SYSTEMS AND METHODS FOR USING DECLINING BALANCE METHODOLOGIES TO ENHANCE CLEARING OF DIVIDEND FUTURES AND OTHER INSTRUMENTS
摘要
<p>Systems and method are disclosed for quoting, adjusting and settling futures contracts by successively removing the just-realized variables from the quoted futures price to focus the quoted contract value to the remaining unrealized economic variables. Further, such systems and method for quoting, adjusting and settling the futures contracts preserve the underlying economic consideration for the trade when compared with the traditional way of quoting futures based on the same cumulative sum.</p>
申请公布号
WO2012074849(A1)
申请公布日期
2012.06.07
申请号
WO2011US61919
申请日期
2011.11.22
申请人
CHICAGO MERCANTILE EXCHANGE INC.;CO, RICHARD;WANG, TUENTUEN;SU, XING;LABUSZEWSKI, JOHN
发明人
CO, RICHARD;WANG, TUENTUEN;SU, XING;LABUSZEWSKI, JOHN