| 摘要 |
<p>A method for conducting an exchange auction includes a computer receiving financial positions data defining long and short positions associated with a first financial instrument. The method further includes matching, by the computer, one of the short positions and one of the long positions and generating a first proposed trade including the matched positions. The method further includes generating, by the computer, a second proposed trade including a short position and long position associated with second financial instrument, such that a net notion of the first proposed is equal to a notional of the second propose trade. The method further includes executing the first and second proposed trades.</p> |
