023-02-28
申请号：US17897849
申请日：2022-08-29
Applicant: LIFFE Administration and Management
Inventor： Robert James Fuller , Steven John Katesmark , Christopher Roy Harrison
Abstract: A disclosed system, method and computer readable storage medium includes mechanism for controlling cascade price movements in an electronic trading system. Price limits control the prices at which traders can place orders. An upper price limit prevents traders from placing orders above the upper limit and a lower price limit prevents traders from placing orders below the lower limit. The gap between the upper limit and the indicative marked price as well as the gap between lower limit and the indicative market price is controlled so as to cause a breaking effect on very rapidly changing market price.
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公开(公告)号：US20210233175A1
公开(公告)日：2021-07-29
申请号：US17231622
申请日：2021-04-15
Applicant: LIFFE Administration and Management
Inventor： Robert James Fuller , Steven John Katesmark , Christopher Roy Harrison
Abstract: A disclosed system, method and computer readable storage medium includes mechanism for controlling cascade price movements in an electronic trading system. Price limits control the prices at which traders can place orders. An upper price limit prevents traders from placing orders above the upper limit and a lower price limit prevents traders from placing orders below the lower limit. The gap between the upper limit and the indicative marked price as well as the gap between lower limit and the indicative market price is controlled so as to cause a breaking effect on very rapidly changing market price.
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公开(公告)号：US11017473B2
公开(公告)日：2021-05-25
申请号：US17064839
申请日：2020-10-07
Applicant: LIFFE Administration and Management
Inventor： Benoit Andre Lamour , Anais Fabienne Christiane Dony
Abstract: Systems and methods for performing an exchange for physicals (EFP) may comprise receiving, with a matching engine module in communication with a processor, EFP data comprising an amount of securities to be traded and a price. The matching engine module may calculate a first delta percentage between the EFP data and an index based on the amount, the price, and an index value. The matching engine module may calculate a residual delta based on the first delta percentage and an index notional value. The matching engine module may attribute the residual delta to the securities.
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公开(公告)号：US20190333152A1
公开(公告)日：2019-10-31
申请号：US16506536
申请日：2019-07-09
Applicant: LIFFE Administration and Management
Inventor： Robert James Fuller , Steven John Katesmark , Christopher Roy Harrison
Abstract: A disclosed system, method and computer readable storage medium includes mechanism for controlling cascade price movements in an electronic trading system. Price limits control the prices at which traders can place orders. An upper price limit prevents traders from placing orders above the upper limit and a lower price limit prevents traders from placing orders below the lower limit. The gap between the upper limit and the indicative marked price as well as the gap between lower limit and the indicative market price is controlled so as to cause a breaking effect on very rapidly changing market price.
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Patent Agency Ranking
公开(公告)号：US20130173446A1
公开(公告)日：2013-07-04
申请号：US13777851
申请日：2013-02-26
Inventor： Robert James Fuller , Steven John Katesmark , Christopher Roy Harrison
IPC: G06Q40/04
Abstract: A disclosed system, method and computer readable storage medium includes mechanism for controlling cascade price movements in an electronic trading system. Price limits control the prices at which traders can place orders. An upper price limit prevents traders from placing orders above the upper limit and a lower price limit prevents traders from placing orders below the lower limit. The gap between the upper limit and the indicative market price as well as the gap between lower limit and the indicative market price is controlled so as to cause a breaking effect on very rapidly changing market price.
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公开(公告)号：US20250131499A1
公开(公告)日：2025-04-24
申请号：US19007770
申请日：2025-01-02
Applicant: LIFFE Administration and Management
Inventor： Benoit Andre Lamour , Anais Fabienne Christiane Dony
IPC: G06Q40/04
Abstract: Systems and methods for performing an exchange for physicals (EPP) may comprise receiving, with a matching engine module in communication with a processor, EFP data comprising an amount of securities to be traded and a price. The matching engine module may calculate a first delta percentage between the EFP data and an index based on the amount, the price, and an index value. The matching engine module may calculate a residual delta based on the first delta percentage and an index notional value. The matching engine module may attribute the residual delta to the securities.
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公开(公告)号：US20230360132A1
公开(公告)日：2023-11-09
申请号：US18352066
申请日：2023-07-13
Applicant: LIFFE Administration and Management
Inventor： Robert James Fuller , Steven John Katesmark , Christopher Roy Harrison
Abstract: A disclosed system, method and computer readable storage medium includes mechanism for controlling cascade price movements in an electronic trading system. Price limits control the prices at which traders can place orders. An upper price limit prevents traders from placing orders above the upper limit and a lower price limit prevents traders from placing orders below the lower limit. The gap between the upper limit and the indicative marked price as well as the gap between lower limit and the indicative market price is controlled so as to cause a breaking effect on very rapidly changing market price.
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公开(公告)号：US11636545B2
公开(公告)日：2023-04-25
申请号：US17684741
申请日：2022-03-02
Applicant: LIFFE Administration and Management
Inventor： Benoit Andre Lamour , Anais Fabienne Christiane Dony
IPC: G06Q40/04
Abstract: Systems and methods for performing an exchange for physicals (EFP) may comprise receiving, with a matching engine module in communication with a processor, EFP data comprising an amount of securities to be traded and a price. The matching engine module may calculate a first delta percentage between the EFP data and an index based on the amount, the price, and an index value. The matching engine module may calculate a residual delta based on the first delta percentage and an index notional value. The matching engine module may attribute the residual delta to the securities.
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公开(公告)号：US20210241374A1
公开(公告)日：2021-08-05
申请号：US17234909
申请日：2021-04-20
Applicant: LIFFE Administration and Management
Inventor： Benoit Andre Lamour , Anais Fabienne Christiane Dony
IPC: G06Q40/04
Abstract: Systems and methods for performing an exchange for physicals (EFP) may comprise receiving, with a matching engine module in communication with a processor, EFP data comprising an amount of securities to be traded and a price. The matching engine module may calculate a first delta percentage between the EFP data and an index based on the amount, the price, and an index value. The matching engine module may calculate a residual delta based on the first delta percentage and an index notional value. The matching engine module may attribute the residual delta to the securities.
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