发明名称 |
CARRY-ADJUSTED INDEX FUTURES |
摘要 |
A calculation of a value for a carry-adjusted version of an economic index may include adjusting an equity component by a carrying cost component. The equity component may be based on a value of the economic index corresponding to the current time. The carrying cost component may be based on a carrying cost rate and a time period from the current time to a previous time. The calculation may be periodically reset to, e.g., reflect a new carrying cost rate. The carry-adjusted version of an economic index may be the underlying of a futures contract or other type of product. |
申请公布号 |
WO2016004027(A1) |
申请公布日期 |
2016.01.07 |
申请号 |
WO2015US38537 |
申请日期 |
2015.06.30 |
申请人 |
CHICAGO MERCANTILE EXCHANGE INC. |
发明人 |
TAGLIANI, MATTHEW;WARREN, SCOT;LABUSZEWSKI, JOHN;NYHOFF, JOHN |
分类号 |
G06Q40/06 |
主分类号 |
G06Q40/06 |
代理机构 |
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代理人 |
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主权项 |
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地址 |
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