发明授权
- 专利标题: Hybrid cross-margining
- 专利标题(中): 混合交叉边缘化
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申请号: US12858911申请日: 2010-08-18
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公开(公告)号: US07930245B2公开(公告)日: 2011-04-19
- 发明人: Dmitriy Glinberg , Edward Gogol , Tae Seok C. Yoo
- 申请人: Dmitriy Glinberg , Edward Gogol , Tae Seok C. Yoo
- 申请人地址: US IL Chicago
- 专利权人: Chicago Mercantile Exchange Inc.
- 当前专利权人: Chicago Mercantile Exchange Inc.
- 当前专利权人地址: US IL Chicago
- 代理机构: Brinks Hofer Gilson & Lione
- 主分类号: G06Q40/00
- IPC分类号: G06Q40/00
摘要:
A hybrid cross-margining system is disclosed. The disclosed provides for both joint accounts, maintained by multiple exchanges, as well as non-joint accounts, whereby the system recognizes both intra-account offsets within the joint account and inter-exchange offsets between the joint account and accounts maintained by another exchange to minimize the margin requirement of the associated market participant with respect to the positions reflected in these accounts.
公开/授权文献
- US20100312720A1 HYBRID CROSS-MARGINING 公开/授权日:2010-12-09
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