SYSTEM AND METHOD FOR TRADING OPTIONS (CREDIT FILTERS AND TWO STAGE UPDATING)

摘要

SYSTEM AND METHOD FOR TRADING OPTIONS (CREDIT FILTERS AND TWO STAGE UPDATING) Computerised systems and methods for electronic trading of currency options contracts are disclosed. Embodiments of the methods for electronic trading of currency options contracts among a plurality of users comprises providing a user a list of counterparties and receiving from the user conditions that each counterparty must meet to deal with the user. The conditions include whether the counterparty will accept a contract with the user, the maximum tenor the user will accept on contacts with the counterparty and the size of option the user will accept with the counterparty. The method includes displaying to the user the prices on option contracts from counterparties that meet the user's conditions for dealing.