Invention Grant
- Patent Title: Hybrid cross-margining
- Patent Title (中): 混合交叉边缘化
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Application No.: US12858911Application Date: 2010-08-18
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Publication No.: US07930245B2Publication Date: 2011-04-19
- Inventor: Dmitriy Glinberg , Edward Gogol , Tae Seok C. Yoo
- Applicant: Dmitriy Glinberg , Edward Gogol , Tae Seok C. Yoo
- Applicant Address: US IL Chicago
- Assignee: Chicago Mercantile Exchange Inc.
- Current Assignee: Chicago Mercantile Exchange Inc.
- Current Assignee Address: US IL Chicago
- Agency: Brinks Hofer Gilson & Lione
- Main IPC: G06Q40/00
- IPC: G06Q40/00

Abstract:
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.
Public/Granted literature
- US20100312720A1 HYBRID CROSS-MARGINING Public/Granted day:2010-12-09
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