| 摘要 |
Methods, systems, and apparatus, including computer programs encoded on a non-transitory computer-readable medium, for receiving a request from a computing device for a spread quote of futures contracts, the spread quote specifying a ratio of single sided swap futures fixed rate contracts that would be exchanged for a single sided swap futures floating rate contract, transmitting to the computing device, responsive to receiving the request, a plurality of spread quote bids and/or offers, receiving, from the computing device, an order to exchange a number of single sided swap futures fixed rate contracts for a single sided swap futures floating rate contract at a particular ratio that matches one of the bids and offers, and responsive to receiving the order, executing a transaction to exchange a number of single sided swap futures fixed rate contracts for a single sided swap futures floating rate contract at the particular ratio. |
