Cross-currency implied spreads

Details Cross-currency implied spreads Cross-currency implied spreads

G - Physics

06

Q

G06Q 40/00 (2006.01)

Patent

CA 2626935

The disclosed systems and methods relate to allowing trading of over the counter ("OTC") foreign exchange ("FX") contracts on a centralized matching and clearing mechanism, such as that of the Chicago Mercantile Exchange's ("CME"'s) futures exchange system (the "Exchange"). The disclosed systems and methods allow for anonymous transactions, centralized clearing, efficient settlement and the provision of risk management/credit screening mechanisms to lower risk, reduce transaction costs and improve the liquidity in the FX market place. In particular, the disclosed embodiments increase speed of execution facilitating growing demand for algorithmic trading, increased price transparency, lower cost of trading, customer to customer trading, and automated asset allocations, recurring trades as well as clearing and settlement efficiencies.

L'invention concerne des systèmes et des procédés permettant d'échanger des contrats d'opérations sur devises (FX) hors cote (OTC) sur un mécanisme de rapprochement et de compensation centralisé, tel que le système d'échanges (Bourse) de contrats à terme du Chicago Mercantile Exchange (CME). Lesdits systèmes et procédés autorisent des transactions anonymes, des compensations centralisées, des règlements efficaces et fournissent de mécanismes de gestion de risques/sélection multicritère de crédits afin de réduire les risques, de limiter les coûts de transaction et d'améliorer les liquidités sur la place boursière FX. Les modes de réalisation décrits permettent d'augmenter la vitesse d'exécution, ce qui favorise l'accroissement des demandes d'échanges algorithmiques, l'augmentation de la transparence des prix, la réduction des coûts d'échange, les échanges de client à client, l'allocation automatique d'actifs, des échanges récurrents ainsi que l'efficacité des compensations et des règlements.

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