| 主权项 |
1. A method comprising:
determining, by a computer system and for each of m source locations, a number of commodity contract short positions for which delivery of a commodity will originate from that source location, wherein each of the short positions corresponds to an obligation of the short position holder to make delivery of the commodity within a predefined time period; determining, by the computer system and for each of n destination locations, a number of commodity contract long positions for which delivery of the commodity will be made at that destination location, wherein each of the long positions corresponds to an obligation of the long position holder to receive delivery of the commodity within the predefined time period; accessing, by the computer system, delivery cost data for each of multiple source-destination pairs, wherein each of the source-destination pairs represents a different combination of one of the m source locations and one of the n destination locations; identifying a first allocation constraint by the computer system, by:
determining that a delivery cost data value for an identified one of multiple source-destination pairs exceeds a threshold, andbased on the determination that the threshold is exceeded, excluding the identified source-destination pair from allocation of short and long positions; allocating the short and long positions among each of one or more of the source-destination pairs not excluded, wherein the allocation is performed by the computer system based at least in part on the delivery cost data, and wherein the allocation minimizes a total delivery cost and satisfies the identified allocation constraints; generating, by the computer system, assignments of the long positions and the short positions fulfilling the allocation; and transmitting, by the computer system, notifications to holders of the short and long positions indicating the assignments. |
